# EDGAR Filing Document

**Accession Number:** 0000812303
**File Stem:** 0001193125-25-293298
**Filing Date:** 2025-11
**Character Count:** 1451551
**Document Hash:** 5c45fe9be061f597099ddae63f5cef5b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-293298.hdr.sgml**: 20251124

**ACCESSION NUMBER**: 0001193125-25-293298

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 3

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251124

**DATE AS OF CHANGE**: 20251124

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** CAPITAL WORLD BOND FUND
- **CENTRAL INDEX KEY:** 0000812303

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05104
- **FILM NUMBER:** 251511482

**BUSINESS ADDRESS:**
- **STREET 1:** 333 S HOPE ST - 55TH FL
- **CITY:** LOS ANGELES
- **STATE:** CA
- **ZIP:** 90071
- **BUSINESS PHONE:** 213-486-9200

**MAIL ADDRESS:**
- **STREET 1:** 333 S HOPE ST - 55TH FL
- **CITY:** LOS ANGELES
- **STATE:** CA
- **ZIP:** 90071

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** CAPITAL WORLD BOND FUND INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### CAPITAL WORLD BOND FUND (Series ID: S000009240)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000025175 | Class A       | CWBFX           |
| C000025176 | Class R-1     | RCWAX           |
| C000025177 | Class R-2     | RCWBX           |
| C000025178 | Class R-3     | RCWCX           |
| C000025179 | Class R-4     | RCWEX           |
| C000025180 | Class R-5     | RCWFX           |
| C000025182 | Class C       | CWBCX           |
| C000025183 | Class F-1     | WBFFX           |
| C000025184 | Class 529-A   | CCWAX           |
| C000025186 | Class 529-C   | CCWCX           |
| C000025187 | Class 529-E   | CCWEX           |
| C000025188 | Class 529-F-1 | CCWFX           |
| C000068532 | Class F-2     | BFWFX           |
| C000077921 | Class R-6     | RCWGX           |
| C000148402 | Class R-2E    | RCEBX           |
| C000164817 | Class R-5E    | RCWHX           |
| C000180005 | Class F-3     | WFBFX           |
| C000189438 | Class 529-T   | TWCBX           |
| C000189439 | Class T       | TWCWX           |
| C000224631 | Class 529-F-2 | FCWBX           |
| C000224632 | Class 529-F-3 | FWBCX           |

## Nport-Ex

![](img61f262fc1.jpg)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

**Capital World Bond Fund**<sup>®</sup>

Investment portfolio

September 30, 2025

**unaudited**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments 89.60%<br> **Euros 18.46%**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Agence Francaise de Developpement 2.75% 9/30/2030  | EUR3,000 | $3494 |
| AIA Group, Ltd. 0.88% 9/9/2033 (5-year EUR Mid-Swap + 1.10% on 9/9/2028) <sup>(a)</sup>  | 17960 | 19850 |
| AIB Group PLC 2.875% 5/30/2031 (5-year EUR Mid-Swap + 3.30% on 5/30/2026) <sup>(a)</sup>  | 2300 | 2704 |
| Albania (Republic of) 4.75% 2/14/2035  | 14200 | 16836 |
| Alpha Bank SA 6.875% 6/27/2029 (1-year EUR-ICE Swap EURIBOR + 3.793% on 6/27/2028) <sup>(a)</sup>  | 2005 | 2605 |
| Alpha Bank SA 5.00% 5/12/2030 (1-year EUR-ICE Swap EURIBOR + 2.432% on 5/12/2029) <sup>(a)</sup>  | 1480 | 1856 |
| Altria Group, Inc. 2.20% 6/15/2027  | 4275 | 4997 |
| American Medical Systems Europe BV 1.375% 3/8/2028  | 940 | 1075 |
| American Medical Systems Europe BV 3.25% 3/8/2034  | 3020 | 3509 |
| American Tower Corp. 0.45% 1/15/2027  | 125 | 143 |
| Amprion Gmbh 3.971% 9/22/2032  | 2600 | 3171 |
| Amprion Gmbh 4.125% 9/7/2034  | 8000 | 9762 |
| Amprion Gmbh 3.875% 6/5/2036  | 6100 | 7221 |
| Anheuser-Busch InBev SA/NV 1.125% 7/1/2027  | 675 | 777 |
| Anheuser-Busch InBev SA/NV 2.875% 4/2/2032  | 1561 | 1805 |
| AT&T, Inc. 2.05% 5/19/2032  | 6250 | 6810 |
| AT&T, Inc. 3.60% 6/1/2033  | 2350 | 2787 |
| AT&T, Inc. 4.30% 11/18/2034  | 1450 | 1791 |
| AT&T, Inc. 3.15% 9/4/2036  | 965 | 1070 |
| AT&T, Inc. 2.60% 5/19/2038  | 685 | 696 |
| Austria (Republic of) 3.45% 10/20/2030  | 630 | 772 |
| Austria (Republic of) 0% 2/20/2031  | 12975 | 13288 |
| Austria (Republic of) 0.90% 2/20/2032  | 1238 | 1303 |
| Austria (Republic of) 2.90% 2/20/2034  | 670 | 787 |
| Austria (Republic of) 0.75% 3/20/2051  | 80 | 50 |
| Austria (Republic of) 3.80% 1/26/2062  | 120 | 143 |
| Austria (Republic of) 0.70% 4/20/2071  | 200 | 84 |
| Austria (Republic of) 1.50% 11/2/2086  | 30 | 17 |
| Austria (Republic of) 2.10% 9/20/2117  | 50 | 35 |
| Austria (Republic of) 0.85% 6/30/2120  | 50 | 18 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Banco de Credito Social Cooperativo SA 4.125% 9/3/2030 (1-year EUR-ICE Swap EURIBOR + 1.70% on <br> 9/3/2029) <sup>(a)</sup>  | 6800 | 8256 |
| Banco de Sabadell SA 5.25% 2/7/2029 (1-year EUR Mid-Swap + 2.40% on 2/7/2028) <sup>(a)</sup>  | 11800 | 14663 |
| Banco de Sabadell SA 5.50% 9/8/2029 (1-year EUR-ICE Swap EURIBOR + 2.40% on 9/8/2028) <sup>(a)</sup>  | 5000 | 6318 |
| Banco de Sabadell SA 5.125% 6/27/2034 (5-year EUR Mid-Swap + 2.40% on 6/7/2029) <sup>(a)</sup>  | 7900 | 9831 |
| Bank Gospodarstwa Krajowego 4.25% 9/13/2044  | 1120 | 1282 |
| Bank Nederlandse Gemeenten NV 2.75% 4/5/2029  | 340 | 404 |
| Bank Nederlandse Gemeenten NV 3.00% 4/23/2030  | 410 | 491 |
| Bank of America Corp. 0.58% 8/8/2029 (3-month EUR-EURIBOR + 0.73% on 8/8/2028) <sup>(a)(b)</sup>  | 3140 | 3474 |
| Bank of Ireland Group PLC 1.375% 8/11/2031 (5-year EUR Mid-Swap + 1.65% on 8/11/2026) <sup>(a)</sup>  | 4000 | 4654 |
| Banque Federative du Credit Mutuel 3.875% 6/16/2032 (5-year EUR Mid-Swap + 2.20% on 6/16/2027) <sup>(a)</sup>  | 1500 | 1788 |
| Barclays PLC 4.616% 3/26/2037 (5-year EUR Mid-Swap + 2.05% on 3/26/2032) <sup>(a)</sup>  | 8990 | 10948 |
| Belgium (Kingdom of), Series 102, 2.70% 10/22/2029  | 610 | 723 |
| Belgium (Kingdom of), Series 89, 0.10% 6/22/2030  | 585 | 613 |
| Belgium (Kingdom of), Series 105, 2.60% 10/22/2030  | 1970 | 2311 |
| Belgium (Kingdom of), Series 94, 0.35% 6/22/2032  | 465 | 463 |

---

Capital World Bond Fund — Page 1 of 59

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Euros (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Belgium (Kingdom of), Series 97, 3.00% 6/22/2033  | EUR6,180 | $7264 |
| Belgium (Kingdom of), Series 103, 3.10% 6/22/2035  | 1275 | 1478 |
| Belgium (Kingdom of), Series 104, 3.45% 6/22/2042  | 190 | 213 |
| Belgium (Kingdom of), Series 88, 1.70% 6/22/2050  | 19200 | 14286 |
| Belgium (Kingdom of), Series 101, 3.50% 6/22/2055  | 730 | 757 |
| Belgium (Kingdom of), Series 80, 2.15% 6/22/2066  | 70 | 49 |
| Belgium (Kingdom of), Series 93, 0.65% 6/22/2071  | 60 | 21 |
| BlackRock, Inc. 3.75% 7/18/2035  | 1980 | 2386 |
| BNP Paribas SA 2.50% 3/31/2032 (1-year EUR Mid-Swap + 1.60% on 3/31/2027) <sup>(a)</sup>  | 1500 | 1751 |
| BP Capital Markets PLC 1.231% 5/8/2031  | 2200 | 2344 |
| BPCE SA 4.50% 1/13/2033  | 8800 | 10941 |
| BPCE SA 4.875% 2/26/2036 (5-year EUR-ICE Swap EURIBOR + 2.30% on 2/26/2031) <sup>(a)</sup>  | 6500 | 8039 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; British American Tobacco PLC 3.00% junior subordinated perpetual bonds (5-year EUR Mid-Swap + 3.372% on <br> 12/27/2026) <sup>(a)</sup>  | 25840 | 30339 |
| Bulgaria (Republic of) 4.50% 1/27/2033  | 2788 | 3564 |
| Bulgaria (Republic of) 3.50% 5/7/2034  | 3960 | 4686 |
| Bulgaria (Republic of) 3.375% 7/18/2035  | 9325 | 10760 |
| Bulgaria (Republic of) 4.125% 5/7/2038  | 1260 | 1491 |
| Caisse d'Amortissement de la Dette Sociale 0% 2/25/2028  | 2400 | 2670 |
| CaixaBank SA 4.375% 8/8/2036 (5-year EUR-ICE Swap EURIBOR + 1.95% on 8/8/2031) <sup>(a)</sup>  | 11300 | 13705 |
| Coca-Cola Co. 3.375% 8/15/2037  | 1425 | 1651 |
| Comcast Corp. 0% 9/14/2026  | 6650 | 7642 |
| Comcast Corp. 0.25% 5/20/2027  | 6700 | 7597 |
| Comcast Corp. 0.25% 9/14/2029  | 3705 | 3942 |
| Commerzbank AG 4.625% 1/17/2031 (3-month EUR-EURIBOR + 2.10% on 1/17/2030) <sup>(a)</sup>  | 6800 | 8456 |
| Cote d'Ivoire (Republic of) 6.875% 10/17/2040  | 700 | 769 |
| Croatia (Republic of) 3.25% 2/11/2037  | 7080 | 8127 |
| Deutsche Bank AG 1.75% 11/19/2030 (3-month EUR-EURIBOR + 2.05% on 11/19/2029) <sup>(a)</sup>  | 25900 | 28754 |
| Deutsche Telekom AG 3.25% 6/4/2035  | 11572 | 13532 |
| Dow Chemical Co. (The) 1.125% 3/15/2032  | 9000 | 9092 |
| Dow Chemical Co. (The) 1.875% 3/15/2040  | 500 | 427 |
| E.ON SE 1.625% 3/29/2031  | 5260 | 5764 |
| Eaton Capital Unlimited Co. 3.625% 5/9/2035  | 3000 | 3548 |
| Eaton Capital Unlimited Co. 3.802% 5/21/2036  | 3000 | 3569 |
| Electricite de France SA 4.25% 1/25/2032  | 9400 | 11600 |
| Electricite de France SA 4.00% 5/7/2037  | 3100 | 3640 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Electricite de France SA 2.625% junior subordinated perpetual bonds (5-year EUR Mid-Swap + 2.86% on <br> 6/1/2028) <sup>(a)</sup>  | 8600 | 9848 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Electricite de France SA 2.875% junior subordinated perpetual bonds (5-year EUR Mid-Swap + 3.373% on <br> 3/15/2027) <sup>(a)</sup>  | 2600 | 3017 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Electricite de France SA 3.00% junior subordinated perpetual bonds (5-year EUR Mid-Swap + 3.198% on <br> 12/3/2027) <sup>(a)</sup>  | 800 | 926 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Electricite de France SA 7.50% junior subordinated perpetual bonds (5-year EUR Mid-Swap + 4.86% on <br> 12/6/2028) <sup>(a)</sup>  | 600 | 775 |
| Enel Finance International NV 4.00% 2/20/2031  | 3270 | 4015 |
| Engie SA 3.875% 1/6/2031  | 6800 | 8262 |
| Equinix Europe 2 Financing Corp., LLC 3.65% 9/3/2033  | 1580 | 1851 |
| Eurobank Ergasias Services and Holdings SA 10.00% 12/6/2032 (5-year EUR Mid-Swap + 7.588% on 12/6/2027) <br> <sup>(a)</sup>  | 5605 | 7508 |
| Eurobank SA 5.875% 11/28/2029 (1-year EUR Mid-Swap + 2.83% on 11/28/2028) <sup>(a)</sup>  | 1695 | 2163 |
| Eurobank SA 4.00% 9/24/2030 (1-year EUR Mid-Swap + 2.127% on 9/24/2029) <sup>(a)</sup>  | 297 | 360 |
| Eurobank SA 4.875% 4/30/2031 (5-year EUR Mid-Swap + 2.165% on 4/30/2030) <sup>(a)</sup>  | 14468 | 18154 |
| Eurobank SA 4.00% 2/7/2036 (1-year EUR-ICE Swap EURIBOR + 1.70% on 2/7/2035) <sup>(a)</sup>  | 8000 | 9457 |
| European Investment Bank 0% 1/14/2031  | 2020 | 2077 |
| European Investment Bank 0.25% 1/20/2032  | 19400 | 19633 |

