# EDGAR Filing Document

**Accession Number:** 0000035315
**File Stem:** 0000035402-26-000486
**Filing Date:** 2026-1
**Character Count:** 433478
**Document Hash:** bb75d0b6a77bf81097292b4250f4f189
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-26-000486.hdr.sgml**: 20260123

**ACCESSION NUMBER**: 0000035402-26-000486

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20260123

**DATE AS OF CHANGE**: 20260123

**PERIOD START**: 20260831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIDELITY SALEM STREET TRUST
- **CENTRAL INDEX KEY:** 0000035315

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0430

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02105
- **FILM NUMBER:** 26555437

**BUSINESS ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210
- **BUSINESS PHONE:** 617-563-7000

**MAIL ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY FIXED INCOME TRUST
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY FLEXIBLE BOND FUND
- **DATE OF NAME CHANGE:** 19860904

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY CORPORATE BOND FUND INC
- **DATE OF NAME CHANGE:** 19851225

## Series and Classes Contracts Data

### Fidelity Sustainable Core Plus Bond Fund (Series ID: S000075892)

| Class ID   | Class Name                                                | Ticker Symbol   |
|:---|:---|:---|
| C000235217 | Fidelity Sustainable Core Plus Bond Fund                  | FIAEX           |
| C000235218 | Fidelity Advisor Sustainable Core Plus Bond Fund: Class C | FIAJX           |
| C000235219 | Fidelity Advisor Sustainable Core Plus Bond Fund: Class A | FIAIX           |
| C000235220 | Fidelity Advisor Sustainable Core Plus Bond Fund: Class Z | FIAMX           |
| C000235221 | Fidelity Advisor Sustainable Core Plus Bond Fund: Class I | FIALX           |
| C000235222 | Fidelity Advisor Sustainable Core Plus Bond Fund: Class M | FIAKX           |

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Fidelity® Sustainable Core Plus Bond Fund**