---

Capital World Bond Fund — Page 2 of 59

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Euros (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| European Investment Bank 1.50% 6/15/2032  | EUR6,160 | $6709 |
| European Investment Bank 2.875% 1/15/2035  | 2810 | 3281 |
| European Union 0% 11/4/2025  | 350 | 410 |
| European Union 0% 3/4/2026  | 3590 | 4181 |
| European Union 2.875% 12/6/2027  | 3590 | 4277 |
| European Union 0% 6/2/2028  | 19680 | 21804 |
| European Union 2.625% 7/4/2028  | 8820 | 10457 |
| European Union 0% 10/4/2028  | 800 | 878 |
| European Union 2.875% 10/5/2029  | 1110 | 1325 |
| European Union 2.50% 10/14/2030  | 10460 | 12242 |
| European Union 0% 7/4/2031  | 4680 | 4731 |
| European Union 2.75% 12/13/2032  | 4387 | 5123 |
| European Union 0% 7/4/2035  | 1355 | 1185 |
| European Union 3.375% 10/4/2039  | 1205 | 1391 |
| European Union 3.75% 10/12/2045  | 6016 | 6991 |
| European Union 2.625% 2/4/2048  | 400 | 386 |
| European Union 3.375% 10/5/2054  | 3440 | 3608 |
| European Union 4.00% 10/12/2055  | 20055 | 23362 |
| Finland (Republic of) 2.50% 4/15/2030  | 290 | 341 |
| Finland (Republic of) 3.00% 9/15/2034  | 360 | 423 |
| Finland (Republic of) 3.20% 4/15/2045  | 140 | 156 |
| Finland (Republic of) 2.95% 4/15/2055  | 120 | 121 |
| Ford Motor Credit Co., LLC 3.622% 7/27/2028  | 9850 | 11594 |
| Ford Motor Credit Co., LLC 5.125% 2/20/2029  | 640 | 785 |
| Ford Motor Credit Co., LLC 4.445% 2/14/2030  | 1200 | 1438 |
| French Republic O.A.T. 0% 2/25/2027  | 2000 | 2282 |
| French Republic O.A.T. 2.40% 9/24/2028  | 3080 | 3619 |
| French Republic O.A.T. 2.75% 2/25/2029  | 5280 | 6256 |
| French Republic O.A.T. 0% 11/25/2030  | 75900 | 77431 |
| French Republic O.A.T. 0% 11/25/2031  | 1140 | 1120 |
| French Republic O.A.T. 0% 5/25/2032  | 320 | 308 |
| French Republic O.A.T. 2.00% 11/25/2032  | 14305 | 15618 |
| French Republic O.A.T. 3.00% 5/25/2033  | 2845 | 3297 |
| French Republic O.A.T. 1.25% 5/25/2034  | 71360 | 70801 |
| French Republic O.A.T. 3.00% 11/25/2034  | 32700 | 37202 |
| French Republic O.A.T. 3.20% 5/25/2035  | 390 | 448 |
| French Republic O.A.T. 1.25% 5/25/2038  | 490 | 431 |
| French Republic O.A.T. 0.50% 5/25/2040  | 5600 | 4113 |
| French Republic O.A.T. 4.50% 4/25/2041  | 60 | 75 |
| French Republic O.A.T. 2.50% 5/25/2043  | 1360 | 1293 |
| French Republic O.A.T. 0.75% 5/25/2052  | 1360 | 714 |
| French Republic O.A.T. 0.75% 5/25/2053  | 80 | 41 |
| French Republic O.A.T. 3.00% 5/25/2054  | 1000 | 921 |
| French Republic O.A.T. 3.25% 5/25/2055  | 410 | 395 |
| French Republic O.A.T. 3.75% 5/25/2056  | 4010 | 4216 |
| French Republic O.A.T. 1.75% 5/25/2066  | 150 | 90 |
| French Republic O.A.T. 0.50% 5/25/2072  | 120 | 36 |
| General Motors Financial Co., Inc. 4.00% 7/10/2030 <sup>(b)</sup>  | 2200 | 2660 |
| Germany (Federal Republic of) 0% 10/9/2026  | 1500 | 1727 |
| Germany (Federal Republic of) 0% 4/16/2027  | 5 | 6 |
| Germany (Federal Republic of) 2.20% 4/13/2028  | 8141 | 9599 |
| Germany (Federal Republic of) 2.10% 11/15/2029  | 17701 | 20690 |
| Germany (Federal Republic of) 0% 2/15/2030  | 124120 | 132394 |
| Germany (Federal Republic of) 0% 8/15/2031  | 900 | 922 |
| Germany (Federal Republic of) 0% 2/15/2032  | 390 | 394 |

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Capital World Bond Fund — Page 3 of 59

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**unaudited**

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Euros (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Germany (Federal Republic of) 1.70% 8/15/2032  | EUR31,265 | $35000 |
| Germany (Federal Republic of) 2.30% 2/15/2033  | 2000 | 2316 |
| Germany (Federal Republic of) 2.20% 2/15/2034  | 5000 | 5698 |
| Germany (Federal Republic of) 2.50% 2/15/2035  | 93710 | 108515 |
| Germany (Federal Republic of) 0% 5/15/2036  | 830 | 727 |
| Germany (Federal Republic of) 1.00% 5/15/2038  | 730 | 684 |
| Germany (Federal Republic of) 2.60% 5/15/2041  | 930 | 1028 |
| Germany (Federal Republic of) 3.25% 7/4/2042  | 320 | 383 |
| Germany (Federal Republic of) 2.50% 7/4/2044  | 840 | 897 |
| Germany (Federal Republic of) 0% 8/15/2050  | 25740 | 13672 |
| Germany (Federal Republic of) 1.80% 8/15/2053  | 710 | 614 |
| Germany (Federal Republic of) 2.50% 8/15/2054  | 20 | 20 |
| Greece (Hellenic Republic of) 3.875% 6/15/2028  | 9760 | 11937 |
| Greece (Hellenic Republic of) 1.50% 6/18/2030  | 4320 | 4821 |
| Greece (Hellenic Republic of) 0.75% 6/18/2031  | 9150 | 9586 |
| Greece (Hellenic Republic of) 4.25% 6/15/2033  | 190 | 240 |
| Greece (Hellenic Republic of) 3.625% 6/15/2035  | 22240 | 26634 |
| Greece (Hellenic Republic of) 4.375% 7/18/2038  | 1250 | 1576 |
| Greece (Hellenic Republic of) 4.125% 6/15/2054  | 5540 | 6354 |
| Heathrow Funding, Ltd. 4.50% 7/11/2035  | 1400 | 1742 |
| Heineken NV 4.125% 3/23/2035  | 970 | 1194 |
| Honeywell International, Inc. 0.75% 3/10/2032  | 1990 | 2011 |
| Hungary (Republic of) 5.375% 9/12/2033  | 600 | 766 |
| Hungary (Republic of) 4.875% 3/22/2040  | 1465 | 1729 |
| ING Groep NV 5.25% 11/14/2033 (3-month EUR-EURIBOR + 2.15% on 11/14/2032) <sup>(a)</sup>  | 6100 | 7994 |
| Intesa Sanpaolo SpA 5.625% 3/8/2033  | 3000 | 4007 |
| Ireland (Republic of) 0.20% 5/15/2027  | 30 | 34 |
| Ireland (Republic of) 2.60% 10/18/2034  | 3840 | 4386 |
| Ireland (Republic of) 3.00% 10/18/2043  | 6740 | 7459 |
| Ireland (Republic of) 1.50% 5/15/2050  | 795 | 623 |
| Ireland (Republic of) 3.15% 10/18/2055  | 290 | 308 |
| Italy (Republic of) 0.25% 3/15/2028  | 6660 | 7451 |
| Italy (Republic of) 2.65% 6/15/2028  | 1140 | 1349 |
| Italy (Republic of) 2.80% 12/1/2028  | 28044 | 33388 |
| Italy (Republic of) 3.35% 7/1/2029  | 3080 | 3719 |
| Italy (Republic of) 2.95% 7/1/2030  | 620 | 735 |
| Italy (Republic of) 2.70% 10/1/2030  | 10495 | 12267 |
| Italy (Republic of) 3.50% 2/15/2031  | 650 | 787 |
| Italy (Republic of) 3.45% 7/15/2031  | 780 | 941 |
| Italy (Republic of) 3.15% 11/15/2031  | 130 | 154 |
| Italy (Republic of) 3.25% 11/15/2032  | 22010 | 25987 |
| Italy (Republic of) 2.50% 12/1/2032  | 90 | 102 |
| Italy (Republic of) 4.20% 3/1/2034  | 10813 | 13524 |
| Italy (Republic of) 3.65% 8/1/2035  | 20430 | 24290 |
| Italy (Republic of) 3.60% 10/1/2035  | 320 | 378 |
| Italy (Republic of) 1.45% 3/1/2036  | 4060 | 3904 |
| Italy (Republic of) 3.85% 10/1/2040  | 15030 | 17443 |
| Italy (Republic of) 4.45% 9/1/2043  | 2040 | 2503 |
| Italy (Republic of) 4.10% 4/30/2046  | 980 | 1146 |
| Italy (Republic of) 4.30% 10/1/2054  | 28540 | 32923 |
| Italy (Republic of) 4.65% 10/1/2055  | 390 | 473 |
| Italy (Republic of) 2.80% 3/1/2067  | 90 | 74 |
| Italy (Republic of) 2.15% 3/1/2072  | 60 | 41 |
| Johnson & Johnson 3.35% 2/26/2037  | 2550 | 2969 |
| Johnson Controls International PLC 3.125% 12/11/2033  | 2000 | 2291 |

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Capital World Bond Fund — Page 4 of 59

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**unaudited**

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Euros (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Lithuania (Republic of) 3.50% 7/3/2031  | EUR4,910 | $5930 |
| Lithuania (Republic of) 4.25% 9/10/2045  | 3325 | 3896 |
| Lloyds Banking Group PLC 3.875% 5/14/2032 (1-year EUR-ICE Swap EURIBOR + 1.18% on 5/14/2031) <sup>(a)</sup>  | 438 | 529 |
| Luxembourg (Grand Duchy of) 0% 9/14/2032  | 271 | 265 |
| Magyar Export-Import Bank 6.00% 5/16/2029  | 3130 | 3979 |
| McDonalds Corp. 4.00% 3/7/2030 <sup>(b)</sup>  | 1100 | 1353 |
| Medtronic Global Holdings SCA 1.00% 7/2/2031  | 7720 | 8101 |
| Morocco (Kingdom of) 4.75% 4/2/2035  | 900 | 1092 |
| MPT Operating Partnership, LP 0.993% 10/15/2026  | 225 | 253 |
| Nasdaq, Inc. 4.50% 2/15/2032  | 2730 | 3436 |
| NatWest Group PLC 0.78% 2/26/2030 (3-month EUR-EURIBOR + 0.949% on 2/26/2029) <sup>(a)</sup>  | 8365 | 9142 |
| NatWest Group PLC 1.043% 9/14/2032 (5-year EUR Mid-Swap + 1.27% on 9/14/2027) <sup>(a)</sup>  | 1190 | 1352 |
| Netherlands (Kingdom of the) 2.50% 7/15/2035  | 680 | 774 |
| Netherlands (Kingdom of the) 3.75% 1/15/2042  | 150 | 188 |
| Netherlands (Kingdom of the) 3.25% 1/15/2044  | 240 | 281 |
| Netherlands (Kingdom of the) 2.75% 1/15/2047  | 180 | 193 |
| Netherlands (Kingdom of the) 2.00% 1/15/2054  | 260 | 228 |
| Ontario (Province of) 3.25% 7/3/2035  | 3990 | 4675 |
| Orange 2.00% 1/15/2029  | 400 | 461 |
| Orange 3.875% 9/11/2035  | 6100 | 7361 |
| Philip Morris International, Inc. 2.75% 6/6/2029  | 970 | 1134 |
| Philip Morris International, Inc. 3.75% 1/15/2031  | 1700 | 2054 |
| Philip Morris International, Inc. 0.80% 8/1/2031  | 4800 | 4914 |
| Philippines (Republic of) 0.70% 2/3/2029  | 3480 | 3816 |
| Piraeus Bank SA 6.75% 12/5/2029 (1-year EUR Mid-Swap + 3.837% on 12/5/2028) <sup>(a)</sup>  | 2460 | 3210 |
| Piraeus Bank SA 5.00% 4/16/2030 (1-year EUR-ICE Swap EURIBOR + 2.245% on 4/16/2029) <sup>(a)</sup>  | 3930 | 4913 |
| Portugal (Republic of) 2.125% 10/17/2028  | 1140 | 1339 |
| Portugal (Republic of) 1.95% 6/15/2029  | 60 | 70 |
| Portugal (Republic of) 3.875% 2/15/2030  | 320 | 399 |
| Portugal (Republic of) 0.475% 10/18/2030  | 2150 | 2292 |
| Portugal (Republic of) 2.875% 10/20/2034  | 1280 | 1485 |
| Portugal (Republic of) 3.00% 6/15/2035  | 12450 | 14480 |
| Portugal (Republic of) 3.50% 6/18/2038  | 5340 | 6332 |
| Portugal (Republic of) 3.375% 6/15/2040  | 4850 | 5578 |
| Portugal (Republic of) 3.625% 6/12/2054  | 5660 | 6285 |
| Prologis Euro Finance, LLC 3.875% 1/31/2030  | 175 | 213 |
| Prologis Euro Finance, LLC 4.625% 5/23/2033  | 425 | 539 |
| Prologis Euro Finance, LLC 4.25% 1/31/2043  | 1600 | 1852 |
| Prysmian SpA 3.875% 11/28/2031  | 3000 | 3635 |
| Quebec (Province of) 0.25% 5/5/2031  | 5980 | 6112 |
| Quebec (Province of) 0.50% 1/25/2032  | 7700 | 7810 |
| Quebec (Province of) 3.35% 7/23/2039  | 12870 | 14751 |
| Queensland Treasury Corp. 3.25% 5/21/2035  | 2425 | 2839 |
| Romania (Republic of) 5.375% 3/22/2031  | 900 | 1077 |
| Romania (Republic of) 5.625% 5/30/2037  | 1516 | 1709 |
| Romania (Republic of) 5.625% 5/30/2037  | 735 | 829 |
| Saudi Arabia (Kingdom of) 3.75% 3/5/2037  | 2960 | 3450 |
| Senegal (Republic of) 5.375% 6/8/2037  | 260 | 201 |
| Severn Trent Utilities Finance PLC 4.00% 3/5/2034  | 3340 | 4032 |
| Severn Trent Utilities Finance PLC 3.875% 8/4/2035  | 5302 | 6284 |
| Spain (Kingdom of) 0% 1/31/2027  | 7212 | 8239 |
| Spain (Kingdom of) 0.80% 7/30/2027  | 13890 | 15937 |
| Spain (Kingdom of) 0% 1/31/2028  | 2370 | 2647 |
| Spain (Kingdom of) 2.40% 5/31/2028  | 710 | 837 |
| Spain (Kingdom of) 1.40% 7/30/2028  | 3575 | 4102 |

---

Capital World Bond Fund — Page 5 of 59

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Euros (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Spain (Kingdom of) 1.45% 4/30/2029  | EUR10,215 | $11624 |
| Spain (Kingdom of) 2.70% 1/31/2030  | 1600 | 1894 |
| Spain (Kingdom of) 1.25% 10/31/2030  | 1381 | 1519 |
| Spain (Kingdom of) 0.50% 10/31/2031  | 478 | 492 |
| Spain (Kingdom of) 0.70% 4/30/2032  | 2073 | 2129 |
| Spain (Kingdom of) 3.15% 4/30/2033  | 9075 | 10797 |
| Spain (Kingdom of) 3.55% 10/31/2033  | 26626 | 32427 |
| Spain (Kingdom of) 3.25% 4/30/2034  | 4410 | 5239 |
| Spain (Kingdom of) 3.45% 10/31/2034  | 1185 | 1425 |
| Spain (Kingdom of) 1.85% 7/30/2035  | 130 | 135 |
| Spain (Kingdom of) 3.20% 10/31/2035  | 11303 | 13213 |
| Spain (Kingdom of) 3.90% 7/30/2039  | 3942 | 4780 |
| Spain (Kingdom of) 3.50% 1/31/2041  | 860 | 984 |
| Spain (Kingdom of) 3.45% 7/30/2043  | 1365 | 1528 |
| Spain (Kingdom of) 2.70% 10/31/2048  | 5875 | 5642 |
| Spain (Kingdom of) 1.90% 10/31/2052  | 2680 | 2060 |
| Spain (Kingdom of) 4.00% 10/31/2054  | 1140 | 1318 |
| State Grid Overseas Investment (2016), Ltd. 2.125% 5/2/2030  | 800 | 919 |
| Stryker Corp. 0.75% 3/1/2029  | 5230 | 5757 |
| Stryker Corp. 1.00% 12/3/2031  | 2410 | 2503 |
| Takeda Pharmaceutical Co., Ltd. 0.75% 7/9/2027  | 3230 | 3673 |
| T-Mobile USA, Inc. 3.85% 5/8/2036  | 1400 | 1664 |
| T-Mobile USA, Inc. 3.50% 2/11/2037  | 1180 | 1345 |
| T-Mobile USA, Inc. 3.80% 2/11/2045  | 840 | 919 |
| Treasury Corporation of Victoria 3.625% 9/29/2040  | 3390 | 3964 |
| United Mexican States 3.50% 9/19/2029  | 4390 | 5203 |
| United Mexican States 4.50% 3/19/2034  | 595 | 714 |
| Verallia SAS 3.875% 11/4/2032  | 33900 | 39790 |
| Veralto Corp. 4.15% 9/19/2031  | 1000 | 1223 |
| Verizon Communications, Inc. 1.25% 4/8/2030  | 6000 | 6547 |
| Verizon Communications, Inc. 3.25% 10/29/2032  | 2500 | 2919 |
| Verizon Communications, Inc. 4.75% 10/31/2034  | 1760 | 2244 |
| Verizon Communications, Inc. 3.75% 2/28/2036  | 790 | 930 |
| Verizon Communications, Inc. 3.75% 8/6/2037  | 1700 | 1970 |
| Wells Fargo & Co. 3.90% 7/22/2032 (3-month EUR-EURIBOR + 1.22% on 7/22/2031) <sup>(a)(b)</sup>  | 1170 | 1416 |
|  |  | 1856458 |
| **Japanese yen 7.78%** |  |  |
| Indonesia (Republic of), Series 20, 0.57% 5/27/2026  | JPY700,000 | 4712 |
| Indonesia (Republic of), Series 31, 0.99% 5/27/2027  | 1900000 | 12736 |
| Indonesia (Republic of), Series 32, 1.33% 5/25/2029  | 2000000 | 13272 |
| Japan, Series 341, 0.30% 12/20/2025  | 2274300 | 15372 |
| Japan, Series 346, 0.10% 3/20/2027  | 2907900 | 19448 |
| Japan, Series 347, 0.10% 6/20/2027  | 1000000 | 6670 |
| Japan, Series 474, 0.70% 7/1/2027  | 5293850 | 35666 |
| Japan, Series 352, 0.10% 9/20/2028  | 4711250 | 30997 |
| Japan, Series 358, 0.10% 3/20/2030  | 1035600 | 6670 |
| Japan, Series 26, 0.005% 3/10/2031 <sup>(c)</sup>  | 1336544 | 9308 |
| Japan, Series 362, 0.10% 3/20/2031  | 902700 | 5726 |
| Japan, Series 363, 0.10% 6/20/2031  | 500000 | 3158 |
| Japan, Series 374, 0.80% 3/20/2034  | 500000 | 3183 |
| Japan, Series 152, 1.20% 3/20/2035  | 9261650 | 60321 |
| Japan, Series 161, 0.60% 6/20/2037  | 1581700 | 9288 |
| Japan, Series 162, 0.60% 9/20/2037  | 2020000 | 11788 |
| Japan, Series 173, 0.40% 6/20/2040  | 2385650 | 12527 |

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Capital World Bond Fund — Page 6 of 59

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Japanese yen (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Japan, Series 176, 0.50% 3/20/2041  | JPY741,900 | $3869 |
| Japan, Series 182, 1.10% 9/20/2042  | 4065000 | 22589 |
| Japan, Series 185, 1.10% 6/20/2043  | 942700 | 5151 |
| Japan, Series 186, 1.50% 9/20/2043  | 6419100 | 37382 |
| Japan, Series 187, 1.30% 12/20/2043  | 523600 | 2933 |
| Japan, Series 188, 1.60% 3/20/2044  | 500000 | 2934 |
| Japan, Series 192, 2.40% 3/20/2045  | 37641850 | 247982 |
| Japan, Series 53, 0.60% 12/20/2046  | 6486800 | 29250 |
| Japan, Series 37, 0.60% 6/20/2050  | 5218850 | 21051 |
| Japan, Series 70, 0.70% 3/20/2051  | 2521150 | 10185 |
| Japan, Series 73, 0.70% 12/20/2051  | 6733600 | 26616 |
| Japan, Series 74, 1.00% 3/20/2052  | 1353400 | 5814 |
| Japan, Series 76, 1.40% 9/20/2052  | 105000 | 499 |
| Japan, Series 77, 1.60% 12/20/2052  | 1894250 | 9438 |
| Japan, Series 79, 1.20% 6/20/2053  | 3636550 | 16171 |
| Japan, Series 81, 1.60% 12/20/2053  | 2352150 | 11568 |
| Japan, Series 84, 2.10% 9/20/2054  | 10896600 | 60115 |
| Japan, Series 85, 2.30% 12/20/2054  | 600000 | 3462 |
| Japan, Series 86, 2.40% 3/20/2055  | 720600 | 4250 |
| Japan, Series 13, 0.50% 3/20/2060  | 60000 | 187 |
| Japan, Series 18, 3.10% 3/20/2065  | 33000 | 214 |
|  |  | 782502 |
| **British pounds 3.29%** |  |  |
| Banco Santander, SA 5.50% 6/11/2029  | GBP7,600 | 10489 |
| Credit Agricole SA 5.375% 1/15/2029 (1-year GBP-GILT + 1.65% on 1/15/2028) <sup>(a)</sup>  | 5900 | 8040 |
| Dexia 4.125% 7/22/2027  | 2200 | 2952 |
| Electricite de France SA 5.50% 3/27/2037  | 6000 | 7582 |
| Flutter Treasury DAC 6.125% 6/4/2031  | 225 | 306 |
| Ford Motor Credit Co., LLC 5.625% 10/9/2028  | 4280 | 5784 |
| Landwirtschaftliche Rentenbank 4.375% 1/10/2030  | 600 | 812 |
| Lloyds Banking Group PLC 2.707% 12/3/2035 (5-year GBP-GILT + 2.40% on 12/3/2030) <sup>(a)</sup>  | 7000 | 8291 |
| Oesterreichische Kontrollbank Aktiengesellschaft 4.50% 10/22/2029  | 600 | 816 |
| Quebec (Province of) 2.25% 9/15/2026  | 18480 | 24414 |
| United Kingdom 1.25% 7/22/2027  | 16940 | 21763 |
| United Kingdom 4.25% 12/7/2027  | 9590 | 13014 |
| United Kingdom 4.50% 6/7/2028  | 515 | 702 |
| United Kingdom 1.625% 10/22/2028  | 20610 | 25950 |
| United Kingdom 4.125% 7/22/2029  | 13700 | 18457 |
| United Kingdom 0.875% 10/22/2029  | 660 | 786 |
| United Kingdom 4.375% 3/7/2030  | 8610 | 11690 |
| United Kingdom 0.25% 7/31/2031  | 15400 | 16599 |
| United Kingdom 1.00% 1/31/2032  | 45590 | 50247 |
| United Kingdom 4.25% 6/7/2032  | 9100 | 12209 |
| United Kingdom 3.25% 1/31/2033  | 4230 | 5263 |
| United Kingdom 4.50% 3/7/2035  | 310 | 410 |
| United Kingdom 0.625% 7/31/2035  | 1708 | 1565 |
| United Kingdom 4.75% 10/22/2035  | 3760 | 5045 |
| United Kingdom 3.75% 1/29/2038  | 2320 | 2767 |
| United Kingdom 1.125% 1/31/2039  | 1200 | 1013 |
| United Kingdom 4.375% 1/31/2040  | 780 | 969 |
| United Kingdom 1.25% 10/22/2041  | 550 | 426 |
| United Kingdom 4.75% 10/22/2043  | 470 | 588 |
| United Kingdom 1.75% 1/22/2049  | 610 | 422 |
| United Kingdom 0.625% 10/22/2050  | 260 | 122 |

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Capital World Bond Fund — Page 7 of 59

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **British pounds (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| United Kingdom 1.25% 7/31/2051  | GBP24,790 | $13921 |
| United Kingdom 1.50% 7/31/2053  | 440 | 256 |
| United Kingdom 3.75% 10/22/2053  | 3090 | 3112 |
| United Kingdom 4.375% 7/31/2054  | 31250 | 35174 |
| United Kingdom 5.375% 1/31/2056  | 700 | 925 |
| United Kingdom 1.75% 7/22/2057  | 600 | 358 |
| United Kingdom 0.50% 10/22/2061  | 540 | 178 |
| United Kingdom 4.00% 10/22/2063  | 300 | 309 |
| United Kingdom 2.50% 7/22/2065  | 22070 | 15728 |
| United Kingdom 3.50% 7/22/2068  | 170 | 157 |
| United Kingdom 1.625% 10/22/2071  | 200 | 104 |
| United Kingdom 1.125% 10/22/2073  | 90 | 37 |
| Vodafone Group PLC 5.625% 12/4/2025  | 540 | 727 |
| Volkswagen International Finance NV 3.375% 11/16/2026  | 700 | 929 |
|  |  | 331408 |
| **Brazilian reais 2.46%** |  |  |
| Brazil (Federative Republic of) 0% 1/1/2026  | BRL756,229 | 137153 |
| Brazil (Federative Republic of) 10.00% 1/1/2027  | 2865 | 515 |
| Brazil (Federative Republic of) 10.00% 1/1/2029  | 10300 | 1777 |
| Brazil (Federative Republic of) 0% 1/1/2030  | 27800 | 3073 |
| Brazil (Federative Republic of) 10.00% 1/1/2031  | 77885 | 12800 |
| Brazil (Federative Republic of) 10.00% 1/1/2033  | 20000 | 3167 |
| Brazil (Federative Republic of) 10.00% 1/1/2035  | 373700 | 57456 |
| Brazil (Federative Republic of) 6.00% 8/15/2040 <sup>(c)</sup>  | 12377 | 2061 |
| Brazil (Federative Republic of) 6.00% 8/15/2050 <sup>(c)</sup>  | 167525 | 27220 |
| Brazil (Federative Republic of) 6.00% 8/15/2060 <sup>(c)</sup>  | 12377 | 1978 |
|  |  | 247200 |
| **Australian dollars 1.85%** |  |  |
| Australia (Commonwealth of), Series 157, 1.50% 6/21/2031  | AUD20,000 | 11673 |
| Australia (Commonwealth of), Series 158, 1.25% 5/21/2032  | 2300 | 1284 |
| Australia (Commonwealth of), Series 166, 3.00% 11/21/2033  | 4849 | 2959 |
| Australia (Commonwealth of), Series 167, 3.75% 5/21/2034  | 36250 | 23238 |
| Australia (Commonwealth of), Series 168, 3.50% 12/21/2034  | 11350 | 7088 |
| Australia (Commonwealth of), Series 162, 1.75% 6/21/2051  | 884 | 312 |
| New South Wales Treasury Corp. 4.25% 2/20/2036  | 44039 | 27528 |
| New South Wales Treasury Corp. 5.25% 2/24/2038  | 28089 | 18708 |
| Suncorp Group, Ltd. (3-month AUD-BBSW + 2.65%) 6.213% 12/1/2038 <sup>(d)</sup>  | 450 | 309 |
| Treasury Corporation of Victoria 5.50% 9/15/2039  | 139688 | 93399 |
|  |  | 186498 |
| **Chinese yuan renminbi 1.67%** |  |  |
| China (People's Republic of), Series INBK, 2.69% 8/12/2026  | CNY99,400 | 14127 |
| China (People's Republic of), Series INBK, 2.48% 4/15/2027  | 420 | 60 |
| China (People's Republic of), Series INBK, 2.37% 1/15/2029  | 12000 | 1731 |
| China (People's Republic of), Series 1915, 3.13% 11/21/2029  | 75090 | 11239 |
| China (People's Republic of), Series INBK, 2.75% 2/17/2032  | 47600 | 7100 |
| China (People's Republic of), Series INBK, 1.57% 5/15/2032  | 233950 | 32471 |
| China (People's Republic of), Series INBK, 2.88% 2/25/2033  | 42140 | 6382 |
| China (People's Republic of), Series INBK, 2.67% 11/25/2033  | 36000 | 5383 |
| China (People's Republic of), Series INBK, 2.27% 5/25/2034  | 275110 | 39973 |
| China (People's Republic of), Series INBK, 2.33% 8/15/2044  | 39000 | 5568 |
| China (People's Republic of), Series 1910, 3.86% 7/22/2049  | 13170 | 2389 |
| China (People's Republic of), Series INBK, 3.39% 3/16/2050  | 16400 | 2786 |

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Capital World Bond Fund — Page 8 of 59