**November 30, 2025**

SCB-NPRT1-0126

1.9904882.103 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Asset-Backed Securities - 5.4%** | &nbsp;&nbsp;**Asset-Backed Securities - 5.4%** | &nbsp;&nbsp;**Asset-Backed Securities - 5.4%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| BAILIWICK OF JERSEY - 1.4%  |  |  |
| Aimco Clo 19 Ltd / Aimco Clo 19 LLC Series 2024-19A Class A, CME Term SOFR 3 month Index + 1.35%, 5.2344% 10/20/2037 (b)(c)(d) | 250000 | 250777 |
| Blueberry Park Clo Ltd Series 2024-1A Class A, CME Term SOFR 3 month Index + 1.35%, 5.2344% 10/20/2037 (b)(c)(d) | 250000 | 250645 |
| Dryden 108 Clo Ltd / Dryden 108 Clo LLC Series 2024-108A Class A1R, CME Term SOFR 3 month Index + 1.36%, 5.2444% 7/18/2037 (b)(c)(d) | 250000 | 250670 |
| TOTAL BAILIWICK OF JERSEY |  | 752092 |
| GRAND CAYMAN (UK OVERSEAS TER) - 3.5%  |  |  |
| Aimco CLO 11 Ltd Series 2024-11A Class A1R2, CME Term SOFR 3 month Index + 1.34%, 5.2216% 7/17/2037 (b)(c)(d) | 250000 | 250786 |
| AIMCO CLO Series 2024-BA Class ARR, CME Term SOFR 3 month Index + 1.5%, 5.3936% 4/16/2037 (b)(c)(d) | 250000 | 250756 |
| Ares Lix Clo Ltd Series 2021-59A Class A, CME Term SOFR 3 month Index + 1.2916%, 5.1496% 4/25/2034 (b)(c)(d) | 250000 | 250227 |
| Ocp Aegis Clo Ltd Series 2025-47A Class A1, CME Term SOFR 3 month Index + 1.11%, 0% 1/21/2038 (b)(c)(d)(e) | 250000 | 249999 |
| RR 28 LTD / RR 28 LLC Series 2024-28RA Class A1R, CME Term SOFR 3 month Index + 1.55%, 5.4545% 4/15/2037 (b)(c)(d) | 250000 | 250421 |
| Symphony Clo Xxvi Ltd / Symphony Clo Xxvi LLC Series 2021-26A Class AR, CME Term SOFR 3 month Index + 1.3416%, 5.2261% 4/20/2033 (b)(c)(d) | 337647 | 337720 |
| Voya CLO Ltd Series 2023-1A Class A1, CME Term SOFR 3 month Index + 1.8%, 5.6844% 1/20/2037 (b)(c)(d) | 250000 | 250468 |
| TOTAL GRAND CAYMAN (UK OVERSEAS TER) |  | 1840377 |
| MULTI-NATIONAL - 0.3%  |  |  |
| Allegro Clo Xv Ltd / Allegro Clo Vx LLC Series 2025-1A Class A1R, CME Term SOFR 3 month Index + 1.18%, 5.0644% 4/20/2038 (b)(c)(d) | 150000 | 149439 |
| UNITED STATES - 0.2%  |  |  |
| Planet Fitness Master Issuer LLC Series 2022-1A Class A2I, 3.251% 12/5/2051 (b) | 96500 | 94976 |
| <br> **TOTAL ASSET-BACKED SECURITIES**<br> (Cost $2,822,966) |  | <br> **2836884** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Bank Loan Obligations - 0.8%** | &nbsp;&nbsp;**Bank Loan Obligations - 0.8%** | &nbsp;&nbsp;**Bank Loan Obligations - 0.8%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| FRANCE - 0.0%  |  |  |
| Communication Services - 0.0% |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |
| Altice France SA Tranche B13 1LN, term loan CME Term SOFR 1 month Index + 5.375%, 9.3603% 5/14/2029 (c)(d)(f) | 768 | 763 |
| Altice France SA Tranche B14 1LN, term loan CME Term SOFR 1 month Index + 6.875%, 10.8603% 5/31/2031 (c)(d)(f) | 6913 | 6928 |
| TOTAL FRANCE |  | 7691 |
| LUXEMBOURG - 0.0%  |  |  |
| Communication Services - 0.0% |  |  |
| Media - 0.0% |  |  |
| Altice Financing SA Tranche B 1LN, term loan CME Term SOFR 3 month Index + 5%, 8.9045% 10/31/2027 (c)(d)(f) | 997 | 733 |
| NETHERLANDS - 0.0%  |  |  |
| Utilities - 0.0% |  |  |
| Independent Power and Renewable Electricity Producers - 0.0% |  |  |
| Enstall Group BV Tranche B 1LN, term loan CME Term SOFR 3 month Index + 5%, 9.2631% 8/30/2028 (c)(d)(f) | 10213 | 4851 |
| SWITZERLAND - 0.0%  |  |  |
| Materials - 0.0% |  |  |
| Chemicals - 0.0% |  |  |
| Consolidated Energy Finance SA Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.5%, 8.1975% 11/15/2030 (c)(d)(f) | 7965 | 6352 |
| UNITED STATES - 0.8%  |  |  |
| Communication Services - 0.0% |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |
| Connect Holdings LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 5%, 9.7098% 10/3/2031 (c)(d)(f) | 1079 | 705 |
| Connect Holdings LLC Tranche B-DD 1LN, term loan CME Term SOFR 1 month Index + 4.25%, 8.1699% 4/3/2031 (c)(d)(f) | 12000 | 10606 |
| Lumen Technologies Inc Tranche B2 1LN, term loan CME Term SOFR 1 month Index + 2.35%, 6.3802% 4/15/2030 (c)(d)(f) | 1985 | 1971 |
| Windstream Services LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4%, 7.9157% 10/6/2032 (c)(d)(f) | 10000 | 9944 |
|  |  | 23226 |
| Consumer Discretionary - 0.3% |  |  |
| Automobile Components - 0.0% |  |  |
| American Axle & Manufacturing Inc Tranche C 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 0% 2/24/2032 (c)(d)(f)(g) | 5000 | 5000 |
| Diversified Consumer Services - 0.0% |  |  |
| Spin Holdco Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4%, 8.3928% 3/4/2028 (c)(d)(f) | 27721 | 22565 |
| Hotels, Restaurants & Leisure - 0.2% |  |  |
| Horizon US Finco LP Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.5%, 8.1975% 10/31/2031 (c)(d)(f) | 7979 | 7620 |
| MajorDrive Holdings IV LLC 1LN, term loan CME Term SOFR 3 month Index + 4%, 8.2631% 6/1/2028 (c)(d)(f) | 6000 | 5363 |
| United PF Holdings LLC 1LN, term loan CME Term SOFR 3 month Index + 4%, 8.102% 12/30/2026 (c)(d)(f) | 24740 | 23771 |
| United PF Holdings LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 8.5%, 12.602% 12/30/2026 (c)(d)(f) | 990 | 955 |
|  |  | 37709 |
| Household Durables - 0.1% |  |  |
| TGP Holdings III LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.2657% 6/29/2028 (c)(d)(f) | 8993 | 8401 |
| Weber-Stephen Products LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 7.7353% 10/1/2032 (c)(d)(f) | 15000 | 14975 |
|  |  | 23376 |
| Specialty Retail - 0.0% |  |  |
| LBM Acquisition LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 7.8098% 6/6/2031 (c)(d)(f) | 4935 | 4643 |
| LBM Acquisition LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 5%, 8.9598% 6/6/2031 (c)(d)(f) | 6997 | 6912 |
| Staples Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 5.75%, 9.6038% 9/4/2029 (c)(d)(f) | 9887 | 9266 |
|  |  | 20821 |
| TOTAL CONSUMER DISCRETIONARY |  | 109471 |
| Consumer Staples - 0.0% |  |  |
| Consumer Staples Distribution & Retail - 0.0% |  |  |
| C&S Wholesale Grocers Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 5%, 9.0033% 9/20/2030 (c)(d)(f) | 5000 | 4919 |
| Food Products - 0.0% |  |  |
| Del Monte Foods Corp II Inc 1LN, term loan CME Term SOFR 3 month Index + 8.15%, 0% (c)(d)(f)(h) | 1192 | 547 |
| Del Monte Foods Corp II Inc Tranche FLFO B 1LN, term loan CME Term SOFR 3 month Index + 8%, 0% (c)(d)(f)(h) | 345 | 158 |
| Del Monte Foods Corp II Inc Tranche TLA DIP, term loan CME Term SOFR 3 month Index + 9.5%, 13.559% 3/30/2026 (c)(d)(f) | 2951 | 2810 |
| Del Monte Foods Corp II Inc Tranche TLB DIP ROLLUP, term loan CME Term SOFR 3 month Index + 9.5%, 13.559% 3/30/2026 (c)(d)(f)(i) | 3883 | 3145 |
| Nourish Buyer I Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.5%, 8.459% 7/12/2032 (c)(d)(f) | 5000 | 5013 |
|  |  | 11673 |
| TOTAL CONSUMER STAPLES |  | 16592 |
| Energy - 0.0% |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |
| New Fortress Energy Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 5.5%, 9.5699% 10/30/2028 (c)(d)(f) | 38845 | 17330 |
| Financials - 0.0% |  |  |
| Insurance - 0.0% |  |  |
| Asurion LLC Tranche B3 2LN, term loan CME Term SOFR 1 month Index + 5.25%, 9.2802% 1/31/2028 (c)(d)(f) | 8000 | 7645 |
| Health Care - 0.2% |  |  |
| Health Care Equipment & Supplies - 0.0% |  |  |
| QuidelOrtho Corp Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4%, 8.0015% 8/23/2032 (c)(d)(f) | 5000 | 4973 |
| Health Care Providers & Services - 0.0% |  |  |
| Cano Health LLC Tranche INITIAL EXCHANGE TERM LOANS 1LN, term loan CME Term SOFR 3 month Index + 10%, 14.0015% 6/28/2029 (c)(d)(f)(i) | 1769 | 1379 |
| HAH Group Holding Co LLC 1LN, term loan CME Term SOFR 1 month Index + 5%, 8.9157% 9/24/2031 (c)(d)(f) | 3982 | 3536 |
| ModivCare Inc 1LN, term loan CME Term SOFR 1 month Index + 7%, 11.006% 2/22/2026 (c)(d)(f)(i) | 568 | 551 |
| ModivCare Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 6.75%, 10.7515% 7/1/2031 (c)(d)(f) | 5070 | 2079 |
|  |  | 7545 |
| Pharmaceuticals - 0.2% |  |  |
| 1261229 BC Ltd Tranche B 1LN, term loan CME Term SOFR 1 month Index + 6.25%, 10.1657% 10/8/2030 (c)(d)(f) | 46888 | 46255 |
| TOTAL HEALTH CARE |  | 58773 |
| Industrials - 0.1% |  |  |
| Air Freight & Logistics - 0.0% |  |  |
| Rand Parent LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3%, 7.0015% 3/18/2030 (c)(d)(f) | 4987 | 4990 |
| Building Products - 0.0% |  |  |
| Cornerstone Building Brands Inc 1LN, term loan CME Term SOFR 1 month Index + 5.625%, 9.584% 8/1/2028 (c)(d)(f) | 1995 | 1586 |
| Cornerstone Building Brands Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.309% 4/12/2028 (c)(d)(f) | 4987 | 3956 |
|  |  | 5542 |
| Commercial Services & Supplies - 0.1% |  |  |
| Artera Services LLC 1LN, term loan CME Term SOFR 3 month Index + 4.5%, 8.5015% 2/15/2031 (c)(d)(f) | 2000 | 1677 |
| Brand Industrial Services Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.5%, 8.3538% 8/1/2030 (c)(d)(f) | 16877 | 15074 |
| Neptune Bidco US Inc Tranche A 1LN, term loan CME Term SOFR 3 month Index + 4.75%, 8.7615% 10/11/2028 (c)(d)(f) | 1000 | 974 |
| Neptune Bidco US Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 5%, 9.0115% 4/11/2029 (c)(d)(f) | 8929 | 8703 |
|  |  | 26428 |
| TOTAL INDUSTRIALS |  | 36960 |
| Information Technology - 0.1% |  |  |
| IT Services - 0.1% |  |  |
| Constant Contact Inc 2LN, term loan CME Term SOFR 3 month Index + 7.5%, 11.6662% 2/12/2029 (c)(d)(f) | 1000 | 882 |
| Constant Contact Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4%, 8.1662% 2/10/2028 (c)(d)(f) | 6941 | 6632 |
| X Corp Tranche B1 1LN, term loan CME Term SOFR 3 month Index + 6.5%, 10.4475% 10/26/2029 (c)(d)(f) | 23000 | 22379 |
|  |  | 29893 |
| Software - 0.0% |  |  |
| Dawn Bidco LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3%, 0% 10/7/2032 (c)(d)(f)(g) | 5000 | 4985 |
| Polaris Newco LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4%, 8.102% 6/2/2028 (c)(d)(f) | 5956 | 5605 |
| Polaris Newco LLC Tranche PIK TERM 2LN, term loan CME Term SOFR 1 month Index + 9%, 12.9224% 6/4/2029 (c)(d)(f) | 4000 | 3760 |
| X.AI LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 7.25%, 11.1219% 6/28/2030 (c)(d)(f) | 10000 | 9655 |
|  |  | 24005 |
| TOTAL INFORMATION TECHNOLOGY |  | 53898 |
| Materials - 0.1% |  |  |
| Chemicals - 0.1% |  |  |
| American Rock Salt Co LLC 1LN, term loan 2% 6/12/2028 (c)(f)(j) | 124 | 122 |
| American Rock Salt Co LLC 1LN, term loan CME Term SOFR 3 month Index + 4%, 7.9369% 6/9/2028 (c)(d)(f) | 982 | 746 |
| American Rock Salt Co LLC 1LN, term loan CME Term SOFR 3 month Index + 7%, 11.3471% 6/12/2028 (c)(d)(f) | 474 | 469 |
| Herens US Holdco Corp Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.925%, 8.0265% 7/3/2028 (c)(d)(f) | 22905 | 20333 |
| Hexion Holdings Corp 1LN, term loan CME Term SOFR 1 month Index + 4%, 7.9598% 3/15/2029 (c)(d)(f) | 11965 | 11631 |
| Hexion Inc 2LN, term loan CME Term SOFR 1 month Index + 7.4375%, 11.4532% 3/15/2030 (c)(d)(f) | 1706 | 1662 |
| INEOS US Petrochem LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.25%, 8.2657% 4/2/2029 (c)(d)(f) | 9975 | 7616 |
| Tronox Finance LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.5015% 9/30/2031 (c)(d)(f) | 6000 | 4469 |
|  |  | 47048 |
| TOTAL UNITED STATES |  | 370943 |
| <br> **TOTAL BANK LOAN OBLIGATIONS**<br> (Cost $415,648) |  | <br> **390570** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Commercial Mortgage Securities - 0.8%** | &nbsp;&nbsp;**Commercial Mortgage Securities - 0.8%** | &nbsp;&nbsp;**Commercial Mortgage Securities - 0.8%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 0.8%  |  |  |
| BX Trust 2025-ROIC Series 2025-ROIC Class A, CME Term SOFR 1 month Index + 1.1438%, 5.1028% 3/15/2030 (b)(c)(d) | 74709 | 74568 |
| BXHPP Trust Series 2021-FILM Class A, CME Term SOFR 1 month Index + 0.7645%, 4.7235% 8/15/2036 (b)(c)(d) | 250000 | 240694 |
| DC Commercial Mortgage Trust Series 2023-DC Class A, 6.3143% 9/12/2040 (b) | 100000 | 103020 |
| TOTAL UNITED STATES |  | 418282 |
| <br> **TOTAL COMMERCIAL MORTGAGE SECURITIES**<br> (Cost $420,035) |  | <br> **418282** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks - 0.0%** | &nbsp;&nbsp;**Common Stocks - 0.0%** | &nbsp;&nbsp;**Common Stocks - 0.0%** |
|  | Shares | Value ($)<br>|
| FRANCE - 0.0%  |  |  |
| Communication Services - 0.0% |  |  |
| Media - 0.0% |  |  |
| Altice France Holding SA (i) | 337 | 5104 |
| Altice France Holding SA rights (b)(i)(k) | 10 | 115 |
| TOTAL FRANCE |  | 5219 |
| UNITED STATES - 0.0%  |  |  |
| Health Care - 0.0% |  |  |
| Health Care Providers & Services - 0.0% |  |  |
| Cano Health LLC (i)(k) | 268 | 3184 |
| Cano Health LLC warrants 6/28/2029 (i)(k) | 29 | 89 |
| TOTAL UNITED STATES |  | 3273 |
| <br> **TOTAL COMMON STOCKS**<br> (Cost $17,965) |  | <br> **8492** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Convertible Corporate Bonds - 0.2%** | &nbsp;&nbsp;**Convertible Corporate Bonds - 0.2%** | &nbsp;&nbsp;**Convertible Corporate Bonds - 0.2%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| CAMEROON - 0.0%  |  |  |
| Energy - 0.0% |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |
| Golar LNG Ltd 2.75% 12/15/2030 (b) | 5000 | 4810 |
| UNITED STATES - 0.2%  |  |  |
| Communication Services - 0.1% |  |  |
| Media - 0.1% |  |  |
| EchoStar Corp 3.875% 11/30/2030 pay-in-kind (c) | 17014 | 40137 |
| Financials - 0.0% |  |  |
| Financial Services - 0.0% |  |  |
| Redfin Corp 0.5% 4/1/2027  | 17000 | 15861 |
| Information Technology - 0.1% |  |  |
| Semiconductors & Semiconductor Equipment - 0.1% |  |  |
| MKS Inc 1.25% 6/1/2030  | 4000 | 5035 |
| ON Semiconductor Corp 0% 5/1/2027 (l) | 5000 | 5749 |
| Wolfspeed Inc 2.5% 6/15/2031  | 1000 | 1695 |
| Wolfspeed Inc 2.5% 6/15/2031 (b) | 1000 | 1694 |
|  |  | 14173 |
| Software - 0.0% |  |  |
| Riot Platforms Inc 0.75% 1/15/2030 (b) | 7000 | 9293 |
| Terawulf Inc 0% 5/1/2032 (b)(l) | 4000 | 4063 |
|  |  | 13356 |
| TOTAL INFORMATION TECHNOLOGY |  | 27529 |
| Utilities - 0.0% |  |  |
| Electric Utilities - 0.0% |  |  |
| PG&E Corp 4.25% 12/1/2027  | 7000 | 7178 |
| TOTAL UNITED STATES |  | 90705 |
| <br> **TOTAL CONVERTIBLE CORPORATE BONDS**<br> (Cost $68,660) |  | <br> **95515** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Convertible Preferred Stocks - 0.0%** | &nbsp;&nbsp;**Convertible Preferred Stocks - 0.0%** | &nbsp;&nbsp;**Convertible Preferred Stocks - 0.0%** |
|  | Shares | Value ($)<br>|
| UNITED STATES - 0.0%  |  |  |
| Financials - 0.0% |  |  |
| Financial Services - 0.0% |  |  |
| Acrisure Holdings Inc Series A-2 (i)<br>(Cost $6,791)<br>| 282 | **7546** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 0.6%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 0.6%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 0.6%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 0.6%** |
|  |  | Principal<br> Amount (a)<br>| Value ($)<br>|
| GERMANY - 0.0%  |  |  |  |
| German Federal Republic 2.6% 8/15/2035 (m) | EUR | 10000 | 11513 |
| MEXICO - 0.4%  |  |  |  |
| United Mexican States 3.5% 2/12/2034  |  | 250000 | 216875 |
| UNITED KINGDOM - 0.2%  |  |  |  |
| United Kingdom of Great Britain and Northern Ireland 0.875% 7/31/2033 (m) | GBP | 30000 | 31035 |
| United Kingdom of Great Britain and Northern Ireland 4.25% 6/7/2032 (m) | GBP | 29000 | 38836 |
| United Kingdom of Great Britain and Northern Ireland 4.25% 7/31/2034 (m) | GBP | 20000 | 26210 |
| TOTAL UNITED KINGDOM |  |  | 96081 |
| <br> **TOTAL FOREIGN GOVERNMENT AND GOVERNMENT AGENCY OBLIGATIONS**<br> (Cost $308,117) |  |  | <br> **324469** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 32.1%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 32.1%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 32.1%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 32.1%** |
|  |  | Principal<br> Amount (a)<br>| Value ($)<br>|
| AUSTRALIA - 0.1%  |  |  |  |
| Materials - 0.1% |  |  |  |
| Metals & Mining - 0.1% |  |  |  |
| Mineral Resources Ltd 8% 11/1/2027 (b) |  | 8000 | 8178 |
| Mineral Resources Ltd 8.5% 5/1/2030 (b) |  | 31000 | 32218 |
| TOTAL AUSTRALIA |  |  | 40396 |
| BAILIWICK OF JERSEY - 0.0%  |  |  |  |
| Consumer Discretionary - 0.0% |  |  |  |
| Automobiles - 0.0% |  |  |  |
| Aston Martin Capital Holdings Ltd 10% 3/31/2029 (b) |  | 8000 | 7075 |
| BRAZIL - 0.0%  |  |  |  |
| Industrials - 0.0% |  |  |  |
| Commercial Services & Supplies - 0.0% |  |  |  |
| Ambipar Lux Sarl 9.875% 2/6/2031 (b)(h) |  | 19000 | 4251 |
| CAMEROON - 0.0%  |  |  |  |
| Energy - 0.0% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |  |
| Golar LNG Ltd 7.5% 10/2/2030 (b) |  | 10000 | 9722 |
| CANADA - 0.7%  |  |  |  |
| Communication Services - 0.3% |  |  |  |
| Diversified Telecommunication Services - 0.3% |  |  |  |
| TELUS Corp 3.4% 5/13/2032  |  | 130000 | 120194 |
| TELUS Corp 6.625% 10/15/2055 (c) |  | 4000 | 4099 |
| TELUS Corp 7% 10/15/2055 (c) |  | 2000 | 2088 |
|  |  |  | 126381 |
| Consumer Discretionary - 0.1% |  |  |  |
| Hotels, Restaurants & Leisure - 0.1% |  |  |  |
| 1011778 BC ULC / New Red Finance Inc 4% 10/15/2030 (b) |  | 4000 | 3812 |
| 1011778 BC ULC / New Red Finance Inc 5.625% 9/15/2029 (b) |  | 14000 | 14266 |
| 1011778 BC ULC / New Red Finance Inc 6.125% 6/15/2029 (b) |  | 4000 | 4124 |
|  |  |  | 22202 |
| Textiles, Apparel & Luxury Goods - 0.0% |  |  |  |
| Gildan Activewear Inc 4.7% 10/7/2030 (b) |  | 4000 | 3990 |
| TOTAL CONSUMER DISCRETIONARY |  |  | 26192 |
| Consumer Staples - 0.2% |  |  |  |
| Consumer Staples Distribution & Retail - 0.2% |  |  |  |
| Alimentation Couche-Tard Inc 3.625% 5/13/2051 (b) |  | 150000 | 109708 |
| Industrials - 0.0% |  |  |  |
| Machinery - 0.0% |  |  |  |
| New Flyer Holdings Inc 9.25% 7/1/2030 (b) |  | 2000 | 2142 |
| Information Technology - 0.1% |  |  |  |
| Software - 0.1% |  |  |  |
| Open Text Corp 3.875% 12/1/2029 (b) |  | 22000 | 20863 |
| Open Text Corp 3.875% 2/15/2028 (b) |  | 13000 | 12679 |
| Open Text Holdings Inc 4.125% 12/1/2031 (b) |  | 8000 | 7437 |
| Open Text Holdings Inc 4.125% 2/15/2030 (b) |  | 7000 | 6673 |
|  |  |  | 47652 |
| Materials - 0.0% |  |  |  |
| Metals & Mining - 0.0% |  |  |  |
| Hudbay Minerals Inc 6.125% 4/1/2029 (b) |  | 7000 | 7091 |
| Utilities - 0.0% |  |  |  |
| Gas Utilities - 0.0% |  |  |  |
| AltaGas Ltd 7.2% 10/15/2054 (b)(c) |  | 22000 | 22761 |
| TOTAL CANADA |  |  | 341927 |
| CHILE - 0.0%  |  |  |  |
| Communication Services - 0.0% |  |  |  |
| Media - 0.0% |  |  |  |
| VTR Finance NV 6.375% 7/15/2028 (b) |  | 14000 | 13746 |
| COLOMBIA - 0.0%  |  |  |  |
| Energy - 0.0% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |  |
| Canacol Energy Ltd 5.75% 11/24/2028 (b) |  | 31000 | 5658 |
| Gran Tierra Energy Inc 9.5% 10/15/2029 (b) |  | 8000 | 5910 |
| TOTAL COLOMBIA |  |  | 11568 |
| FINLAND - 0.5%  |  |  |  |
| Consumer Discretionary - 0.0% |  |  |  |
| Leisure Products - 0.0% |  |  |  |
| Amer Sports Co 6.75% 2/16/2031 (b) |  | 12000 | 12509 |
| Financials - 0.3% |  |  |  |
| Banks - 0.3% |  |  |  |
| Nordea Bank Abp 3.625% 3/15/2034 (m) | EUR | 100000 | 118027 |
| Real Estate - 0.2% |  |  |  |
| Real Estate Management & Development - 0.2% |  |  |  |
| Citycon Treasury BV 5% 3/11/2030 (m) | EUR | 100000 | 111485 |
| TOTAL FINLAND |  |  | 242021 |
| FRANCE - 0.7%  |  |  |  |
| Communication Services - 0.1% |  |  |  |
| Diversified Telecommunication Services - 0.1% |  |  |  |
| Altice France SA 6.5% 4/15/2032 (b) |  | 27723 | 26973 |
| Altice France SA 6.875% 10/15/2030 (b) |  | 3850 | 3794 |
| Altice France SA 6.875% 7/15/2032 (b) |  | 770 | 750 |
|  |  |  | 31517 |
| Consumer Discretionary - 0.0% |  |  |  |
| Automobile Components - 0.0% |  |  |  |
| Forvia SE 6.75% 9/15/2033 (b) |  | 15000 | 15270 |
| Financials - 0.6% |  |  |  |
| Banks - 0.6% |  |  |  |
| BNP Paribas SA 4.042% 1/10/2032 (c)(m) | EUR | 100000 | 120093 |
| Societe Generale SA 5.5% 4/13/2029 (b)(c) |  | 200000 | 204834 |
|  |  |  | 324927 |
| TOTAL FRANCE |  |  | 371714 |
| GERMANY - 0.8%  |  |  |  |
| Industrials - 0.0% |  |  |  |
| Air Freight & Logistics - 0.0% |  |  |  |
| Deutsche Post AG 3.75% 11/25/2037 (m) | EUR | 20000 | 23280 |
| Real Estate - 0.2% |  |  |  |
| Real Estate Management & Development - 0.2% |  |  |  |
| Vonovia SE 0.625% 3/24/2031 (m) | EUR | 100000 | 101543 |
| Utilities - 0.6% |  |  |  |
| Electric Utilities - 0.2% |  |  |  |
| EnBW International Finance BV 3.85% 5/23/2030 (m) | EUR | 100000 | 121079 |
| Independent Power and Renewable Electricity Producers - 0.4% |  |  |  |
| RWE Finance US LLC 5.125% 9/18/2035 (b) |  | 150000 | 149223 |
| TOTAL UTILITIES |  |  | 270302 |
| TOTAL GERMANY |  |  | 395125 |
| GHANA - 0.0%  |  |  |  |
| Energy - 0.0% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |  |
| Kosmos Energy Ltd 7.125% 4/4/2026 (b) |  | 5000 | 4925 |
| Kosmos Energy Ltd 7.75% 5/1/2027 (b) |  | 6000 | 5250 |
| Tullow Oil PLC 10.25% 5/15/2026 (b) |  | 15000 | 10833 |
| TOTAL GHANA |  |  | 21008 |
| HONG KONG - 0.4%  |  |  |  |
| Financials - 0.4% |  |  |  |
| Insurance - 0.4% |  |  |  |
| AIA Group Ltd 3.375% 4/7/2030 (b) |  | 200000 | 195343 |
| IRELAND - 0.5%  |  |  |  |
| Financials - 0.5% |  |  |  |
| Banks - 0.2% |  |  |  |
| AIB Group PLC 2.875% 5/30/2031 (c)(m) | EUR | 100000 | 116112 |
| Consumer Finance - 0.3% |  |  |  |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 4.375% 11/15/2030  |  | 150000 | 149795 |
| TOTAL IRELAND |  |  | 265907 |
| ITALY - 1.3%  |  |  |  |
| Financials - 0.2% |  |  |  |
| Banks - 0.2% |  |  |  |
| Intesa Sanpaolo SpA 5.125% 8/29/2031 (m) | EUR | 100000 | 127952 |
| Utilities - 1.1% |  |  |  |
| Electric Utilities - 0.7% |  |  |  |
| Enel Finance International NV 2.875% 4/11/2029 (m) | GBP | 100000 | 126430 |
| Enel Finance International NV 5.125% 6/26/2029 (b) |  | 200000 | 205610 |
|  |  |  | 332040 |
| Gas Utilities - 0.4% |  |  |  |
| Snam SpA 5% 5/28/2030 (b) |  | 200000 | 204726 |
| TOTAL UTILITIES |  |  | 536766 |
| TOTAL ITALY |  |  | 664718 |
| JAPAN - 0.4%  |  |  |  |
| Communication Services - 0.4% |  |  |  |
| Diversified Telecommunication Services - 0.4% |  |  |  |
| NTT Finance Corp 4.62% 7/16/2028 (b) |  | 200000 | 202790 |
| LUXEMBOURG - 0.3%  |  |  |  |
| Communication Services - 0.0% |  |  |  |
| Media - 0.0% |  |  |  |
| Altice Financing SA 5.75% 8/15/2029 (b) |  | 17000 | 11348 |
| Altice Financing SA 9.625% 7/15/2027 (b) |  | 3000 | 2394 |
|  |  |  | 13742 |
| Wireless Telecommunication Services - 0.0% |  |  |  |
| Altice France Lux 3 / Altice Holdings 1 10% 1/15/2033 (b) |  | 2400 | 2286 |
| TOTAL COMMUNICATION SERVICES |  |  | 16028 |
| Materials - 0.0% |  |  |  |
| Chemicals - 0.0% |  |  |  |
| Herens Holdco Sarl 4.75% 5/15/2028 (b) |  | 11000 | 9570 |
| Real Estate - 0.3% |  |  |  |
| Industrial REITs - 0.3% |  |  |  |
| Prologis International Funding II SA 4.375% 7/1/2036 (m) | EUR | 100000 | 120246 |
| TOTAL LUXEMBOURG |  |  | 145844 |
| MULTI-NATIONAL - 0.1%  |  |  |  |
| Financials - 0.1% |  |  |  |
| Banks - 0.1% |  |  |  |
| European Investment Bank 0.5% 11/13/2037  | EUR | 50000 | 42897 |
| NETHERLANDS - 0.7%  |  |  |  |
| Financials - 0.5% |  |  |  |
| Banks - 0.5% |  |  |  |
| Cooperatieve Rabobank UA 1.125% 5/7/2031 (m) | EUR | 100000 | 104917 |
| ING Groep NV 4.5% 5/23/2029 (c)(m) | EUR | 100000 | 120743 |
|  |  |  | 225660 |
| Information Technology - 0.2% |  |  |  |
| Semiconductors & Semiconductor Equipment - 0.2% |  |  |  |
| NXP BV / NXP Funding LLC / NXP USA Inc 2.5% 5/11/2031  |  | 140000 | 126771 |
| TOTAL NETHERLANDS |  |  | 352431 |
| NIGERIA - 0.0%  |  |  |  |
| Communication Services - 0.0% |  |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |  |
| IHS Holding Ltd 5.625% 11/29/2026 (b) |  | 5000 | 4964 |
| IHS Holding Ltd 6.25% 11/29/2028 (b) |  | 1000 | 993 |
| IHS Holding Ltd 8.25% 11/29/2031 (b) |  | 14000 | 14518 |
| TOTAL NIGERIA |  |  | 20475 |
| NORWAY - 0.2%  |  |  |  |
| Financials - 0.2% |  |  |  |
| Banks - 0.2% |  |  |  |
| DNB Bank ASA 0.25% 2/23/2029 (c)(m) | EUR | 100000 | 110056 |
| PERU - 0.0%  |  |  |  |
| Materials - 0.0% |  |  |  |
| Metals & Mining - 0.0% |  |  |  |
| Volcan Cia Minera SAA 8.5% 10/28/2032 (b) |  | 5000 | 5071 |
| SOUTH AFRICA - 0.0%  |  |  |  |
| Communication Services - 0.0% |  |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |  |
| Liquid Telecommunications Financing Plc 5.5% 9/4/2026 (b) |  | 14000 | 12803 |
| SPAIN - 0.2%  |  |  |  |
| Utilities - 0.2% |  |  |  |
| Electric Utilities - 0.2% |  |  |  |
| Iberdrola Finanzas SA 3% 9/30/2031 (m) | EUR | 100000 | 116348 |
| SWITZERLAND - 0.3%  |  |  |  |
| Financials - 0.3% |  |  |  |
| Insurance - 0.3% |  |  |  |
| Swiss Re Finance Luxembourg SA 2.534% 4/30/2050 (c)(m) | EUR | 100000 | 112105 |
| Materials - 0.0% |  |  |  |
| Chemicals - 0.0% |  |  |  |
| Consolidated Energy Finance SA 12% 2/15/2031 (b) |  | 9000 | 6120 |
| Consolidated Energy Finance SA 5.625% 10/15/2028 (b) |  | 2000 | 1388 |
| Consolidated Energy Finance SA 6.5% 5/15/2026 (b) |  | 12000 | 11380 |
|  |  |  | 18888 |
| TOTAL SWITZERLAND |  |  | 130993 |
| UNITED KINGDOM - 2.0%  |  |  |  |
| Consumer Discretionary - 0.2% |  |  |  |
| Hotels, Restaurants & Leisure - 0.2% |  |  |  |
| Compass Group PLC 3.25% 9/16/2033 (m) | EUR | 100000 | 115445 |
| Consumer Staples - 0.2% |  |  |  |
| Household Products - 0.2% |  |  |  |
| Reckitt Benckiser Treasury Services PLC 3.875% 9/14/2033 (m) | EUR | 100000 | 120238 |
| Energy - 0.0% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |  |
| EG Global Finance PLC 12% 11/30/2028 (b) |  | 21000 | 22877 |
| Financials - 0.5% |  |  |  |
| Banks - 0.5% |  |  |  |
| Lloyds Banking Group PLC 3.875% 5/14/2032 (c)(m) | EUR | 100000 | 119803 |
| NatWest Group PLC 2.057% 11/9/2028 (c)(m) | GBP | 100000 | 126889 |
|  |  |  | 246692 |
| Health Care - 0.3% |  |  |  |
| Pharmaceuticals - 0.3% |  |  |  |
| Astrazeneca Finance LLC 1.75% 5/28/2028  |  | 140000 | 133364 |
| Utilities - 0.8% |  |  |  |
| Electric Utilities - 0.5% |  |  |  |
| NGG Finance PLC 2.125% 9/5/2082 (c)(m) | EUR | 100000 | 114172 |
| SSE PLC 4% 9/5/2031 (m) | EUR | 100000 | 121331 |
|  |  |  | 235503 |
| Independent Power and Renewable Electricity Producers - 0.1% |  |  |  |
| California Buyer Ltd / Atlantica Sustainable Infrastructure PLC 6.375% 2/15/2032 (b) |  | 61000 | 61008 |
| Water Utilities - 0.2% |  |  |  |
| Severn Trent Utilities Finance PLC 4.625% 11/30/2034 (m) | GBP | 100000 | 126256 |
| TOTAL UTILITIES |  |  | 422767 |
| TOTAL UNITED KINGDOM |  |  | 1061383 |
| UNITED STATES - 22.9%  |  |  |  |
| Communication Services - 1.6% |  |  |  |
| Diversified Telecommunication Services - 0.8% |  |  |  |
| APLD ComputeCo LLC 9.25% 12/15/2030 (b) |  | 17000 | 16384 |
| Cablevision Lightpath LLC 3.875% 9/15/2027 (b) |  | 1000 | 985 |
| Cipher Compute LLC 7.125% 11/15/2030 (b) |  | 10000 | 10159 |
| Connect Holdings LLC 10.5% 4/3/2031 (b) |  | 5000 | 4739 |
| Level 3 Financing Inc 3.625% 1/15/2029 (b) |  | 4000 | 3601 |
| Level 3 Financing Inc 3.75% 7/15/2029 (b) |  | 8000 | 7068 |
| Level 3 Financing Inc 3.875% 10/15/2030 (b) |  | 3000 | 2684 |
| Level 3 Financing Inc 4% 4/15/2031 (b) |  | 24000 | 21120 |
| Level 3 Financing Inc 4.25% 7/1/2028 (b) |  | 2000 | 1890 |
| Level 3 Financing Inc 4.5% 4/1/2030 (b) |  | 13000 | 11976 |
| Level 3 Financing Inc 4.875% 6/15/2029 (b) |  | 5000 | 4763 |
| Level 3 Financing Inc 6.875% 6/30/2033 (b) |  | 10000 | 10184 |
| Level 3 Financing Inc 7% 3/31/2034 (b) |  | 15000 | 15364 |
| Lumen Technologies Inc 4.125% 4/15/2030 (b) |  | 2000 | 1983 |
| Lumen Technologies Inc 4.5% 1/15/2029 (b) |  | 1000 | 927 |
| Verizon Communications Inc 5.05% 5/9/2033  |  | 250000 | 257963 |
| Windstream Services LLC 7.5% 10/15/2033 (b) |  | 10000 | 10177 |
| WULF Compute LLC 7.75% 10/15/2030 (b) |  | 11000 | 11373 |
|  |  |  | 393340 |
| Entertainment - 0.2% |  |  |  |
| Walt Disney Co/The 2.65% 1/13/2031  |  | 140000 | 131195 |
| Interactive Media & Services - 0.0% |  |  |  |
| Snap Inc 6.875% 3/1/2033 (b) |  | 2000 | 2060 |
| Snap Inc 6.875% 3/15/2034 (b) |  | 5000 | 5111 |
|  |  |  | 7171 |
| Media - 0.6% |  |  |  |
| Advantage Sales & Marketing Inc 6.5% 11/15/2028 (b) |  | 6000 | 5085 |
| CCO Holdings LLC / CCO Holdings Capital Corp 4.25% 1/15/2034 (b) |  | 33000 | 27962 |
| CCO Holdings LLC / CCO Holdings Capital Corp 4.75% 2/1/2032 (b) |  | 4000 | 3675 |
| CCO Holdings LLC / CCO Holdings Capital Corp 5.5% 5/1/2026 (b) |  | 13000 | 12994 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 5.05% 3/30/2029  |  | 10000 | 10097 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 6.1% 6/1/2029  |  | 22000 | 22940 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 6.55% 6/1/2034  |  | 12000 | 12656 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 6.7% 12/1/2055  |  | 100000 | 97453 |
| CMG Media Corp 8.875% 6/18/2029 (b) |  | 1000 | 820 |
| CSC Holdings LLC 3.375% 2/15/2031 (b) |  | 27000 | 14994 |
| CSC Holdings LLC 4.125% 12/1/2030 (b) |  | 10000 | 5704 |
| CSC Holdings LLC 4.5% 11/15/2031 (b) |  | 3000 | 1696 |
| CSC Holdings LLC 4.625% 12/1/2030 (b) |  | 7000 | 2500 |
| Discovery Communications LLC 5% 9/20/2037  |  | 3000 | 2551 |
| Discovery Communications LLC 6.35% 6/1/2040  |  | 3000 | 2705 |
| DISH DBS Corp 5.125% 6/1/2029  |  | 11000 | 9310 |
| DISH DBS Corp 5.25% 12/1/2026 (b) |  | 1000 | 977 |
| DISH DBS Corp 7.375% 7/1/2028  |  | 4000 | 3729 |
| DISH DBS Corp 7.75% 7/1/2026  |  | 12000 | 11748 |
| EchoStar Corp 6.75% 11/30/2030 pay-in-kind (c) |  | 8897 | 9240 |
| EW Scripps Co/The 9.875% 8/15/2030 (b) |  | 5000 | 5039 |
| Univision Communications Inc 7.375% 6/30/2030 (b) |  | 19000 | 19274 |
| Univision Communications Inc 8.5% 7/31/2031 (b) |  | 33000 | 34139 |
| Warnermedia Holdings Inc 4.279% 3/15/2032  |  | 1000 | 914 |
| Warnermedia Holdings Inc 5.05% 3/15/2042  |  | 6000 | 4799 |
| Warnermedia Holdings Inc 5.141% 3/15/2052  |  | 2000 | 1496 |
|  |  |  | 324497 |
| TOTAL COMMUNICATION SERVICES |  |  | 856203 |
| Consumer Discretionary - 2.1% |  |  |  |
| Automobile Components - 0.0% |  |  |  |
| Adient Global Holdings Ltd 7.5% 2/15/2033 (b) |  | 10000 | 10353 |
| American Axle & Manufacturing Inc 6.375% 10/15/2032 (b) |  | 5000 | 5030 |
| American Axle & Manufacturing Inc 7.75% 10/15/2033 (b) |  | 5000 | 5050 |
| Clarios Global LP / Clarios US Finance Co 6.75% 9/15/2032 (b) |  | 5000 | 5143 |
|  |  |  | 25576 |
| Automobiles - 0.2% |  |  |  |
| General Motors Co 5.4% 10/15/2029  |  | 40000 | 41477 |
| General Motors Financial Co Inc 4.2% 10/27/2028  |  | 52000 | 52031 |
| Rivian Holdings LLC/Rivian LLC/Rivian Automotive LLC 10% 1/15/2031 (b) |  | 4000 | 3832 |
|  |  |  | 97340 |
| Broadline Retail - 0.1% |  |  |  |
| GrubHub Holdings Inc 13% 7/31/2030 pay-in-kind (b) |  | 2690 | 2281 |
| Saks Global Enterprises LLC 11% 12/15/2029 (b) |  | 10152 | 3518 |
| Wayfair LLC 6.75% 11/15/2032 (b) |  | 5000 | 5102 |
| Wayfair LLC 7.25% 10/31/2029 (b) |  | 44000 | 45771 |
| Wayfair LLC 7.75% 9/15/2030 (b) |  | 9000 | 9592 |
|  |  |  | 66264 |
| Diversified Consumer Services - 0.1% |  |  |  |
| Sotheby's 7.375% 10/15/2027 (b) |  | 19000 | 18917 |
| StoneMor Inc 8.5% 5/15/2029 (b) |  | 11000 | 10741 |
|  |  |  | 29658 |
| Hotels, Restaurants & Leisure - 0.3% |  |  |  |
| Acushnet Co 5.625% 12/1/2033 (b) |  | 3000 | 3023 |
| Carnival Corp 5.75% 3/15/2030 (b) |  | 23000 | 23639 |
| Carnival Corp 5.75% 8/1/2032 (b) |  | 5000 | 5125 |
| Carnival Corp 5.875% 6/15/2031 (b) |  | 10000 | 10297 |
| Carnival Corp 6.125% 2/15/2033 (b) |  | 12000 | 12361 |
| Hilton Domestic Operating Co Inc 3.625% 2/15/2032 (b) |  | 19000 | 17656 |
| Hilton Domestic Operating Co Inc 5.75% 9/15/2033 (b) |  | 20000 | 20501 |
| Hilton Domestic Operating Co Inc 5.875% 3/15/2033 (b) |  | 7000 | 7218 |
| Hilton Domestic Operating Co Inc 5.875% 4/1/2029 (b) |  | 2000 | 2048 |
| Hilton Domestic Operating Co Inc 6.125% 4/1/2032 (b) |  | 7000 | 7259 |
| Light & Wonder International Inc 6.25% 10/1/2033 (b) |  | 15000 | 15092 |
| MajorDrive Holdings IV LLC 6.375% 6/1/2029 (b) |  | 7000 | 4760 |
| NCL Corp Ltd 5.875% 1/15/2031 (b) |  | 10000 | 9868 |
| NCL Corp Ltd 6.25% 9/15/2033 (b) |  | 10000 | 9881 |
|  |  |  | 148728 |
| Household Durables - 0.2% |  |  |  |
| Beazer Homes USA Inc 7.5% 3/15/2031 (b) |  | 17000 | 17256 |
| LGI Homes Inc 7% 11/15/2032 (b) |  | 21000 | 20573 |
| TopBuild Corp 5.625% 1/31/2034 (b) |  | 20000 | 20273 |
| Tri Pointe Homes Inc 5.7% 6/15/2028  |  | 2000 | 2025 |
| Whirlpool Corp 5.75% 3/1/2034  |  | 7000 | 6729 |
| Whirlpool Corp 6.125% 6/15/2030  |  | 9000 | 9091 |
| Whirlpool Corp 6.5% 6/15/2033  |  | 31000 | 30806 |
|  |  |  | 106753 |
| Leisure Products - 0.1% |  |  |  |
| Mattel Inc 5% 11/17/2030  |  | 39000 | 39350 |
| Specialty Retail - 0.9% |  |  |  |
| Carvana Co 4.875% 9/1/2029 (b) |  | 5000 | 4638 |
| Carvana Co 9% 6/1/2030 pay-in-kind (b)(c) |  | 3383 | 3547 |
| Carvana Co 9% 6/1/2031 pay-in-kind (b)(c) |  | 7816 | 8790 |
| Champions Financing Inc 8.75% 2/15/2029 (b) |  | 7000 | 6978 |
| Home Depot Inc/The 3.25% 4/15/2032  |  | 130000 | 122566 |
| LBM Acquisition LLC 6.25% 1/15/2029 (b) |  | 5000 | 4473 |
| LBM Acquisition LLC 9.5% 6/15/2031 (b) |  | 10000 | 10307 |
| Lowe's Cos Inc 3.75% 4/1/2032  |  | 130000 | 124932 |
| SGUS LLC 11% 12/15/2029 (b) |  | 6030 | 4886 |
| Staples Inc 10.75% 9/1/2029 (b) |  | 14000 | 13760 |
| Staples Inc 12.75% 1/15/2030 (b) |  | 7271 | 5731 |
| TJX Cos Inc/The 3.875% 4/15/2030  |  | 120000 | 119420 |
| White Cap Supply Holdings LLC 7.375% 11/15/2030 (b) |  | 2000 | 2040 |
|  |  |  | 432068 |
| Textiles, Apparel & Luxury Goods - 0.2% |  |  |  |
| Tapestry Inc 3.05% 3/15/2032  |  | 140000 | 127335 |
| TOTAL CONSUMER DISCRETIONARY |  |  | 1073072 |
| Consumer Staples - 0.7% |  |  |  |
| Consumer Staples Distribution & Retail - 0.1% |  |  |  |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 4.875% 2/15/2030 (b) |  | 10000 | 9925 |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 5.5% 3/31/2031 (b) |  | 5000 | 5068 |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 5.75% 3/31/2034 (b) |  | 5000 | 5040 |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 6.25% 3/15/2033 (b) |  | 7000 | 7249 |
| C&S Group Enterprises LLC 5% 12/15/2028 (b) |  | 5000 | 4644 |