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Chinese yuan renminbi (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| China (People's Republic of), Series INBK, 3.19% 4/15/2053  | CNY52,140 | $8714 |
| China (People's Republic of), Series INBK, 3.00% 10/15/2053  | 13010 | 2115 |
| China (People's Republic of), Series INBK, 2.47% 7/25/2054  | 1710 | 251 |
| China (People's Republic of), Series INBK, 1.92% 1/15/2055  | 198520 | 25895 |
| China Development Bank Corp., Series 2004, 3.43% 1/14/2027  | 9380 | 1347 |
|  |  | 167531 |
| **Indian rupees 1.23%** |  |  |
| Asian Development Bank 6.72% 2/8/2028  | INR918,700 | 10414 |
| European Bank for Reconstruction and Development 5.25% 1/12/2027  | 516700 | 5755 |
| European Bank for Reconstruction and Development 6.30% 10/26/2027  | 215800 | 2425 |
| European Bank for Reconstruction and Development 6.75% 1/13/2032  | 4439700 | 50041 |
| European Investment Bank 6.95% 3/1/2029  | 378300 | 4294 |
| European Investment Bank 7.40% 10/23/2033  | 1194200 | 14008 |
| Export-Import Bank of Korea 7.40% 2/5/2030  | 17500 | 200 |
| Export-Import Bank of Korea 8.10% 10/16/2030  | 33100 | 388 |
| India (Republic of) 7.18% 7/24/2037  | 49190 | 571 |
| India (Republic of) 7.06% 10/10/2046  | 231870 | 2621 |
| India (Republic of) 7.30% 6/19/2053  | 510030 | 5816 |
| India (Republic of) 7.09% 8/5/2054  | 50000 | 556 |
| Inter-American Development Bank 7.35% 10/6/2030  | 186000 | 2150 |
| Inter-American Development Bank 7.00% 4/17/2033  | 702000 | 8010 |
| International Bank for Reconstruction and Development 6.75% 9/8/2027  | 802400 | 9092 |
| International Bank for Reconstruction and Development 6.85% 4/24/2028  | 207000 | 2346 |
| Korea Development Bank 6.75% 7/1/2030  | 465000 | 5166 |
|  |  | 123853 |
| **South Korean won 1.22%** |  |  |
| South Korea (Republic of), Series 2712, 2.375% 12/10/2027  | KRW28,587,150 | 20294 |
| South Korea (Republic of), Series 3106, 2.00% 6/10/2031  | 5250000 | 3585 |
| South Korea (Republic of), Series 3212, 4.25% 12/10/2032  | 117729040 | 91183 |
| South Korea (Republic of), Series 3506, 2.625% 6/10/2035  | 8000000 | 5547 |
| South Korea (Republic of), Series 4409, 2.875% 9/10/2044  | 2000000 | 1410 |
| South Korea (Republic of), Series 6809, 2.00% 9/10/2068  | 2000000 | 1159 |
|  |  | 123178 |
| **Malaysian ringgits 1.21%** |  |  |
| Malaysia (Federation of), Series 0218, 4.369% 10/31/2028  | MYR2,545 | 626 |
| Malaysia (Federation of), Series 0122, 3.582% 7/15/2032  | 2000 | 480 |
| Malaysia (Federation of), Series 0419, 3.828% 7/5/2034  | 51373 | 12545 |
| Malaysia (Federation of), Series 0317, 4.762% 4/7/2037  | 15220 | 4005 |
| Malaysia (Federation of), Series 0124, 4.054% 4/18/2039  | 43036 | 10642 |
| Malaysia (Federation of), Series 0219, 4.467% 9/15/2039  | 5000 | 1285 |
| Malaysia (Federation of), Series 0519, 3.757% 5/22/2040  | 10030 | 2392 |
| Malaysia (Federation of), Series 0221, 4.417% 9/30/2041  | 18546 | 4764 |
| Malaysia (Federation of), Series 0223, 4.291% 8/14/2043  | 62296 | 15728 |
| Malaysia (Federation of), Series 0224, 4.18% 5/16/2044  | 257980 | 64282 |
| Malaysia (Federation of), Series 0417, 4.895% 5/8/2047  | 8880 | 2420 |
| Malaysia (Federation of), Series 0120, 4.065% 6/15/2050  | 2750 | 668 |
| Malaysia (Federation of), Series 022, 5.357% 5/15/2052  | 3300 | 958 |
| Malaysia (Federation of), Series 0123, 4.457% 3/31/2053  | 3500 | 897 |
|  |  | 121692 |

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Capital World Bond Fund — Page 9 of 59