| KeHE Distributors LLC / KeHE Finance Corp / NextWave Distribution Inc 9% 2/15/2029 (b) |  | 9000 | 9403 |
| Performance Food Group Inc 4.25% 8/1/2029 (b) |  | 6000 | 5891 |
| Performance Food Group Inc 6.125% 9/15/2032 (b) |  | 7000 | 7202 |
| US Foods Inc 5.75% 4/15/2033 (b) |  | 2000 | 2035 |
|  |  |  | 56457 |
| Food Products - 0.6% |  |  |  |
| General Mills Inc 2.25% 10/14/2031  |  | 290000 | 258141 |
| Post Holdings Inc 4.625% 4/15/2030 (b) |  | 8000 | 7792 |
| Post Holdings Inc 6.25% 10/15/2034 (b) |  | 7000 | 7109 |
| Post Holdings Inc 6.25% 2/15/2032 (b) |  | 7000 | 7228 |
| Post Holdings Inc 6.375% 3/1/2033 (b) |  | 19000 | 19232 |
|  |  |  | 299502 |
| Household Products - 0.0% |  |  |  |
| Resideo Funding Inc 6.5% 7/15/2032 (b) |  | 12000 | 12285 |
| TOTAL CONSUMER STAPLES |  |  | 368244 |
| Energy - 0.7% |  |  |  |
| Energy Equipment & Services - 0.1% |  |  |  |
| Archrock Partners LP / Archrock Partners Finance Corp 6.25% 4/1/2028 (b) |  | 16000 | 16098 |
| Archrock Partners LP / Archrock Partners Finance Corp 6.625% 9/1/2032 (b) |  | 4000 | 4119 |
| Kodiak Gas Services LLC 6.5% 10/1/2033 (b) |  | 10000 | 10201 |
| Kodiak Gas Services LLC 6.75% 10/1/2035 (b) |  | 5000 | 5137 |
| Nabors Industries Ltd 7.5% 1/15/2028 (b) |  | 7000 | 7009 |
| Oceaneering International Inc 6% 2/1/2028  |  | 20000 | 20307 |
|  |  |  | 62871 |
| Oil, Gas & Consumable Fuels - 0.6% |  |  |  |
| Antero Midstream Partners LP / Antero Midstream Finance Corp 5.75% 10/15/2033 (b) |  | 10000 | 10049 |
| Calumet Specialty Products Partners LP / Calumet Finance Corp 8.125% 1/15/2027 (b) |  | 5000 | 4984 |
| Calumet Specialty Products Partners LP / Calumet Finance Corp 9.75% 7/15/2028 (b) |  | 15000 | 14985 |
| CNX Midstream Partners LP 4.75% 4/15/2030 (b) |  | 24000 | 23019 |
| CNX Resources Corp 6% 1/15/2029 (b) |  | 8000 | 8030 |
| CNX Resources Corp 7.25% 3/1/2032 (b) |  | 12000 | 12514 |
| CNX Resources Corp 7.375% 1/15/2031 (b) |  | 7000 | 7267 |
| CVR Energy Inc 8.5% 1/15/2029 (b) |  | 12000 | 12342 |
| DBR Land Holdings LLC 6.25% 12/1/2030 (b) |  | 5000 | 5064 |
| Global Partners LP / GLP Finance Corp 6.875% 1/15/2029  |  | 13000 | 13158 |
| Global Partners LP / GLP Finance Corp 7.125% 7/1/2033 (b) |  | 5000 | 5078 |
| Kinetik Holdings LP 6.625% 12/15/2028 (b) |  | 19000 | 19546 |
| Moss Creek Resources Holdings Inc 8.25% 9/1/2031 (b) |  | 7000 | 6713 |
| Sunoco LP / Sunoco Finance Corp 4.5% 5/15/2029  |  | 39000 | 38223 |
| Sunoco LP 5.625% 3/15/2031 (b) |  | 5000 | 5028 |
| Sunoco LP 5.875% 3/15/2034 (b) |  | 5000 | 5032 |
| Sunoco LP 6.25% 7/1/2033 (b) |  | 7000 | 7191 |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp 6% 12/31/2030 (b) |  | 56000 | 55814 |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp 6% 9/1/2031 (b) |  | 33000 | 32615 |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp 6.75% 3/15/2034 (b) |  | 5000 | 5006 |
|  |  |  | 291658 |
| TOTAL ENERGY |  |  | 354529 |
| Financials - 5.6% |  |  |  |
| Banks - 2.3% |  |  |  |
| Bank of America Corp 2.687% 4/22/2032 (c) |  | 70000 | 64446 |
| Bank of America Corp 4.623% 5/9/2029 (c) |  | 209000 | 211852 |
| Bank of America Corp 5.015% 7/22/2033 (c) |  | 168000 | 172854 |
| Bank of America Corp 6.204% 11/10/2028 (c) |  | 50000 | 51997 |
| Citigroup Inc 4.91% 5/24/2033 (c) |  | 90000 | 91656 |
| Fifth Third Bancorp 4.895% 9/6/2030 (c) |  | 50000 | 50865 |
| JPMorgan Chase & Co 2.963% 1/25/2033 (c) |  | 70000 | 64606 |
| JPMorgan Chase & Co 4.255% 10/22/2031 (c) |  | 150000 | 150176 |
| JPMorgan Chase & Co 4.586% 4/26/2033 (c) |  | 142000 | 143449 |
| JPMorgan Chase & Co 4.912% 7/25/2033 (c) |  | 28000 | 28749 |
| JPMorgan Chase & Co 5.103% 4/22/2031 (c) |  | 27000 | 28001 |
| JPMorgan Chase & Co 5.572% 4/22/2036 (c) |  | 33000 | 35055 |
| Santander Holdings USA Inc 6.499% 3/9/2029 (c) |  | 27000 | 28151 |
| Western Alliance Bancorp 3% 6/15/2031 (c) |  | 8000 | 7656 |
|  |  |  | 1129513 |
| Capital Markets - 1.7% |  |  |  |
| Goldman Sachs Group Inc/The 3.102% 2/24/2033 (c) |  | 109000 | 100883 |
| Goldman Sachs Group Inc/The 3.615% 3/15/2028 (c) |  | 130000 | 129141 |
| Jefferies Finance LLC / JFIN Co-Issuer Corp 5% 8/15/2028 (b) |  | 7000 | 6649 |
| Jefferies Finance LLC / JFIN Co-Issuer Corp 6.625% 10/15/2031 (b) |  | 10000 | 9760 |
| Morgan Stanley 2.943% 1/21/2033 (c) |  | 70000 | 64253 |
| Morgan Stanley 4.356% 10/22/2031 (c) |  | 300000 | 300323 |
| Morgan Stanley 4.889% 7/20/2033 (c) |  | 68000 | 69610 |
| Morgan Stanley 5.192% 4/17/2031 (c) |  | 25000 | 25875 |
| Morgan Stanley 5.664% 4/17/2036 (c) |  | 20000 | 21232 |
| MSCI Inc 5.15% 3/15/2036  |  | 14000 | 13982 |
| MSCI Inc 5.25% 9/1/2035  |  | 25000 | 25280 |
| State Street Corp 3.031% 11/1/2034 (c) |  | 130000 | 122872 |
|  |  |  | 889860 |
| Consumer Finance - 0.2% |  |  |  |
| Ally Financial Inc 6.646% 1/17/2040 (c) |  | 12000 | 12057 |
| Ford Motor Credit Co LLC 5.73% 9/5/2030  |  | 4000 | 4071 |
| LFS Topco LLC 8.75% 7/15/2030 (b) |  | 9000 | 8800 |
| OneMain Finance Corp 3.875% 9/15/2028  |  | 24000 | 23292 |
| OneMain Finance Corp 6.125% 5/15/2030  |  | 10000 | 10161 |
| OneMain Finance Corp 6.5% 3/15/2033  |  | 5000 | 5024 |
| OneMain Finance Corp 6.625% 5/15/2029  |  | 7000 | 7243 |
| OneMain Finance Corp 7.125% 11/15/2031  |  | 7000 | 7293 |
| OneMain Finance Corp 7.125% 9/15/2032  |  | 5000 | 5178 |
| SLM Corp 6.5% 1/31/2030  |  | 4000 | 4169 |
|  |  |  | 87288 |
| Financial Services - 0.2% |  |  |  |
| Block Inc 3.5% 6/1/2031  |  | 49000 | 45965 |
| Block Inc 5.625% 8/15/2030 (b) |  | 5000 | 5094 |
| Block Inc 6% 8/15/2033 (b) |  | 5000 | 5139 |
| Block Inc 6.5% 5/15/2032  |  | 15000 | 15676 |
| Clue Opco LLC 9.5% 10/15/2031 (b) |  | 2000 | 2071 |
| CrossCountry Intermediate HoldCo LLC 6.75% 12/1/2032 (b) |  | 5000 | 5056 |
| HA Sustainable Infrastructure Capital Inc 8% 6/1/2056 (c) |  | 7000 | 7132 |
| NFE Financing LLC 12% 11/15/2029 (b)(h) |  | 12548 | 3180 |
| PennyMac Financial Services Inc 6.75% 2/15/2034 (b) |  | 5000 | 5152 |
| Scientific Games Holdings LP/Scientific Games US FinCo Inc 6.625% 3/1/2030 (b) |  | 10000 | 8830 |
| Walker & Dunlop Inc 6.625% 4/1/2033 (b) |  | 2000 | 2056 |
| WEX Inc 6.5% 3/15/2033 (b) |  | 7000 | 7139 |
|  |  |  | 112490 |
| Insurance - 1.1% |  |  |  |
| Equitable Financial Life Global Funding 1.3% 7/12/2026 (b) |  | 200000 | 196654 |
| Marsh & McLennan Cos Inc 2.375% 12/15/2031  |  | 210000 | 188350 |
| RGA Global Funding 4.6% 11/25/2030 (b) |  | 180000 | 180381 |
|  |  |  | 565385 |
| Mortgage Real Estate Investment Trusts (REITs) - 0.1% |  |  |  |
| EF Holdco / EF Cayman Hold / Ellington Fin REIT Cayman/TRS / EF Cayman Non-MTM 7.375% 9/30/2030 (b) |  | 5000 | 5051 |
| Starwood Property Trust Inc 3.625% 7/15/2026 (b) |  | 2000 | 1985 |
| Starwood Property Trust Inc 5.25% 10/15/2028 (b) |  | 10000 | 10068 |
| Starwood Property Trust Inc 5.75% 1/15/2031 (b) |  | 5000 | 5082 |
| Starwood Property Trust Inc 6% 4/15/2030 (b) |  | 7000 | 7206 |
| Starwood Property Trust Inc 6.5% 10/15/2030 (b) |  | 12000 | 12509 |
| Starwood Property Trust Inc 6.5% 7/1/2030 (b) |  | 7000 | 7308 |
| Starwood Property Trust Inc 7.25% 4/1/2029 (b) |  | 12000 | 12717 |
|  |  |  | 61926 |
| TOTAL FINANCIALS |  |  | 2846462 |
| Health Care - 2.0% |  |  |  |
| Biotechnology - 0.5% |  |  |  |
| Amgen Inc 3% 2/22/2029  |  | 260000 | 251797 |
| Emergent BioSolutions Inc 3.875% 8/15/2028 (b) |  | 9000 | 8032 |
|  |  |  | 259829 |
| Health Care Providers & Services - 1.0% |  |  |  |
| AMN Healthcare Inc 4% 4/15/2029 (b) |  | 12000 | 11431 |
| CHS/Community Health Systems Inc 4.75% 2/15/2031 (b) |  | 67000 | 59941 |
| CHS/Community Health Systems Inc 5.25% 5/15/2030 (b) |  | 11000 | 10392 |
| CHS/Community Health Systems Inc 6.125% 4/1/2030 (b) |  | 13000 | 10802 |
| CHS/Community Health Systems Inc 9.75% 1/15/2034 (b) |  | 5000 | 5317 |
| CVS Health Corp 5% 9/15/2032  |  | 12000 | 12296 |
| CVS Health Corp 6.75% 12/10/2054 (c) |  | 55000 | 56999 |
| CVS Health Corp 7% 3/10/2055 (c) |  | 24000 | 25233 |
| DaVita Inc 3.75% 2/15/2031 (b) |  | 24000 | 22256 |
| DaVita Inc 6.875% 9/1/2032 (b) |  | 12000 | 12486 |
| Encompass Health Corp 4.625% 4/1/2031  |  | 12000 | 11833 |
| HAH Group Holding Co LLC 9.75% 10/1/2031 (b) |  | 3000 | 2830 |
| Humana Inc 3.7% 3/23/2029  |  | 130000 | 127593 |
| ModivCare Inc 5% 10/1/2029 (b)(h) |  | 2000 | 0 |
| Molina Healthcare Inc 3.875% 11/15/2030 (b) |  | 15000 | 13858 |
| Molina Healthcare Inc 6.25% 1/15/2033 (b) |  | 15000 | 15034 |
| Molina Healthcare Inc 6.5% 2/15/2031 (b) |  | 5000 | 5107 |
| Owens & Minor Inc 4.5% 3/31/2029 (b) |  | 7000 | 4950 |
| Owens & Minor Inc 6.625% 4/1/2030 (b) |  | 19000 | 12185 |
| Pediatrix Medical Group Inc 5.375% 2/15/2030 (b) |  | 14000 | 14040 |
| Radiology Partners Inc 9.781% 2/15/2030 pay-in-kind (b)(c) |  | 1099 | 1063 |
| Tenet Healthcare Corp 5.5% 11/15/2032 (b) |  | 30000 | 30475 |
| Tenet Healthcare Corp 6% 11/15/2033 (b) |  | 5000 | 5162 |
| Tenet Healthcare Corp 6.125% 10/1/2028  |  | 47000 | 47204 |
| Tenet Healthcare Corp 6.125% 6/15/2030  |  | 6000 | 6133 |
| US Acute Care Solutions LLC 9.75% 5/15/2029 (b) |  | 11000 | 11175 |
|  |  |  | 535795 |
| Health Care Technology - 0.1% |  |  |  |
| IQVIA Inc 5% 10/15/2026 (b) |  | 2000 | 1999 |
| IQVIA Inc 5% 5/15/2027 (b) |  | 9000 | 8990 |
| IQVIA Inc 6.25% 6/1/2032 (b) |  | 15000 | 15689 |
|  |  |  | 26678 |
| Life Sciences Tools & Services - 0.1% |  |  |  |
| Charles River Laboratories International Inc 4.25% 5/1/2028 (b) |  | 45000 | 44533 |
| Fortrea Holdings Inc 7.5% 7/1/2030 (b) |  | 3000 | 3011 |
|  |  |  | 47544 |
| Pharmaceuticals - 0.3% |  |  |  |
| Bausch Health Americas Inc 8.5% 1/31/2027 (b) |  | 5000 | 4978 |
| Organon & Co / Organon Foreign Debt Co-Issuer BV 5.125% 4/30/2031 (b) |  | 23000 | 19262 |
| Organon & Co / Organon Foreign Debt Co-Issuer BV 6.75% 5/15/2034 (b) |  | 5000 | 4499 |
| Organon & Co / Organon Foreign Debt Co-Issuer BV 7.875% 5/15/2034 (b) |  | 3000 | 2523 |
| Zoetis Inc 2% 5/15/2030  |  | 140000 | 128338 |
|  |  |  | 159600 |
| TOTAL HEALTH CARE |  |  | 1029446 |
| Industrials - 1.6% |  |  |  |
| Aerospace & Defense - 0.1% |  |  |  |
| ATI Inc 4.875% 10/1/2029  |  | 20000 | 19958 |
| ATI Inc 7.25% 8/15/2030  |  | 7000 | 7390 |
| Carpenter Technology Corp 5.625% 3/1/2034 (b) |  | 5000 | 5082 |
| TransDigm Inc 6% 1/15/2033 (b) |  | 7000 | 7158 |
| TransDigm Inc 6.25% 1/31/2034 (b) |  | 5000 | 5184 |
| TransDigm Inc 6.375% 3/1/2029 (b) |  | 7000 | 7210 |
| TransDigm Inc 6.375% 5/31/2033 (b) |  | 5000 | 5125 |
| TransDigm Inc 6.75% 1/31/2034 (b) |  | 5000 | 5224 |
|  |  |  | 62331 |
| Air Freight & Logistics - 0.0% |  |  |  |
| Rand Parent LLC 8.5% 2/15/2030 (b) |  | 19000 | 19606 |
| Building Products - 0.4% |  |  |  |
| Advanced Drainage Systems Inc 6.375% 6/15/2030 (b) |  | 7000 | 7137 |
| Builders FirstSource Inc 6.375% 3/1/2034 (b) |  | 7000 | 7281 |
| Builders FirstSource Inc 6.75% 5/15/2035 (b) |  | 10000 | 10547 |
| Camelot Return Merger Sub Inc 8.75% 8/1/2028 (b) |  | 5000 | 4181 |
| Carrier Global Corp 2.493% 2/15/2027  |  | 130000 | 127641 |
| Carrier Global Corp 5.9% 3/15/2034  |  | 3000 | 3241 |
| Carrier Global Corp 6.2% 3/15/2054  |  | 2000 | 2198 |
| Cornerstone Building Brands Inc 6.125% 1/15/2029 (b) |  | 8000 | 4002 |
| Cornerstone Building Brands Inc 9.5% 8/15/2029 (b) |  | 5000 | 4015 |
|  |  |  | 170243 |
| Commercial Services & Supplies - 0.3% |  |  |  |
| ADT Security Corp/The 5.875% 10/15/2033 (b) |  | 15000 | 15224 |
| Artera Services LLC 8.5% 2/15/2031 (b) |  | 40000 | 34578 |
| Brand Industrial Services Inc 10.375% 8/1/2030 (b) |  | 31000 | 30400 |
| Neptune Bidco US Inc 10.375% 5/15/2031 (b) |  | 10000 | 10110 |
| Neptune Bidco US Inc 9.29% 4/15/2029 (b) |  | 14000 | 13895 |
| OT Midco Inc 10% 2/15/2030 (b) |  | 7000 | 2774 |
| Reworld Holding Corp 4.875% 12/1/2029 (b) |  | 48000 | 45486 |
|  |  |  | 152467 |
| Construction & Engineering - 0.0% |  |  |  |
| AECOM 6% 8/1/2033 (b) |  | 10000 | 10279 |
| Electrical Equipment - 0.0% |  |  |  |
| Atkore Inc 4.25% 6/1/2031 (b) |  | 10000 | 9635 |
| Sensata Technologies BV 4% 4/15/2029 (b) |  | 7000 | 6835 |
|  |  |  | 16470 |
| Ground Transportation - 0.1% |  |  |  |
| Uber Technologies Inc 4.15% 1/15/2031  |  | 21000 | 20908 |
| Uber Technologies Inc 4.8% 9/15/2035  |  | 16000 | 15993 |
|  |  |  | 36901 |
| Industrial Conglomerates - 0.2% |  |  |  |
| Trane Technologies Financing Ltd 3.8% 3/21/2029  |  | 130000 | 129062 |
| Machinery - 0.3% |  |  |  |
| Allison Transmission Inc 5.875% 12/1/2033 (b) |  | 5000 | 5046 |
| Enpro Inc 6.125% 6/1/2033 (b) |  | 4000 | 4131 |
| Otis Worldwide Corp 2.565% 2/15/2030  |  | 140000 | 131112 |
| Terex Corp 6.25% 10/15/2032 (b) |  | 12000 | 12252 |
|  |  |  | 152541 |
| Professional Services - 0.1% |  |  |  |
| Science Applications International Corp 5.875% 11/1/2033 (b) |  | 20000 | 19923 |
| Verisk Analytics Inc 4.5% 8/15/2030  |  | 10000 | 10081 |
| Verisk Analytics Inc 5.125% 2/15/2036  |  | 23000 | 23329 |
|  |  |  | 53333 |
| Trading Companies & Distributors - 0.1% |  |  |  |
| Herc Holdings Inc 7% 6/15/2030 (b) |  | 10000 | 10497 |
| Herc Holdings Inc 7.25% 6/15/2033 (b) |  | 5000 | 5293 |
| United Rentals North America Inc 5.375% 11/15/2033 (b) |  | 10000 | 10023 |
| United Rentals North America Inc 6.125% 3/15/2034 (b) |  | 7000 | 7311 |
|  |  |  | 33124 |
| TOTAL INDUSTRIALS |  |  | 836357 |
| Information Technology - 1.3% |  |  |  |
| Electronic Equipment, Instruments & Components - 0.5% |  |  |  |
| Dell International LLC / EMC Corp 4.15% 2/15/2029  |  | 26000 | 25965 |
| Dell International LLC / EMC Corp 4.5% 2/15/2031  |  | 43000 | 43004 |
| Dell International LLC / EMC Corp 4.75% 10/6/2032  |  | 29000 | 29077 |
| Dell International LLC / EMC Corp 5.1% 2/15/2036  |  | 50000 | 49933 |
| Dell International LLC / EMC Corp 6.2% 7/15/2030  |  | 110000 | 117832 |
| Insight Enterprises Inc 6.625% 5/15/2032 (b) |  | 2000 | 2047 |
| TTM Technologies Inc 4% 3/1/2029 (b) |  | 4000 | 3874 |
|  |  |  | 271732 |
| IT Services - 0.1% |  |  |  |
| Cogent Communications Group LLC / Cogent Finance Inc 7% 6/15/2027 (b) |  | 10000 | 9904 |
| Cogent Communications Group LLC / Cogent Finance Inc 7% 6/15/2027 (b) |  | 10000 | 9904 |
| CoreWeave Inc 9% 2/1/2031 (b) |  | 15000 | 13573 |
| CoreWeave Inc 9.25% 6/1/2030 (b) |  | 10000 | 9226 |
| Go Daddy Operating Co LLC / GD Finance Co Inc 3.5% 3/1/2029 (b) |  | 32000 | 30625 |
|  |  |  | 73232 |
| Semiconductors & Semiconductor Equipment - 0.6% |  |  |  |
| Broadcom Inc 4.2% 10/15/2030  |  | 62000 | 62223 |
| Entegris Inc 3.625% 5/1/2029 (b) |  | 41000 | 39118 |
| Entegris Inc 5.95% 6/15/2030 (b) |  | 31000 | 31735 |
| Micron Technology Inc 2.703% 4/15/2032  |  | 140000 | 125537 |
| ON Semiconductor Corp 3.875% 9/1/2028 (b) |  | 23000 | 22421 |
| Wolfspeed Inc 12% 6/15/2031 pay-in-kind (c) |  | 2129 | 1724 |
| Wolfspeed Inc 9.875% 6/23/2030 pay-in-kind (b)(c) |  | 1397 | 1530 |
|  |  |  | 284288 |
| Software - 0.1% |  |  |  |
| Elastic NV 4.125% 7/15/2029 (b) |  | 11000 | 10608 |
| Fair Isaac Corp 6% 5/15/2033 (b) |  | 9000 | 9251 |
| Gen Digital Inc 7.125% 9/30/2030 (b) |  | 11000 | 11376 |
| Rackspace Finance LLC 3.5% 5/15/2028 (b) |  | 3340 | 1350 |
|  |  |  | 32585 |
| Technology Hardware, Storage & Peripherals - 0.0% |  |  |  |
| Seagate Data Storage Technology Pte Ltd 4.125% 1/15/2031 (b) |  | 8000 | 7592 |
| Seagate Data Storage Technology Pte Ltd 5.75% 12/1/2034 (b) |  | 4000 | 4112 |
| Seagate Data Storage Technology Pte Ltd 5.875% 7/15/2030 (b) |  | 5000 | 5148 |
| Seagate Data Storage Technology Pte Ltd 8.25% 12/15/2029 (b) |  | 7000 | 7436 |
|  |  |  | 24288 |
| TOTAL INFORMATION TECHNOLOGY |  |  | 686125 |
| Materials - 0.6% |  |  |  |
| Chemicals - 0.4% |  |  |  |
| Advancion Sciences Inc 9.25% 11/1/2026 pay-in-kind (b)(c) |  | 9852 | 8596 |
| Celanese US Holdings LLC 6.5% 4/15/2030  |  | 7000 | 6989 |
| Celanese US Holdings LLC 6.75% 4/15/2033  |  | 12000 | 11942 |
| Celanese US Holdings LLC 6.879% 7/15/2032 (c) |  | 5000 | 5101 |
| Celanese US Holdings LLC 7.05% 11/15/2030 (c) |  | 5000 | 5183 |
| Celanese US Holdings LLC 7.2% 11/15/2033 (c) |  | 3000 | 3133 |
| Chemours Co/The 4.625% 11/15/2029 (b) |  | 40000 | 35733 |
| Chemours Co/The 5.75% 11/15/2028 (b) |  | 15000 | 14558 |
| GPD Cos Inc 12.5% 12/31/2029 pay-in-kind (b) |  | 4588 | 2492 |
| International Flavors & Fragrances Inc 2.3% 11/1/2030 (b) |  | 74000 | 66744 |
| Inversion Escrow Issuer LLC 6.75% 8/1/2032 (b) |  | 20000 | 19536 |
| Mativ Holdings Inc 8% 10/1/2029 (b) |  | 5000 | 5009 |
| Olin Corp 5% 2/1/2030  |  | 7000 | 6880 |
| Olin Corp 6.625% 4/1/2033 (b) |  | 29000 | 28806 |
| Tronox Inc 4.625% 3/15/2029 (b) |  | 11000 | 7105 |
|  |  |  | 227807 |
| Construction Materials - 0.1% |  |  |  |
| Quikrete Holdings Inc 6.375% 3/1/2032 (b) |  | 19000 | 19730 |
| Quikrete Holdings Inc 6.75% 3/1/2033 (b) |  | 7000 | 7288 |
|  |  |  | 27018 |
| Containers & Packaging - 0.1% |  |  |  |
| Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC 4% 9/1/2029 (b) |  | 27000 | 25130 |
| Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC 6.25% 1/30/2031 (b)(e)(n) |  | 20000 | 20348 |
| Ball Corp 5.5% 9/15/2033  |  | 5000 | 5094 |
| Crown Americas LLC 5.875% 6/1/2033 (b) |  | 10000 | 10237 |
| Graphic Packaging International LLC 6.375% 7/15/2032 (b) |  | 8000 | 8135 |
|  |  |  | 68944 |
| Metals & Mining - 0.0% |  |  |  |
| Commercial Metals Co 5.75% 11/15/2033 (b) |  | 4000 | 4091 |
| Commercial Metals Co 6% 12/15/2035 (b) |  | 4000 | 4074 |
|  |  |  | 8165 |
| TOTAL MATERIALS |  |  | 331934 |
| Real Estate - 2.6% |  |  |  |
| Diversified REITs - 0.4% |  |  |  |
| Uniti Group LP / Uniti Fiber Holdings Inc / CSL Capital LLC 6% 1/15/2030 (b) |  | 5000 | 4611 |
| Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC 8.625% 6/15/2032 (b) |  | 19000 | 18219 |
| WP Carey Inc 2.45% 2/1/2032  |  | 220000 | 194462 |
|  |  |  | 217292 |
| Health Care REITs - 0.4% |  |  |  |
| Alexandria Real Estate Equities Inc 2% 5/18/2032  |  | 220000 | 186533 |
| MPT Operating Partnership LP / MPT Finance Corp 4.625% 8/1/2029  |  | 7000 | 5895 |
| MPT Operating Partnership LP / MPT Finance Corp 5% 10/15/2027  |  | 29000 | 28027 |
|  |  |  | 220455 |
| Hotel & Resort REITs - 0.0% |  |  |  |
| RHP Hotel Properties LP / RHP Finance Corp 6.5% 6/15/2033 (b) |  | 5000 | 5195 |
| Industrial REITs - 0.4% |  |  |  |
| Prologis LP 2.875% 11/15/2029  |  | 200000 | 191263 |
| Office REITs - 0.9% |  |  |  |
| Boston Properties LP 2.45% 10/1/2033  |  | 220000 | 182344 |
| Boston Properties LP 6.75% 12/1/2027  |  | 19000 | 19891 |
| COPT Defense Properties LP 2% 1/15/2029  |  | 150000 | 139810 |
| COPT Defense Properties LP 4.5% 10/15/2030  |  | 4000 | 3984 |
| Hudson Pacific Properties LP 5.95% 2/15/2028  |  | 122000 | 119048 |
|  |  |  | 465077 |
| Real Estate Management & Development - 0.3% |  |  |  |
| Anywhere Real Estate Group LLC / Anywhere Co-Issuer Corp 7% 4/15/2030 (b) |  | 2400 | 2410 |
| Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp 5.75% 1/15/2029 (b) |  | 10000 | 9617 |
| Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp 9.75% 4/15/2030 (b) |  | 5000 | 5432 |
| CBRE Services Inc 2.5% 4/1/2031  |  | 140000 | 127481 |
| Taylor Morrison Communities Inc 5.125% 8/1/2030 (b) |  | 23000 | 23104 |
| Taylor Morrison Communities Inc 5.75% 11/15/2032 (b) |  | 5000 | 5154 |
|  |  |  | 173198 |
| Retail REITs - 0.2% |  |  |  |
| Brixmor Operating Partnership LP 5.75% 2/15/2035  |  | 90000 | 94836 |
| TOTAL REAL ESTATE |  |  | 1367316 |
| Utilities - 4.1% |  |  |  |
| Electric Utilities - 2.1% |  |  |  |
| Consolidated Edison Co of New York Inc 3.35% 4/1/2030  |  | 190000 | 184334 |
| DPL LLC/Ohio 4.35% 4/15/2029  |  | 38000 | 37299 |
| Duke Energy Carolinas LLC 3.95% 11/15/2028  |  | 170000 | 170451 |
| Edison International 7.875% 6/15/2054 (c) |  | 10000 | 10400 |
| Edison International 8.125% 6/15/2053 (c) |  | 12000 | 12392 |
| Northern States Power Co/MN 2.25% 4/1/2031  |  | 210000 | 191589 |
| NRG Energy Inc 5.75% 1/15/2034 (b) |  | 15000 | 15120 |
| NRG Energy Inc 5.75% 7/15/2029 (b) |  | 20000 | 20100 |
| NRG Energy Inc 6% 1/15/2036 (b) |  | 15000 | 15234 |
| NRG Energy Inc 6% 2/1/2033 (b) |  | 7000 | 7148 |
| NRG Energy Inc 6.25% 11/1/2034 (b) |  | 7000 | 7214 |
| Oncor Electric Delivery Co LLC 4.15% 6/1/2032  |  | 130000 | 127874 |
| PG&E Corp 5% 7/1/2028  |  | 5000 | 4963 |
| PG&E Corp 5.25% 7/1/2030  |  | 55000 | 54477 |
| PG&E Corp 7.375% 3/15/2055 (c) |  | 16000 | 16542 |
| Wisconsin Electric Power Co 4.75% 9/30/2032  |  | 160000 | 164349 |
| XPLR Infrastructure Operating Partners LP 4.5% 9/15/2027 (b) |  | 2000 | 1965 |
| XPLR Infrastructure Operating Partners LP 7.25% 1/15/2029 (b) |  | 21000 | 21521 |
| XPLR Infrastructure Operating Partners LP 7.75% 4/15/2034 (b) |  | 5000 | 5084 |
| XPLR Infrastructure Operating Partners LP 8.375% 1/15/2031 (b) |  | 7000 | 7335 |
| XPLR Infrastructure Operating Partners LP 8.625% 3/15/2033 (b) |  | 7000 | 7319 |
|  |  |  | 1082710 |
| Independent Power and Renewable Electricity Producers - 0.7% |  |  |  |
| AES Corp/The 1.375% 1/15/2026  |  | 140000 | 139268 |
| AES Corp/The 2.45% 1/15/2031  |  | 228000 | 206847 |
| AES Corp/The 6.95% 7/15/2055 (c) |  | 5000 | 4878 |
| Talen Energy Supply LLC 6.5% 2/1/2036 (b) |  | 5000 | 5169 |
| TerraForm Power Operating LLC 4.75% 1/15/2030 (b) |  | 43000 | 41338 |
|  |  |  | 397500 |
| Multi-Utilities - 1.3% |  |  |  |
| Dominion Energy Inc 2.25% 8/15/2031  |  | 220000 | 196431 |
| NiSource Inc 1.7% 2/15/2031  |  | 230000 | 201409 |
| NiSource Inc 5.35% 4/1/2034  |  | 70000 | 72537 |
| Puget Energy Inc 4.224% 3/15/2032  |  | 190000 | 182423 |
|  |  |  | 652800 |
| TOTAL UTILITIES |  |  | 2133010 |
| TOTAL UNITED STATES |  |  | 11882698 |
| <br> **TOTAL NON-CONVERTIBLE CORPORATE BONDS**<br> (Cost $16,500,992) |  |  | <br> **16668310** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Non-Convertible Preferred Stocks - 0.0%** | &nbsp;&nbsp;**Non-Convertible Preferred Stocks - 0.0%** | &nbsp;&nbsp;**Non-Convertible Preferred Stocks - 0.0%** |
|  | Shares | Value ($)<br>|
| UNITED STATES - 0.0%  |  |  |
| Information Technology - 0.0% |  |  |
| Software - 0.0% |  |  |
| Strategy Inc 10.75% (o)<br>(Cost $3,786)<br>| 41 | **3968** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Preferred Securities - 0.3%** | &nbsp;&nbsp;**Preferred Securities - 0.3%** | &nbsp;&nbsp;**Preferred Securities - 0.3%** | &nbsp;&nbsp;**Preferred Securities - 0.3%** |
|  |  | Principal<br> Amount (a)<br>| Value ($)<br>|
| SPAIN - 0.2%  |  |  |  |
| Communication Services - 0.2% |  |  |  |
| Diversified Telecommunication Services - 0.2% |  |  |  |
| Telefonica Europe BV 2.502% (c)(m)(p) | EUR | 100000 | 115999 |
| UNITED STATES - 0.1%  |  |  |  |
| Financials - 0.1% |  |  |  |
| Banks - 0.0% |  |  |  |
| BW Real Estate Inc 9.5% (b)(c)(p) |  | 7000 | 7252 |
| Consumer Finance - 0.1% |  |  |  |
| Ally Financial Inc 4.7% (c)(p) |  | 25000 | 24528 |
| Insurance - 0.0% |  |  |  |
| Alliant Holdings LP 10.5% (c)(i)(p) |  | 2056 | 2092 |
| TOTAL FINANCIALS |  |  | 33872 |
| Industrials - 0.0% |  |  |  |
| Trading Companies & Distributors - 0.0% |  |  |  |
| Air Lease Corp 4.125% (c)(p) |  | 15000 | 14655 |
| Utilities - 0.0% |  |  |  |
| Electric Utilities - 0.0% |  |  |  |
| Edison International 5% (c)(p) |  | 4000 | 4018 |
| TOTAL UNITED STATES |  |  | 52545 |
| <br> **TOTAL PREFERRED SECURITIES**<br> (Cost $152,336) |  |  | <br> **168544** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Government Agency - Mortgage Securities - 20.7%** | &nbsp;&nbsp;**U.S. Government Agency - Mortgage Securities - 20.7%** | &nbsp;&nbsp;**U.S. Government Agency - Mortgage Securities - 20.7%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 20.7%  |  |  |
| Fannie Mae 2.5% 1/1/2052  | 27317 | 23505 |
| Fannie Mae 2.5% 6/1/2052  | 100930 | 87602 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2040  | 41954 | 37093 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2052  | 84506 | 70189 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2052  | 22864 | 18969 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2052  | 21516 | 17891 |
| Fannie Mae Mortgage pass-thru certificates 2% 4/1/2052  | 50254 | 41254 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2052  | 18726 | 16254 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2051  | 39011 | 33677 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2050  | 31299 | 27000 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2051  | 54070 | 46931 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2051  | 141002 | 126498 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2051  | 17887 | 16046 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2051  | 48283 | 42909 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2051  | 16405 | 14717 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2052  | 39259 | 35270 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2048  | 44117 | 40379 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2052  | 18081 | 16210 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2048  | 87924 | 83018 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2052  | 50729 | 47454 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2051  | 20202 | 19512 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2052  | 37218 | 35888 |
| Fannie Mae Mortgage pass-thru certificates 5% 1/1/2054  | 184939 | 185240 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2052  | 38209 | 38737 |
| Fannie Mae Mortgage pass-thru certificates 5% 12/1/2052  | 39936 | 40126 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 11/1/2038  | 151302 | 155790 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2055  | 145353 | 147243 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 8/1/2054  | 233659 | 237573 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2055  | 124842 | 126466 |
| Fannie Mae Mortgage pass-thru certificates 6% 2/1/2055  | 68032 | 71131 |
| Fannie Mae Mortgage pass-thru certificates 6% 2/1/2055  | 47176 | 49074 |
| Fannie Mae Mortgage pass-thru certificates 6% 4/1/2054  | 72225 | 74245 |
| Fannie Mae Mortgage pass-thru certificates 6% 6/1/2054  | 44950 | 46207 |
| Fannie Mae Mortgage pass-thru certificates 6% 9/1/2054  | 90377 | 92876 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 6/1/2054  | 13456 | 13962 |
| Freddie Mac Gold Pool 1.5% 4/1/2051  | 106069 | 82384 |
| Freddie Mac Gold Pool 2% 11/1/2050  | 51526 | 42330 |
| Freddie Mac Gold Pool 2% 12/1/2051  | 19320 | 16017 |
| Freddie Mac Gold Pool 2% 3/1/2051  | 80893 | 66532 |
| Freddie Mac Gold Pool 2.5% 11/1/2051  | 24261 | 21072 |
| Freddie Mac Gold Pool 2.5% 12/1/2051  | 17756 | 15411 |
| Freddie Mac Gold Pool 2.5% 3/1/2050  | 18369 | 15846 |
| Freddie Mac Gold Pool 2.5% 4/1/2052  | 26413 | 22926 |
| Freddie Mac Gold Pool 2.5% 5/1/2051  | 25190 | 21895 |
| Freddie Mac Gold Pool 2.5% 8/1/2052  | 85246 | 72924 |
| Freddie Mac Gold Pool 3% 1/1/2052  | 18324 | 16427 |
| Freddie Mac Gold Pool 3% 6/1/2052  | 19083 | 17108 |
| Freddie Mac Gold Pool 4% 10/1/2052  | 36230 | 35004 |
| Freddie Mac Gold Pool 4% 2/1/2053  | 85456 | 82323 |
| Freddie Mac Gold Pool 4% 5/1/2050  | 19050 | 18357 |
| Freddie Mac Gold Pool 4.5% 11/1/2052  | 123495 | 121601 |
| Freddie Mac Gold Pool 4.5% 9/1/2053  | 67831 | 66684 |
| Freddie Mac Gold Pool 5% 12/1/2052  | 38668 | 39093 |
| Freddie Mac Gold Pool 5.5% 5/1/2039  | 100456 | 103436 |
| Freddie Mac Gold Pool 5.5% 5/1/2055  | 49434 | 50230 |
| Freddie Mac Gold Pool 5.5% 5/1/2055  | 48700 | 49333 |
| Freddie Mac Gold Pool 6% 8/1/2055  | 49295 | 51406 |
| Freddie Mac Manufactured Housing participation certificates 6% 4/1/2055  | 69129 | 71889 |
| Freddie Mac Manufactured Housing participation certificates 6.5% 3/1/2055  | 48685 | 51445 |
| Freddie Mac Manufactured Housing participation certificates 6.5% 3/1/2055  | 43252 | 45731 |
| Freddie Mac Manufactured Housing participation certificates 6.5% 3/1/2055  | 22118 | 23490 |
| Ginnie Mae I Pool 3.5% 8/20/2052  | 22669 | 21054 |
| Ginnie Mae I Pool 3.5% 9/20/2052  | 95119 | 88342 |
| Ginnie Mae I Pool 4% 10/20/2052  | 84173 | 80606 |
| Ginnie Mae I Pool 4.5% 4/20/2053  | 85292 | 83948 |
| Ginnie Mae II Pool 2% 1/20/2051  | 85473 | 71282 |
| Ginnie Mae II Pool 2% 1/20/2052  | 223337 | 186256 |
| Ginnie Mae II Pool 2% 10/20/2050  | 87015 | 72606 |
| Ginnie Mae II Pool 2% 11/20/2050  | 43882 | 36623 |
| Ginnie Mae II Pool 2% 2/20/2051  | 18701 | 15591 |
| Ginnie Mae II Pool 2% 3/20/2052  | 50000 | 41698 |
| Ginnie Mae II Pool 2.5% 5/20/2052  | 132127 | 114792 |
| Ginnie Mae II Pool 2.5% 8/20/2051  | 175958 | 152804 |
| Ginnie Mae II Pool 3% 4/20/2052  | 144483 | 130440 |
| Ginnie Mae II Pool 3% 8/20/2051  | 95696 | 86440 |
| Ginnie Mae II Pool 3.5% 8/20/2047  | 58811 | 55164 |
| Ginnie Mae II Pool 5% 1/1/2056 (e) | 200000 | 199563 |
| Ginnie Mae II Pool 5% 12/1/2055 (e) | 400000 | 399562 |
| Ginnie Mae II Pool 5.5% 1/1/2056 (e) | 100000 | 100926 |
| Ginnie Mae II Pool 5.5% 12/1/2055 (e) | 200000 | 202031 |
| Ginnie Mae II Pool 5.5% 2/20/2055  | 158192 | 159839 |
| Ginnie Mae II Pool 5.5% 6/20/2055  | 74170 | 74977 |
| Ginnie Mae II Pool 6% 1/1/2056 (e) | 300000 | 305801 |
| Ginnie Mae II Pool 6% 12/1/2055 (e) | 800000 | 815189 |
| Ginnie Mae II Pool 6% 2/1/2056 (e) | 200000 | 203727 |
| Ginnie Mae II Pool 6.5% 5/20/2055  | 72897 | 75151 |
| Uniform Mortgage Backed Securities 2% 12/1/2055 (e) | 1300000 | 1058281 |
| Uniform Mortgage Backed Securities 2.5% 1/1/2056 (e) | 550000 | 468230 |
| Uniform Mortgage Backed Securities 2.5% 12/1/2055 (e) | 1100000 | 936203 |
| Uniform Mortgage Backed Securities 3% 12/1/2055 (e) | 275000 | 244256 |
| Uniform Mortgage Backed Securities 3.5% 1/1/2056 (e) | 300000 | 277430 |
| Uniform Mortgage Backed Securities 3.5% 12/1/2055 (e) | 600000 | 555000 |
| Uniform Mortgage Backed Securities 6% 1/1/2056 (e) | 25000 | 25595 |
| Uniform Mortgage Backed Securities 6% 12/1/2055 (e) | 50000 | 51199 |
| TOTAL UNITED STATES |  | 10788436 |
| <br> **TOTAL U.S. GOVERNMENT AGENCY - MORTGAGE SECURITIES**<br> (Cost $10,715,273) |  | <br> **10788436** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Treasury Obligations - 41.1%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 41.1%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 41.1%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 41.1%** |
|  | Yield (%) (q) | Principal<br> Amount (a)<br>| Value ($)<br>|
| US Treasury Bonds 2.25% 2/15/2052  | 2.81 | 1950000 | 1221874 |
| US Treasury Bonds 2.875% 5/15/2052  | 3.07 to 3.19 | 250000 | 180176 |
| US Treasury Bonds 3.25% 5/15/2042  | 3.24 | 200000 | 170008 |
| US Treasury Bonds 3.375% 8/15/2042  | 3.46 to 4.28 | 700000 | 603367 |
| US Treasury Bonds 4% 11/15/2042  | 3.84 | 100000 | 93457 |
| US Treasury Bonds 4% 11/15/2052  | 4.95 to 5.00 | 180000 | 160699 |
| US Treasury Bonds 4.125% 8/15/2053  | 4.18 | 100000 | 91191 |
| US Treasury Bonds 4.25% 2/15/2054  | 4.37 to 4.78 | 645000 | 600631 |
| US Treasury Bonds 4.25% 8/15/2054  | 3.96 to 4.66 | 155500 | 144815 |
| US Treasury Bonds 4.5% 11/15/2054  | 4.55 to 4.78 | 531000 | 515734 |
| US Treasury Bonds 4.625% 11/15/2055  | 4.73 | 110000 | 109209 |
| US Treasury Bonds 4.625% 2/15/2055  | 4.54 | 258000 | 255883 |
| US Treasury Bonds 4.625% 5/15/2054  | 4.49 to 4.66 | 571000 | 566048 |
| US Treasury Bonds 4.75% 5/15/2055  | 4.81 to 4.95 | 626000 | 633532 |
| US Treasury Bonds 4.75% 8/15/2055  | 4.71 to 4.91 | 565000 | 572063 |
| US Treasury Bonds 5% 5/15/2045  | 4.69 | 42000 | 44028 |
| US Treasury Notes 3.375% 5/15/2033  | 3.64 to 4.04 | 1445000 | 1402553 |
| US Treasury Notes 3.625% 10/31/2030  | 3.71 to 3.73 | 940000 | 940808 |
| US Treasury Notes 3.625% 9/30/2031 (r) | 3.63 to 4.00 | 663000 | 660669 |
| US Treasury Notes 3.75% 10/31/2032  | 3.89 | 1070000 | 1067492 |
| US Treasury Notes 3.75% 12/31/2030  | 4.08 | 940000 | 945398 |
| US Treasury Notes 3.75% 5/31/2030  | 3.61 to 3.73 | 13000 | 13088 |
| US Treasury Notes 3.75% 8/31/2031  | 3.65 | 120000 | 120417 |
| US Treasury Notes 3.875% 8/15/2033  | 4.52 to 4.66 | 500000 | 500938 |
| US Treasury Notes 3.875% 8/15/2034  | 3.64 to 4.27 | 916000 | 912389 |
| US Treasury Notes 3.875% 9/30/2032  | 3.89 | 412000 | 414253 |
| US Treasury Notes 4% 1/31/2029  | 4.02 to 4.05 | 350000 | 355031 |
| US Treasury Notes 4% 2/15/2034  | 3.92 to 4.57 | 76000 | 76600 |
| US Treasury Notes 4% 4/30/2032  | 4.00 to 4.29 | 891000 | 904087 |
| US Treasury Notes 4% 6/30/2028  | 4.04 to 4.25 | 150000 | 151904 |
| US Treasury Notes 4% 6/30/2032  | 4.15 | 360000 | 365077 |
| US Treasury Notes 4% 7/31/2029  | 3.83 | 300000 | 304664 |
| US Treasury Notes 4% 7/31/2032 (r) | 3.94 to 4.17 | 611000 | 619330 |
| US Treasury Notes 4.125% 2/29/2032  | 4.19 | 170000 | 173705 |
| US Treasury Notes 4.125% 5/31/2032  | 4.05 to 4.23 | 611000 | 624174 |
| US Treasury Notes 4.25% 11/15/2034  | 4.22 to 4.49 | 546000 | 558242 |
| US Treasury Notes 4.25% 5/15/2035  | 4.26 to 4.45 | 1063000 | 1084924 |
| US Treasury Notes 4.25% 6/30/2029  | 4.35 | 15000 | 15359 |
| US Treasury Notes 4.25% 8/15/2035  | 4.09 to 4.33 | 785000 | 800209 |
| US Treasury Notes 4.375% 1/31/2032  | 4.43 to 4.46 | 205000 | 212295 |
| US Treasury Notes 4.375% 11/30/2030  | 3.91 to 4.35 | 913000 | 944384 |
| US Treasury Notes 4.375% 5/15/2034  | 4.29 to 4.30 | 100000 | 103383 |
| US Treasury Notes 4.625% 2/15/2035  | 4.17 to 4.24 | 580000 | 609340 |
| US Treasury Notes 4.625% 9/30/2030  | 5.01 | 300000 | 313430 |
| US Treasury Notes 4.875% 10/31/2030  | 4.91 | 200000 | 211281 |
| <br> **TOTAL U.S. TREASURY OBLIGATIONS**<br> (Cost $21,794,697) |  |  | **21368139** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 9.0%** | &nbsp;&nbsp;**Money Market Funds - 9.0%** | &nbsp;&nbsp;**Money Market Funds - 9.0%** | &nbsp;&nbsp;**Money Market Funds - 9.0%** |
|  | Yield (%) | Shares | Value ($)<br>|
| Fidelity Cash Central Fund (s)<br>(Cost $4,698,167)<br>| 4.02 | 4697228 | **4698167** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 111.0%**<br> (Cost $57,925,433)<br>| <br>**57777322** |
| **NET OTHER ASSETS (LIABILITIES) - (11.0)%**  | **(5712214)** |
| **NET ASSETS - 100.0%** | **52065108** |

---

---

| | | |
|:---|:---|:---|
| **TBA Sale Commitments**  | **TBA Sale Commitments**  | **TBA Sale Commitments**  |
|  | Principal<br> Amount (a) | Value ($) |
| U.S. Government Agency - Mortgage Securities |  |  |
| Ginnie Mae II Pool 5% 12/1/2055 | (400000) | (399562) |
| Ginnie Mae II Pool 5.5% 12/1/2055 | (200000) | (202031) |
| Ginnie Mae II Pool 6% 1/1/2056 | (100000) | (101934) |
| Ginnie Mae II Pool 6% 12/1/2055 | (800000) | (815188) |
| Uniform Mortgage Backed Securities 2.5% 12/1/2055 | (1100000) | (936204) |
| Uniform Mortgage Backed Securities 3.5% 12/1/2055 | (600000) | (555000) |
| Uniform Mortgage Backed Securities 6% 12/1/2055 | (50000) | (51199) |
| TOTAL U.S. GOVERNMENT AGENCY - MORTGAGE SECURITIES  |  | (3061118) |
| **TOTAL TBA SALE COMMITMENTS**<br> (Proceeds $3,059,675) |  | <br> **(3061118)** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  |
|  | Number <br> of contracts | Expiration <br> Date | Notional <br> Amount ($)<br>| Value ($)<br>| Unrealized<br> Appreciation/<br> (Depreciation) ($)<br>|
| Purchased |  |  |  |  |  |
| Interest Rate Contracts |  |  |  |  |  |
| CBOT 10Y Ultra US Treasury Notes Contracts (United States) | 3 | 3/20/2026 | 348656 | 2385 | 2385 |
| CBOT 2Y US Treasury Notes Contracts (United States) | 1 | 3/31/2026 | 208852 | 110 | 110 |
| CBOT 5Y US Treasury Notes Contracts (United States) | 5 | 3/31/2026 | 548789 | 1437 | 1437 |
| CBOT US Treasury Long Bond Contracts (United States) | 1 | 3/20/2026 | 117469 | 944 | 944 |
| TOTAL PURCHASED |  |  |  |  | 4876 |
| Sold |  |  |  |  |  |
| Interest Rate Contracts |  |  |  |  |  |
| Eurex Euro-Bobl Contracts (Germany) | 3 | 12/8/2025 | 410590 | (47) | (47) |
| Eurex Euro-Bund Contracts (Germany) | 1 | 12/8/2025 | 149546 | (1131) | (1131) |
| ICE Long GILT Futures (United Kingdom) | 1 | 3/27/2026 | 121224 | (979) | (979) |
| TOTAL SOLD |  |  |  |  | (2157) |
| **TOTAL FUTURES CONTRACTS** |  |  |  |  | **2719** |
| The notional amount of futures purchased as a percentage of Net Assets is 2.4% | The notional amount of futures purchased as a percentage of Net Assets is 2.4% | The notional amount of futures purchased as a percentage of Net Assets is 2.4% | The notional amount of futures purchased as a percentage of Net Assets is 2.4% | The notional amount of futures purchased as a percentage of Net Assets is 2.4% | The notional amount of futures purchased as a percentage of Net Assets is 2.4% |
| The notional amount of futures sold as a percentage of Net Assets is 1.3% | The notional amount of futures sold as a percentage of Net Assets is 1.3% | The notional amount of futures sold as a percentage of Net Assets is 1.3% | The notional amount of futures sold as a percentage of Net Assets is 1.3% | The notional amount of futures sold as a percentage of Net Assets is 1.3% | The notional amount of futures sold as a percentage of Net Assets is 1.3% |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** |
| Currency<br> Purchased | Currency<br> Purchased | Currency<br> Sold | Currency<br> Sold | Counterparty | Settlement<br> Date | Unrealized <br> Appreciation/<br> (Depreciation) ($)  |
| EUR | 3000 | USD | 3478 | Citibank NA | 12/11/2025 | 5 |
| USD | 2316731 | EUR | 2012000 | BNP Paribas SA | 12/11/2025 | (19098) |
| USD | 482807 | GBP | 370000 | JPMorgan Chase Bank NA | 12/11/2025 | (6963) |
| **TOTAL FORWARD FOREIGN CURRENCY CONTRACTS** | **TOTAL FORWARD FOREIGN CURRENCY CONTRACTS** | **TOTAL FORWARD FOREIGN CURRENCY CONTRACTS** | **TOTAL FORWARD FOREIGN CURRENCY CONTRACTS** | **TOTAL FORWARD FOREIGN CURRENCY CONTRACTS** |  | **(26056)** |
| Unrealized Appreciation | Unrealized Appreciation | Unrealized Appreciation |  |  |  | 5 |
| Unrealized Depreciation | Unrealized Depreciation | Unrealized Depreciation |  |  |  | (26061) |

---

**Currency Abbreviations**

EUR - European Monetary Unit (Euro) <br> GBP - British Pound Sterling <br> USD - United States Dollar

**Legend**

(a) Amount is stated in United States dollars unless otherwise noted.

(b) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $8,023,990 or 15.4% of net assets.

(c) Coupon rates for floating and adjustable rate securities reflect the rates in effect at period end.

(d) Coupon is indexed to a floating interest rate which may be multiplied by a specified factor and/or subject to caps or floors.

(e) Security or a portion of the security purchased on a delayed delivery or when-issued basis.

(f) Remaining maturities of bank loan obligations may be less than the stated maturities shown as a result of contractual or optional prepayments by the borrower. Such prepayments cannot be predicted with certainty.

(g) A coupon rate of 0% signifies an unsettled loan. The coupon rate will be determined upon settlement of the loan after period end.

(h) Non-income producing - Security is in default.

(i) Level 3 security.

(j) Position or a portion of the position represents an unfunded loan commitment. At period end, the total principal amount and market value of unfunded commitments totaled $124 and $122, respectively.

(k) Non-income producing.

(l) Zero coupon bond which is issued at a discount.

(m) Security exempt from registration under Regulation S of the Securities Act of 1933 and may be resold to qualified foreign investors outside of the United States. At the end of the period, the value of securities amounted to $2,718,143 or 5.2% of net assets.

(n) A portion of the security sold on a delayed delivery basis.

(o) Security initially issued at one coupon which converts to a higher coupon at a specified date. The rate shown is the rate at period end.

(p) Security is perpetual in nature with no stated maturity date.

(q) Yield represents either the annualized yield at the date of purchase, or the stated coupon rate, or, for floating and adjustable rate securities, the rate at period end.

(r) Security or a portion of the security was pledged to cover margin requirements for futures contracts. At period end, the value of securities pledged amounted to $50,510.

(s) Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.

**Affiliated Central Funds**

Fiscal year to date information regarding the Fund's investments in Fidelity Central Funds, including the ownership percentage, is presented below.

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | <br>Shares,<br> end<br> of period  | % ownership,<br> end<br> of period |
| Fidelity Cash Central Fund | 3195790 | 5748169 | 4245776 | 46742 | (16) | - | 4698167 | 4697228 | 0.0% |
| Total | 3195790 | 5748169 | 4245776 | 46742 | (16) | - | 4698167 |  |  |

---

Amounts in the dividend income column in the above table include any capital gain distributions from underlying funds.

**Investment Valuation**

Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. Securities transactions are accounted for as of trade date. The Board of Trustees (the Board) has designated the Fund's investment adviser as the valuation designee responsible for the fair valuation function and performing fair value determinations as needed. The investment adviser has established a Fair Value Committee (the Committee) to carry out the day-to-day fair valuation responsibilities and has adopted policies and procedures to govern the fair valuation process and the activities of the Committee. In accordance with these fair valuation policies and procedures, which have been approved by the Board, the Fund attempts to obtain prices from one or more third party pricing services or brokers to value its investments. When current market prices, quotations or currency exchange rates are not readily available or reliable, investments will be fair valued in good faith by the Committee, in accordance with the policies and procedures. Factors used in determining fair value vary by investment type and may include market or investment specific events, transaction data, estimated cash flows, and market observations of comparable investments. The frequency that the fair valuation procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee manages the Fund's fair valuation practices and maintains the fair valuation policies and procedures. The Fund's investment adviser reports to the Board information regarding the fair valuation process and related material matters.

The inputs to valuation techniques used to value investments are categorized into a disclosure hierarchy consisting of three levels as shown below:

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, etc.)

Level 3 - unobservable inputs (including the Fund's own assumptions based on the best information available)

Valuation techniques used to value investments by major category are as follows:

Equity securities, including restricted securities, for which market quotations are readily available, are valued at the last reported sale price or official closing price as reported by a third party pricing service on the primary market or exchange on which they are traded and are categorized as Level 1 in the hierarchy. In the event there were no sales during the day or closing prices are not available, securities are valued at the last quoted bid price or may be valued using the last available price and are generally categorized as Level 2 in the hierarchy. For any foreign equity securities, when market or security specific events arise, comparisons to the valuation of American Depositary Receipts (ADRs), futures contracts, Exchange-Traded Funds (ETFs) and certain indexes as well as quoted prices for similar securities may be used and would be categorized as Level 2 in the hierarchy. For equity securities, including restricted securities, where observable inputs are limited, assumptions about market activity and risk are used and these securities may be categorized as Level 3 in the hierarchy.

Debt securities, including restricted securities, are valued based on evaluated prices received from third party pricing services or from brokers who make markets in such securities. U.S. Treasury Obligations, Bank Loan Obligations, Convertible Corporate Bonds, Foreign Government and Government Agency Obligations, Non-Convertible Corporate Bonds and Preferred Securities are valued by pricing services who utilize matrix pricing which considers yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices. Asset-Backed Securities, Commercial Mortgage Securities and U.S. Government Agency - Mortgage Securities are valued by pricing services who utilize matrix pricing which considers prepayment speed assumptions, attributes of the collateral, yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices. When independent prices are unavailable or unreliable, debt securities may be valued utilizing pricing methodologies which consider similar factors that would be used by third party pricing services. For foreign debt securities, when significant market or security specific events arise, valuations may be determined in good faith in accordance with procedures adopted by the Board. Debt securities are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances.

The U.S. dollar value of forward foreign currency contracts is determined using currency exchange rates supplied by a pricing service and are categorized as Level 2 in the hierarchy.

Futures contracts are valued at the settlement price established each day by the board of trade or exchange on which they are traded and are categorized as Level 1 in the hierarchy.

Investments in any open-end mutual funds are valued at their closing net asset value (NAV) each business day and are categorized as Level 1 in the hierarchy.

Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy.

**Derivative Instruments**

Risk Exposures and the Use of Derivative Instruments: The Fund's investment objectives allow the Fund to enter into various types of derivative contracts. Derivatives are investments whose value is primarily derived from underlying assets, indices or reference rates and may be transacted on an exchange or over-the-counter (OTC). Derivatives may involve a future commitment to buy or sell a specified asset based on specified terms, to exchange future cash flows at periodic intervals based on a notional principal amount, or for one party to make one or more payments upon the occurrence of specified events in exchange for periodic payments from the other party.

The Fund used derivatives to increase returns, to gain exposure to certain types of assets and/or to manage exposure to certain risks as defined below. The success of any strategy involving derivatives depends on analysis of numerous economic factors, and if the strategies for investment do not work as intended, the Fund may not achieve its objectives.

The Fund's use of derivatives increased or decreased its exposure to the following risk(s):

Foreign Exchange Risk - Foreign exchange rate risk relates to fluctuations in the value of an asset or liability due to changes in currency exchange rates.

Interest Rate Risk - Interest rate risk relates to the fluctuations in the value of interest-bearing securities due to changes in the prevailing levels of market interest rates.

The Fund is also exposed to additional risks from investing in derivatives, such as liquidity risk and counterparty credit risk. Liquidity risk is the risk that the Fund will be unable to close out the derivative in the open market in a timely manner. Counterparty credit risk is the risk that the counterparty will not be able to fulfill its obligation to the Fund.

Derivative counterparty credit risk is managed through formal evaluation of the creditworthiness of all potential counterparties. On certain OTC derivatives, the Fund attempts to reduce its exposure to counterparty credit risk by entering into an International Swaps and Derivatives Association, Inc. (ISDA) Master Agreement with each of its counterparties. The ISDA Master Agreement gives the Fund the right to terminate all transactions traded under such agreement upon the deterioration in the credit quality of the counterparty beyond specified levels. The ISDA Master Agreement gives each party the right, upon an event of default by the other party or a termination of the agreement, to close out all transactions traded under such agreement and to net the amounts owed under each transaction to one net payable by one party to the other. To mitigate counterparty credit risk on bi-lateral OTC derivatives, the Fund receives collateral in the form of cash or securities once the Fund's net unrealized appreciation on outstanding derivative contracts under an ISDA Master Agreement exceeds certain applicable thresholds, subject to certain minimum transfer provisions. The collateral received is held in segregated accounts with the Fund's custodian bank in accordance with the collateral agreements entered into between the Fund, the counterparty and the Fund's custodian bank. The Fund could experience delays and costs in gaining access to the collateral even though it is held by the Fund's custodian bank. The Fund's maximum risk of loss from counterparty credit risk related to bi-lateral OTC derivatives is generally the aggregate unrealized appreciation and unpaid counterparty payments in excess of any collateral pledged by the counterparty to the Fund. The Fund may be required to pledge collateral for the benefit of the counterparties on bi-lateral OTC derivatives in an amount not less than each counterparty's unrealized appreciation on outstanding derivative contracts, subject to certain minimum transfer provisions, and any such pledged collateral is identified in the Schedule of Investments. Exchange-traded contracts are not covered by the ISDA Master Agreement; however counterparty credit risk related to these contracts may be mitigated by the protection provided by the exchange on which they trade. Counterparty credit risk related to centrally cleared swaps may be mitigated by the protection provided by the clearinghouse.

Investing in derivatives may involve greater risks than investing in the underlying assets directly and, to varying degrees, may involve risk of loss in excess of any initial investment and collateral received. In addition, there may be the risk that the change in value of the derivative contract does not correspond to the change in value of the underlying instrument.

Forward Foreign Currency Contracts: Forward foreign currency contracts represent obligations to purchase or sell foreign currency on a specified future date at a price fixed at the time the contracts are entered into.

The Fund used forward foreign currency contracts to facilitate transactions in foreign-denominated securities and to manage exposure to certain foreign currencies.

Open forward foreign currency contracts at period end are presented in the Schedule of Investments under the caption "Forward Foreign Currency Contracts." The contract amount and unrealized appreciation (depreciation) reflects each contract's exposure to the underlying currency at period end.

Futures Contracts: A futures contract is an agreement between two parties to buy or sell a specified underlying instrument for a specified price at a specified future date.

The Fund used futures contracts to manage its exposure to the bond market and fluctuations in interest rates.

Open futures contracts at period end are presented in the Schedule of Investments under the caption "Futures Contracts". The underlying face amount at value reflects each contract's exposure to the underlying instrument or index at period end. Any securities and/or cash deposited to meet initial margin requirements are identified in the Schedule of Investments.

For additional information on the Fund's significant accounting policies, please refer to the Fund's most recent semiannual or annual shareholder report.

*The fund's schedule of investments as of the date on the cover of this report has not been audited. This report is provided for the general information of the fund's shareholders. For more information regarding the fund and its holdings, please see the fund's most recent prospectus and annual report.*

*Third party trademarks and service marks are the property of their respective owners. All other trademarks and service marks are the property of FMR LLC or an affiliate.*

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Fidelity Salem Street Trust

- **b. Investment Company Act file number:** 811-02105

- **c. CIK number of Registrant:** 0000035315

- **d. LEI of Registrant:** S4W85DGKOEJ24DPRB829

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

  - **Street Address 1:** 245 Summer Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

  - **Telephone number:** 1-800-FIDELITY

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

- **a. Name of Series:** Fidelity Sustainable Core Plus Bond Fund

- **b. EDGAR series identifier (if any):** S000075892

- **c. LEI of Series:** 549300UP922KLQF82G06

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

- **a. Date of fiscal year-end:** 2026-08-31

- **b. Date as of which information is reported:** 2025-11-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $61500297.52

**Total Liabilities:** $9578957.26

**Net Assets:** $51921340.26

**Delayed Delivery Securities:** $6292631.31

**Cash Not Reported:** $195946.49

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 633.27346759 | **1-Year:** 3238.61202180 | **5-Year:** 10371.34428674 | **10-Year:** 8950.37915884 | **30-Year:** 5948.45921782

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

- **3-Month:** 232.37622613 | **1-Year:** 638.09601892 | **5-Year:** 578.21230901 | **10-Year:** 73.74133806 | **30-Year:** 16.70697343

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000235217 | 0.96%                | 0.64%                | 0.53%                |
| Class ID C000235218 | 0.97%                | 0.56%                | 0.44%                |
| Class ID C000235219 | 0.94%                | 0.63%                | 0.51%                |
| Class ID C000235220 | 0.96%                | 0.65%                | 0.53%                |
| Class ID C000235221 | 0.96%                | 0.64%                | 0.53%                |
| Class ID C000235222 | 0.93%                | 0.62%                | 0.50%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $35875.67                | $276903.94                                 |
| Month 2  | $61766.56                | $68164.09                                  |
| Month 3  | $9316.06                 | $112837.24                                 |