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Canadian dollars 0.65%**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Canada (Government) 3.00% 2/1/2027  | CAD3,000 | $2171 |
| Canada (Government) 3.50% 3/1/2028  | 60003 | 44118 |
| Canada (Government) 2.75% 12/1/2048  | 22100 | 13809 |
| Canada Housing Trust 2.85% 6/15/2030  | 2980 | 2144 |
| Ontario (Province of) 3.95% 12/2/2035  | 1500 | 1093 |
| Ontario (Province of) 4.45% 12/2/2056  | 1000 | 721 |
| Province of Newfoundland Canada 4.00% 6/2/2035  | 1500 | 1095 |
|  |  | 65151 |
| **Danish kroner 0.58%** |  |  |
| Denmark (Kingdom of) 2.25% 11/15/2033  | DKK1,650 | 257 |
| Denmark (Kingdom of) 4.50% 11/15/2039  | 830 | 158 |
| Denmark (Kingdom of) 0.25% 11/15/2052  | 590 | 47 |
| Nykredit Realkredit AS, Series 01E, 2.00% 7/1/2037 <sup>(e)</sup>  | 12883 | 1951 |
| Nykredit Realkredit AS, Series 01E, 1.50% 10/1/2040 <sup>(e)</sup>  | 81809 | 11720 |
| Nykredit Realkredit AS, Series 01E, 0.50% 10/1/2043 <sup>(e)</sup>  | 204453 | 26620 |
| Nykredit Realkredit AS, Series 01E, 2.50% 10/1/2047 <sup>(e)</sup>  | 6597 | 970 |
| Nykredit Realkredit AS, Series CCE, 1.00% 10/1/2050 <sup>(e)</sup>  | 48034 | 5936 |
| Nykredit Realkredit AS, Series 01E, 1.00% 10/1/2053 <sup>(e)</sup>  | 67183 | 8268 |
| Realkredit Danmark AS 1.00% 10/1/2053 <sup>(e)</sup>  | 18349 | 2258 |
|  |  | 58185 |
| **Indonesian rupiah 0.53%** |  |  |
| Indonesia (Republic of), Series 64, 6.125% 5/15/2028  | IDR2,386,000 | 147 |
| Indonesia (Republic of), Series 71, 9.00% 3/15/2029  | 170772000 | 11439 |
| Indonesia (Republic of), Series 101, 6.875% 4/15/2029  | 40000000 | 2519 |
| Indonesia (Republic of), Series 78, 8.25% 5/15/2029  | 89342000 | 5871 |
| Indonesia (Republic of), Series 91, 6.375% 4/15/2032  | 28868000 | 1783 |
| Indonesia (Republic of), Series 96, 7.00% 2/15/2033  | 258118000 | 16270 |
| Indonesia (Republic of), Series 100, 6.625% 2/15/2034  | 160502000 | 9821 |
| Indonesia (Republic of), Series 68, 8.375% 3/15/2034  | 29000 | 2 |
| Indonesia (Republic of). Series 103, 6.75% 7/15/2035  | 7869000 | 486 |
| Indonesia (Republic of), Series 98, 7.125% 6/15/2038  | 10008000 | 622 |
| Indonesia (Republic of), Series 79, 8.375% 4/15/2039  | 43000000 | 2943 |
| Indonesia (Republic of), Series 92, 7.125% 6/15/2042  | 16300000 | 1006 |
|  |  | 52909 |
| **Mexican pesos 0.45%** |  |  |
| America Movil, SAB de CV, 10.125% 1/22/2029  | MXN41,210 | 2345 |
| America Movil, SAB de CV, 9.50% 1/27/2031  | 299500 | 16810 |
| America Movil, SAB de CV, 10.30% 1/30/2034  | 136070 | 7933 |
| America Movil, SAB de CV, 8.46% 12/18/2036  | 15000 | 773 |
| United Mexican States, Series M, 7.50% 6/3/2027  | 1700 | 93 |
| United Mexican States, Series M20, 8.50% 5/31/2029  | 50880 | 2815 |
| United Mexican States, Series M, 7.75% 5/29/2031  | 36621 | 1950 |
| United Mexican States, Series S, 2.75% 11/27/2031 <sup>(c)</sup>  | 30793 | 1521 |
| United Mexican States, Series M, 7.50% 5/26/2033  | 35570 | 1836 |
| United Mexican States, Series M30, 10.00% 11/20/2036  | 16220 | 960 |
| United Mexican States, Series M, 7.75% 11/13/2042  | 76290 | 3628 |
| United Mexican States, Series M, 8.00% 11/7/2047  | 17492 | 839 |
| United Mexican States, Series M, 8.00% 7/31/2053  | 69670 | 3315 |
|  |  | 44818 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Colombian pesos 0.36%**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Colombia (Republic of), Series B, 7.00% 3/26/2031  | COP26,334,400 | $5617 |
| Colombia (Republic of), Series B, 7.00% 6/30/2032  | 643700 | 132 |
| Colombia (Republic of), Series B, 13.25% 2/9/2033  | 2400400 | 663 |
| Colombia (Republic of), Series B, 7.25% 10/18/2034  | 150142000 | 29658 |
|  |  | 36070 |
| **Norwegian kroner 0.30%** |  |  |
| Norway (Kingdom of) 3.625% 4/13/2034  | NOK222,720 | 21723 |
| Norway (Kingdom of) 3.75% 6/12/2035  | 87140 | 8534 |
|  |  | 30257 |
| **Polish zloty 0.22%** |  |  |
| Poland (Republic of), Series 1029, 2.75% 10/25/2029  | PLN26,990 | 6918 |
| Poland (Republic of), Series 0432, 1.75% 4/25/2032  | 6166 | 1388 |
| Poland (Republic of), Series 1033, 6.00% 10/25/2033  | 44930 | 12969 |
| Poland (Republic of), Series 1034, 5.00% 10/25/2034  | 5017 | 1345 |
|  |  | 22620 |
| **South African rand 0.13%** |  |  |
| South Africa (Republic of), Series R-2030, 8.00% 1/31/2030  | ZAR11,548 | 672 |
| South Africa (Republic of), Series R-213, 7.00% 2/28/2031  | 6000 | 329 |
| South Africa (Republic of), Series R-2032, 8.25% 3/31/2032  | 16952 | 969 |
| South Africa (Republic of), Series R-2035, 8.875% 2/28/2035  | 68820 | 3915 |
| South Africa (Republic of), Series R-2040, 9.00% 1/31/2040  | 33145 | 1759 |
| South Africa (Republic of), Series R-214, 6.50% 2/28/2041  | 15385 | 645 |
| South Africa (Republic of), Series R-2048, 8.75% 2/28/2048  | 93820 | 4695 |
|  |  | 12984 |
| **Czech korunas 0.12%** |  |  |
| Czech Republic 6.00% 2/26/2026  | CZK163,430 | 7970 |
| Czech Republic 0.95% 5/15/2030  | 16950 | 714 |
| Czech Republic 1.20% 3/13/2031  | 28560 | 1184 |
| Czech Republic 1.75% 6/23/2032  | 15900 | 656 |
| Czech Republic 4.90% 4/14/2034  | 23470 | 1165 |
| Czech Republic 1.95% 7/30/2037  | 9140 | 333 |
|  |  | 12022 |
| **Hungarian forints 0.12%** |  |  |
| Hungary (Republic of) 2.00% 5/23/2029  | HUF281,130 | 729 |
| Hungary (Republic of) 6.75% 7/23/2031  | 2014450 | 6145 |
| Hungary (Republic of) 3.25% 10/22/2031  | 839660 | 2136 |
| Hungary (Republic of) 4.75% 11/24/2032  | 254550 | 684 |
| Hungary (Republic of) 7.00% 10/24/2035  | 680240 | 2068 |
|  |  | 11762 |
| **Thai baht 0.10%** |  |  |
| Thailand (Kingdom of) 3.35% 6/17/2033  | THB26,000 | 918 |
| Thailand (Kingdom of) 1.585% 12/17/2035  | 65000 | 2026 |
| Thailand (Kingdom of) 2.00% 6/17/2042  | 20009 | 628 |
| Thailand (Kingdom of) 3.45% 6/17/2043  | 79264 | 3002 |
| Thailand (Kingdom of) 2.875% 6/17/2046  | 8967 | 314 |
| Thailand (Kingdom of) 4.00% 6/17/2055  | 81000 | 3541 |
|  |  | 10429 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Philippine pesos 0.10%**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Asian Development Bank 5.25% 4/29/2035  | PHP190,200 | $3286 |
| Philippines (Republic of) 6.75% 9/15/2032  | 371970 | 6701 |
|  |  | 9987 |
| **Turkish lira 0.07%** |  |  |
| Turkey (Republic of), Series 5Y, 12.60% 10/1/2025  | TRY3,758 | 90 |
| Turkey (Republic of), Series 2Y, 36.00% 8/12/2026  | 143370 | 3415 |
| Turkey (Republic of), Series 4Y, 46.40% 6/16/2027 <sup>(d)</sup>  | 53960 | 1307 |
| Turkey (Republic of), Series 5Y, 17.30% 7/19/2028  | 84460 | 1445 |
| Turkey (Republic of), Series 5Y, 31.08% 11/8/2028  | 25900 | 586 |
|  |  | 6843 |
| **New Zealand dollars 0.06%** |  |  |
| New Zealand 4.50% 5/15/2035  | NZD654 | 388 |
| New Zealand 5.00% 5/15/2054  | 192 | 111 |
| New Zealand 3.25% 9/20/2050 <sup>(c)</sup>  | 9153 | 5453 |
|  |  | 5952 |
| **Egyptian pounds 0.04%** |  |  |
| Egypt (Arab Republic of) 25.318% 8/13/2027  | EGP100,903 | 2159 |
| Egypt (Arab Republic of) 24.458% 10/1/2027  | 94950 | 2019 |
|  |  | 4178 |
| **Peruvian nuevos soles 0.03%** |  |  |
| Peru (Republic of) 6.85% 8/12/2035  | PEN10,274 | 3126 |
| Peru (Republic of) 7.60% 8/12/2039  | 1002 | 316 |
|  |  | 3442 |
| **Romanian leu 0.02%** |  |  |
| Romania (Republic of) 7.20% 5/31/2027  | RON6,700 | 1550 |
| **Kazakhstani tenge 0.01%** |  |  |
| Development Bank of Kazakhstan JSC 10.95% 5/6/2026  | KZT500,000 | 887 |
| **Swedish kronor 0.00%** |  |  |
| Sweden (Kingdom of) 2.25% 5/11/2035  | SEK1,990 | 205 |
| Sweden (Kingdom of) 1.375% 6/23/2071  | 540 | 33 |
|  |  | 238 |
| **Ukrainian hryvnia 0.00%** |  |  |
| Ukraine 15.09% 2/4/2026  | UAH1,747 | 39 |
| Ukraine 15.20% 4/29/2026  | 1770 | 38 |
| Ukraine 15.10% 6/24/2026  | 1298 | 28 |
|  |  | 105 |
| **U.S. dollars 46.54%** |  |  |
| 1261229 B.C., Ltd. 10.00% 4/15/2032 <sup>(f)</sup>  | USD1,280 | 1313 |
| 200 Park Funding Trust 5.74% 2/15/2055 <sup>(f)</sup>  | 3000 | 3042 |
| AbbVie, Inc. 5.05% 3/15/2034  | 12931 | 13311 |
| AbbVie, Inc. 5.40% 3/15/2054  | 3302 | 3286 |
| ACHV ABS Trust, Series 2024-3AL, Class C, 5.68% 12/26/2031 <sup>(e)(f)</sup>  | 436 | 440 |
| Acuris Finance US, Inc. 9.00% 8/1/2029 <sup>(f)</sup>  | 500 | 523 |
| Adobe, Inc. 2.15% 2/1/2027  | 6134 | 6006 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **U.S. dollars (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| AECOM 6.00% 8/1/2033 <sup>(f)</sup>  | USD35 | $36 |
| AEP Transmission Co., LLC 5.375% 6/15/2035  | 275 | 285 |
| Aero Capital Solutions, Inc., Term Loan, (1-month USD CME Term SOFR + 3.00%) 7.61% 11/17/2029 <sup>(d)(f)(g)(h)</sup>  | 2950 | 2928 |
| Aeropuerto Internacional de Tocumen SA 5.125% 8/11/2061 <sup>(f)</sup>  | 4875 | 3891 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; AES Andes SA, junior subordinated, 8.15% 6/10/2055 (5-year UST Yield Curve Rate T Note Constant Maturity + <br> 3.835% on 6/10/2030) <sup>(a)</sup>  | 1000 | 1059 |
| AG Issuer, LLC 6.25% 3/1/2028 <sup>(f)</sup>  | 762 | 764 |
| AIB Group PLC 5.871% 3/28/2035 (USD-SOFR + 1.91% on 3/28/2034) <sup>(a)(f)</sup>  | 8388 | 8828 |
| Aimbridge Acquisition Co., Inc., Term Loan, (1-month USD CME Term SOFR + 5.614%) 9.765% 3/11/2030 <sup>(d)(g)(h)</sup>  | 36 | 36 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Aimbridge Acquisition Co., Inc., Term Loan, (1-month USD CME Term SOFR + 7.614%) 6.00% PIK and 5.98% <br> Cash 3/11/2030 <sup>(d)(g)(h)(i)</sup>  | 34 | 34 |
| Albertsons Cos., Inc. 3.50% 3/15/2029 <sup>(f)</sup>  | 500 | 475 |
| Albion Financing 1 SARL 7.00% 5/21/2030 <sup>(f)</sup>  | 200 | 207 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Alera Group Intermediate Holdings, Inc., Term Loan, (3-month USD CME Term SOFR + 5.50%) 9.663% <br>5/30/2033 <sup>(d)(h)</sup>  | 440 | 454 |
| Alfa Transmisora De Energia SA 4.55% 9/27/2051  | 9451 | 7571 |
| Alibaba Group Holding, Ltd. 5.25% 5/26/2035 <sup>(f)</sup>  | 395 | 414 |
| Alibaba Group Holding, Ltd. 4.00% 12/6/2037  | 400 | 370 |
| Alibaba Group Holding, Ltd. 2.70% 2/9/2041  | 600 | 447 |
| Alibaba Group Holding, Ltd. 4.20% 12/6/2047  | 500 | 430 |
| Alibaba Group Holding, Ltd. 5.625% 11/26/2054 <sup>(f)</sup>  | 200 | 209 |
| Allegro CLO, Ltd., Series 2019-1, Class ARR, (3-month USD CME Term SOFR + 1.13%) 5.455% 4/20/2032 <sup>(d)(e)(f)</sup>  | 2756 | 2757 |
| Alliance Resource Operating Partners, LP 8.625% 6/15/2029 <sup>(f)</sup>  | 102 | 108 |
| Alliant Holdings Intermediate, LLC 5.875% 11/1/2029 <sup>(f)</sup>  | 588 | 587 |
| Alliant Holdings Intermediate, LLC 7.00% 1/15/2031 <sup>(f)</sup>  | 990 | 1024 |
| Alliant Holdings Intermediate, LLC 6.50% 10/1/2031 <sup>(f)</sup>  | 425 | 435 |
| Alliant Holdings Intermediate, LLC 7.375% 10/1/2032 <sup>(f)</sup>  | 610 | 629 |
| Allied Universal Holdco, LLC 4.625% 6/1/2028 <sup>(f)</sup>  | 550 | 540 |
| Allied Universal Holdco, LLC 6.00% 6/1/2029 <sup>(f)</sup>  | 240 | 236 |
| Allwyn Entertainment Financing (UK) PLC 7.875% 4/30/2029 <sup>(f)</sup>  | 200 | 208 |
| Ambipar Lux SARL 10.875% 2/5/2033 <sup>(f)</sup>  | 200 | 34 |
| Amentum Holdings, Inc. 7.25% 8/1/2032 <sup>(f)</sup>  | 495 | 514 |
| American Express Co. 5.532% 4/25/2030 (USD-SOFR + 1.09% on 4/25/2029) <sup>(a)</sup>  | 3975 | 4155 |
| American Express Co. 5.284% 7/26/2035 (USD-SOFR + 1.42% on 7/26/2034) <sup>(a)</sup>  | 675 | 697 |
| American International Group, Inc. 4.85% 5/7/2030  | 1000 | 1024 |
| American International Group, Inc. 5.125% 3/27/2033  | 289 | 297 |
| American International Group, Inc. 5.45% 5/7/2035  | 2749 | 2865 |
| American International Group, Inc. 4.375% 6/30/2050  | 1773 | 1506 |
| AmeriTex HoldCo Intermediate, LLC 7.625% 8/15/2033 <sup>(f)</sup>  | 225 | 234 |
| Amgen, Inc. 2.20% 2/21/2027  | 1179 | 1151 |
| Amgen, Inc. 2.00% 1/15/2032  | 5845 | 5076 |
| Amgen, Inc. 4.20% 3/1/2033  | 2000 | 1946 |
| Amgen, Inc. 5.25% 3/2/2033  | 13384 | 13868 |
| Amgen, Inc. 5.65% 3/2/2053  | 10268 | 10249 |
| ams-OSRAM AG 12.25% 3/30/2029 <sup>(f)</sup>  | 335 | 361 |
| AMSR Trust, Series 2025-SFR1, Class A, 3.655% 6/17/2042 <sup>(e)(f)</sup>  | 3916 | 3768 |
| Angola (Republic of) 9.50% 11/12/2025  | 27279 | 27409 |
| Angola (Republic of) 8.25% 5/9/2028  | 875 | 881 |
| Angola (Republic of) 8.75% 4/14/2032  | 780 | 747 |
| Anywhere Real Estate Group, LLC 5.75% 1/15/2029 <sup>(f)</sup>  | 650 | 627 |
| Anywhere Real Estate Group, LLC 5.25% 4/15/2030 <sup>(f)</sup>  | 360 | 336 |
| Aon Corp. 5.35% 2/28/2033  | 1181 | 1236 |
| Aon Corp. 3.90% 2/28/2052  | 1000 | 759 |
| Aon North America, Inc. 5.75% 3/1/2054  | 1084 | 1093 |
| APL Finance, LLC, Series 2025-1A, Class A, 5.39% 3/20/2036 <sup>(e)(f)</sup>  | 365 | 365 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **U.S. dollars (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Apollo Aviation Securitization Equity Trust, Series 2025-2A, Class A, 5.522% 2/16/2050 <sup>(e)(f)</sup>  | USD5,702 | $5773 |
| Apollo Aviation Securitization Equity Trust, Series 25-1A, Class A, 5.943% 2/16/2050 <sup>(e)(f)</sup>  | 3118 | 3192 |
| Ardonagh Finco, Ltd. 7.75% 2/15/2031 <sup>(f)</sup>  | 400 | 419 |
| Ardonagh Group Finance, Ltd. 8.875% 2/15/2032 <sup>(f)</sup>  | 1045 | 1099 |
| Aretec Group, Inc. 7.50% 4/1/2029 <sup>(f)</sup>  | 1257 | 1264 |
| Aretec Group, Inc. 10.00% 8/15/2030 <sup>(f)</sup>  | 612 | 668 |
| Argentine Republic 0.75% 7/9/2030 (1.75% on 7/9/2027) <sup>(a)</sup>  | 2589 | 1752 |
| Arivo Acceptance Auto Loan Receivables Trust, Series 2025-1A, Class A2, 4.92% 5/15/2029 <sup>(e)(f)</sup>  | 967 | 968 |
| Arthur J. Gallagher & Co. 5.00% 2/15/2032  | 1500 | 1532 |
| Arthur J. Gallagher & Co. 5.15% 2/15/2035  | 2500 | 2531 |
| Arthur J. Gallagher & Co. 5.55% 2/15/2055  | 883 | 864 |
| AT&T, Inc. 5.40% 2/15/2034  | 3577 | 3719 |
| AT&T, Inc. 4.50% 5/15/2035  | 1406 | 1359 |
| AT&T, Inc. 3.50% 9/15/2053  | 2147 | 1486 |
| Athene Global Funding 5.543% 8/22/2035 <sup>(f)</sup>  | 1361 | 1380 |
| Athene Holding, Ltd. 6.625% 5/19/2055  | 3000 | 3213 |
| ATI, Inc. 7.25% 8/15/2030  | 810 | 851 |
| Avantor Funding, Inc. 3.875% 11/1/2029 <sup>(f)</sup>  | 810 | 771 |
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2023-2, Class A, 5.20% 10/20/2027 <sup>(e)(f)</sup>  | 11562 | 11665 |
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2023-6, Class A, 5.81% 12/20/2029 <sup>(e)(f)</sup>  | 6513 | 6793 |
| Axon Enterprise, Inc. 6.125% 3/15/2030 <sup>(f)</sup>  | 355 | 365 |
| Axon Enterprise, Inc. 6.25% 3/15/2033 <sup>(f)</sup>  | 775 | 800 |
| B&G Foods, Inc. 5.25% 9/15/2027  | 1150 | 1114 |
| B&G Foods, Inc. 8.00% 9/15/2028 <sup>(f)</sup>  | 615 | 597 |
| BAE Systems PLC 5.50% 3/26/2054 <sup>(f)</sup>  | 384 | 390 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bangkok Bank Public Co., Ltd. 3.733% 9/25/2034 (5-year UST Yield Curve Rate T Note Constant Maturity + 1.90% <br> on 9/25/2029) <sup>(a)</sup>  | 10480 | 9924 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bangkok Bank Public Co., Ltd. 3.733% 9/25/2034 (5-year UST Yield Curve Rate T Note Constant Maturity + 1.90% <br> on 9/25/2029) <sup>(a)(f)</sup>  | 290 | 275 |
| Bank Commercial Mortgage Trust, Series 2023-5YR4, Class AS, 7.274% 12/15/2056 <sup>(d)(e)</sup>  | 1412 | 1511 |
| Bank Commercial Mortgage Trust, Series 2025-5YR14, Class AS, 6.072% 4/15/2058 <sup>(d)(e)</sup>  | 3141 | 3280 |
| Bank Gospodarstwa Krajowego 5.75% 7/9/2034 <sup>(f)</sup>  | 2140 | 2259 |
| Bank Gospodarstwa Krajowego 6.25% 7/9/2054 <sup>(f)</sup>  | 2310 | 2413 |
| Bank of America Corp. 3.419% 12/20/2028 (3-month USD CME Term SOFR + 1.302% on 12/20/2027) <sup>(a)</sup>  | 3 | 3 |
| Bank of America Corp. 1.898% 7/23/2031 (USD-SOFR + 1.53% on 7/23/2030) <sup>(a)</sup>  | 5557 | 4965 |
| Bank of New York Mellon Corp. 4.942% 2/11/2031 (USD-SOFR + 0.887% on 2/11/2030) <sup>(a)</sup>  | 8228 | 8454 |
| BAT Capital Corp. 3.215% 9/6/2026  | 2 | 2 |
| BAT Capital Corp. 4.625% 3/22/2033  | 1716 | 1699 |
| BAT Capital Corp. 6.421% 8/2/2033  | 1288 | 1414 |
| BAT Capital Corp. 5.625% 8/15/2035  | 26699 | 27758 |
| BAT Capital Corp. 7.079% 8/2/2043  | 2250 | 2548 |
| BAT Capital Corp. 5.65% 3/16/2052  | 600 | 575 |
| BAT Capital Corp. 6.25% 8/15/2055  | 211 | 221 |
| Bath & Body Works, Inc. 6.875% 11/1/2035  | 328 | 342 |
| Bath & Body Works, Inc. 6.75% 7/1/2036  | 315 | 325 |
| Bausch Health Americas, Inc. 8.50% 1/31/2027 <sup>(f)</sup>  | 1240 | 1229 |
| Bausch Health Cos., Inc. 4.875% 6/1/2028 <sup>(f)</sup>  | 450 | 403 |
| Bausch Health Cos., Inc. 11.00% 9/30/2028 <sup>(f)</sup>  | 500 | 520 |
| Baxter International, Inc. 2.539% 2/1/2032  | 7119 | 6243 |
| Baytex Energy Corp. 7.375% 3/15/2032 <sup>(f)</sup>  | 200 | 196 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BBVA Bancomer SA 8.45% 6/29/2038 (5-year UST Yield Curve Rate T Note Constant Maturity + 4.661% on <br> 6/29/2033) <sup>(a)</sup>  | 20052 | 22265 |
| Beach Acquisition Bidco, LLC 10.75% PIK or 10.00% Cash 7/15/2033 <sup>(f)(i)</sup>  | 375 | 405 |
| Belron Finance 2019, LLC 6.742% 10/16/2031 <sup>(d)(h)</sup>  | 376 | 379 |
| Benchmark Mortgage Trust, Series 2024-V5, Class AM, 6.417% 1/10/2057 <sup>(e)</sup>  | 1244 | 1301 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **U.S. dollars (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Benchmark Mortgage Trust, Series 2024-V5, Class C, 6.973% 1/10/2057 <sup>(d)(e)</sup>  | USD739 | $762 |
| BHP Billiton Finance (USA), Ltd. 5.30% 2/21/2035  | 2320 | 2415 |
| BHP Billiton Finance (USA), Ltd. 5.75% 9/5/2055  | 767 | 798 |
| Biocon Biologics Global PLC 6.67% 10/9/2029 <sup>(f)</sup>  | 17299 | 16812 |
| Block, Inc. 5.625% 8/15/2030 <sup>(f)</sup>  | 415 | 421 |
| Block, Inc. 3.50% 6/1/2031  | 490 | 456 |
| Block, Inc. 6.50% 5/15/2032  | 780 | 808 |
| Block, Inc. 6.00% 8/15/2033 <sup>(f)</sup>  | 95 | 97 |
| BMO Mortgage Trust, Series 2024-5C8, Class AS, 5.94% 12/15/2057 <sup>(d)(e)</sup>  | 7580 | 7891 |
| Boeing Co. (The) 2.75% 2/1/2026  | 9126 | 9075 |
| Boeing Co. (The) 2.196% 2/4/2026  | 500 | 496 |
| Boeing Co. (The) 2.70% 2/1/2027  | 525 | 514 |
| Boeing Co. (The) 5.04% 5/1/2027  | 2099 | 2122 |
| Boeing Co. (The) 5.15% 5/1/2030  | 421 | 432 |
| Boeing Co. (The) 6.388% 5/1/2031  | 450 | 490 |
| Boeing Co. (The) 6.528% 5/1/2034  | 2942 | 3255 |
| Boeing Co. (The) 5.705% 5/1/2040  | 2000 | 2042 |
| Boeing Co. (The) 5.805% 5/1/2050  | 1765 | 1764 |
| Boeing Co. (The) 6.858% 5/1/2054  | 1644 | 1877 |
| Boeing Co. (The) 5.93% 5/1/2060  | 2579 | 2578 |
| Boeing Co. (The) 7.008% 5/1/2064  | 1337 | 1549 |
| Borr IHC, Ltd. 10.00% 11/15/2028 <sup>(f)</sup>  | 1059 | 1055 |
| Borr IHC, Ltd. 10.375% 11/15/2030 <sup>(f)</sup>  | 301 | 302 |
| Boston Properties, LP 2.90% 3/15/2030  | 406 | 377 |
| Boston Properties, LP 3.25% 1/30/2031  | 173 | 161 |
| Boston Properties, LP 2.55% 4/1/2032  | 881 | 762 |
| Boston Properties, LP 2.45% 10/1/2033  | 2737 | 2241 |
| Boston Properties, LP 6.50% 1/15/2034  | 1276 | 1377 |
| Boston Properties, LP 5.75% 1/15/2035  | 1555 | 1590 |