**Designated Index Information**

- **Index Name:** Bloomberg MSCI US Aggregate ESG Choice Bond Index

- **Index Identifier:** 56048177

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BNP PARIBAS                                                                     | FX Forward: USD/EUR settle 2025-12-11                                                                 | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |         1 | NC      | $-19097.80    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                              | FX Forward: USD/GBP settle 2025-12-11                                                                 | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-6963.04     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                  | FX Forward: EUR/USD settle 2025-12-11                                                                 | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |         1 | NC      | $5.24         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                                                    | Fidelity Cash Central Fund                                                                            | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |   4602180 | NS      | $4603100.08   | 8.87%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                               | UNITED KINGDOM G.B. and N.IRELAND 4.25% 06/07/2032 REGS                                               | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     29000 | PA      | $38836.06     | 0.07%             | 2032-06-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                | CCO HLDGS LLC/CAP CORP 5.5% 05/01/2026 144A                                                           | CUSIP: 1248EPBR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13000 | PA      | $12994.21     | 0.03%             | 2026-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                       | IQVIA INC 5% 10/15/2026 144A                                                                          | CUSIP: 449934AD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1998.68      | 0.00%             | 2026-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                        | EUROPEAN INVESTMENT BANK 0.5% 11/13/2037                                                              | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | LU        |     50000 | PA      | $42896.98     | 0.08%             | 2037-11-13      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                   | DISH DBS CORP 7.75% 07/01/2026                                                                        | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $11748.12     | 0.02%             | 2026-07-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 08/20/2047#MA4652                                                                        | CUSIP: 36179TEZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     58811 | PA      | $55163.91     | 0.11%             | 2047-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSHIP LP / MPT FIN CORP                                          | MPT OPER PARTNERSHIP LP/CORP 5% 10/15/2027                                                            | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     29000 | PA      | $28027.01     | 0.05%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING PARTNERS LP                                            | NEXTERA ENERGY OPERATING PARTNERS LP 4.5% 09/15/2027 144A                                             | CUSIP: 65342QAB8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1964.97      | 0.00%             | 2027-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                                       | OLIN CORP 5% 02/01/2030                                                                               | CUSIP: 680665AK2<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6879.52      | 0.01%             | 2030-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OCEANEERING INTERNATIONAL INC                                                   | OCEANEERING INTERNATIONAL INC 6% 02/01/2028                                                           | CUSIP: 675232AB8<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20306.64     | 0.04%             | 2028-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FINANCE SA                                                  | CONSOLIDATED ENERGY FINANCE SA 6.5% 05/15/2026 144A                                                   | CUSIP: 20914UAE6<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |     12000 | PA      | $11380.27     | 0.02%             | 2026-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH AMERICAS INC                                                      | BAUSCH HEALTH AMERICAS INC 8.5% 01/31/2027 144A                                                       | CUSIP: 91911XAW4<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4978.70      | 0.01%             | 2027-01-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                       | DUKE ENERGY CAROLINAS LLC 3.95% 11/15/2028                                                            | CUSIP: 26442CAX2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    170000 | PA      | $170451.01    | 0.33%             | 2028-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.05% 03/30/2029      | CUSIP: 161175BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10097.87     | 0.02%             | 2029-03-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SWISS RE FINANCE LUXEMBOURG                                                     | SWISS RE FINANCE LUXEMBOURG 2.534%/VAR 04/30/2050 REGS                                                | CUSIP: N/A<br>LEI: 549300CLQZ6TM98LW631       | Long             | DBT              | CORP              | LU        |    100000 | PA      | $112104.36    | 0.22%             | 2050-04-30      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES FINANCING LTD                                                | TRANE TECHNOLOGIES FINANCING LTD 3.8% 03/21/2029                                                      | CUSIP: 456873AD0<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |    130000 | PA      | $129061.89    | 0.25%             | 2029-03-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                                                               | KOSMOS ENERGY LTD 7.125% 04/04/2026 144A                                                              | CUSIP: 500688AC0<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4925.00      | 0.01%             | 2026-04-04      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                        | COOPERATIEVE RABOBANK UA 1.125% 05/07/2031 REGS                                                       | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $104916.89    | 0.20%             | 2031-05-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                       | IQVIA INC 5% 05/15/2027 144A                                                                          | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8989.80      | 0.02%             | 2027-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSHIP LP / MPT FIN CORP                                          | MPT OPER PARTNERSHIP LP/CORP 4.625% 08/01/2029                                                        | CUSIP: 55342UAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $5895.12      | 0.01%             | 2029-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NGG FINANCE PLC                                                                 | NGG FINANCE PLC 2.125%/VAR 09/05/2082 REGS                                                            | CUSIP: N/A<br>LEI: 549300MLDJ2T68G21W86       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $114171.66    | 0.22%             | 2082-09-05      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| SOTHEBYS                                                                        | SOTHEBYS 7.375% 10/15/2027 144A                                                                       | CUSIP: 835898AH0<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18916.20     | 0.04%             | 2027-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATING LLC                                                   | TERRAFORM POWER OPERATING LLC 4.75% 01/15/2030 144A                                                   | CUSIP: 88104LAG8<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |     43000 | PA      | $41338.17     | 0.08%             | 2030-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                                    | CHARLES RIVER LABS INTL INC 4.25% 05/01/2028 144A                                                     | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44532.81     | 0.09%             | 2028-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                               | STATE STREET CORP 3.031%/VAR 11/01/2034                                                               | CUSIP: 857477BF9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    130000 | PA      | $122872.05    | 0.24%             | 2034-11-01      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS L P / ARCHROCK PARTNERS FIN CORP                              | ARCHROCK PARTNERS LP / FIN CORP 6.25% 04/01/2028 144A                                                 | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $16098.24     | 0.03%             | 2028-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES LTD                                                           | NABORS INDUSTRIES LTD 7.5% 01/15/2028 144A                                                            | CUSIP: 629571AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      7000 | PA      | $7009.03      | 0.01%             | 2028-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC          | ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 4.875% 02/15/2030 144A         | CUSIP: 013092AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9924.67      | 0.02%             | 2030-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EUROPE BV                                                            | TELEFONICA EUROPE BV 2.502%/VAR PERP REGS                                                             | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | EP               | CORP              | NL        |    100000 | PA      | $114304.36    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| OPEN TEXT HOLDINGS INC                                                          | OPEN TEXT HOLDINGS INC 4.125% 02/15/2030 144A                                                         | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $6673.61      | 0.01%             | 2030-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORPORATION                                                           | OPEN TEXT CORPORATION 3.875% 02/15/2028 144A                                                          | CUSIP: 683715AC0<br>LEI: 549300UQROQS42RKHM85 | Long             | DBT              | CORP              | CA        |     13000 | PA      | $12678.70     | 0.02%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED PF HOLDINGS LLC                                                          | UNITED PLANET FITNESS TERM 1LN 12/30/2026                                                             | CUSIP: 91132UAG8<br>LEI: 2549002AF6PASVP2G486 | Long             | LON              | CORP              | US        |     24740 | PA      | $23770.84     | 0.05%             | 2026-12-30      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                               | POST HLDGS INC 4.625% 04/15/2030 144A                                                                 | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7792.12      | 0.02%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 03/01/2050#SD8049                                                                      | CUSIP: 3132DV5J0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18369 | PA      | $15846.27     | 0.03%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 03/01/2050#MA3964                                                                      | CUSIP: 31418DMN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31299 | PA      | $26999.79     | 0.05%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON CO OF NEW YORK INC                                          | CONSOLIDATED EDISON CO OF NY 3.35% 04/01/2030                                                         | CUSIP: 209111FX6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    190000 | PA      | $184333.90    | 0.36%             | 2030-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TJX COMPANIES INC                                                               | TJX COMPANIES INC NEW 3.875% 04/15/2030                                                               | CUSIP: 872540AT6<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119419.53    | 0.23%             | 2030-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                                                   | AIA GROUP LTD 3.375% 04/07/2030 144A                                                                  | CUSIP: 00131LAJ4<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |    200000 | PA      | $195343.00    | 0.38%             | 2030-04-07      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DPL INC                                                                         | DPL INC 4.35% 04/15/2029                                                                              | CUSIP: 233293AQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     38000 | PA      | $37298.88     | 0.07%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                      | ZOETIS INC 2% 05/15/2030                                                                              | CUSIP: 98978VAS2<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    140000 | PA      | $128337.67    | 0.25%             | 2030-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO/THE                                                              | WALT DISNEY CO/THE 2.65% 01/13/2031                                                                   | CUSIP: 254687FX9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    140000 | PA      | $131195.14    | 0.25%             | 2031-01-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                | CSC HOLDINGS LLC 4.125% 12/01/2030 144A                                                               | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     10000 | PA      | $5703.56      | 0.01%             | 2030-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                | CSC HOLDINGS LLC 4.625% 12/01/2030 144A                                                               | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      7000 | PA      | $2499.97      | 0.00%             | 2030-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRI POINTE HOMES INC                                                            | TRI POINTE HOMES INC 5.7% 06/15/2028                                                                  | CUSIP: 87265HAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000 | PA      | $2025.09      | 0.00%             | 2028-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED PF HOLDINGS LLC                                                          | UNITED PLANET FITNESS TERM B 1LN 12/30/2026                                                           | CUSIP: 91132UAK9<br>LEI: 2549002AF6PASVP2G486 | Long             | LON              | CORP              | US        |       990 | PA      | $954.96       | 0.00%             | 2026-12-30      | Variable      | 0.13%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                           | LEVEL 3 FINANCING INC 4.25% 07/01/2028 144A                                                           | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1890.00      | 0.00%             | 2028-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PG and E CORP                                                                   | PG and E CORP 5% 07/01/2028                                                                           | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4963.54      | 0.01%             | 2028-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PG and E CORP                                                                   | PG and E CORP 5.25% 07/01/2030                                                                        | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54476.66     | 0.10%             | 2030-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VTR FINANCE BV                                                                  | VTR FINANCE BV 6.375% 07/15/2028 144A                                                                 | CUSIP: 918374AA7<br>LEI: 213800F4XI4RJB82XM19 | Long             | DBT              | CORP              | NL        |     14000 | PA      | $13746.32     | 0.03%             | 2028-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMMUNITIES INC                                                 | TAYLOR MORRISON COMMUNITIES INC 5.125% 08/01/2030 144A                                                | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23104.37     | 0.04%             | 2030-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                | CSC HOLDINGS LLC 3.375% 02/15/2031 144A                                                               | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     27000 | PA      | $14994.13     | 0.03%             | 2031-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EMERGENT BIOSOLUTIONS INC                                                       | EMERGENT BIOSOLUTIONS INC 3.875% 08/15/2028 144A                                                      | CUSIP: 29089QAC9<br>LEI: 549300YW6TUOX8BE5103 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8032.05      | 0.02%             | 2028-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                      | DAVITA INC 3.75% 02/15/2031 144A                                                                      | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     24000 | PA      | $22255.38     | 0.04%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                           | LEVEL 3 FINANCING INC 3.625% 01/15/2029 144A                                                          | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3601.44      | 0.01%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                    | NISOURCE INC 1.7% 02/15/2031                                                                          | CUSIP: 65473PAL9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    230000 | PA      | $201409.30    | 0.39%             | 2031-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                                           | ON SEMICONDUCTOR CORP 3.875% 09/01/2028 144A                                                          | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22421.18     | 0.04%             | 2028-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                           | TENET HEALTHCARE CORP 6.125% 10/01/2028                                                               | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     47000 | PA      | $47203.51     | 0.09%             | 2028-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                             | OTIS WORLDWIDE CORP 2.565% 02/15/2030                                                                 | CUSIP: 68902VAK3<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    140000 | PA      | $131111.59    | 0.25%             | 2030-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS and FRAGRANCES INC                                        | INTERNATIONAL FLAVS and FRAG INC 2.3% 11/01/2030 144A                                                 | CUSIP: 459506AQ4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     74000 | PA      | $66743.49     | 0.13%             | 2030-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                                                             | HUDBAY MINERALS INC 6.125% 04/01/2029 144A                                                            | CUSIP: 443628AH5<br>LEI: 549300WI524AL577IX21 | Long             | DBT              | CORP              | CA        |      7000 | PA      | $7090.91      | 0.01%             | 2029-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING BRANDS INC                                                 | CORNERSTONE BUILDING BRANDS INC 6.125% 01/15/2029 144A                                                | CUSIP: 21925DAA7<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |      8000 | PA      | $4002.50      | 0.01%             | 2029-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CABLEVISION LIGHTPATH LLC                                                       | CABLEVISION LIGHTPATH LLC 3.875% 09/15/2027 144A                                                      | CUSIP: 12687GAA7<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |      1000 | PA      | $984.64       | 0.00%             | 2027-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC                            | 1011778 BC ULC/NEW RED FIN INC 4% 10/15/2030 144A                                                     | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      4000 | PA      | $3811.55      | 0.01%             | 2030-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 20YR 2% 11/01/2040#                                                                              | CUSIP: 31418DUA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41954 | PA      | $37092.91     | 0.07%             | 2040-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                                                   | AIB GROUP PLC 2.875%/VAR 05/30/2031 REGS                                                              | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | DBT              | CORP              | IE        |    100000 | PA      | $116111.56    | 0.22%             | 2031-05-30      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                                           | ENCOMPASS HEALTH CORP 4.625% 04/01/2031                                                               | CUSIP: 29261AAE0<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11833.39     | 0.02%             | 2031-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                   | DISH DBS CORP 7.375% 07/01/2028                                                                       | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4000 | PA      | $3728.80      | 0.01%             | 2028-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AMN HEALTHCARE                                                                  | AMN HEALTHCARE 4% 04/15/2029 144A                                                                     | CUSIP: 00175PAC7<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11430.83     | 0.02%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ADVANTAGE SALES and MARKETING INC DEL                                           | ADVANTAGE SALES and MARKETING INC DEL 6.5% 11/15/2028 144A                                            | CUSIP: 00775PAA5<br>LEI: 549300T4O24KQDED1182 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5085.00      | 0.01%             | 2028-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                           | MOLINA HEALTHCARE INC 3.875% 11/15/2030 144A                                                          | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13857.71     | 0.03%             | 2030-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO/THE                                                                 | CHEMOURS CO/THE 5.75% 11/15/2028 144A                                                                 | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14558.22     | 0.03%             | 2028-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2% 11/20/2050#MA6994                                                                          | CUSIP: 36179VXX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     43882 | PA      | $36623.46     | 0.07%             | 2050-11-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2% 10/20/2050#MA6930                                                                          | CUSIP: 36179VVX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     87015 | PA      | $72605.81     | 0.14%             | 2050-10-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES                                                              | LUMEN TECHNOLOGIES 4.5% 01/15/2029 144A                                                               | CUSIP: 156700BD7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |      1000 | PA      | $926.70       | 0.00%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                              | CNX RESOURCES CORP 6% 01/15/2029 144A                                                                 | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8030.02      | 0.02%             | 2029-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| C AND S GROUP ENTERPRISES LLC                                                   | C AND S GROUP ENTERPRISES LLC 5% 12/15/2028 144A                                                      | CUSIP: 12467AAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4644.13      | 0.01%             | 2028-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                                             | LBM ACQUISITION LLC 6.25% 01/15/2029 144A                                                             | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4472.59      | 0.01%             | 2029-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                             | CARRIER GLOBAL CORP 2.493% 02/15/2027                                                                 | CUSIP: 14448CAP9<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    130000 | PA      | $127641.27    | 0.25%             | 2027-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 11/01/2050#SD8106                                                                        | CUSIP: 3132DWAF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     51526 | PA      | $42329.79     | 0.08%             | 2050-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP                    | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 6% 12/31/2030 144A                       | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     56000 | PA      | $55813.33     | 0.11%             | 2030-12-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REALOGY GROUP LLC / REALOGY CO-ISSUER CORP                                      | REALOGY GROUP LLC / REALOGY CO-ISSUER CORP 5.75% 01/15/2029 144A                                      | CUSIP: 75606DAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9617.25      | 0.02%             | 2029-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                           | LEVEL 3 FINANCING INC 3.75% 07/15/2029 144A                                                           | CUSIP: 527298BT9<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7068.20      | 0.01%             | 2029-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                | HILTON DOMESTIC OPERATING CO INC 3.625% 02/15/2032 144A                                               | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     19000 | PA      | $17656.38     | 0.03%             | 2032-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                    | CHS/CMNTY HEALTH SYSTEMS INC 4.75% 02/15/2031 144A                                                    | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     67000 | PA      | $59940.84     | 0.12%             | 2031-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                                                     | ASURION TERM B3 2LN 01/31/2028                                                                        | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      8000 | PA      | $7645.04      | 0.01%             | 2028-01-31      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| GLOBAL PARTNERS LP / GLP FIN CORP                                               | GLOBAL PARTNERS LP / GLP FIN CORP 6.875% 01/15/2029                                                   | CUSIP: 37954FAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13000 | PA      | $13157.33     | 0.03%             | 2029-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                             | ALEXANDRIA REAL EST EQUITS INC 2% 05/18/2032                                                          | CUSIP: 015271AW9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    220000 | PA      | $186532.40    | 0.36%             | 2032-05-18      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO XXVI LTD / SYMPHONY CLO XXVI LLC                                   | SYMPHONY CLO XXVI LTD / SYMPHONY CLO XXVI LLC AR TSFR3M+134.161 04/20/2033 144A                       | CUSIP: 87190GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    337647 | PA      | $337720.07    | 0.65%             | 2033-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2% 01/20/2051#MA7135                                                                          | CUSIP: 36179V4U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     85473 | PA      | $71281.98     | 0.14%             | 2051-01-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2% 02/20/2051#MA7192                                                                          | CUSIP: 36179V7D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18701 | PA      | $15590.78     | 0.03%             | 2051-02-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CONSTANT CONTACT INC                                                            | CONSTANT CONTACT INC TERM B 2LN 02/12/2029                                                            | CUSIP: 21031HAE1<br>LEI: 2549000JW50H0AI5B946 | Long             | LON              | CORP              | US        |      1000 | PA      | $882.26       | 0.00%             | 2029-02-12      | Variable      | 0.12%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                                    | DNB BANK ASA 0.25%/VAR 02/23/2029 REGS                                                                | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | DBT              | CORP              | NO        |    100000 | PA      | $110055.69    | 0.21%             | 2029-02-23      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPERATING CO LLC / GD FINANCE CO INC                                   | GO DADDY OPERATING CO LLC / GD FINANCE CO INC 3.5% 03/01/2029 144A                                    | CUSIP: 38016LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     32000 | PA      | $30624.18     | 0.06%             | 2029-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TTM TECHNOLOGIES INC                                                            | TTM TECHNOLOGIES INC 4% 03/01/2029 144A                                                               | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3874.24      | 0.01%             | 2029-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SPIN HOLDCO INC                                                                 | CSC SERVICEWORKS TERM B 1LN 03/04/2028                                                                | CUSIP: 84850XAK8<br>LEI: 549300QAS44U2GUXGK45 | Long             | LON              | CORP              | US        |     27721 | PA      | $22565.18     | 0.04%             | 2028-03-04      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| LIQUID TELECOMMUNICATIONS FINANCING PLC                                         | LIQUID TELECOMMUNICATIONS FINANCING PLC 5.5% 09/04/2026 144A                                          | CUSIP: 536333AB3<br>LEI: 635400MXAVJRJJCWVI87 | Long             | DBT              | CORP              | GB        |     14000 | PA      | $12802.86     | 0.02%             | 2026-09-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC       | ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC 4% 09/01/2029 144A          | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27000 | PA      | $25129.97     | 0.05%             | 2029-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRONOX INC                                                                      | TRONOX INC 4.625% 03/15/2029 144A                                                                     | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |     11000 | PA      | $7105.45      | 0.01%             | 2029-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OWENS and MINOR INC                                                             | OWENS and MINOR INC 4.5% 03/31/2029 144A                                                              | CUSIP: 690732AF9<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |      7000 | PA      | $4950.38      | 0.01%             | 2029-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONSTANT CONTACT INC                                                            | CONSTANT CONTACT TERM B 1LN 02/10/2028                                                                | CUSIP: 21031HAC5<br>LEI: 2549000JW50H0AI5B946 | Long             | LON              | CORP              | US        |      6941 | PA      | $6631.50      | 0.01%             | 2028-02-10      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 1.5% 04/01/2051#SD8139                                                                      | CUSIP: 3132DWBG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    106069 | PA      | $82384.01     | 0.16%             | 2051-04-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ARES LIX CLO LTD                                                                | ARES LIX CLO LTD A TSFR3M+129.161 04/25/2034 144A                                                     | CUSIP: 04018EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250227.00    | 0.48%             | 2034-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                                               | CBRE SERVICES INC 2.5% 04/01/2031                                                                     | CUSIP: 12505BAE0<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    140000 | PA      | $127480.50    | 0.25%             | 2031-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                                         | SENSATA TECHNOLOGIES BV 4% 04/15/2029 144A                                                            | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |      7000 | PA      | $6834.84      | 0.01%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                                      | VONOVIA SE 0.625% 03/24/2031 REGS                                                                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |    100000 | PA      | $101543.14    | 0.20%             | 2031-03-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| REDFIN CORPORATION                                                              | REDFIN CORP CONV 0.5% 04/01/2027                                                                      | CUSIP: 75737FAE8<br>LEI: 549300HXWD3JEMZU3O57 | Long             | DBT              | CORP              | US        |     17000 | PA      | $15861.00     | 0.03%             | 2027-04-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES POWER CO (MN)                                                   | NORTHERN STATES POWER CO (MN) 2.25% 04/01/2031                                                        | CUSIP: 665772CT4<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    210000 | PA      | $191587.83    | 0.37%             | 2031-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING BRANDS INC                                                 | CORNERSTONE BUILDING BRANDS TERM B 04/12/2028                                                         | CUSIP: 72431HAD2<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |      4987 | PA      | $3956.04      | 0.01%             | 2028-04-12      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV                              | ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV 5.125% 04/30/2031 144A                             | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     23000 | PA      | $19261.46     | 0.04%             | 2031-04-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                                    | ENTEGRIS INC 3.625% 05/01/2029 144A                                                                   | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     41000 | PA      | $39117.71     | 0.08%             | 2029-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 2.687%/VAR 04/22/2032                                                     | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     70000 | PA      | $64446.23     | 0.12%             | 2032-04-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                              | ALLY FINL INC 4.7%/VAR PERP                                                                           | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EP               | CORP              | US        |     25000 | PA      | $24483.70     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| HERENS US HOLDCO CORP                                                           | LONZA SPECIALTY INGREDIENTS TERM B 1LN 07/03/2028                                                     | CUSIP: N/A<br>LEI: 549300Y0CIXN5D40L888       | Long             | LON              | CORP              | US        |     22905 | PA      | $20332.69     | 0.04%             | 2028-07-03      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| STONEMOR INC                                                                    | STONEMOR INC 8.5% 05/15/2029 144A                                                                     | CUSIP: 86184WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $10741.31     | 0.02%             | 2029-05-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| HERENS HOLDCO SARL                                                              | HERENS HOLDCO SARL 4.75% 05/15/2028 144A                                                              | CUSIP: 427169AA5<br>LEI: 2221002FZ55AMAUX4G64 | Long             | DBT              | CORP              | LU        |     11000 | PA      | $9569.79      | 0.02%             | 2028-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                | CSC HOLDINGS LLC 4.5% 11/15/2031 144A                                                                 | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      3000 | PA      | $1696.16      | 0.00%             | 2031-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MAJORDRIVE HOLDINGS IV LLC                                                      | CLUB CAR TERM 1LN 06/01/2028                                                                          | CUSIP: 56085UAB9<br>LEI: 25490044R1FR5N8FIT62 | Long             | LON              | CORP              | US        |      6000 | PA      | $5363.34      | 0.01%             | 2028-06-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                    | CHS/CMNTY HEALTH SYSTEMS INC 6.125% 04/01/2030 144A                                                   | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     13000 | PA      | $10801.93     | 0.02%             | 2030-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TULLOW OIL PLC                                                                  | TULLOW OIL PLC 10.25% 05/15/2026 144A                                                                 | CUSIP: 899415AG8<br>LEI: 2138003EYHWO75RKS857 | Long             | DBT              | CORP              | GB        |     15000 | PA      | $10832.70     | 0.02%             | 2026-05-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC                                                    | ALIMENTATION COUCHE-TARD INC 3.625% 05/13/2051 144A                                                   | CUSIP: 01626PAQ9<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $109708.25    | 0.21%             | 2051-05-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MAJORDRIVE HOLDINGS IV LLC                                                      | MAJORDRIVE HOLDINGS IV LLC 6.375% 06/01/2029 144A                                                     | CUSIP: 56085RAA8<br>LEI: 25490044R1FR5N8FIT62 | Long             | DBT              | CORP              | US        |      7000 | PA      | $4760.00      | 0.01%             | 2029-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                                           | ON SEMICONDUCTOR CORP CONV 0% 05/01/2027                                                              | CUSIP: 682189AS4<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5749.14      | 0.01%             | 2027-05-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ATKORE INC                                                                      | ATKORE INC 4.25% 06/01/2031 144A                                                                      | CUSIP: 047649AA6<br>LEI: 52990002TI38AM4RPV48 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9635.06      | 0.02%             | 2031-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                       | BLOCK INC 3.5% 06/01/2031                                                                             | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     49000 | PA      | $45964.92     | 0.09%             | 2031-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN ROCK SALT CO LLC                                                       | AMERICAN ROCK SALT TERM 1LN 6/9/2028                                                                  | CUSIP: 02932JAP2<br>LEI: 549300FBKBNV4GSVVR46 | Long             | LON              | CORP              | US        |       982 | PA      | $745.77       | 0.00%             | 2028-06-09      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                         | ASTRAZENECA FINANCE LLC 1.75% 05/28/2028                                                              | CUSIP: 04636NAE3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    140000 | PA      | $133363.70    | 0.26%             | 2028-05-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 05/01/2051#RA5077                                                                      | CUSIP: 3133KLUA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25190 | PA      | $21895.31     | 0.04%             | 2051-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| POLARIS NEWCO LLC                                                               | SOLERA TERM B 1LN 06/02/2028                                                                          | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |      5956 | PA      | $5604.77      | 0.01%             | 2028-06-02      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| WESTERN ALLIANCE BANCORPORATN                                                   | WESTERN ALLIANCE BANCORPORATN 3%/VAR 06/15/2031                                                       | CUSIP: 957638AD1<br>LEI: 5493003VJXZ5JXT9S762 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7655.84      | 0.01%             | 2031-06-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                               | DELL INTL/EMC CORP 6.2% 07/15/2030                                                                    | CUSIP: 24703TAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $117831.86    | 0.23%             | 2030-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TGP HOLDINGS III LLC                                                            | TRAEGER GRILLS TERM B 1LN 06/29/2028                                                                  | CUSIP: 87251RAK9<br>LEI: 549300LURVM6CQ1MNO41 | Long             | LON              | CORP              | US        |      8993 | PA      | $8401.42      | 0.02%             | 2028-06-29      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ELASTIC NV                                                                      | ELASTIC NV 4.125% 07/15/2029 144A                                                                     | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |     11000 | PA      | $10608.49     | 0.02%             | 2029-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                     | STARWOOD PPTY TR INC 3.625% 07/15/2026 144A                                                           | CUSIP: 85571BAU9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1984.60      | 0.00%             | 2026-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP / SUNOCO FIN CORP                                                     | SUNOCO LP / SUNOCO FIN CORP 4.5% 05/15/2029                                                           | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     39000 | PA      | $38223.27     | 0.07%             | 2029-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                                         | EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 1.3% 07/12/2026 144A                                          | CUSIP: 29449W7M3<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196653.68    | 0.38%             | 2026-07-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                                      | PERFORMANCE FOOD GROUP INC 4.25% 08/01/2029 144A                                                      | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5891.01      | 0.01%             | 2029-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 08/20/2051#MA7534                                                                        | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    175958 | PA      | $152804.26    | 0.29%             | 2051-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN LLC/JFIN                                                          | JEFFERIES FIN LLC/JFIN 5% 08/15/2028 144A                                                             | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $6649.07      | 0.01%             | 2028-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES LP                                                      | COPT DEFENSE PROPERTIES LP 2% 01/15/2029                                                              | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139810.44    | 0.27%             | 2029-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ALTICE FING SA                                                                  | ALTICE FING SA 5.75% 08/15/2029 144A                                                                  | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |     17000 | PA      | $11347.50     | 0.02%             | 2029-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                | CCO HLDGS LLC/CAP CORP 4.25% 01/15/2034 144A                                                          | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     33000 | PA      | $27961.82     | 0.05%             | 2034-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO/THE                                                                 | CHEMOURS CO/THE 4.625% 11/15/2029 144A                                                                | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35731.80     | 0.07%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                            | ONEMAIN FINANCE CORP 3.875% 09/15/2028                                                                | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     24000 | PA      | $23291.33     | 0.04%             | 2028-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MODIVCARE INC                                                                   | MODIVCARE INC 5% 10/01/2029 144A                                                                      | CUSIP: 60783XAA2<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | DBT              | CORP              | US        |      2000 | PA      | $0.20         | 0.00%             | 2029-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                             | DOMINION ENERGY INC 2.25% 08/15/2031                                                                  | CUSIP: 25746UDL0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    220000 | PA      | $196430.64    | 0.38%             | 2031-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP                    | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 6% 09/01/2031 144A                       | CUSIP: 87470LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     33000 | PA      | $32615.42     | 0.06%             | 2031-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                      | CARVANA CO 4.875% 09/01/2029 144A                                                                     | CUSIP: 146869AH5<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4637.50      | 0.01%             | 2029-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENSTALL GROUP BV                                                                | ESDEC SOLAR TERM B 1LN 8/30/2028                                                                      | CUSIP: N/A<br>LEI: 724500UTJRTIU7878U15       | Long             | LON              | CORP              | NL        |     10213 | PA      | $4851.09      | 0.01%             | 2028-08-30      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                                        | AES CORP 1.375% 01/15/2026                                                                            | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139268.20    | 0.27%             | 2026-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                                        | AES CORP 2.45% 01/15/2031                                                                             | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    228000 | PA      | $206846.91    | 0.40%             | 2031-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                   | DISH DBS CORP 5.125% 06/01/2029                                                                       | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $9310.04      | 0.02%             | 2029-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                                         | ATI INC 4.875% 10/01/2029                                                                             | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19957.76     | 0.04%             | 2029-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CNX MIDSTREAM PARTNERS LP                                                       | CNX MIDSTREAM PARTNERS LP 4.75% 04/15/2030 144A                                                       | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     24000 | PA      | $23019.16     | 0.04%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                            | BOSTON PROPERTIES LP 2.45% 10/01/2033                                                                 | CUSIP: 10112RBF0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    220000 | PA      | $182342.99    | 0.35%             | 2033-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                               | UNITED KINGDOM G.B. and N.IRELAND 0.875% 07/31/2033 REGS                                              | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     30000 | PA      | $31034.95     | 0.06%             | 2033-07-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FINANCE SA                                                  | CONSOLIDATED ENERGY FINANCE SA 5.625% 10/15/2028 144A                                                 | CUSIP: 20914UAF3<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |      2000 | PA      | $1388.00      | 0.00%             | 2028-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI FIBER HOLDINGS INC / CSL CAPITAL LLC                     | UNITI GRP/UNITI HLD/CSL 6% 01/15/2030 144A                                                            | CUSIP: 91327AAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4611.27      | 0.01%             | 2030-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                               | GENERAL MILLS INC 2.25% 10/14/2031                                                                    | CUSIP: 370334CQ5<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    290000 | PA      | $258140.76    | 0.50%             | 2031-10-14      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                    | WP CAREY INC 2.45% 02/01/2032                                                                         | CUSIP: 92936UAJ8<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    220000 | PA      | $194462.30    | 0.37%             | 2032-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                  | AIR LEASE CORP 4.125%/VAR PERP                                                                        | CUSIP: 00912XBK9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EP               | CORP              | US        |     15000 | PA      | $14524.22     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                           | MICRON TECHNOLOGY INC 2.703% 04/15/2032                                                               | CUSIP: 595112BS1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    140000 | PA      | $125536.23    | 0.24%             | 2032-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                                                               | KOSMOS ENERGY LTD 7.75% 05/01/2027 144A                                                               | CUSIP: 500688AF3<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5250.00      | 0.01%             | 2027-05-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                               | NATWEST GROUP PLC 2.057%/VAR 11/09/2028 REGS                                                          | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $126889.31    | 0.24%             | 2028-11-09      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                            | EDISON INTERNATIONAL 5%/VAR PERP                                                                      | CUSIP: 281020AT4<br>LEI: 549300I7ROF15MAEVP56 | Long             | EP               | CORP              | US        |      4000 | PA      | $3975.55      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                   | DISH DBS CORP 5.25% 12/01/2026 144A                                                                   | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1000 | PA      | $976.93       | 0.00%             | 2026-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KOBE US MIDCO 2 INC                                                             | KOBE US MIDCO 2 INC PIK VAR 11/01/2026 144A                                                           | CUSIP: 499894AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9852 | PA      | $8595.87      | 0.02%             | 2026-11-01      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORPORATION                                                           | OPEN TEXT CORPORATION 3.875% 12/01/2029 144A                                                          | CUSIP: 683715AD8<br>LEI: 549300UQROQS42RKHM85 | Long             | DBT              | CORP              | CA        |     22000 | PA      | $20863.20     | 0.04%             | 2029-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT HOLDINGS INC                                                          | OPEN TEXT HOLDINGS INC 4.125% 12/01/2031 144A                                                         | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $7436.72      | 0.01%             | 2031-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANACOL ENERGY LTD                                                              | CANACOL ENERGY LTD 5.75% 11/24/2028 144A                                                              | CUSIP: 134808AD6<br>LEI: 549300X5MNRWPMSM9N14 | Long             | DBT              | CORP              | CA        |     31000 | PA      | $5657.50      | 0.01%             | 2028-11-24      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REWORLD HLDG CORP                                                               | REWORLD HLDG CORP 4.875% 12/01/2029 144A                                                              | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |     48000 | PA      | $45485.09     | 0.09%             | 2029-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                                                    | TAPESTRY INC 3.05% 03/15/2032                                                                         | CUSIP: 876030AA5<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    140000 | PA      | $127335.18    | 0.25%             | 2032-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                                 | IHS HOLDING LTD 5.625% 11/29/2026 144A                                                                | CUSIP: 44963HAA3<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |      5000 | PA      | $4963.50      | 0.01%             | 2026-11-29      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                                 | IHS HOLDING LTD 6.25% 11/29/2028 144A                                                                 | CUSIP: 44963HAB1<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |      1000 | PA      | $993.75       | 0.00%             | 2028-11-29      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MARSH and MCLENNAN COS INC                                                      | MARSH and MCLENNAN COS INC 2.375% 12/15/2031                                                          | CUSIP: 571748BP6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    210000 | PA      | $188349.91    | 0.36%             | 2031-12-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 12/01/2051#RA6510                                                                        | CUSIP: 3133KNGT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19320 | PA      | $16016.74     | 0.03%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 01/01/2052#QD4275                                                                        | CUSIP: 3133B1XC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18324 | PA      | $16427.30     | 0.03%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                    | MEXICO UNITED MEXICAN STATES 3.5% 02/12/2034                                                          | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    250000 | PA      | $216875.00    | 0.42%             | 2034-02-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CALUMET SPECIALTY PRODS PARTNERS LP / CALUMET FIN CORP                          | CALUMET SPEC PROD PRT/FIN CORP 8.125% 01/15/2027 144A                                                 | CUSIP: 131477AV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4984.62      | 0.01%             | 2027-01-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                | CCO HLDGS LLC/CAP CORP 4.75% 02/01/2032 144A                                                          | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4000 | PA      | $3675.34      | 0.01%             | 2032-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 2.963%/VAR 01/25/2033                                                           | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     70000 | PA      | $64606.01     | 0.12%             | 2033-01-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2% 01/20/2052#MA7826                                                                          | CUSIP: 36179WVT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    223337 | PA      | $186256.24    | 0.36%             | 2052-01-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 3.102%/VAR 02/24/2033                                                   | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    109000 | PA      | $100883.76    | 0.19%             | 2033-02-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 2.943%/VAR 01/21/2033                                                                  | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     70000 | PA      | $64252.61     | 0.12%             | 2033-01-21      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                    | CHS/CMNTY HEALTH SYSTEMS INC 5.25% 05/15/2030 144A                                                    | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10391.65     | 0.02%             | 2030-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PLANET FITNESS MASTER ISSUER LLC 18-1A                                          | PLANET FITNESS MASTER ISSUER LLC 18-1A 3.251% 12/05/2051 144A                                         | CUSIP: 72703PAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     96500 | PA      | $94976.54     | 0.18%             | 2051-12-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 11/01/2051#SD7548                                                                      | CUSIP: 3132DVL52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24261 | PA      | $21072.35     | 0.04%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 12/01/2051#RA6388                                                                      | CUSIP: 3133KNCZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17756 | PA      | $15411.33     | 0.03%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PEDIATRIX MEDICAL GROUP INC                                                     | PEDIATRIX MEDICAL GROUP INC 5.375% 02/15/2030 144A                                                    | CUSIP: 58502BAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $14039.69     | 0.03%             | 2030-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 2.25% 02/15/2052                                                          | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1950000 | PA      | $1221873.04   | 2.35%             | 2052-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES HOLDINGS LP/SCIENTIFIC GAMES US FINCO INC                      | SCIENTIFIC GAMES HOLDINGS LP/SCIENTIFIC GAMES US FINCO INC 6.625% 03/01/2030 144A                     | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $8830.05      | 0.02%             | 2030-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HEXION INC                                                                      | HEXION TERM 2LN 03/15/2030                                                                            | CUSIP: 42829JAB5<br>LEI: 54930030FZF8HYAEHM46 | Long             | LON              | CORP              | US        |      1706 | PA      | $1662.18      | 0.00%             | 2030-03-15      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 12/01/2051#FS0002                                                                        | CUSIP: 3140XFAC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16405 | PA      | $14717.61     | 0.03%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC 3% 02/22/2029                                                                               | CUSIP: 031162DD9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    260000 | PA      | $251796.69    | 0.48%             | 2029-02-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TELUS CORPORATION                                                               | TELUS CORPORATION 3.4% 05/13/2032                                                                     | CUSIP: 87971MBW2<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |    130000 | PA      | $120193.51    | 0.23%             | 2032-05-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 01/01/2051#FM7031                                                                        | CUSIP: 3140XAY55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20202 | PA      | $19512.38     | 0.04%             | 2051-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2% 03/20/2052#                                                                                | CUSIP: 36179WY85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     50000 | PA      | $41698.26     | 0.08%             | 2052-03-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 3.615%/VAR 03/15/2028                                                   | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129140.72    | 0.25%             | 2028-03-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                                | PUGET ENERGY INC 4.224% 03/15/2032                                                                    | CUSIP: 745310AN2<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    190000 | PA      | $182423.37    | 0.35%             | 2032-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 08/20/2051#MA7535                                                                          | CUSIP: 36179WLQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     95696 | PA      | $86440.10     | 0.17%             | 2051-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OWENS and MINOR INC                                                             | OWENS and MINOR INC 6.625% 04/01/2030 144A                                                            | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |     19000 | PA      | $12184.82     | 0.02%             | 2030-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                      | HUMANA INC 3.7% 03/23/2029                                                                            | CUSIP: 444859BT8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    130000 | PA      | $127592.35    | 0.25%             | 2029-03-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                   | LOWES COS INC 3.75% 04/01/2032                                                                        | CUSIP: 548661EH6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    130000 | PA      | $124931.62    | 0.24%             | 2032-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC 3.25% 04/15/2032                                                                       | CUSIP: 437076CP5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    130000 | PA      | $122566.40    | 0.24%             | 2032-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                            | ENEL FINANCE INTL NV 2.875% 04/11/2029 REGS                                                           | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $126429.54    | 0.24%             | 2029-04-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BXHPP TRUST 2021-FILM                                                           | BXHPP TRUST 2021-FILM TSFR1M+76.448 08/15/2036 144A                                                   | CUSIP: 05609JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $240693.85    | 0.46%             | 2036-08-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 4.586%/VAR 04/26/2033                                                           | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    142000 | PA      | $143448.54    | 0.28%             | 2033-04-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 04/20/2052#MA7988                                                                          | CUSIP: 36179W2V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    144483 | PA      | $130440.21    | 0.25%             | 2052-04-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                           | MINERAL RESOURCES LTD 8% 11/01/2027 144A                                                              | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |      8000 | PA      | $8178.36      | 0.02%             | 2027-11-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                           | MINERAL RESOURCES LTD 8.5% 05/01/2030 144A                                                            | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     31000 | PA      | $32217.71     | 0.06%             | 2030-05-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 2.875% 05/15/2052                                                         | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $180175.78    | 0.35%             | 2052-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 10/01/2051#CB1878                                                                        | CUSIP: 3140QMCQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    141002 | PA      | $126497.83    | 0.24%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3.25% 05/15/2042                                                          | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $170007.81    | 0.33%             | 2042-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NXP B V/NXP FDG LLC/NXP USA INC                                                 | NXP B V/NXP FDG LLC/NXP USA INC 2.5% 05/11/2031                                                       | CUSIP: 62954HBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    140000 | PA      | $126771.12    | 0.24%             | 2031-05-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 4.91%/VAR 05/24/2033                                                                    | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91656.07     | 0.18%             | 2033-05-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 05/20/2052#MA8042                                                                        | CUSIP: 36179W5B0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    132126 | PA      | $114792.32    | 0.22%             | 2052-05-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                           | TENET HEALTHCARE CORP 6.125% 06/15/2030                                                               | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6132.85      | 0.01%             | 2030-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAIN SYS INC DEL                                                      | ADVANCED DRAIN SYS INC DEL 6.375% 06/15/2030 144A                                                     | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7136.60      | 0.01%             | 2030-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COGENT COMMUNICATIONS GROUP INC / COGENT COMMUNICATIONS FINANCE INC             | COGENT COMMUNICATIONS GROUP INC / COGENT COMMUNICATIONS FINANCE INC 7% 06/15/2027 144A                | CUSIP: 19240CAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9903.65      | 0.02%             | 2027-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                    | UNIVISION COMMUNICATIONS INC 7.375% 06/30/2030 144A                                                   | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19274.27     | 0.04%             | 2030-06-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                                    | ENTEGRIS INC 5.95% 06/15/2030 144A                                                                    | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31735.17     | 0.06%             | 2030-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 02/01/2052#CB2886                                                                        | CUSIP: 3140QNF49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39259 | PA      | $35269.68     | 0.07%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                                           | CELANESE US HLDGS LLC VAR 07/15/2032                                                                  | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5101.07      | 0.01%             | 2032-07-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 4.912%/VAR 07/25/2033                                                           | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28749.42     | 0.06%             | 2033-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 4.889%/VAR 07/20/2033                                                                  | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     68000 | PA      | $69609.59     | 0.13%             | 2033-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CAMELOT RETURN MERGER SUB INC                                                   | CAMELOT RETURN MERGER SUB INC 8.75% 08/01/2028 144A                                                   | CUSIP: 13323NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4181.25      | 0.01%             | 2028-08-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 5.015%/VAR 07/22/2033                                                     | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    168000 | PA      | $172853.63    | 0.33%             | 2033-07-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING BRANDS INC                                                 | CORNERSTONE BUILDING PRODUCTS TERM 1LN 08/01/2028                                                     | CUSIP: 21925FAB0<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |      1995 | PA      | $1585.92      | 0.00%             | 2028-08-01      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 08/01/2052#RA7747                                                                      | CUSIP: 3133KPTC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     85246 | PA      | $72924.25     | 0.14%             | 2052-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                               | GENERAL MOTORS CO 5.4% 10/15/2029                                                                     | CUSIP: 37045VAY6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41476.53     | 0.08%             | 2029-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3.375% 08/15/2042                                                         | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $603367.18    | 1.16%             | 2042-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 3.5% 08/20/2052#MA8199                                                                        | CUSIP: 36179XDC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22669 | PA      | $21053.73     | 0.04%             | 2052-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                                 | GEN DIGITAL INC 7.125% 09/30/2030 144A                                                                | CUSIP: 668771AL2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11375.78     | 0.02%             | 2030-09-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES LP                                                    | HUDSON PACIFIC PROPERTIES LP 5.95% 02/15/2028                                                         | CUSIP: 44409MAD8<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |    122000 | PA      | $119048.19    | 0.23%             | 2028-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                              | CNX RESOURCES CORP 7.375% 01/15/2031 144A                                                             | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7266.69      | 0.01%             | 2031-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELEC PWR CO                                                           | WISCONSIN ELEC PWR CO 4.75% 09/30/2032                                                                | CUSIP: 976656CN6<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    160000 | PA      | $164349.04    | 0.32%             | 2032-09-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 3.5% 09/20/2052#MA8266                                                                        | CUSIP: 36179XFF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     95119 | PA      | $88342.28     | 0.17%             | 2052-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                     | PROLOGIS LP 2.875% 11/15/2029                                                                         | CUSIP: 74340XBY6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191263.19    | 0.37%             | 2029-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 11/01/2052#SD8266                                                                      | CUSIP: 3132DWFF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    123495 | PA      | $121600.41    | 0.23%             | 2052-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 4% 10/20/2052#MA8346                                                                          | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     84173 | PA      | $80606.23     | 0.16%             | 2052-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4% 11/15/2052                                                             | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    180000 | PA      | $160699.22    | 0.31%             | 2052-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                            | NEPTUNE BIDCO US INC 9.29% 04/15/2029 144A                                                            | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13895.00     | 0.03%             | 2029-04-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 6.204%/VAR 11/10/2028                                                     | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51997.34     | 0.10%             | 2028-11-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                            | BOSTON PROPERTIES LP 6.75% 12/01/2027                                                                 | CUSIP: 10112RBG8<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19891.42     | 0.04%             | 2027-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 04/01/2052#SD7554                                                                      | CUSIP: 3132DVMB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26413 | PA      | $22925.70     | 0.04%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 01/01/2052#CB2550                                                                      | CUSIP: 3140QMZQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18726 | PA      | $16253.72     | 0.03%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 12/01/2052#MA4841                                                                        | CUSIP: 31418ELX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39936 | PA      | $40125.61     | 0.08%             | 2052-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4% 11/15/2042                                                             | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $93457.03     | 0.18%             | 2042-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                            | NIELSEN HOLDINGS TERM B 1LN 04/11/2029                                                                | CUSIP: 64069JAC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |      8929 | PA      | $8702.57      | 0.02%             | 2029-04-11      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| SEVERN TRENT WATER UTIL FIN                                                     | SEVERN TRENT WATER UTIL FIN 4.625% 11/30/2034 REGS                                                    | CUSIP: N/A<br>LEI: 213800KY9PT6WBH33232       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $126256.03    | 0.24%             | 2034-11-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 12/01/2052#SD1924                                                                        | CUSIP: 3132DPD54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38668 | PA      | $39092.97     | 0.08%             | 2052-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 11/01/2052#CB5128                                                                        | CUSIP: 3140QQVW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38209 | PA      | $38736.66     | 0.07%             | 2052-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALTICE FING SA                                                                  | ALTICE FINANCING TERM B 1LN 10/31/2027                                                                | CUSIP: N/A<br>LEI: 549300DIYGW8HVDF7Q17       | Long             | LON              | CORP              | LU        |       997 | PA      | $733.12       | 0.00%             | 2027-10-31      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 10/01/2052#SD1772                                                                        | CUSIP: 3132DN6H1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     36230 | PA      | $35003.82     | 0.07%             | 2052-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 04/01/2052#FS1647                                                                        | CUSIP: 3140XGZM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37218 | PA      | $35888.39     | 0.07%             | 2052-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONCOR ELEC DELIVERY CO LLC                                                      | ONCOR ELEC DELIVERY CO LLC 4.15% 06/01/2032                                                           | CUSIP: 68233JCF9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    130000 | PA      | $127874.36    | 0.25%             | 2032-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 11/01/2051#FM9517                                                                      | CUSIP: 3140XDSF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39011 | PA      | $33676.68     | 0.06%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| RAND PARENT LLC                                                                 | RAND PARENT LLC 8.5% 02/15/2030 144A                                                                  | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19000 | PA      | $19606.02     | 0.04%             | 2030-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                            | EDISON INTERNATIONAL 8.125%/VAR 06/15/2053                                                            | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12391.55     | 0.02%             | 2053-06-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                         | SANTANDER HLDGS USA INC 6.499%/VAR 03/09/2029                                                         | CUSIP: 80282KBF2<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     27000 | PA      | $28150.80     | 0.05%             | 2029-03-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 02/01/2053#SD7561                                                                        | CUSIP: 3132DVMJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     85456 | PA      | $82323.13     | 0.16%             | 2053-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 4.5% 04/20/2053#MA8799                                                                        | CUSIP: 36179XX43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     85292 | PA      | $83948.04     | 0.16%             | 2053-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.375% 05/15/2033                                                                           | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1445000 | PA      | $1402553.13   | 2.70%             | 2033-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 5.05% 05/09/2033                                                           | CUSIP: 92343VGT5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257963.15    | 0.50%             | 2033-05-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                    | ING GROEP NV 4.5%/VAR 05/23/2029 REGS                                                                 | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $120743.06    | 0.23%             | 2029-05-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.75% 05/31/2030                                                                            | CUSIP: 91282CHF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     13000 | PA      | $13088.36     | 0.03%             | 2030-05-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORTREA HOLDINGS INC                                                            | FORTREA HOLDINGS INC 7.5% 07/01/2030 144A                                                             | CUSIP: 34965KAA5<br>LEI: 5493000FIVFABOVCDU97 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3011.41      | 0.01%             | 2030-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CALUMET SPECIALTY PRODS PARTNERS LP / CALUMET FIN CORP                          | CALUMET SPEC PROD PRT/FIN CORP 9.75% 07/15/2028 144A                                                  | CUSIP: 131477AW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $14984.70     | 0.03%             | 2028-07-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                            | NIELSEN HOLDINGS TERM A 1LN 10/11/2028                                                                | CUSIP: 64069JAF9<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |      1000 | PA      | $974.43       | 0.00%             | 2028-10-11      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4% 06/30/2028                                                                               | CUSIP: 91282CHK0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150000 | PA      | $151904.30    | 0.29%             | 2028-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICES INC                                                   | BRAND INDUSTRIAL SERVICES INC 10.375% 08/01/2030 144A                                                 | CUSIP: 104931AA8<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |     31000 | PA      | $30400.36     | 0.06%             | 2030-08-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.875% 08/15/2033                                                                           | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $500937.50    | 0.96%             | 2033-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.125% 08/15/2053                                                         | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $91191.41     | 0.18%             | 2053-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                                         | ATI INC 7.25% 08/15/2030                                                                              | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7390.53      | 0.01%             | 2030-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                                           | CELANESE US HLDGS LLC VAR 11/15/2030                                                                  | CUSIP: 15089QAX2<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5182.95      | 0.01%             | 2030-11-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                                           | CELANESE US HLDGS LLC VAR 11/15/2033                                                                  | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3133.06      | 0.01%             | 2033-11-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| DC COML MTG TR 2023-DC                                                          | DC COML MTG TR 2023-DC 6.3143% 09/12/2040 144A                                                        | CUSIP: 24023AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $103019.71    | 0.20%             | 2040-09-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                             | INTESA SANPAOLO SPA 5.125% 08/29/2031 REGS                                                            | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |    100000 | PA      | $127951.63    | 0.25%             | 2031-08-29      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ANYWHERE REAL ESTATE GROUP LLC / ANYWHERE CO-ISSUER CORP                        | ANYWHERE REAL ESTATE GROUP LLC / ANYWHERE CO-ISSUER CORP 7% 04/15/2030 144A                           | CUSIP: 75606DAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2400 | PA      | $2410.16      | 0.00%             | 2030-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                                         | SSE PLC 4% 09/05/2031 REGS                                                                            | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $121330.87    | 0.23%             | 2031-09-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RECKITT BENCKISER TREAS SVCS PLC                                                | RECKITT BENCKISER TREAS SVCS PLC 3.875% 09/14/2033 REGS                                               | CUSIP: N/A<br>LEI: 213800LAXWIUOOBZ3908       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $120238.33    | 0.23%             | 2033-09-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                      | CARVANA CO PIK VAR 06/01/2031 144A                                                                    | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |      7816 | PA      | $8790.42      | 0.02%             | 2031-06-01      | Variable      | 0.14%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                      | CARVANA CO PIK VAR 06/01/2030 144A                                                                    | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |      3383 | PA      | $3547.29      | 0.01%             | 2030-06-01      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 09/01/2053#SD8360                                                                      | CUSIP: 3132DWJD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     67831 | PA      | $66684.12     | 0.13%             | 2053-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CLUE OPCO LLC                                                                   | CLUE OPCO LLC 9.5% 10/15/2031 144A                                                                    | CUSIP: 36267QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000 | PA      | $2070.82      | 0.00%             | 2031-10-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.625% 09/30/2030                                                                           | CUSIP: 91282CHZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $313429.69    | 0.60%             | 2030-09-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.875% 10/31/2030                                                                           | CUSIP: 91282CJG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $211281.25    | 0.41%             | 2030-10-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GRAN TIERRA ENERGY INC                                                          | GRAN TIERRA ENERGY INC 9.5% 10/15/2029 144A                                                           | CUSIP: 38500TAC5<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | US        |      8000 | PA      | $5910.00      | 0.01%             | 2029-10-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| VOYA CLO 2023-1 LTD                                                             | VOYA CLO 2023-1 LTD A1 TSFR3M+180 01/20/2037 144A                                                     | CUSIP: 92920FAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250467.50    | 0.48%             | 2037-01-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 05/01/2050#RA2621                                                                        | CUSIP: 3133KH4E3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19050 | PA      | $18357.45     | 0.04%             | 2050-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INEOS US PETROCHEM LLC                                                          | INEOS QUATTRO TERM B 1LN 04/02/2029                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9975 | PA      | $7615.67      | 0.01%             | 2029-04-02      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                                                           | EG GLOBAL FINANCE PLC 12% 11/30/2028 144A                                                             | CUSIP: 28228PAC5<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |     21000 | PA      | $22876.83     | 0.04%             | 2028-11-30      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| ENBW INTERNATIONAL FINANCE BV                                                   | ENBW INTERNATIONAL FINANCE BV 3.85% 05/23/2030 REGS                                                   | CUSIP: N/A<br>LEI: 724500CNCIO1ZTJ0X675       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $121079.15    | 0.23%             | 2030-05-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.375% 11/30/2030                                                                           | CUSIP: 91282CJM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    913000 | PA      | $944384.38    | 1.82%             | 2030-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PG and E CORP                                                                   | PG and E CORP CONV 4.25% 12/01/2027                                                                   | CUSIP: 69331CAL2<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7178.50      | 0.01%             | 2027-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING PARTNERS LP                                            | NEXTERA ENERGY OPERATING PARTNERS LP 7.25% 01/15/2029 144A                                            | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21521.43     | 0.04%             | 2029-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                                             | KINETIK HOLDINGS LP 6.625% 12/15/2028 144A                                                            | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19545.95     | 0.04%             | 2028-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                            | EDISON INTERNATIONAL 7.875%/VAR 06/15/2054                                                            | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10400.63     | 0.02%             | 2054-06-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                                                  | CVR ENERGY INC 8.5% 01/15/2029 144A                                                                   | CUSIP: 12662PAF5<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12341.65     | 0.02%             | 2029-01-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.75% 12/31/2030                                                                            | CUSIP: 91282CJQ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    940000 | PA      | $945397.66    | 1.82%             | 2030-12-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                     | BNP PARIBAS 4.042%/VAR 01/10/2032 REGS                                                                | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |    100000 | PA      | $120093.02    | 0.23%             | 2032-01-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| KEHE DIST/FIN / NEXTWAVE                                                        | KEHE DIST/FIN / NEXTWAVE 9% 02/15/2029 144A                                                           | CUSIP: 487526AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000 | PA      | $9402.55      | 0.02%             | 2029-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4% 01/31/2029                                                                               | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    350000 | PA      | $355031.25    | 0.68%             | 2029-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHAMPIONS FINANCING INC                                                         | CHAMPIONS FINANCING INC 8.75% 02/15/2029 144A                                                         | CUSIP: 15870LAA6<br>LEI: 391200ZDD75EGEUJ7625 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6977.68      | 0.01%             | 2029-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ARTERA SERVICES LLC                                                             | ARTERA SERVICES LLC 8.5% 02/15/2031 144A                                                              | CUSIP: 04302XAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34577.85     | 0.07%             | 2031-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ARTERA SERVICES LLC                                                             | ARTERA SERVICES TERM 1LN 2/15/2031                                                                    | CUSIP: 73937UAL2<br>LEI: 549300J2G34D0WX8Z443 | Long             | LON              | CORP              | US        |      2000 | PA      | $1677.50      | 0.00%             | 2031-02-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FINANCE SA                                                  | CONSOLIDATED ENERGY FINANCE SA 12% 02/15/2031 144A                                                    | CUSIP: 20914UAH9<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |      9000 | PA      | $6120.00      | 0.01%             | 2031-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| AMBIPAR LUX SARL                                                                | AMBIPAR LUX SARL 9.875% 02/06/2031 144A                                                               | CUSIP: 02319WAA9<br>LEI: 9845008C0E14F9BDEK55 | Long             | DBT              | CORP              | LU        |     19000 | PA      | $4252.39      | 0.01%             | 2031-02-06      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FINANCE SA                                                  | CONSOLIDATED ENERGY TERM B 1LN 11/15/2030                                                             | CUSIP: N/A<br>LEI: 549300PUNIS0USNSL750       | Long             | LON              | CORP              | LU        |      7965 | PA      | $6351.78      | 0.01%             | 2030-11-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4% 02/15/2034                                                                               | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     76000 | PA      | $76599.69     | 0.15%             | 2034-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.25% 02/15/2054                                                          | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    645000 | PA      | $600631.06    | 1.16%             | 2054-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANO HEALTH LLC                                                                 | CANO HEALTH LLC                                                                                       | CUSIP: N/A<br>LEI: 254900OGI2T8V1NXN639       | Long             | EC               | CORP              | US        |       268 | NS      | $3183.84      | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| POST HOLDINGS INC                                                               | POST HLDGS INC 6.25% 02/15/2032 144A                                                                  | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7227.97      | 0.01%             | 2032-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMER SPORTS CO                                                                  | AMER SPORTS CO 6.75% 02/16/2031 144A                                                                  | CUSIP: 02352NAA7<br>LEI: 549300NRKH9WF70VFC95 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12510.02     | 0.02%             | 2031-02-16      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 01/01/2054#CB7925                                                                        | CUSIP: 3140QTYX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    184939 | PA      | $185239.95    | 0.36%             | 2054-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RR 28 LTD / RR 28 LLC                                                           | RR 28 LTD / RR 28 LLC A1R TSFR3M+155 04/15/2037 144A                                                  | CUSIP: 74989NAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250421.00    | 0.48%             | 2037-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO SER 2018-B / AIMCO CLO SER 2018-B LLC                                 | AIMCO CLO SER 2018-B / AIMCO CLO SER 2018-B LLC ARR TSFR3M+150 04/16/2037 144A                        | CUSIP: 00900PAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250756.25    | 0.48%             | 2037-04-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                             | CARRIER GLOBAL CORP 6.2% 03/15/2054                                                                   | CUSIP: 14448CBD5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2198.08      | 0.00%             | 2054-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                             | CARRIER GLOBAL CORP 5.9% 03/15/2034                                                                   | CUSIP: 14448CBC7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3240.84      | 0.01%             | 2034-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                   | TRANSDIGM INC 6.375% 03/01/2029 144A                                                                  | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7210.00      | 0.01%             | 2029-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                              | CNX RESOURCES CORP 7.25% 03/01/2032 144A                                                              | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12514.18     | 0.02%             | 2032-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                                  | WHIRLPOOL CORP 5.75% 03/01/2034                                                                       | CUSIP: 963320BC9<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6729.05      | 0.01%             | 2034-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                                          | RADIOLOGY PARTNERS INC PIK VAR 02/15/2030 144A                                                        | CUSIP: 75041VAC8<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |      1099 | PA      | $1063.28      | 0.00%             | 2030-02-15      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                        | BUILDERS FIRSTSOURCE INC 6.375% 03/01/2034 144A                                                       | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7280.82      | 0.01%             | 2034-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALTICE FING SA                                                                  | ALTICE FING SA 9.625% 07/15/2027 144A                                                                 | CUSIP: 02154CAJ2<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |      3000 | PA      | $2394.51      | 0.00%             | 2027-07-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AMER INC                                                   | UNITED RENTALS NORTH AMER INC 6.125% 03/15/2034 144A                                                  | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7310.80      | 0.01%             | 2034-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                    | NISOURCE INC 5.35% 04/01/2034                                                                         | CUSIP: 65473PAQ8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72537.06     | 0.14%             | 2034-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA INC                                                            | BEAZER HOMES USA INC 7.5% 03/15/2031 144A                                                             | CUSIP: 07556QBU8<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17256.36     | 0.03%             | 2031-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ASTON MARTIN CAPITAL HOLDINGS LTD                                               | ASTON MARTIN CAP HLDGS LTD 10% 03/31/2029 144A                                                        | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |      8000 | PA      | $7075.29      | 0.01%             | 2029-03-31      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                                                 | NORDEA BANK ABP 3.625% 03/15/2034 REGS                                                                | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | DBT              | CORP              | FI        |    100000 | PA      | $118026.91    | 0.23%             | 2034-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                     | STARWOOD PPTY TR INC 7.25% 04/01/2029 144A                                                            | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12717.48     | 0.02%             | 2029-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| RACKSPACE FINANCE LLC                                                           | RACKSPACE FINANCE LLC 3.5% 05/15/2028 144A                                                            | CUSIP: 75008WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3340 | PA      | $1350.49      | 0.00%             | 2028-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                | HILTON DOMESTIC OPERATING CO INC 5.875% 04/01/2029 144A                                               | CUSIP: 432833AP6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2048.32      | 0.00%             | 2029-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES                                                              | LUMEN TECHNOLOGIES 4.125% 04/15/2030 144A                                                             | CUSIP: 550241AC7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1982.90      | 0.00%             | 2030-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                | HILTON DOMESTIC OPERATING CO INC 6.125% 04/01/2032 144A                                               | CUSIP: 432833AQ4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7259.29      | 0.01%             | 2032-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                           | LEVEL 3 FINANCING INC 4.5% 04/01/2030 144A                                                            | CUSIP: 527298CD3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     13000 | PA      | $11976.25     | 0.02%             | 2030-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                           | LEVEL 3 FINANCING INC 3.875% 10/15/2030 144A                                                          | CUSIP: 527298CF8<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2684.31      | 0.01%             | 2030-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                           | LEVEL 3 FINANCING INC 4.875% 06/15/2029 144A                                                          | CUSIP: 527298CB7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4762.50      | 0.01%             | 2029-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                           | LEVEL 3 FINANCING INC 4% 04/15/2031 144A                                                              | CUSIP: 527298CH4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     24000 | PA      | $21119.91     | 0.04%             | 2031-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 04/01/2054#                                                                              | CUSIP: 3140QUH33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72225 | PA      | $74245.09     | 0.14%             | 2054-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES                                                              | LUMEN TECHNOLOGIES TERM B2 1LN SUPER_PRIORITY 04/15/2030                                              | CUSIP: 55024EAG0<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |      1985 | PA      | $1971.39      | 0.00%             | 2030-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICES INC                                                   | BRANDSAFWAY TERM B 1LN 08/01/2030                                                                     | CUSIP: 10524MAS6<br>LEI: 549300B658W2BPDQMW42 | Long             | LON              | CORP              | US        |     16877 | PA      | $15073.74     | 0.03%             | 2030-08-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| US ACUTE CARE SOLUTIONS                                                         | US ACUTE CARE SOLUTIONS 9.75% 05/15/2029 144A                                                         | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $11174.66     | 0.02%             | 2029-05-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.625% 05/15/2054                                                         | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    571000 | PA      | $566048.36    | 1.09%             | 2054-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.375% 05/15/2034                                                                           | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $103382.81    | 0.20%             | 2034-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                       | BLOCK INC 6.5% 05/15/2032                                                                             | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15676.10     | 0.03%             | 2032-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTL INC                                                      | GRAPHIC PACKAGING INTL INC 6.375% 07/15/2032 144A                                                     | CUSIP: 38869AAE7<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8135.24      | 0.02%             | 2032-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                        | LLOYDS BANKING GROUP PLC 3.875%/VAR 05/14/2032 REGS                                                   | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $119803.12    | 0.23%             | 2032-05-14      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV                              | ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV 6.75% 05/15/2034 144A                              | CUSIP: 68622FAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4499.48      | 0.01%             | 2034-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV                              | ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV 7.875% 05/15/2034 144A                             | CUSIP: 68622FAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000 | PA      | $2522.80      | 0.00%             | 2034-05-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.1% 06/01/2029       | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22000 | PA      | $22940.01     | 0.04%             | 2029-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.55% 06/01/2034      | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $12655.64     | 0.02%             | 2034-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MKS INC                                                                         | MKS INC CONV 1.25% 06/01/2030                                                                         | CUSIP: 55306NAB0<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |      4000 | PA      | $5034.76      | 0.01%             | 2030-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| INSIGHT ENTERPRISES INC                                                         | INSIGHT ENTERPRISES INC 6.625% 05/15/2032 144A                                                        | CUSIP: 45765UAC7<br>LEI: 529900S8991TYW6YP792 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2047.52      | 0.00%             | 2032-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                                                     | STAPLES TERM B 1LN 9/4/2029                                                                           | CUSIP: 855031AU4<br>LEI: XQM2JINI1UL7642TU573 | Long             | LON              | CORP              | US        |      9887 | PA      | $9266.36      | 0.02%             | 2029-09-04      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                                                     | STAPLES INC 10.75% 09/01/2029 144A                                                                    | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13759.77     | 0.03%             | 2029-09-01      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                                             | US LBM TERM B 1LN 06/06/2031                                                                          | CUSIP: 50179JAH1<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |      4935 | PA      | $4643.18      | 0.01%             | 2031-06-06      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                                | BRIXMOR OPERATING PARTNERSHIP LP 5.75% 02/15/2035                                                     | CUSIP: 11120BAA5<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     90000 | PA      | $94835.64     | 0.18%             | 2035-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                    | UNIVISION COMMUNICATIONS INC 8.5% 07/31/2031 144A                                                     | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     33000 | PA      | $34138.34     | 0.07%             | 2031-07-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| COGENT COMMUNICATIONS GROUP INC / COGENT COMMUNICATIONS FINANCE INC             | COGENT COMMUNICATIONS GROUP INC / COGENT COMMUNICATIONS FINANCE INC 7% 06/15/2027 144A                | CUSIP: 19240WAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9904.41      | 0.02%             | 2027-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC                            | 1011778 BC ULC/NEW RED FIN INC 6.125% 06/15/2029 144A                                                 | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      4000 | PA      | $4124.05      | 0.01%             | 2029-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                               | UNITED KINGDOM G.B. and N.IRELAND 4.25% 07/31/2034 REGS                                               | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     20000 | PA      | $26210.17     | 0.05%             | 2034-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 06/01/2054#CB8711                                                                        | CUSIP: 3140QUVD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44950 | PA      | $46207.20     | 0.09%             | 2054-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6.5% 06/01/2054#CB8729                                                                      | CUSIP: 3140QUVX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13456 | PA      | $13963.18     | 0.03%             | 2054-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                                                     | STAPLES INC 12.75% 01/15/2030 144A                                                                    | CUSIP: 855030AS1<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |      7271 | PA      | $5730.95      | 0.01%             | 2030-01-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| MODIVCARE INC                                                                   | MODIVCARE TERM B 1LN 07/01/2031                                                                       | CUSIP: 60783LAC4<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | LON              | CORP              | US        |      5070 | PA      | $2078.79      | 0.00%             | 2031-07-01      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| PROLOGIS INTERNATIONAL FUNDING II SA                                            | PROLOGIS INTL FDG II SA 4.375% 07/01/2036 REGS                                                        | CUSIP: N/A<br>LEI: 213800JNRWW2C9DWI388       | Long             | DBT              | CORP              | LU        |    100000 | PA      | $120245.47    | 0.23%             | 2036-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                            | ENEL FINANCE INTL NV 5.125% 06/26/2029 144A                                                           | CUSIP: 29278GBD9<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $205610.16    | 0.40%             | 2029-06-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.25% 06/30/2029                                                                            | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     15000 | PA      | $15358.59     | 0.03%             | 2029-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANO HEALTH LLC                                                                 | CANO HEALTH LLC WT                                                                                    | CUSIP: N/A<br>LEI: 254900OGI2T8V1NXN639       | Long             | EC               | CORP              | US        |        29 | NS      | $89.61        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| RESIDEO FUNDING INC                                                             | RESIDEO FUNDING INC 6.5% 07/15/2032 144A                                                              | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12285.07     | 0.02%             | 2032-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| POLARIS NEWCO LLC                                                               | SOLERA TERM PIK TERM 2LN 06/04/2029                                                                   | CUSIP: N/A<br>LEI: 254900LEPDAG7EDOA064       | Long             | LON              | CORP              | US        |      4000 | PA      | $3760.00      | 0.01%             | 2029-06-04      | Variable      | 0.13%                 | No            |                  2 | On Loan: No      |