| Boyd Gaming Corp. 4.75% 6/15/2031 <sup>(f)</sup>  | 260 | 251 |
| Boyne USA, Inc. 4.75% 5/15/2029 <sup>(f)</sup>  | 765 | 751 |
| BPCE SA 2.045% 10/19/2027 (USD-SOFR + 1.087% on 10/19/2026) <sup>(a)(f)</sup>  | 7500 | 7322 |
| BPCE SA 6.714% 10/19/2029 (USD-SOFR + 2.27% on 10/19/2028) <sup>(a)(f)</sup>  | 3000 | 3186 |
| BPCE SA 6.293% 1/14/2036 (USD-SOFR + 2.04% on 1/14/2035) <sup>(a)(f)</sup>  | 5000 | 5353 |
| BPCE SA 6.027% 5/28/2036 (USD-SOFR + 1.956% on 5/28/2035) <sup>(a)(f)</sup>  | 2453 | 2585 |
| Braskem Netherlands Finance BV 4.50% 1/10/2028  | 918 | 397 |
| Braskem Netherlands Finance BV 4.50% 1/31/2030  | 21957 | 8291 |
| Braskem Netherlands Finance BV 8.50% 1/12/2031  | 16756 | 6545 |
| Braskem Netherlands Finance BV 8.50% 1/12/2031 <sup>(f)</sup>  | 3035 | 1186 |
| Braskem Netherlands Finance BV 7.25% 2/13/2033  | 5283 | 2031 |
| BRAVO Residential Funding Trust, Series 2025-NQM5, Class A1, 5.496% 2/25/2065 (6.496% on 5/1/2027) <sup>(a)(e)(f)</sup>  | 2200 | 2219 |
| Brazil (Federative Republic of) 5.50% 11/6/2030  | 2320 | 2370 |
| Bristol-Myers Squibb Co. 5.20% 2/22/2034  | 19789 | 20529 |
| Bristol-Myers Squibb Co. 5.55% 2/22/2054  | 1800 | 1795 |
| Broadcom, Inc. 4.00% 4/15/2029 <sup>(f)</sup>  | 6163 | 6137 |
| Broadcom, Inc. 4.75% 4/15/2029  | 1950 | 1990 |
| Broadcom, Inc. 5.15% 11/15/2031  | 4186 | 4351 |
| Broadcom, Inc. 3.469% 4/15/2034 <sup>(f)</sup>  | 3875 | 3538 |
| Broadcom, Inc. 5.20% 7/15/2035  | 5925 | 6109 |
| Broadcom, Inc. 4.80% 2/15/2036  | 1774 | 1769 |
| Brown & Brown, Inc. 4.90% 6/23/2030  | 2000 | 2028 |
| Brown & Brown, Inc. 5.25% 6/23/2032  | 2000 | 2052 |
| Brown & Brown, Inc. 5.55% 6/23/2035  | 2000 | 2059 |
| Brown & Brown, Inc. 6.25% 6/23/2055  | 2000 | 2106 |
| Buffalo Energy Mexico Holdings, SA de CV, 7.875% 2/15/2039 <sup>(f)</sup>  | 2872 | 3109 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **U.S. dollars (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Bulgaria (Republic of) 5.00% 3/5/2037  | USD824 | $826 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BX Commercial Mortgage Trust, Series 2021-VOLT, Class A, (1-month USD CME Term SOFR + 0.814%) 4.965% <br> 9/15/2036 <sup>(d)(e)(f)</sup>  | 8361 | 8337 |
| BX Trust, Series 2025-BIO3, Class A, 6.138% 2/10/2042 <sup>(e)(f)</sup>  | 5903 | 6098 |
| Caesars Entertainment, Inc. 7.00% 2/15/2030 <sup>(f)</sup>  | 1029 | 1059 |
| Caesars Entertainment, Inc. 6.50% 2/15/2032 <sup>(f)</sup>  | 315 | 321 |
| CaixaBank SA 6.208% 1/18/2029 (USD-SOFR + 2.70% on 1/18/2028) <sup>(a)(f)</sup>  | 7555 | 7859 |
| CaixaBank SA 5.673% 3/15/2030 (USD-SOFR + 1.78% on 3/15/2029) <sup>(a)(f)</sup>  | 1584 | 1644 |
| CaixaBank SA 6.84% 9/13/2034 (USD-SOFR + 2.77% on 9/13/2033) <sup>(a)(f)</sup>  | 600 | 669 |
| CaixaBank SA 6.037% 6/15/2035 (USD-SOFR + 2.26% on 9/15/2034) <sup>(a)(f)</sup>  | 2075 | 2206 |
| CaixaBank SA 5.581% 7/3/2036 (USD-SOFR + 1.79% on 7/3/2035) <sup>(a)(f)</sup>  | 3022 | 3097 |
| California Resources Corp. 7.125% 2/1/2026 <sup>(f)</sup>  | 408 | 409 |
| California Resources Corp. 8.25% 6/15/2029 <sup>(f)</sup>  | 600 | 626 |
| Campbell's Co. (The) 4.75% 3/23/2035  | 795 | 771 |
| Canadian Imperial Bank of Commerce 5.245% 1/13/2031 (USD-SOFR + 1.105% on 1/13/2030) <sup>(a)</sup>  | 6122 | 6324 |
| Canadian Pacific Railway Co. 4.80% 3/30/2030  | 3557 | 3644 |
| Canadian Pacific Railway Co. 5.20% 3/30/2035  | 546 | 563 |
| Canadian Pacific Railway Co. 3.00% 12/2/2041  | 540 | 405 |
| Canadian Pacific Railway Co. 3.10% 12/2/2051  | 1683 | 1141 |
| CAN-PACK SA 3.875% 11/15/2029 <sup>(f)</sup>  | 255 | 240 |
| Capital One Financial Corp. 6.377% 6/8/2034 (USD-SOFR + 2.86% on 6/8/2033) <sup>(a)</sup>  | 2040 | 2207 |
| Capstone Copper Corp. 6.75% 3/31/2033 <sup>(f)</sup>  | 150 | 155 |
| Carnival Corp. 5.125% 5/1/2029 <sup>(f)</sup>  | 80 | 80 |
| Carnival Corp. 6.00% 5/1/2029 <sup>(f)</sup>  | 370 | 376 |
| Carnival Corp. 6.125% 2/15/2033 <sup>(f)</sup>  | 410 | 421 |
| Cascade Funding Mortgage Trust, Series 2024-NR1, Class A1, 6.405% 11/25/2029 (9.405% on 11/25/2027) <sup>(a)(e)(f)</sup>  | 1115 | 1126 |
| Cascade Funding Mortgage Trust, Series 2024-HB15, Class M1, 4.00% 8/25/2034 <sup>(d)(e)(f)</sup>  | 4092 | 4031 |
| Cascade Funding Mortgage Trust, Series 2024-HB15, Class A, 4.00% 8/25/2034 <sup>(d)(e)(f)</sup>  | 666 | 663 |
| Castlelake Aircraft Securitization Trust, Series 2025-1A, Class A, 5.783% 2/15/2050 <sup>(e)(f)</sup>  | 4463 | 4538 |
| Caturus Energy, LLC 8.50% 2/15/2030 <sup>(f)</sup>  | 120 | 125 |
| CCO Holdings, LLC 5.00% 2/1/2028 <sup>(f)</sup>  | 250 | 248 |
| CCO Holdings, LLC 4.75% 3/1/2030 <sup>(f)</sup>  | 495 | 475 |
| CCO Holdings, LLC 4.50% 8/15/2030 <sup>(f)</sup>  | 388 | 367 |
| CCO Holdings, LLC 4.25% 2/1/2031 <sup>(f)</sup>  | 325 | 300 |
| CCO Holdings, LLC 4.75% 2/1/2032 <sup>(f)</sup>  | 816 | 755 |
| CCO Holdings, LLC 4.50% 5/1/2032  | 276 | 251 |
| CCO Holdings, LLC 4.50% 6/1/2033 <sup>(f)</sup>  | 1666 | 1482 |
| CCO Holdings, LLC 4.25% 1/15/2034 <sup>(f)</sup>  | 2107 | 1823 |
| Central Garden & Pet Co. 4.125% 10/15/2030  | 760 | 723 |
| Central Garden & Pet Co. 4.125% 4/30/2031 <sup>(f)</sup>  | 300 | 280 |
| Century Aluminum Co. 6.875% 8/1/2032 <sup>(f)</sup>  | 175 | 182 |
| CF Hippolyta, LLC, Series 2020-1, Class A1, 1.69% 7/15/2060 <sup>(e)(f)</sup>  | 3163 | 2734 |
| Charter Communications Operating, LLC 6.65% 2/1/2034  | 3257 | 3482 |
| Charter Communications Operating, LLC 6.384% 10/23/2035  | 780 | 817 |
| Charter Communications Operating, LLC 5.85% 12/1/2035  | 1748 | 1765 |
| Charter Communications Operating, LLC 4.80% 3/1/2050  | 2832 | 2244 |
| Charter Communications Operating, LLC 3.70% 4/1/2051  | 4203 | 2775 |
| Charter Communications Operating, LLC 3.90% 6/1/2052  | 10485 | 7106 |
| Charter Communications Operating, LLC 5.25% 4/1/2053  | 4662 | 3898 |
| Charter Communications Operating, LLC 6.70% 12/1/2055  | 1143 | 1157 |
| Chevron Corp. 3.078% 5/11/2050  | 2252 | 1564 |
| Chile (Republic of) 4.34% 3/7/2042  | 715 | 634 |
| Chile (Republic of) 4.00% 1/31/2052  | 335 | 265 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; China Huaneng Group Co., Ltd. 5.30% perpetual contingent convertible bonds (3-year UST Yield Curve Rate T <br> Note Constant Maturity + 3.775% on 7/5/2027) <sup>(a)</sup>  | 1925 | 1957 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **U.S. dollars (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| China Oil and Gas Group, Ltd. 4.70% 6/30/2026  | USD8,131 | $8078 |
| CHS / Community Health Systems, Inc. 6.00% 1/15/2029 <sup>(f)</sup>  | 300 | 291 |
| CHS / Community Health Systems, Inc. 10.875% 1/15/2032 <sup>(f)</sup>  | 360 | 382 |
| Chubb INA Holdings, LLC 5.00% 3/15/2034  | 5902 | 6055 |
| Chubb INA Holdings, LLC 4.90% 8/15/2035  | 2000 | 2013 |
| Cigna Group (The) 5.25% 1/15/2036  | 3850 | 3901 |
| Cigna Group (The) 6.00% 1/15/2056  | 575 | 597 |
| Cikarang Listrindo Tbk PT 5.65% 3/12/2035  | 200 | 202 |
| CIM Trust, Series 2025-R1, Class A1, 5.00% 2/25/2099 (8.00% on 3/1/2028) <sup>(a)(e)(f)</sup>  | 2732 | 2719 |
| Cisco Systems, Inc. 4.95% 2/26/2031  | 3000 | 3106 |
| Cisco Systems, Inc. 5.05% 2/26/2034  | 2025 | 2095 |
| Cisco Systems, Inc. 5.10% 2/24/2035  | 12883 | 13330 |
| Cisco Systems, Inc. 5.30% 2/26/2054  | 412 | 407 |
| CITGO Petroleum Corp. 8.375% 1/15/2029 <sup>(f)</sup>  | 285 | 297 |
| Citibank, NA 4.914% 5/29/2030  | 1375 | 1413 |
| Citigroup Commercial Mortgage Trust, Series 2023-PRM3, Class A, 6.36% 7/10/2028 <sup>(d)(e)(f)</sup>  | 5275 | 5507 |
| Citigroup Commercial Mortgage Trust, Series 2023-SMRT, Class A, 6.015% 10/12/2040 <sup>(d)(e)(f)</sup>  | 8128 | 8383 |
| Citigroup, Inc. 5.174% 9/11/2036 (USD-SOFR + 1.488% on 9/11/2035) <sup>(a)</sup>  | 1075 | 1086 |
| Citizens Financial Group, Inc. 5.718% 7/23/2032 (USD-SOFR + 1.91% on 7/23/2031) <sup>(a)</sup>  | 2765 | 2888 |
| Citizens Financial Group, Inc. 6.645% 4/25/2035 (USD-SOFR + 2.325% on 4/25/2034) <sup>(a)</sup>  | 2187 | 2407 |
| Civitas Resources, Inc. 8.625% 11/1/2030 <sup>(f)</sup>  | 55 | 57 |
| Civitas Resources, Inc. 8.75% 7/1/2031 <sup>(f)</sup>  | 765 | 785 |
| Civitas Resources, Inc. 9.625% 6/15/2033 <sup>(f)</sup>  | 95 | 100 |
| CK Hutchison International (23), Ltd. 4.75% 4/21/2028 <sup>(f)</sup>  | 330 | 335 |
| CK Hutchison International (23), Ltd. 4.875% 4/21/2033  | 200 | 203 |
| CK Hutchison International (24), Ltd. 5.50% 4/26/2034 <sup>(f)</sup>  | 400 | 420 |
| CK Hutchison International (21), Ltd. 3.125% 4/15/2041 <sup>(b)</sup>  | 400 | 310 |
| CK Hutchison International (19), Ltd. 3.375% 9/6/2049  | 400 | 294 |
| CK Hutchison International (20), Ltd. 3.375% 5/8/2050  | 250 | 185 |
| Clarivate Science Holdings Corp. 4.875% 7/1/2029 <sup>(f)</sup>  | 275 | 260 |
| Clear Channel Outdoor Holdings, Inc. 7.75% 4/15/2028 <sup>(f)</sup>  | 445 | 445 |
| Clear Channel Outdoor Holdings, Inc. 7.50% 6/1/2029 <sup>(f)</sup>  | 25 | 24 |
| Clear Channel Outdoor Holdings, Inc. 7.125% 2/15/2031 <sup>(f)</sup>  | 380 | 393 |
| Cleveland Electric Illuminating Co. (The) 3.50% 4/1/2028 <sup>(f)</sup>  | 1069 | 1051 |
| Cleveland-Cliffs, Inc. 6.875% 11/1/2029 <sup>(f)</sup>  | 1028 | 1048 |
| Cleveland-Cliffs, Inc. 6.75% 4/15/2030 <sup>(f)</sup>  | 38 | 39 |
| Cleveland-Cliffs, Inc. 4.875% 3/1/2031 <sup>(f)</sup>  | 443 | 415 |
| Cleveland-Cliffs, Inc. 7.50% 9/15/2031 <sup>(f)</sup>  | 250 | 258 |
| Cleveland-Cliffs, Inc. 7.375% 5/1/2033 <sup>(f)</sup>  | 134 | 137 |
| Cleveland-Cliffs, Inc. 7.625% 1/15/2034 <sup>(f)</sup>  | 430 | 443 |
| Cloud Software Group, Inc. 6.50% 3/31/2029 <sup>(f)</sup>  | 500 | 505 |
| Cloud Software Group, Inc. 9.00% 9/30/2029 <sup>(f)</sup>  | 2985 | 3099 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CMS Energy Corp., junior subordinated, 6.50% 6/1/2055 (5-year UST Yield Curve Rate T Note Constant Maturity <br> + 1.961% on 6/1/2035) <sup>(a)</sup>  | 450 | 466 |
| CNX Resources Corp. 7.25% 3/1/2032 <sup>(f)</sup>  | 895 | 929 |
| Coca-Cola Co. 4.65% 8/14/2034  | 2231 | 2272 |
| Coca-Cola Co. 5.20% 1/14/2055  | 443 | 434 |
| Coinbase Global, Inc. 3.375% 10/1/2028 <sup>(f)</sup>  | 1200 | 1140 |
| Coinbase Global, Inc. 3.625% 10/1/2031 <sup>(f)</sup>  | 735 | 656 |
| Colombia (Republic of) 7.375% 4/25/2030  | 18270 | 19472 |
| Colombia (Republic of) 8.50% 4/25/2035  | 3325 | 3687 |
| Colombia (Republic of) 8.00% 11/14/2035  | 5205 | 5598 |
| Colombia (Republic of) 7.75% 11/7/2036  | 1180 | 1238 |
| Comcast Corp. 1.50% 2/15/2031  | 5500 | 4757 |
| Comcast Corp. 5.65% 6/1/2054  | 1710 | 1679 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **U.S. dollars (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| CommScope Technologies, LLC 5.00% 3/15/2027 <sup>(f)</sup>  | USD670 | $665 |
| CommScope, LLC 8.25% 3/1/2027 <sup>(f)</sup>  | 227 | 230 |
| CommScope, LLC 7.125% 7/1/2028 <sup>(f)</sup>  | 575 | 578 |
| CommScope, LLC 9.50% 12/15/2031 <sup>(f)</sup>  | 350 | 363 |
| Commscope, LLC, Term Loan, (3-month USD CME Term SOFR + 4.75%) 8.913% 12/17/2029 <sup>(d)(h)</sup>  | 620 | 628 |
| Compass Group Diversified Holdings, LLC 5.25% 4/15/2029 <sup>(f)</sup>  | 931 | 861 |
| Compass Group Diversified Holdings, LLC 5.00% 1/15/2032 <sup>(f)</sup>  | 290 | 260 |
| Comstock Resources, Inc. 6.75% 3/1/2029 <sup>(f)</sup>  | 535 | 534 |
| Comstock Resources, Inc. 5.875% 1/15/2030 <sup>(f)</sup>  | 340 | 328 |
| Connect Finco SARL 9.00% 9/15/2029 <sup>(f)</sup>  | 1930 | 2032 |
| Connect Finco SARL, Term Loan B, (1-month USD CME Term SOFR + 4.50%) 8.663% 9/27/2029 <sup>(d)(h)</sup>  | 266 | 263 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust, Series 2023-R04, Class 1M1, (30-day Average USD-SOFR + 2.30%) 6.656% <br> 5/25/2043 <sup>(d)(e)(f)</sup>  | 7157 | 7308 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust, Series 2023-R04, Class 1M2, (30-day Average USD-SOFR + 3.55%) 7.906% <br> 5/25/2043 <sup>(d)(e)(f)</sup>  | 5185 | 5474 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust, Series 2023-R05, Class 1M1, (30-day Average USD-SOFR + 1.90%) 6.256% <br> 6/25/2043 <sup>(d)(e)(f)</sup>  | 3736 | 3765 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust, Series 2023-R05, Class 1M2, (30-day Average USD-SOFR + 3.10%) 7.456% <br> 6/25/2043 <sup>(d)(e)(f)</sup>  | 1957 | 2035 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust, Series 2023-R06, Class 1M1, (30-day Average USD-SOFR + 1.70%) 6.056% <br> 7/25/2043 <sup>(d)(e)(f)</sup>  | 5497 | 5516 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust, Series 2024-R01, Class 1M2, (30-day Average USD-SOFR + 1.80%) 6.156% <br> 1/25/2044 <sup>(d)(e)(f)</sup>  | 1750 | 1767 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust, Series 2024-R04, Class 1M2, (30-day Average USD-SOFR + 1.65%) 6.006% <br> 5/25/2044 <sup>(d)(e)(f)</sup>  | 7323 | 7348 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust, Series 2025-R01, Class 1A1, (30-day Average USD-SOFR + 0.95%) 5.306% <br> 1/25/2045 <sup>(d)(e)(f)</sup>  | 4250 | 4255 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust, Series 2025-R02, Class 1A1, (30-day Average USD-SOFR + 1.00%) 5.356% <br> 2/25/2045 <sup>(d)(e)(f)</sup>  | 1526 | 1529 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust, Series 2025-R02, Class 1M1, (30-day Average USD-SOFR + 1.15%) 5.506% <br> 2/25/2045 <sup>(d)(e)(f)</sup>  | 3556 | 3558 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust, Series 2025-R04, Class 1M1, (30-day Average USD-SOFR + 1.20%) 5.556% <br> 5/25/2045 <sup>(d)(e)(f)</sup>  | 2054 | 2060 |
| ConocoPhillips Co. 5.30% 5/15/2053  | 1122 | 1071 |
| ConocoPhillips Co. 5.50% 1/15/2055  | 975 | 956 |
| Consolidated Energy Finance SA 12.00% 2/15/2031 <sup>(f)</sup>  | 800 | 733 |
| Constellation Brands, Inc. 4.35% 5/9/2027  | 1305 | 1309 |
| Constellation Brands, Inc. 2.875% 5/1/2030  | 839 | 785 |
| Constellation Brands, Inc. 4.80% 5/1/2030  | 481 | 488 |
| Constellation Brands, Inc. 2.25% 8/1/2031  | 1859 | 1639 |
| Constellation Brands, Inc. 4.75% 5/9/2032  | 813 | 818 |
| Constellation Brands, Inc. 4.90% 5/1/2033  | 1556 | 1571 |
| Constellation Oil Services Holding SA 9.375% 11/7/2029 <sup>(f)</sup>  | 780 | 800 |
| Corebridge Financial, Inc. 3.90% 4/5/2032  | 5809 | 5550 |
| CoreLogic, Inc. 4.50% 5/1/2028 <sup>(f)</sup>  | 1170 | 1138 |
| Cote dIvoire (Republic of) 7.625% 1/30/2033  | 800 | 833 |
| Cote dIvoire (Republic of) 8.075% 4/1/2036 <sup>(f)</sup>  | 690 | 716 |
| Cougar JV Subsidiary, LLC 8.00% 5/15/2032 <sup>(f)</sup>  | 210 | 224 |
| Crescent Energy Finance, LLC 9.25% 2/15/2028 <sup>(f)</sup>  | 671 | 697 |
| Crescent Energy Finance, LLC 7.625% 4/1/2032 <sup>(f)</sup>  | 1005 | 999 |
| Crescent Energy Finance, LLC 7.375% 1/15/2033 <sup>(f)</sup>  | 135 | 132 |
| Crescent Energy Finance, LLC 8.375% 1/15/2034 <sup>(f)</sup>  | 245 | 248 |
| Crown Castle, Inc. 5.00% 1/11/2028  | 2336 | 2369 |
| CSC Holdings, LLC 5.50% 4/15/2027 <sup>(f)</sup>  | 250 | 237 |
| CSC Holdings, LLC, Term Loan B, (USD Prime Rate + 1.50%) 9.00% 4/15/2027 <sup>(d)(h)</sup>  | 323 | 313 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **U.S. dollars (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| CSC Holdings, LLC, Term Loan B, (3-month USD CME Term SOFR + 4.50%) 8.65% 1/18/2028 <sup>(d)(h)</sup>  | USD807 | $804 |
| CSX Corp. 4.25% 3/15/2029  | 3355 | 3369 |
| CSX Corp. 5.20% 11/15/2033  | 2068 | 2162 |
| CSX Corp. 5.05% 6/15/2035  | 450 | 460 |
| CSX Corp. 2.50% 5/15/2051  | 289 | 172 |
| CVS Health Corp. 3.25% 8/15/2029  | 1798 | 1724 |
| CVS Health Corp. 5.125% 2/21/2030  | 1225 | 1256 |
| CVS Health Corp. 5.55% 6/1/2031  | 6750 | 7063 |
| CVS Health Corp. 5.25% 2/21/2033  | 1227 | 1256 |
| CVS Health Corp. 5.70% 6/1/2034  | 1535 | 1603 |
| CVS Health Corp. 5.45% 9/15/2035  | 5217 | 5311 |
| CVS Health Corp. 6.05% 6/1/2054  | 5554 | 5622 |
| CVS Health Corp. 6.20% 9/15/2055  | 2926 | 3014 |
| CVS Health Corp. 6.00% 6/1/2063  | 75 | 74 |
| CVS Health Corp. 6.25% 9/15/2065  | 425 | 433 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dai-ichi Life Insurance Co., Ltd. (The) 6.20% (5-year UST Yield Curve Rate T Note Constant Maturity + 2.515% on <br> 1/16/2035) <sup>(a)(f)</sup>  | 3000 | 3121 |
| Daimler Trucks Finance North America, LLC 3.65% 4/7/2027 <sup>(f)</sup>  | 6025 | 5978 |
| Darling Ingredients, Inc. 6.00% 6/15/2030 <sup>(f)</sup>  | 765 | 773 |
| DaVita, Inc. 3.75% 2/15/2031 <sup>(f)</sup>  | 375 | 344 |
| DaVita, Inc. 6.875% 9/1/2032 <sup>(f)</sup>  | 925 | 956 |
| DaVita, Inc. 6.75% 7/15/2033 <sup>(f)</sup>  | 485 | 501 |
| Denali Intermediate Holdings, Inc., Term Loan, (1-month CME Term SOFR + 5.50%) 9.666% 8/26/2032 <sup>(d)(g)(h)</sup>  | 349 | 349 |
| Deutsche Bank AG 7.146% 7/13/2027 (USD-SOFR + 2.52% on 7/13/2026) <sup>(a)</sup>  | 714 | 729 |
| Deutsche Bank AG 2.311% 11/16/2027 (USD-SOFR + 1.219% on 11/16/2026) <sup>(a)</sup>  | 10009 | 9791 |
| Deutsche Bank AG 6.819% 11/20/2029 (USD-SOFR + 2.51% on 11/20/2028) <sup>(a)</sup>  | 1500 | 1605 |
| Deutsche Bank AG 3.547% 9/18/2031 (USD-SOFR + 3.043% on 9/18/2030) <sup>(a)</sup>  | 576 | 546 |
| Deutsche Bank AG 5.403% 9/11/2035 (USD-SOFR + 2.05% on 9/11/2034) <sup>(a)</sup>  | 1000 | 1020 |
| Diamond Sports Net, LLC, Term Loan, 15.00% PIK 1/2/2028 <sup>(h)(i)</sup>  | 33 | 29 |
| Diamondback Energy, Inc. 5.55% 4/1/2035  | 2197 | 2256 |
| Diebold Nixdorf, Inc. 7.75% 3/31/2030 <sup>(f)</sup>  | 1360 | 1438 |
| DIRECTV Financing, LLC 5.875% 8/15/2027 <sup>(f)</sup>  | 384 | 384 |
| DIRECTV Financing, LLC 8.875% 2/1/2030 <sup>(f)</sup>  | 710 | 702 |
| DIRECTV Financing, LLC, Term Loan, (3-month USD CME Term SOFR + 5.00%) 9.57% 8/2/2027 <sup>(d)(h)</sup>  | 33 | 33 |
| DISH Network Corp. 11.75% 11/15/2027 <sup>(f)</sup>  | 3555 | 3765 |
| Dominican Republic 5.875% 1/30/2060  | 670 | 596 |
| Dow Chemical Co. (The) 4.80% 1/15/2031  | 500 | 498 |
| Dow Chemical Co. (The) 5.15% 2/15/2034  | 8 | 8 |
| Dow Chemical Co. (The) 5.65% 3/15/2036  | 324 | 326 |
| Dow Chemical Co. (The) 5.55% 11/30/2048  | 132 | 120 |
| Dow Chemical Co. (The) 4.80% 5/15/2049  | 495 | 404 |
| Dow Chemical Co. (The) 3.60% 11/15/2050  | 485 | 329 |
| Dow Chemical Co. (The) 6.90% 5/15/2053  | 57 | 61 |
| Dow Chemical Co. (The) 5.60% 2/15/2054  | 711 | 644 |
| Dow Chemical Co. (The) 5.95% 3/15/2055  | 750 | 713 |
| Dua Capital, Ltd. 2.78% 5/11/2031  | 3500 | 3220 |
| Durst Commercial Mortgage Trust, Series 2025-151, Class A, 5.145% 8/10/2042 <sup>(d)(e)(f)</sup>  | 5241 | 5344 |
| Eagle Funding LuxCo SARL 5.50% 8/17/2030 <sup>(f)</sup>  | 2090 | 2123 |
| EchoStar Corp. 10.75% 11/30/2029  | 2174 | 2394 |
| EchoStar Corp. 6.75% PIK 11/30/2030 <sup>(i)</sup>  | 276 | 284 |
| Ecopetrol SA 8.625% 1/19/2029  | 8020 | 8715 |
| Edison International 5.25% 11/15/2028  | 675 | 681 |
| Edison International 5.45% 6/15/2029  | 2714 | 2736 |
| Edison International 6.95% 11/15/2029  | 2688 | 2854 |
| Edison International 6.25% 3/15/2030  | 6518 | 6781 |