| DRYDEN 108 CLO LTD / DRYDEN 108 CLO LLC                                         | DRYDEN 108 CLO LTD / DRYDEN 108 CLO LLC A1R TSFR3M+136 07/18/2037 144A                                | CUSIP: 26253MAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    250000 | PA      | $250669.50    | 0.48%             | 2037-07-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4% 07/31/2029                                                                               | CUSIP: 91282CLC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $304664.07    | 0.59%             | 2029-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 06/01/2052#SD1082                                                                        | CUSIP: 3132DNFX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19083 | PA      | $17107.68     | 0.03%             | 2052-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 10/01/2051#CB1872                                                                        | CUSIP: 3140QMCJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17887 | PA      | $16046.89     | 0.03%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 03/01/2052#FS0840                                                                        | CUSIP: 3140XF5A5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18081 | PA      | $16209.89     | 0.03%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BLUEBERRY PARK CLO LTD                                                          | BLUEBERRY PARK CLO LTD A TSFR3M+135 10/20/2037 144A                                                   | CUSIP: 09609QAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    250000 | PA      | $250645.50    | 0.48%             | 2037-10-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING BRANDS INC                                                 | CORNERSTONE BUILDING BRANDS INC 9.5% 08/15/2029 144A                                                  | CUSIP: 21925DAB5<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4014.81      | 0.01%             | 2029-08-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.875% 08/15/2034                                                                           | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    916000 | PA      | $912388.85    | 1.76%             | 2034-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.25% 08/15/2054                                                          | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    155500 | PA      | $144815.45    | 0.28%             | 2054-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO 11 LTD                                                                | AIMCO CLO 11 LTD A1R2 TSFR3M+134 07/17/2037 144A                                                      | CUSIP: 00140NAW0<br>LEI: 549300VLRW0CEQ83RF89 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250785.50    | 0.48%             | 2037-07-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                               | POST HLDGS INC 6.375% 03/01/2033 144A                                                                 | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19231.15     | 0.04%             | 2033-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                      | DAVITA INC 6.875% 09/01/2032 144A                                                                     | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12486.34     | 0.02%             | 2032-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DEL MONTE FOODS CORP II INC                                                     | DEL MONTE FOODS TERM 1LN SUPER_PRIORITY FIRST OUT 08/02/2028                                          | CUSIP: 24521WAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1192 | PA      | $546.95       | 0.00%             | 2028-08-02      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| MOSS CREEK RES HLDGS INC                                                        | MOSS CREEK RES HLDGS INC 8.25% 09/01/2031 144A                                                        | CUSIP: 61965RAC9<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6713.47      | 0.01%             | 2031-09-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS L P / ARCHROCK PARTNERS FIN CORP                              | ARCHROCK PARTNERS LP / FIN CORP 6.625% 09/01/2032 144A                                                | CUSIP: 03959KAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4000 | PA      | $4118.90      | 0.01%             | 2032-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                            | ONEMAIN FINANCE CORP 7.125% 11/15/2031                                                                | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7293.25      | 0.01%             | 2031-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.75% 08/31/2031                                                                            | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    120000 | PA      | $120417.19    | 0.23%             | 2031-08-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                   | TRANSDIGM INC 6% 01/15/2033 144A                                                                      | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7157.53      | 0.01%             | 2033-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC                            | 1011778 BC ULC/NEW RED FIN INC 5.625% 09/15/2029 144A                                                 | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     14000 | PA      | $14266.22     | 0.03%             | 2029-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                             | FIFTH THIRD BANCORP 4.895%/VAR 09/06/2030                                                             | CUSIP: 316773DM9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50865.29     | 0.10%             | 2030-09-06      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                                      | PERFORMANCE FOOD GROUP INC 6.125% 09/15/2032 144A                                                     | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7201.54      | 0.01%             | 2032-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                | HILTON DOMESTIC OPERATING CO INC 5.875% 03/15/2033 144A                                               | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7218.02      | 0.01%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 11/01/2048#FS6649                                                                      | CUSIP: 3140XNL77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     87924 | PA      | $83017.56     | 0.16%             | 2048-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 03/01/2048#FS8330                                                                        | CUSIP: 3140XQHG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44117 | PA      | $40378.90     | 0.08%             | 2048-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP PLC                                                               | COMPASS GROUP PLC 3.25% 09/16/2033 REGS                                                               | CUSIP: N/A<br>LEI: 2138008M6MH9OZ6U2T68       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $115444.89    | 0.22%             | 2033-09-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PG and E CORP                                                                   | PG and E CORP 7.375%/VAR 03/15/2055                                                                   | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16541.66     | 0.03%             | 2055-03-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 09/01/2054#CB9216                                                                        | CUSIP: 3140QVG24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     90377 | PA      | $92876.03     | 0.18%             | 2054-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HAH GROUP HOLDING CO LLC                                                        | HELP AT HOME TERM 1LN 09/24/2031                                                                      | CUSIP: 40467AAN9<br>LEI: 254900FFJQHW9R90FL74 | Long             | LON              | CORP              | US        |      3982 | PA      | $3535.54      | 0.01%             | 2031-09-24      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| AMERICAN ROCK SALT CO LLC                                                       | AMERICAN ROCK SALT TERM 1LN DD 06/12/2028                                                             | CUSIP: 02932JAU1<br>LEI: 549300FBKBNV4GSVVR46 | Long             | LON              | CORP              | US        |       124 | PA      | $123.05       | 0.00%             | 2028-06-12      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| HAH GROUP HOLDING CO LLC                                                        | HAH GROUP HOLDING CO LLC 9.75% 10/01/2031 144A                                                        | CUSIP: 40518JAA7<br>LEI: 254900FFJQHW9R90FL74 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2829.72      | 0.01%             | 2031-10-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ALTAGAS LTD                                                                     | ALTAGAS LTD 7.2%/VAR 10/15/2054 144A                                                                  | CUSIP: 021361AD2<br>LEI: DR5LKEURSR8SXLM64266 | Long             | DBT              | CORP              | CA        |     22000 | PA      | $22761.18     | 0.04%             | 2054-10-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| TRONOX FIN LLC                                                                  | TRONOX TERM B 1LN 09/30/2031                                                                          | CUSIP: 89705DAP7<br>LEI: 549300LMZ1DX1PWSP524 | Long             | LON              | CORP              | US        |      6000 | PA      | $4468.62      | 0.01%             | 2031-09-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.625% 09/30/2031                                                                           | CUSIP: 91282CLM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    663000 | PA      | $660669.14    | 1.27%             | 2031-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO 19 LTD / AIMCO CLO 19 LLC                                             | AIMCO CLO 19 LTD / AIMCO CLO 19 LLC A TSFR3M+135 10/20/2037 144A                                      | CUSIP: 00140HAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    250000 | PA      | $250777.00    | 0.48%             | 2037-10-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                                     | WAYFAIR LLC 7.25% 10/31/2029 144A                                                                     | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     44000 | PA      | $45770.87     | 0.09%             | 2029-10-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MATIV INC                                                                       | MATIV INC 8% 10/01/2029 144A                                                                          | CUSIP: 808541AC0<br>LEI: 549300Z1FU4IDULG1R21 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5008.93      | 0.01%             | 2029-10-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS, L.P.                                                          | ALLIANT HOLDINGS LP 10%/ 10.5% PIK PREF PERP                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |      2056 | PA      | $2053.53      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| AMERICAN ROCK SALT CO LLC                                                       | AMERICAN ROCK SALT TERM 1LN 06/12/2028                                                                | CUSIP: 02932JAT4<br>LEI: 549300FBKBNV4GSVVR46 | Long             | LON              | CORP              | US        |       474 | PA      | $469.24       | 0.00%             | 2028-06-12      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| IBERDROLA FINANZAS SAU                                                          | IBERDROLA FINANZAS SAU 3% 09/30/2031 REGS                                                             | CUSIP: N/A<br>LEI: 5493004PZNZWWBOUV388       | Long             | DBT              | CORP              | ES        |    100000 | PA      | $116348.03    | 0.22%             | 2031-09-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                               | POST HLDGS INC 6.25% 10/15/2034 144A                                                                  | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7109.49      | 0.01%             | 2034-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                     | STARWOOD PPTY TR INC 6% 04/15/2030 144A                                                               | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7205.79      | 0.01%             | 2030-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 02/01/2052#FS8764                                                                        | CUSIP: 3140XQW29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84506 | PA      | $70189.24     | 0.14%             | 2052-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                   | ECHOSTAR CORP CPIK VAR 11/30/2030                                                                     | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     17014 | PA      | $40137.32     | 0.08%             | 2030-11-30      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                                    | US FOODS INC 5.75% 04/15/2033 144A                                                                    | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2036.00      | 0.00%             | 2033-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS                                                                    | NEW FORTRESS 12% 11/15/2029 144A                                                                      | CUSIP: 62909BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12548 | PA      | $3179.66      | 0.01%             | 2029-11-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                                                                      | TEREX CORP NEW 6.25% 10/15/2032 144A                                                                  | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12251.56     | 0.02%             | 2032-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN LLC/JFIN                                                          | JEFFERIES FIN LLC/JFIN 6.625% 10/15/2031 144A                                                         | CUSIP: 47232MAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9759.54      | 0.02%             | 2031-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                  | NRG ENERGY INC 6% 02/01/2033 144A                                                                     | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7148.38      | 0.01%             | 2033-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                  | NRG ENERGY INC 6.25% 11/01/2034 144A                                                                  | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7213.70      | 0.01%             | 2034-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA BUYER/ATLANTI                                                        | CALIFORNIA BUYER/ATLANTI 6.375% 02/15/2032 144A                                                       | CUSIP: 13005HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     61000 | PA      | $61008.49     | 0.12%             | 2032-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 07/01/2052#FS5486                                                                      | CUSIP: 3140XMCY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50729 | PA      | $47453.97     | 0.09%             | 2052-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.5% 11/15/2054                                                           | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    531000 | PA      | $515733.75    | 0.99%             | 2054-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.25% 11/15/2034                                                                            | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    546000 | PA      | $558242.35    | 1.08%             | 2034-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                            | ONEMAIN FINANCE CORP 6.625% 05/15/2029                                                                | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7243.39      | 0.01%             | 2029-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CMG MEDIA CORP                                                                  | CMG MEDIA CORP 8.875% 06/18/2029 144A                                                                 | CUSIP: 125773AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1000 | PA      | $820.00       | 0.00%             | 2029-06-18      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                  | NRG ENERGY INC 5.75% 07/15/2029 144A                                                                  | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20099.74     | 0.04%             | 2029-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                   | ECHOSTAR CORP PIK VAR 11/30/2030                                                                      | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |      8897 | PA      | $9239.89      | 0.02%             | 2030-11-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                                                   | LGI HOMES INC 7% 11/15/2032 144A                                                                      | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20573.13     | 0.04%             | 2032-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                           | MOLINA HEALTHCARE INC 6.25% 01/15/2033 144A                                                           | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15034.01     | 0.03%             | 2033-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                                 | IHS HOLDING LTD 8.25% 11/29/2031 144A                                                                 | CUSIP: 44963HAD7<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |     14000 | PA      | $14518.00     | 0.03%             | 2031-11-29      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                              | ALLY FINL INC T5Y+NA 01/17/2040                                                                       | CUSIP: 02005NBY5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12056.61     | 0.02%             | 2040-01-17      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 7%/VAR 03/10/2055                                                                     | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     24000 | PA      | $25232.76     | 0.05%             | 2055-03-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 6.75%/VAR 12/10/2054                                                                  | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56998.54     | 0.11%             | 2054-12-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| HEXION HOLDINGS CORPORATION                                                     | HEXION TERM 1LN 03/15/2029                                                                            | CUSIP: 00217XAE6<br>LEI: 549300LBB370MUHGLV84 | Long             | LON              | CORP              | US        |     11965 | PA      | $11630.76     | 0.02%             | 2029-03-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CITYCON TREASURY BV                                                             | CITYCON TREASURY BV 5% 03/11/2030 REGS                                                                | CUSIP: N/A<br>LEI: 549300WAE0CGQ0IE1H63       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $111484.51    | 0.21%             | 2030-03-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                                        | AES CORP 6.95%/VAR 07/15/2055                                                                         | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4877.60      | 0.01%             | 2055-07-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| RIOT PLATFORMS INC                                                              | RIOT PLATFORMS INC CONV 0.75% 01/15/2030 144A                                                         | CUSIP: 767292AA3<br>LEI: 5299005LKZAJQDQZDF73 | Long             | DBT              | CORP              | US        |      7000 | PA      | $9292.52      | 0.02%             | 2030-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HORIZON US FINCO LP                                                             | THE TRAVEL CORP TERM B 1LN 10/31/2031                                                                 | CUSIP: 44057XAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      7979 | PA      | $7619.81      | 0.01%             | 2031-10-31      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                     | STARWOOD PPTY TR INC 6.5% 07/01/2030 144A                                                             | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7307.51      | 0.01%             | 2030-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 03/01/2051#SD2903                                                                        | CUSIP: 3132DQGL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     80893 | PA      | $66531.78     | 0.13%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                | SOCIETE GENERALE FRANCE 5.5%/VAR 04/13/2029 144A                                                      | CUSIP: 83368RCC4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $204834.00    | 0.39%             | 2029-04-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.375% 01/31/2032                                                                           | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    205000 | PA      | $212295.12    | 0.41%             | 2032-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                           | QUIKRETE HOLDINGS INC 6.375% 03/01/2032 144A                                                          | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19729.51     | 0.04%             | 2032-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                           | QUIKRETE HOLDINGS INC 6.75% 03/01/2033 144A                                                           | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7288.66      | 0.01%             | 2033-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                   | CARNIVAL CORP 6.125% 02/15/2033 144A                                                                  | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     12000 | PA      | $12361.07     | 0.02%             | 2033-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 04/01/2052#FS8195                                                                        | CUSIP: 3140XQC96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50254 | PA      | $41253.57     | 0.08%             | 2052-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SLM CORP                                                                        | SLM CORP 6.5% 01/31/2030                                                                              | CUSIP: 78442PGF7<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4169.36      | 0.01%             | 2030-01-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| RAND PARENT LLC                                                                 | ATLAS AIR TERM B 1LN 03/18/2030                                                                       | CUSIP: 75223LAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4987 | PA      | $4989.53      | 0.01%             | 2030-03-18      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS LTD                                                      | ADIENT GLOBAL HOLDINGS LTD 7.5% 02/15/2033 144A                                                       | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |     10000 | PA      | $10352.83     | 0.02%             | 2033-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| X CORP                                                                          | TWITTER TERM B1 1LN 10/26/2029                                                                        | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     23000 | PA      | $22379.00     | 0.04%             | 2029-10-26      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| OT MIDCO INC                                                                    | OT MIDCO INC 10% 02/15/2030 144A                                                                      | CUSIP: 68877AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $2774.12      | 0.01%             | 2030-02-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 02/01/2055#CB9985                                                                        | CUSIP: 3140QWCX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68032 | PA      | $71131.05     | 0.14%             | 2055-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 02/01/2055#CB9989                                                                        | CUSIP: 3140QWC34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47176 | PA      | $49073.69     | 0.09%             | 2055-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIEMAE 30YR 2.5% 01/01/2052#FA0375                                                                 | CUSIP: 3140W0MZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27317 | PA      | $23504.83     | 0.05%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.625% 02/15/2055                                                         | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    258000 | PA      | $255883.26    | 0.49%             | 2055-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.625% 02/15/2035                                                                           | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    580000 | PA      | $609339.65    | 1.17%             | 2035-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                                        | SNAP INC 6.875% 03/01/2033 144A                                                                       | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2060.27      | 0.00%             | 2033-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIEMAE 30YR 2.5% 06/01/2052#FA0543                                                                 | CUSIP: 3140W0S97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    100930 | PA      | $87602.35     | 0.17%             | 2052-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALLEGRO CLO XV LTD / ALLEGRO CLO VX LLC                                         | ALLEGRO CLO XV LTD / ALLEGRO CLO VX LLC A1R TSFR3M+118 04/20/2038 144A                                | CUSIP: 01749WAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    150000 | PA      | $149438.55    | 0.29%             | 2038-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-ROIC                                                              | BX Trust 2025-ROIC VAR 03/15/2030 144A                                                                | CUSIP: 05593VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     74709 | PA      | $74568.54     | 0.14%             | 2030-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                   | CARNIVAL CORP 5.75% 03/15/2030 144A                                                                   | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     23000 | PA      | $23638.64     | 0.05%             | 2030-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.5% 02/20/2055#MB0205                                                                        | CUSIP: 3618N5GP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    158192 | PA      | $159839.28    | 0.31%             | 2055-02-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC          | ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 6.25% 03/15/2033 144A          | CUSIP: 01309QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $7248.58      | 0.01%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.125% 02/29/2032                                                                           | CUSIP: 91282CMR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    170000 | PA      | $173705.47    | 0.33%             | 2032-02-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WEX INC                                                                         | WEX INC 6.5% 03/15/2033 144A                                                                          | CUSIP: 96208TAD6<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7139.41      | 0.01%             | 2033-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                                       | OLIN CORP 6.625% 04/01/2033 144A                                                                      | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28806.32     | 0.06%             | 2033-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                         | NEW FORTRESS ENERGY TERM B 1LN 10/30/2028                                                             | CUSIP: N/A<br>LEI: 254900EICTYTCHA5X705       | Long             | LON              | CORP              | US        |     38845 | PA      | $17330.30     | 0.03%             | 2028-10-30      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| WALKER and DUNLOP INC                                                           | WALKER and DUNLOP INC 6.625% 04/01/2033 144A                                                          | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000 | PA      | $2055.68      | 0.00%             | 2033-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FHLMC MFD HSG COP GTD (FREDMAC                                                  | FHLMC REMI 30YR 6.5% 03/01/2055#RJ3704                                                                | CUSIP: 3142GUDJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     48685 | PA      | $51445.30     | 0.10%             | 2055-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FHLMC MFD HSG COP GTD (FREDMAC                                                  | FHLMC REMI 30YR 6.5% 03/01/2055#RJ3700                                                                | CUSIP: 3142GUDE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     22118 | PA      | $23489.54     | 0.05%             | 2055-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FHLMC MFD HSG COP GTD (FREDMAC                                                  | FHLMC REMI 30YR 6.5% 03/01/2055#RJ3703                                                                | CUSIP: 3142GUDH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     43252 | PA      | $45731.45     | 0.09%             | 2055-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CONNECT HOLDING II LLC                                                          | BRIGHTSPEED TERM B 1LN 10/03/2031                                                                     | CUSIP: 20752KAR4<br>LEI: 254900LCX7S2QHYUOI31 | Long             | LON              | CORP              | US        |      1079 | PA      | $704.89       | 0.00%             | 2031-10-03      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| CONNECT HOLDING II LLC                                                          | BRIGHTSPEED TERM B-DD 1LN 04/03/2031                                                                  | CUSIP: 20752KAP8<br>LEI: 254900LCX7S2QHYUOI31 | Long             | LON              | CORP              | US        |     12000 | PA      | $10606.32     | 0.02%             | 2031-04-03      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                                           | CELANESE US HLDGS LLC 6.75% 04/15/2033                                                                | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11942.27     | 0.02%             | 2033-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                                           | CELANESE US HLDGS LLC 6.5% 04/15/2030                                                                 | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6988.92      | 0.01%             | 2030-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                               | EURO-BOBL FUTURE DEC25 OEZ5                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |        -3 | NC      | $-46.66       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                                               | EURO-BUND FUTURE DEC25 RXZ5                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |        -1 | NC      | $-1130.61     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| WAYFAIR LLC                                                                     | WAYFAIR LLC 7.75% 09/15/2030 144A                                                                     | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9591.98      | 0.02%             | 2030-09-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 02/01/2055#MA5614                                                                      | CUSIP: 31418FGY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    145353 | PA      | $147243.17    | 0.28%             | 2055-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                       | SUNOCO LP 6.25% 07/01/2033 144A                                                                       | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7189.86      | 0.01%             | 2033-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING PARTNERS LP                                            | NEXTERA ENERGY OPERATING PARTNERS LP 8.375% 01/15/2031 144A                                           | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7335.39      | 0.01%             | 2031-01-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING PARTNERS LP                                            | NEXTERA ENERGY OPERATING PARTNERS LP 8.625% 03/15/2033 144A                                           | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7319.06      | 0.01%             | 2033-03-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                                  | BAUSCH HEALTH TERM B 1LN 10/08/2030                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |     46888 | PA      | $46254.52     | 0.09%             | 2030-10-08      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 11/01/2051#CB2095                                                                        | CUSIP: 3140QMKH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48283 | PA      | $42909.32     | 0.08%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DEL MONTE FOODS CORP II INC                                                     | DEL MONTE TERM FLFO B 1LN 8/2/2028                                                                    | CUSIP: 24521WAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       345 | PA      | $158.16       | 0.00%             | 2028-08-02      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| BW REAL ESTATE INC                                                              | BW REAL ESTATE INC 9.5%/VAR PERP 144A                                                                 | CUSIP: 05614HAA7<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      7000 | PA      | $7138.33      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                     | STARWOOD PPTY TR INC 6.5% 10/15/2030 144A                                                             | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12508.97     | 0.02%             | 2030-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 05/01/2055#SD8533                                                                      | CUSIP: 3132DWPS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     48700 | PA      | $49333.37     | 0.10%             | 2055-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 5.192%/VAR 04/17/2031                                                                  | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25875.00     | 0.05%             | 2031-04-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 5.664%/VAR 04/17/2036                                                                  | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21231.75     | 0.04%             | 2036-04-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 5.103%/VAR 04/22/2031                                                           | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     27000 | PA      | $28001.40     | 0.05%             | 2031-04-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 5.572%/VAR 04/22/2036                                                           | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     33000 | PA      | $35054.97     | 0.07%             | 2036-04-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4% 04/30/2032                                                                               | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    891000 | PA      | $904086.56    | 1.74%             | 2032-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ACRISURE HOLDINGS INC                                                           | ACRISURE HOLDINGS INC SER A-2 PC                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |       282 | NS      | $7546.32      | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.25% 05/15/2035                                                                            | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1063000 | PA      | $1084924.38   | 2.09%             | 2035-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.75% 05/15/2055                                                          | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    626000 | PA      | $633531.56    | 1.22%             | 2055-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                        | BUILDERS FIRSTSOURCE INC 6.75% 05/15/2035 144A                                                        | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10546.93     | 0.02%             | 2035-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 4.623%/VAR 05/09/2029                                                     | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    209000 | PA      | $211851.81    | 0.41%             | 2029-05-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORPORATION                                                          | FAIR ISAAC CORPORATION 6% 05/15/2033 144A                                                             | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9250.65      | 0.02%             | 2033-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD                                         | SEAGATE DATA STORAGE TECHNOLOGY PTE LTD 5.875% 07/15/2030 144A                                        | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      5000 | PA      | $5148.47      | 0.01%             | 2030-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                   | CARNIVAL CORP 5.875% 06/15/2031 144A                                                                  | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     10000 | PA      | $10296.51     | 0.02%             | 2031-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CROWN AMERICAS LLC                                                              | CROWN AMERICAS LLC 5.875% 06/01/2033 144A                                                             | CUSIP: 228180AC9<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10237.43     | 0.02%             | 2033-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                   | TRANSDIGM INC 6.375% 05/31/2033 144A                                                                  | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5124.98      | 0.01%             | 2033-05-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENPRO INC                                                                       | ENPRO INC 6.125% 06/01/2033 144A                                                                      | CUSIP: 29355XAH0<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4132.01      | 0.01%             | 2033-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                               | HERC HOLDINGS INC 7% 06/15/2030 144A                                                                  | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10497.32     | 0.02%             | 2030-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                               | HERC HOLDINGS INC 7.25% 06/15/2033 144A                                                               | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5293.25      | 0.01%             | 2033-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 5% 05/15/2045                                                             | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     42000 | PA      | $44027.81     | 0.08%             | 2045-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                                   | COREWEAVE INC 9.25% 06/01/2030 144A                                                                   | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9226.05      | 0.02%             | 2030-06-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                                                        | SNAM SPA 5% 05/28/2030 144A                                                                           | CUSIP: 83304JAA5<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $204726.46    | 0.39%             | 2030-05-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTYS LP and RHP FIN CORP                                             | RHP HOTEL PPTYS LP and RHP FIN CORP 6.5% 06/15/2033 144A                                              | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5195.84      | 0.01%             | 2033-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.125% 05/31/2032                                                                           | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    611000 | PA      | $624173.95    | 1.20%             | 2032-05-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                            | ONEMAIN FINANCE CORP 7.125% 09/15/2032                                                                | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5178.33      | 0.01%             | 2032-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NEW FLYER HOLDINGS INC                                                          | NEW FLYER HOLDINGS INC 9.25% 07/01/2030 144A                                                          | CUSIP: 64438WAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000 | PA      | $2142.04      | 0.00%             | 2030-07-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                       | IQVIA INC 6.25% 06/01/2032 144A                                                                       | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15689.48     | 0.03%             | 2032-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RIVIAN HOLDCO and RIVIAN LLC and RIVIAN AUTOMOTIVE LLC                          | RIVIAN HOLDCO and RIVIAN LLC and RIVIAN AUTOMOTIVE LLC 10% 01/15/2031 144A                            | CUSIP: 76954LAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4000 | PA      | $3832.55      | 0.01%             | 2031-01-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| X AI LLC                                                                        | X.AI TERM B 1LN 06/28/2030                                                                            | CUSIP: 98402XAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     10000 | PA      | $9655.40      | 0.02%             | 2030-06-28      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                                  | WHIRLPOOL CORP 6.125% 06/15/2030                                                                      | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9090.50      | 0.02%             | 2030-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                                  | WHIRLPOOL CORP 6.5% 06/15/2033                                                                        | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     31000 | PA      | $30805.84     | 0.06%             | 2033-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC                      | UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC 8.625% 06/15/2032 144A                     | CUSIP: 91327TAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19000 | PA      | $18218.67     | 0.04%             | 2032-06-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| GLOBAL PARTNERS LP / GLP FIN CORP                                               | GLOBAL PARTNERS LP / GLP FIN CORP 7.125% 07/01/2033 144A                                              | CUSIP: 37954FAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5078.27      | 0.01%             | 2033-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                          | US LONG BOND(CBT) FUT MAR26 USH6                                                                      | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         1 | NC      | $944.16       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                          | US 10YR ULTRA FUT MAR26 UXYH6                                                                         | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         3 | NC      | $2385.03      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                           | LEVEL 3 FINANCING INC 6.875% 06/30/2033 144A                                                          | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10183.87     | 0.02%             | 2033-06-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| REALOGY GROUP LLC / REALOGY CO-ISSUER CORP                                      | REALOGY GROUP LLC / REALOGY CO-ISSUER CORP 9.75% 04/15/2030 144A                                      | CUSIP: 75606DAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5431.78      | 0.01%             | 2030-04-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| NOURISH BUYER I INC                                                             | ACTUS NUTRITION TERM B 1LN 07/12/2032                                                                 | CUSIP: 66979CAH4<br>LEI: 254900WHHUSAU0TJQB23 | Long             | LON              | CORP              | US        |      5000 | PA      | $5012.50      | 0.01%             | 2032-07-12      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4% 06/30/2032                                                                               | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    360000 | PA      | $365076.56    | 0.70%             | 2032-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GPD COS INC                                                                     | GPD COS INC PIK 12.5% 12/31/2029 144A                                                                 | CUSIP: 36260VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4588 | PA      | $2492.37      | 0.00%             | 2029-12-31      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 05/01/2051#CB0506                                                                      | CUSIP: 3140QKR42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54070 | PA      | $46930.76     | 0.09%             | 2051-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SGUS LLC                                                                        | SGUS LLC 11% 12/15/2029 144A                                                                          | CUSIP: 81880AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6030 | PA      | $4886.45      | 0.01%             | 2029-12-15      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 6.5% 05/20/2055#MB0368                                                                        | CUSIP: 3618N5MS5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     72897 | PA      | $75151.09     | 0.14%             | 2055-05-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TELUS CORPORATION                                                               | TELUS CORPORATION 6.625%/VAR 10/15/2055                                                               | CUSIP: 87971MCL5<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |      4000 | PA      | $4099.35      | 0.01%             | 2055-10-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| TELUS CORPORATION                                                               | TELUS CORPORATION 7%/VAR 10/15/2055                                                                   | CUSIP: 87971MCM3<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |      2000 | PA      | $2087.76      | 0.00%             | 2055-10-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| LFS TOPCO LLC                                                                   | LFS TOPCO LLC 8.75% 07/15/2030 144A                                                                   | CUSIP: 50203TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000 | PA      | $8799.59      | 0.02%             | 2030-07-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                          | US 5YR NOTE (CBT) FUT MAR26 FVH6                                                                      | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         5 | NC      | $1437.31      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLAR LNG LTD                                                                   | GOLAR LNG LTD CONV 2.75% 12/15/2030 144A                                                              | CUSIP: 38046YAC5<br>LEI: 213800C2VSFZG3EZLO34 | Long             | DBT              | CORP              | BM        |      5000 | PA      | $4809.61      | 0.01%             | 2030-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                          | US 2YR NOTE (CBT) FUT MAR26 TUH6                                                                      | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         1 | NC      | $109.99       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                        | WARNERMEDIA HOLDINGS INC 5.05% 03/15/2042                                                             | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4799.22      | 0.01%             | 2042-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DEL MONTE FOODS CORP II INC                                                     | DEL MONTE FOODS CORP II INC TERM TLB DIP ROLLUP 03/30/2026                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3883 | PA      | $3144.83      | 0.01%             | 2026-03-30      | Variable      | 0.14%                 | No            |                  3 | On Loan: No      |