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Capital World Bond Fund — Page 19 of 59

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **U.S. dollars (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Edison International 5.25% 3/15/2032  | USD10,103 | $10014 |
| Egypt (Arab Republic of) 5.80% 9/30/2027  | 815 | 813 |
| Egypt (Arab Republic of) 6.588% 2/21/2028  | 11402 | 11549 |
| Egypt (Arab Republic of) 7.60% 3/1/2029  | 300 | 312 |
| Egypt (Arab Republic of) 5.875% 2/16/2031  | 1185 | 1105 |
| Egypt (Arab Republic of) 7.053% 1/15/2032  | 440 | 425 |
| Egypt (Arab Republic of) 9.45% 2/4/2033 <sup>(f)</sup>  | 5735 | 6129 |
| Egypt (Arab Republic of) 8.50% 1/31/2047  | 505 | 447 |
| Egypt (Arab Republic of) 7.903% 2/21/2048  | 259 | 216 |
| Egypt (Arab Republic of) 8.70% 3/1/2049  | 795 | 709 |
| Egypt (Arab Republic of) 8.15% 11/20/2059  | 560 | 469 |
| Egypt (Arab Republic of) 7.50% 2/16/2061  | 390 | 306 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Electricite de France SA 9.125% junior subordinated perpetual bonds (5-year UST Yield Curve Rate T <br> Note Constant Maturity + 5.411% on 6/15/2033) <sup>(a)(f)</sup>  | 3800 | 4409 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Electricite de France SA 9.125% junior subordinated perpetual bonds (5-year UST Yield Curve Rate T <br> Note Constant Maturity + 5.411% on 6/15/2033) <sup>(a)</sup>  | 3010 | 3492 |
| Elevance Health, Inc. 5.00% 1/15/2036  | 1010 | 1003 |
| Elevance Health, Inc. 5.70% 2/15/2055  | 1733 | 1716 |
| Eli Lilly and Co. 5.10% 2/12/2035  | 3295 | 3410 |
| Eli Lilly and Co. 5.50% 2/12/2055  | 1282 | 1310 |
| Ellucian Holdings, Inc. 6.50% 12/1/2029 <sup>(f)</sup>  | 375 | 382 |
| Ellucian Holdings, Inc., Term Loan, (3-month USD CME Term SOFR + 4.75%) 8.913% 11/22/2032 <sup>(d)(h)</sup>  | 125 | 128 |
| Embarq, LLC 7.995% 6/1/2036  | 625 | 313 |
| Endo Finance Holdings, Inc. 8.50% 4/15/2031 <sup>(f)</sup>  | 1140 | 1224 |
| Endo Finance Holdings, Inc., Term Loan B, (3-month USD CME Term SOFR + 4.00%) 8.163% 4/23/2031 <sup>(d)(h)</sup>  | 559 | 561 |
| Enel Finance International NV 5.00% 9/30/2035 <sup>(f)</sup>  | 1000 | 986 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Energy Transfer, LP 6.50% junior subordinated perpetual bonds (5-year UST Yield Curve Rate T Note Constant <br> Maturity + 5.694% on 11/15/2026) <sup>(a)</sup>  | 254 | 256 |
| Enfragen Energia Sur SA 5.375% 12/30/2030  | 19880 | 18524 |
| Enfragen Energia Sur SA 8.499% 6/30/2032 <sup>(f)</sup>  | 500 | 527 |
| ENN Clean Energy International Investment, Ltd. 3.375% 5/12/2026 <sup>(f)</sup>  | 800 | 794 |
| ENN Clean Energy International Investment, Ltd. 3.375% 5/12/2026  | 500 | 496 |
| ENN Energy Holdings, Ltd. 2.625% 9/17/2030 <sup>(f)</sup>  | 200 | 184 |
| EOG Resources, Inc. 4.40% 7/15/2028  | 1022 | 1032 |
| EOG Resources, Inc. 5.35% 1/15/2036  | 893 | 917 |
| EOG Resources, Inc. 5.65% 12/1/2054  | 766 | 768 |
| Equinix, Inc. 3.00% 7/15/2050  | 2889 | 1890 |
| EquipmentShare, Series 2024-2M, Class A, 5.70% 12/20/2032 <sup>(e)(f)</sup>  | 5840 | 5933 |
| EquipmentShare, Series 2025-1M, Class A, 5.48% 9/26/2033 <sup>(e)(f)</sup>  | 7544 | 7625 |
| EquipmentShare.com, Inc. 9.00% 5/15/2028 <sup>(f)</sup>  | 675 | 715 |
| EquipmentShare.com, Inc. 8.625% 5/15/2032 <sup>(f)</sup>  | 250 | 270 |
| ERP Operating, LP 4.65% 9/15/2034  | 778 | 769 |
| Evergreen Credit Card Trust, Series 2025-CRT5, Class B, 5.24% 5/15/2029 <sup>(e)(f)</sup>  | 845 | 856 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Exelon Corp., junior subordinated, 6.50% 3/15/2055 (5-year UST Yield Curve Rate T Note Constant Maturity + <br> 1.975% on 3/15/2035) <sup>(a)</sup>  | 300 | 314 |
| Exeter Automobile Receivables Trust, Series 2023-5A, Class B, 6.58% 4/17/2028 <sup>(e)</sup>  | 235 | 236 |
| Export-Import Bank of India 5.50% 1/18/2033  | 1000 | 1052 |
| Export-Import Bank of Thailand 5.354% 5/16/2029  | 8542 | 8845 |
| Exxon Mobil Corp. 3.452% 4/15/2051  | 2259 | 1657 |
| Fair Isaac Corp. 4.00% 6/15/2028 <sup>(f)</sup>  | 625 | 609 |
| Fair Isaac Corp. 6.00% 5/15/2033 <sup>(f)</sup>  | 1030 | 1045 |
| Fannie Mae Pool #MA5696 7.00% 3/1/2045 <sup>(e)</sup>  | 6 | 7 |
| Fannie Mae Pool #FS9792 4.50% 12/1/2050 <sup>(e)</sup>  | 102 | 101 |
| Fannie Mae Pool #FM9530 2.50% 7/1/2051 <sup>(e)</sup>  | 433 | 365 |
| Fannie Mae Pool #FM9481 2.50% 11/1/2051 <sup>(e)</sup>  | 436 | 368 |