| DEL MONTE FOODS CORP II INC                                                     | DEL MONTE FOODS CORP II INC PIK TERM TLA DIP 03/30/2026                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2951 | PA      | $2810.39      | 0.01%             | 2026-03-30      | Variable      | 0.14%                 | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                                                   | LONG GILT FUTURE MAR26 G H6                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |        -1 | NC      | $-977.70      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DISCOVERY COMMUNICATIONS LLC                                                    | DISCOVERY COMMUNICATIONS LLC 6.35% 06/01/2040                                                         | CUSIP: 25470DBZ1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2704.65      | 0.01%             | 2040-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                        | WARNERMEDIA HOLDINGS INC 4.279% 03/15/2032                                                            | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      1000 | PA      | $913.75       | 0.00%             | 2032-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                        | WARNERMEDIA HOLDINGS INC 5.141% 03/15/2052                                                            | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1496.00      | 0.00%             | 2052-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS LLC                                                    | DISCOVERY COMMUNICATIONS LLC 5% 09/20/2037                                                            | CUSIP: 25470DBY4<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2551.80      | 0.00%             | 2037-09-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                | HILTON DOMESTIC OPERATING CO INC 5.75% 09/15/2033 144A                                                | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20499.80     | 0.04%             | 2033-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                     | GERMANY FEDERAL REPUBLIC OF 2.6% 08/15/2035 REGS                                                      | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     10000 | PA      | $11512.76     | 0.02%             | 2035-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 12/01/2055 #TBA                                                                            | CUSIP: 21H0506C1<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |   -400000 | PA      | $-399562.48   | -0.77%            | 2055-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 12/01/2055 #TBA                                                                            | CUSIP: 21H0506C1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    400000 | PA      | $399562.48    | 0.77%             | 2055-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.5% 12/01/2055 #TBA                                                                          | CUSIP: 21H0526C7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    200000 | PA      | $202031.24    | 0.39%             | 2055-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.5% 12/01/2055 #TBA                                                                          | CUSIP: 21H0526C7<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |   -200000 | PA      | $-202031.24   | -0.39%            | 2055-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 6% 12/01/2055 #TBA                                                                            | CUSIP: 21H0606C0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    800000 | PA      | $815187.52    | 1.57%             | 2055-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 6% 12/01/2055 #TBA                                                                            | CUSIP: 21H0606C0<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |   -800000 | PA      | $-815187.52   | -1.57%            | 2055-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 2% 12/01/2055 #TBA                                                                          | CUSIP: 01F0206C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1300000 | PA      | $1058281.25   | 2.04%             | 2055-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 2.5% 12/01/2055 #TBA                                                                        | CUSIP: 01F0226C4<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -1100000 | PA      | $-936203.18   | -1.80%            | 2055-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 2.5% 12/01/2055 #TBA                                                                        | CUSIP: 01F0226C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1100000 | PA      | $936203.18    | 1.80%             | 2055-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 3% 12/01/2055 #TBA                                                                          | CUSIP: 01F0306C7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    275000 | PA      | $244255.85    | 0.47%             | 2055-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 3.5% 12/01/2055 #TBA                                                                        | CUSIP: 01F0326C3<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -600000 | PA      | $-555000.00   | -1.07%            | 2055-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 3.5% 12/01/2055 #TBA                                                                        | CUSIP: 01F0326C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    600000 | PA      | $555000.00    | 1.07%             | 2055-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 6% 12/01/2055 #TBA                                                                          | CUSIP: 01F0606C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     50000 | PA      | $51199.22     | 0.10%             | 2055-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 6% 12/01/2055 #TBA                                                                          | CUSIP: 01F0606C4<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |    -50000 | PA      | $-51199.22    | -0.10%            | 2055-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD                                         | SEAGATE DATA STORAGE TECHNOLOGY PTE LTD 5.75% 12/01/2034 144A                                         | CUSIP: 81180LAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      4000 | PA      | $4111.92      | 0.01%             | 2034-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD                                         | SEAGATE DATA STORAGE TECHNOLOGY PTE LTD 8.25% 12/15/2029 144A                                         | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      7000 | PA      | $7436.45      | 0.01%             | 2029-12-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD                                         | SEAGATE DATA STORAGE TECHNOLOGY PTE LTD 4.125% 01/15/2031 144A                                        | CUSIP: 81180LAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      8000 | PA      | $7590.86      | 0.01%             | 2031-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FHLMC MFD HSG COP GTD (FREDMAC                                                  | FHLMC REMI 30YR 6% 04/01/2055#RJ4028                                                                  | CUSIP: 3142GUPN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     69129 | PA      | $71888.51     | 0.14%             | 2055-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                   | CARNIVAL CORP 5.75% 08/01/2032 144A                                                                   | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      5000 | PA      | $5125.57      | 0.01%             | 2032-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                                | NTT FINANCE CORP 4.62% 07/16/2028 144A                                                                | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $202790.38    | 0.39%             | 2028-07-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 5.5% 05/01/2039#SB1179                                                                      | CUSIP: 3132CXJY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100456 | PA      | $103435.80    | 0.20%             | 2039-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 5.5% 11/01/2038#FS6389                                                                      | CUSIP: 3140XNC36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    151302 | PA      | $155789.72    | 0.30%             | 2038-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AECOM                                                                           | AECOM 6% 08/01/2033 144A                                                                              | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10279.40     | 0.02%             | 2033-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.5% 06/20/2055#MB0424                                                                        | CUSIP: 3618N5PJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     74170 | PA      | $74977.05     | 0.14%             | 2055-06-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INVERSION ESCROW ISSUER LLC                                                     | INVERSION ESCROW ISSUER LLC 6.75% 08/01/2032 144A                                                     | CUSIP: 46150DAA0<br>LEI: 254900P6GHORGRVLKI95 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19536.35     | 0.04%             | 2032-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                                   | COREWEAVE INC 9% 02/01/2031 144A                                                                      | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13573.41     | 0.03%             | 2031-02-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| STRATEGY INC                                                                    | STRATEGY INC 9%/VAR PERP PFD                                                                          | CUSIP: 594972853<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EP               | CORP              | US        |        41 | NS      | $3967.57      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| C and S WHOLESALE GROCERS INC                                                   | C and S WHOLESALE GROCERS TERM B 1LN 9/20/2030                                                        | CUSIP: 12676AAB1<br>LEI: 54930093F8X1FEZBGJ91 | Long             | LON              | CORP              | US        |      5000 | PA      | $4918.75      | 0.01%             | 2030-09-20      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4% 07/31/2032                                                                               | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    611000 | PA      | $619329.65    | 1.19%             | 2032-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                                             | US LBM TERM B 1LN 06/06/2031                                                                          | CUSIP: 50179JAK4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |      6997 | PA      | $6911.05      | 0.01%             | 2031-06-06      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| EW SCRIPPS CO                                                                   | EW SCRIPPS CO 9.875% 08/15/2030 144A                                                                  | CUSIP: 811054AH8<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5038.80      | 0.01%             | 2030-08-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                    | CHS/CMNTY HEALTH SYSTEMS INC 9.75% 01/15/2034 144A                                                    | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5317.40      | 0.01%             | 2034-01-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                            | ONEMAIN FINANCE CORP 6.125% 05/15/2030                                                                | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10160.79     | 0.02%             | 2030-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                                             | LBM ACQUISITION LLC 9.5% 06/15/2031 144A                                                              | CUSIP: 52109SAB5<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10307.20     | 0.02%             | 2031-06-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.75% 08/15/2055                                                          | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    565000 | PA      | $572062.50    | 1.10%             | 2055-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.25% 08/15/2035                                                                            | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    785000 | PA      | $800209.38    | 1.54%             | 2035-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 01/01/2056 #TBA                                                                            | CUSIP: 21H050615<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    200000 | PA      | $199562.50    | 0.38%             | 2056-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.5% 01/01/2056 #TBA                                                                          | CUSIP: 21H052611<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    100000 | PA      | $100925.78    | 0.19%             | 2056-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 6% 01/01/2056 #TBA                                                                            | CUSIP: 21H060614<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |   -100000 | PA      | $-101933.59   | -0.20%            | 2056-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 6% 01/01/2056 #TBA                                                                            | CUSIP: 21H060614<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    300000 | PA      | $305800.77    | 0.59%             | 2056-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 2.5% 01/01/2056 #TBA                                                                        | CUSIP: 01F022618<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    550000 | PA      | $468230.46    | 0.90%             | 2056-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 3.5% 01/01/2056 #TBA                                                                        | CUSIP: 01F032617<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    300000 | PA      | $277429.68    | 0.53%             | 2056-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 6% 01/01/2056 #TBA                                                                          | CUSIP: 01F060618<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     25000 | PA      | $25594.73     | 0.05%             | 2056-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                           | LEVEL 3 FINANCING INC 7% 03/31/2034 144A                                                              | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15363.60     | 0.03%             | 2034-03-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 08/01/2055#RJ4642                                                                        | CUSIP: 3142GVEQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     49295 | PA      | $51405.76     | 0.10%             | 2055-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                        | MSCI INC 5.25% 09/01/2035                                                                             | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25279.51     | 0.05%             | 2035-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 03/01/2052#FS3863                                                                        | CUSIP: 3140XKJH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21516 | PA      | $17890.86     | 0.03%             | 2052-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 03/01/2052#FS9368                                                                        | CUSIP: 3140XRMS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22864 | PA      | $18968.77     | 0.04%             | 2052-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                            | VERISK ANALYTICS INC 4.5% 08/15/2030                                                                  | CUSIP: 92345YAM8<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10081.00     | 0.02%             | 2030-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                            | VERISK ANALYTICS INC 5.125% 02/15/2036                                                                | CUSIP: 92345YAN6<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23329.48     | 0.04%             | 2036-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC                                                 | PENNYMAC FINANCIAL SERVICES INC 6.75% 02/15/2034 144A                                                 | CUSIP: 70932MAH0<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5152.14      | 0.01%             | 2034-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                                        | SNAP INC 6.875% 03/15/2034 144A                                                                       | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5111.01      | 0.01%             | 2034-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                                       | BALL CORP 5.5% 09/15/2033                                                                             | CUSIP: 058498BA3<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5094.15      | 0.01%             | 2033-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| QUIDELORTHO CORP                                                                | QUIDELORTHO TERM B 1LN 08/23/2032                                                                     | CUSIP: 74840YAH7<br>LEI: 549300YU8CMO9HF53113 | Long             | LON              | CORP              | US        |      5000 | PA      | $4973.45      | 0.01%             | 2032-08-23      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| SAKS GLOBAL ENTERPRISES LLC                                                     | SAKS GLOBAL ENTERPRISES LLC 11% 12/15/2029 144A                                                       | CUSIP: 79380MAB1<br>LEI: 5493007HQSJGRH78Q684 | Long             | DBT              | CORP              | US        |     10152 | PA      | $3517.70      | 0.01%             | 2029-12-15      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 5% 09/15/2032                                                                         | CUSIP: 126650EJ5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12296.89     | 0.02%             | 2032-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                   | TRANSDIGM INC 6.25% 01/31/2034 144A                                                                   | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5184.20      | 0.01%             | 2034-01-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                   | TRANSDIGM INC 6.75% 01/31/2034 144A                                                                   | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5224.20      | 0.01%             | 2034-01-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                       | BLOCK INC 5.625% 08/15/2030 144A                                                                      | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5094.67      | 0.01%             | 2030-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                       | BLOCK INC 6% 08/15/2033 144A                                                                          | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5138.78      | 0.01%             | 2033-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CONNECT HOLDING II LLC                                                          | CONNECT HOLDING II LLC 10.5% 04/03/2031 144A                                                          | CUSIP: 20753PAD3<br>LEI: 254900LCX7S2QHYUOI31 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4739.43      | 0.01%             | 2031-04-03      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.7% 12/01/2055       | CUSIP: 161175CT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $97452.69     | 0.19%             | 2055-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 6% 02/01/2056 #TBA                                                                            | CUSIP: 21H060622<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    200000 | PA      | $203726.56    | 0.39%             | 2056-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                                         | KODIAK GAS SERVICES LLC 6.75% 10/01/2035 144A                                                         | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5137.43      | 0.01%             | 2035-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                        | FORD MOTOR CREDIT CO LLC 5.73% 09/05/2030                                                             | CUSIP: 345397H48<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4070.84      | 0.01%             | 2030-09-05      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                                         | KODIAK GAS SERVICES LLC 6.5% 10/01/2033 144A                                                          | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10200.54     | 0.02%             | 2033-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP                    | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 6.75% 03/15/2034 144A                    | CUSIP: 87470LAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5005.91      | 0.01%             | 2034-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                            | ONEMAIN FINANCE CORP 6.5% 03/15/2033                                                                  | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5024.20      | 0.01%             | 2033-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP / CLARIOS US FINANCE CO                                       | CLARIOS GLOBAL LP / CLARIOS US FINANCE CO 6.75% 09/15/2032 144A                                       | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5142.88      | 0.01%             | 2032-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                       | SUNOCO LP 5.625% 03/15/2031 144A                                                                      | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5028.45      | 0.01%             | 2031-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                       | SUNOCO LP 5.875% 03/15/2034 144A                                                                      | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5032.21      | 0.01%             | 2034-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                           | UBER TECHNOLOGIES INC 4.15% 01/15/2031                                                                | CUSIP: 90353TAT7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20908.00     | 0.04%             | 2031-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                           | UBER TECHNOLOGIES INC 4.8% 09/15/2035                                                                 | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15992.74     | 0.03%             | 2035-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NCL CORP LTD                                                                    | NCL CORP LTD 5.875% 01/15/2031 144A                                                                   | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     10000 | PA      | $9868.48      | 0.02%             | 2031-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NCL CORP LTD                                                                    | NCL CORP LTD 6.25% 09/15/2033 144A                                                                    | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     10000 | PA      | $9880.28      | 0.02%             | 2033-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP                    | ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FIN CORP 5.75% 10/15/2033 144A                        | CUSIP: 03690AAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10049.44     | 0.02%             | 2033-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LIGHT and WONDER INTERNATIONAL INC                                              | LIGHT and WONDER INTERNATIONAL INC 6.25% 10/01/2033 144A                                              | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15092.18     | 0.03%             | 2033-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                                                   | TOPBUILD CORP 5.625% 01/31/2034 144A                                                                  | CUSIP: 89055FAD5<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20273.03     | 0.04%             | 2034-01-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE and MANUFACTURING INC                                             | AMERICAN AXLE and MFG INC 6.375% 10/15/2032 144A                                                      | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5030.67      | 0.01%             | 2032-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE and MANUFACTURING INC                                             | AMERICAN AXLE and MFG INC 7.75% 10/15/2033 144A                                                       | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5049.72      | 0.01%             | 2033-10-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FORVIA                                                                          | FORVIA 6.75% 09/15/2033 144A                                                                          | CUSIP: 31209DAC9<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |     15000 | PA      | $15270.33     | 0.03%             | 2033-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| RWE FINANCE US LLC                                                              | RWE FINANCE US LLC 5.125% 09/18/2035 144A                                                             | CUSIP: 749983AC6<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149222.00    | 0.29%             | 2035-09-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WEBER-STEPHEN PRODUCTS LLC                                                      | WEBER BLACKSTONE TERM B 1LN 10/1/2032                                                                 | CUSIP: 94767KAR2<br>LEI: 549300XU8TJBBGLK8V26 | Long             | LON              | CORP              | US        |     15000 | PA      | $14974.95     | 0.03%             | 2032-10-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE and MANUFACTURING INC                                             | AMERICAN AXLE and MANUFACTURING TERM C 1LN 2/24/2032                                                  | CUSIP: 02406MBB2<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | LON              | CORP              | US        |      5000 | PA      | $5000.00      | 0.01%             | 2032-02-24      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.875% 09/30/2032                                                                           | CUSIP: 91282CNZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    412000 | PA      | $414253.13    | 0.80%             | 2032-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 4.2% 10/15/2030                                                                          | CUSIP: 11135FCW9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     62000 | PA      | $62223.07     | 0.12%             | 2030-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                               | DELL INTL/EMC CORP 4.15% 02/15/2029                                                                   | CUSIP: 24703DBR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     26000 | PA      | $25964.74     | 0.05%             | 2029-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                       | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 4.375% 11/15/2030                           | CUSIP: 00774MBR5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $149795.47    | 0.29%             | 2030-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                               | DELL INTL/EMC CORP 4.5% 02/15/2031                                                                    | CUSIP: 24703DBS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     43000 | PA      | $43003.87     | 0.08%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                               | DELL INTL/EMC CORP 4.75% 10/06/2032                                                                   | CUSIP: 24703DBT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     29000 | PA      | $29077.47     | 0.06%             | 2032-10-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                               | DELL INTL/EMC CORP 5.1% 02/15/2036                                                                    | CUSIP: 24703DBU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $49932.72     | 0.10%             | 2036-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SCIENCE APPLICATIONS INTERNATIONAL CORP                                         | SCIENCE APPLICATIONS INTERNATIONAL CORP 5.875% 11/01/2033 144A                                        | CUSIP: 808625AB3<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19922.64     | 0.04%             | 2033-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLAR LNG LTD                                                                   | GOLAR LNG LTD 7.5% 10/02/2030 144A                                                                    | CUSIP: 38046YAE1<br>LEI: 213800C2VSFZG3EZLO34 | Long             | DBT              | CORP              | BM        |     10000 | PA      | $9721.90      | 0.02%             | 2030-10-02      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                     | STARWOOD PPTY TR INC 5.25% 10/15/2028 144A                                                            | CUSIP: 85571BBF1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10068.35     | 0.02%             | 2028-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES LLC                                                         | UNITI GROUP TERM B 1LN 10/6/2032                                                                      | CUSIP: 97381JAK9<br>LEI: 549300L3SXBFJVGRCF66 | Long             | LON              | CORP              | US        |     10000 | PA      | $9943.80      | 0.02%             | 2032-10-06      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| GILDAN ACTIVEWEAR INC                                                           | GILDAN ACTIVEWEAR INC 4.7% 10/07/2030 144A                                                            | CUSIP: 375916AF0<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |      4000 | PA      | $3989.81      | 0.01%             | 2030-10-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES LP                                                      | COPT DEFENSE PROPERTIES LP 4.5% 10/15/2030                                                            | CUSIP: 12713UAA4<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3983.77      | 0.01%             | 2030-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES LLC                                                         | WINDSTREAM SERVICES LLC 7.5% 10/15/2033 144A                                                          | CUSIP: 97382BAB5<br>LEI: 549300L3SXBFJVGRCF66 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10176.81     | 0.02%             | 2033-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                  | NRG ENERGY INC 5.75% 01/15/2034 144A                                                                  | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15120.26     | 0.03%             | 2034-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                  | NRG ENERGY INC 6% 01/15/2036 144A                                                                     | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15233.88     | 0.03%             | 2036-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EF HOLDCO / EF CAYMAN HOLD / ELLINGTON FIN REIT CAYMAN/TRS / EF CAYMAN NON-MTM  | EF HOLDCO / EF CAYMAN HOLD / ELLINGTON FIN REIT CAYMAN/TRS / EF CAYMAN NON-MTM 7.375% 09/30/2030 144A | CUSIP: 31574BAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5051.13      | 0.01%             | 2030-09-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                     | STARWOOD PPTY TR INC 5.75% 01/15/2031 144A                                                            | CUSIP: 85571BBG9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5081.74      | 0.01%             | 2031-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC/DE                                                                | WOLFSPEED INC/DE PIK VAR 06/15/2031                                                                   | CUSIP: 977852AS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2129 | PA      | $1724.49      | 0.00%             | 2031-06-15      | Variable      | 0.12%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC/DE                                                                | WOLFSPEED INC/DE CONV 2.5% 06/15/2031                                                                 | CUSIP: 977852AP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1000 | PA      | $1694.38      | 0.00%             | 2031-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC/DE                                                                | WOLFSPEED INC/DE PIK VAR 06/23/2030 144A                                                              | CUSIP: 977852AK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1397 | PA      | $1529.72      | 0.00%             | 2030-06-23      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| GRUBHUB HOLDINGS INC                                                            | GRUBHUB HOLDINGS INC PIK 13% 07/31/2030 144A                                                          | CUSIP: 40010PAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2690 | PA      | $2281.94      | 0.00%             | 2030-07-31      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| ADT SECURITY CORP/THE                                                           | ADT SECURITY CORP/THE 5.875% 10/15/2033 144A                                                          | CUSIP: 00109LAB9<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15224.33     | 0.03%             | 2033-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                | ALTICE FRANCE SA 6.5% 04/15/2032 144A                                                                 | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     27723 | PA      | $26972.52     | 0.05%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                | ALTICE FRANCE SA 6.875% 10/15/2030 144A                                                               | CUSIP: 02090DAB4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      3850 | PA      | $3793.55      | 0.01%             | 2030-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                | ALTICE FRANCE SA 6.875% 07/15/2032 144A                                                               | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |       770 | PA      | $750.53       | 0.00%             | 2032-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE LUX 3 / ALTICE HOLDINGS 1                                         | ALTICE FRANCE LUX 3 / ALTICE HOLDINGS 1 10% 01/15/2033 144A                                           | CUSIP: 020956AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      2400 | PA      | $2286.26      | 0.00%             | 2033-01-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC/DE                                                                | WOLFSPEED INC/DE CONV 2.5% 06/15/2031 144A                                                            | CUSIP: 977852AQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1000 | PA      | $1694.38      | 0.00%             | 2031-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MODIVCARE INC                                                                   | MODIVCARE TERM DD 1LN 02/22/2026                                                                      | CUSIP: 60783LAJ9<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | LON              | CORP              | US        |       568 | PA      | $550.89       | 0.00%             | 2026-02-22      | Variable      | 0.11%                 | No            |                  3 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                                        | LUXCO 3                                                                                               | CUSIP: N/A<br>LEI: 5299000JVHXKJPOE6H40       | Long             | EC               | CORP              | LU        |       337 | NS      | $5103.05      | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                                        | ALTICE FRANCE HOLDING SA CVR                                                                          | CUSIP: N/A<br>LEI: 5299000JVHXKJPOE6H40       | Long             | EC               | CORP              | LU        |        10 | NS      | $115.22       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| DAWN BIDCO LLC                                                                  | DAWN BIDCO TERM B 1LN 10/07/2032                                                                      | CUSIP: 23923YAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      5000 | PA      | $4984.65      | 0.01%             | 2032-10-07      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                | SFR TERM B13 1LN 05/14/2029                                                                           | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | LON              | CORP              | FR        |       768 | PA      | $763.34       | 0.00%             | 2029-05-14      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                | SFR TERM B14 1LN 5/31/2031                                                                            | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | LON              | CORP              | FR        |      6913 | PA      | $6927.64      | 0.01%             | 2031-05-31      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                         | TALEN ENERGY SUPPLY LLC 6.5% 02/01/2036 144A                                                          | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5169.43      | 0.01%             | 2036-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 08/01/2054#DB4448                                                                      | CUSIP: 3140AD5J6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    233659 | PA      | $237573.33    | 0.46%             | 2054-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 05/01/2055#QY3801                                                                      | CUSIP: 31426NGK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     49434 | PA      | $50229.70     | 0.10%             | 2055-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 09/01/2055#DD9916                                                                      | CUSIP: 3140BBAS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    124842 | PA      | $126465.50    | 0.24%             | 2055-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                                                                | WULF COMPUTE LLC 7.75% 10/15/2030 144A                                                                | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $11373.13     | 0.02%             | 2030-10-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 4.255%/VAR 10/22/2031                                                           | CUSIP: 46647PFD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150175.55    | 0.29%             | 2031-10-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 4.356%/VAR 10/22/2031                                                                  | CUSIP: 61748UAM4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300323.24    | 0.58%             | 2031-10-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC          | ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 5.75% 03/31/2034 144A          | CUSIP: 01309QAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5040.32      | 0.01%             | 2034-03-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC          | ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 5.5% 03/31/2031 144A           | CUSIP: 01309QAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5068.33      | 0.01%             | 2031-03-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                        | GENERAL MTRS FINL CO INC 4.2% 10/27/2028                                                              | CUSIP: 37045XFL5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     52000 | PA      | $52031.29     | 0.10%             | 2028-10-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VOLCAN CIA MINERA SAA                                                           | VOLCAN CIA MINERA SAA 8.5% 10/28/2032 144A                                                            | CUSIP: 92863UAD8<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |      5000 | PA      | $5071.00      | 0.01%             | 2032-10-28      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.75% 10/31/2032                                                                            | CUSIP: 91282CPF2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1070000 | PA      | $1067492.19   | 2.06%             | 2032-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.625% 10/31/2030                                                                           | CUSIP: 91282CPD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    940000 | PA      | $940807.82    | 1.81%             | 2030-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WHITE CAP SUPPLY HOLDINGS LLC                                                   | WHITE CAP SUPPLY HOLDINGS LLC 7.375% 11/15/2030 144A                                                  | CUSIP: 96467GAC2<br>LEI: 254900L2N0T6GULCL366 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2039.83      | 0.00%             | 2030-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TERAWULF INC                                                                    | TERAWULF INC CONV 0% 05/01/2032 144A                                                                  | CUSIP: 88080TAE4<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4063.34      | 0.01%             | 2032-05-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                        | MSCI INC 5.15% 03/15/2036                                                                             | CUSIP: 55354GAS9<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13982.93     | 0.03%             | 2036-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CANO HEALTH LLC                                                                 | CANO HEALTH TERM Initial Exchange Term Loans 1LN 06/28/2029                                           | CUSIP: 13781HAS9<br>LEI: 254900OGI2T8V1NXN639 | Long             | LON              | CORP              | US        |      1769 | PA      | $1380.11      | 0.00%             | 2029-06-28      | Variable      | 0.14%                 | No            |                  3 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                            | NEPTUNE BIDCO US INC 10.375% 05/15/2031 144A                                                          | CUSIP: 640695AC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10110.37     | 0.02%             | 2031-05-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                           | TENET HEALTHCARE CORP 5.5% 11/15/2032 144A                                                            | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30475.38     | 0.06%             | 2032-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                           | TENET HEALTHCARE CORP 6% 11/15/2033 144A                                                              | CUSIP: 88033GDV9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5162.64      | 0.01%             | 2033-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMMUNITIES INC                                                 | TAYLOR MORRISON COMMUNITIES INC 5.75% 11/15/2032 144A                                                 | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5153.61      | 0.01%             | 2032-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OCP AEGIS CLO 2025-47 LTD                                                       | OCP AEGIS CLO 2025-47 LTD A1 TSFR3M+111 01/21/2038 144A                                               | CUSIP: 67122UAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250000.00    | 0.48%             | 2038-01-21      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CIPHER COMPUTE LLC                                                              | CIPHER COMPUTE LLC 7.125% 11/15/2030 144A                                                             | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10159.40     | 0.02%             | 2030-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                                     | WAYFAIR LLC 6.75% 11/15/2032 144A                                                                     | CUSIP: 94419NAC1<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5101.77      | 0.01%             | 2032-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.625% 11/15/2055                                                         | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    110000 | PA      | $109209.38    | 0.21%             | 2055-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                                      | MATTEL INC 5% 11/17/2030                                                                              | CUSIP: 577081BG6<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39350.18     | 0.08%             | 2030-11-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                                        | ALLISON TRANSMISSION INC 5.875% 12/01/2033 144A                                                       | CUSIP: 019736AH0<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5045.55      | 0.01%             | 2033-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARPENTER TECHNOLOGY CORP                                                       | CARPENTER TECHNOLOGY CORP 5.625% 03/01/2034 144A                                                      | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5081.76      | 0.01%             | 2034-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| APLD COMPUTECO LLC                                                              | APLD COMPUTECO LLC 9.25% 12/15/2030 144A                                                              | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17000 | PA      | $16383.74     | 0.03%             | 2030-12-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                                            | COMMERCIAL METALS CO 5.75% 11/15/2033 144A                                                            | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4090.52      | 0.01%             | 2033-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                                            | COMMERCIAL METALS CO 6% 12/15/2035 144A                                                               | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4074.69      | 0.01%             | 2035-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING PARTNERS LP                                            | NEXTERA ENERGY OPERATING PARTNERS LP 7.75% 04/15/2034 144A                                            | CUSIP: 98379YAA0<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5083.56      | 0.01%             | 2034-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ACUSHNET CO                                                                     | ACUSHNET CO 5.625% 12/01/2033 144A                                                                    | CUSIP: 005095AB0<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3023.31      | 0.01%             | 2033-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC                                       | HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC 8%/VAR 06/01/2056                                           | CUSIP: 41068XAG5<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7132.49      | 0.01%             | 2056-06-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                           | MOLINA HEALTHCARE INC 6.5% 02/15/2031 144A                                                            | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5107.57      | 0.01%             | 2031-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DHL GROUP                                                                       | DHL GROUP 3.75% 11/25/2037 REGS                                                                       | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | DBT              | CORP              | DE        |     20000 | PA      | $23280.23     | 0.04%             | 2037-11-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CROSSCOUNTRY INTERMEDIATE HOLDCO LLC                                            | CROSSCOUNTRY INTERMEDIATE HOLDCO LLC 6.75% 12/01/2032 144A                                            | CUSIP: 22757VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5055.76      | 0.01%             | 2032-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                                              | RGA GLOBAL FUNDING 4.6% 11/25/2030 144A                                                               | CUSIP: 76209PAK9<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    180000 | PA      | $180381.83    | 0.35%             | 2030-11-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC       | ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC 6.25% 01/30/2031 144A       | CUSIP: 03969YAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20347.56     | 0.04%             | 2031-01-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DBR LAND HOLDINGS LLC                                                           | DBR LAND HOLDINGS LLC 6.25% 12/01/2030 144A                                                           | CUSIP: 24024BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5064.05      | 0.01%             | 2030-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AMER INC                                                   | UNITED RENTALS NORTH AMER INC 5.375% 11/15/2033 144A                                                  | CUSIP: 911365BS2<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10022.97     | 0.02%             | 2033-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-12-30

**Name of Applicant:** Laura M. Del Prato

**Signature:** Laura M. Del Prato

**Name of Signer:** Laura M. Del Prato

**Title:** President and Treasurer