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Capital World Bond Fund — Page 20 of 59

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **U.S. dollars (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Fannie Mae Pool #BU3083 2.50% 1/1/2052 <sup>(e)</sup>  | USD254 | $215 |
| Fannie Mae Pool #MA4577 2.00% 4/1/2052 <sup>(e)</sup>  | 8954 | 7255 |
| Fannie Mae Pool #BT8116 2.50% 4/1/2052 <sup>(e)</sup>  | 27 | 23 |
| Fannie Mae Pool #FS1230 3.50% 4/1/2052 <sup>(e)</sup>  | 25 | 23 |
| Fannie Mae Pool #FS9189 2.00% 5/1/2052 <sup>(e)</sup>  | 9045 | 7340 |
| Fannie Mae Pool #CB3528 4.00% 5/1/2052 <sup>(e)</sup>  | 1132 | 1068 |
| Fannie Mae Pool #FS1948 4.00% 5/1/2052 <sup>(e)</sup>  | 870 | 821 |
| Fannie Mae Pool #MA4625 3.50% 6/1/2052 <sup>(e)</sup>  | 123 | 113 |
| Fannie Mae Pool #FS7879 2.50% 7/1/2052 <sup>(e)</sup>  | 1335 | 1126 |
| Fannie Mae Pool #FS6631 2.50% 7/1/2052 <sup>(e)</sup>  | 519 | 440 |
| Fannie Mae Pool #BV8055 4.50% 9/1/2052 <sup>(e)</sup>  | 20929 | 20408 |
| Fannie Mae Pool #BV0952 4.50% 9/1/2052 <sup>(e)</sup>  | 1288 | 1255 |
| Fannie Mae Pool #CB4852 4.50% 10/1/2052 <sup>(e)</sup>  | 8958 | 8733 |
| Fannie Mae Pool #BW1215 4.50% 10/1/2052 <sup>(e)</sup>  | 3300 | 3217 |
| Fannie Mae Pool #MA4785 5.00% 10/1/2052 <sup>(e)</sup>  | 50 | 49 |
| Fannie Mae Pool #MA4805 4.50% 11/1/2052 <sup>(e)</sup>  | 869 | 847 |
| Fannie Mae Pool #MA4840 4.50% 12/1/2052 <sup>(e)</sup>  | 13859 | 13540 |
| Fannie Mae Pool #FS5675 4.50% 1/1/2053 <sup>(e)(j)</sup>  | 40591 | 39581 |
| Fannie Mae Pool #FS5520 4.50% 1/1/2053 <sup>(e)</sup>  | 876 | 854 |
| Fannie Mae Pool #FS4191 5.50% 3/1/2053 <sup>(e)</sup>  | 2594 | 2637 |
| Fannie Mae Pool #CB5912 6.00% 3/1/2053 <sup>(e)</sup>  | 5608 | 5785 |
| Fannie Mae Pool #MA4978 5.00% 4/1/2053 <sup>(e)</sup>  | 264 | 263 |
| Fannie Mae Pool #FS4840 5.50% 5/1/2053 <sup>(e)</sup>  | 946 | 957 |
| Fannie Mae Pool #FS4736 6.50% 5/1/2053 <sup>(e)</sup>  | 41 | 43 |
| Fannie Mae Pool #BW9637 5.00% 6/1/2053 <sup>(e)</sup>  | 14275 | 14230 |
| Fannie Mae Pool #MA5038 5.00% 6/1/2053 <sup>(e)</sup>  | 169 | 168 |
| Fannie Mae Pool #MA5071 5.00% 7/1/2053 <sup>(e)</sup>  | 2698 | 2685 |
| Fannie Mae Pool #CB7104 5.50% 9/1/2053 <sup>(e)</sup>  | 20065 | 20341 |
| Fannie Mae Pool #MA5139 6.00% 9/1/2053 <sup>(e)</sup>  | 3676 | 3768 |
| Fannie Mae Pool #MA5166 6.00% 10/1/2053 <sup>(e)</sup>  | 14852 | 15218 |
| Fannie Mae Pool #FS6838 5.50% 11/1/2053 <sup>(e)</sup>  | 2771 | 2805 |
| Fannie Mae Pool #MA5191 6.00% 11/1/2053 <sup>(e)</sup>  | 13412 | 13739 |
| Fannie Mae Pool #FS6873 6.50% 1/1/2054 <sup>(e)</sup>  | 6027 | 6235 |
| Fannie Mae Pool #FS6767 6.50% 1/1/2054 <sup>(e)</sup>  | 2441 | 2550 |
| Fannie Mae Pool #FS6809 5.50% 2/1/2054 <sup>(e)</sup>  | 1408 | 1425 |
| Fannie Mae Pool #MA5271 5.50% 2/1/2054 <sup>(e)</sup>  | 621 | 628 |
| Fannie Mae Pool #FS7031 6.00% 2/1/2054 <sup>(e)</sup>  | 3388 | 3495 |
| Fannie Mae Pool #FS7503 6.00% 2/1/2054 <sup>(e)</sup>  | 1504 | 1539 |
| Fannie Mae Pool #MA5296 5.50% 3/1/2054 <sup>(e)</sup>  | 446 | 451 |
| Fannie Mae Pool #MA5295 6.00% 3/1/2054 <sup>(e)</sup>  | 1594 | 1633 |
| Fannie Mae Pool #CB8536 5.50% 5/1/2054 <sup>(e)</sup>  | 4082 | 4154 |
| Fannie Mae Pool #DB2495 6.00% 5/1/2054 <sup>(e)</sup>  | 3636 | 3719 |
| Fannie Mae Pool #FS8131 5.50% 6/1/2054 <sup>(e)</sup>  | 10306 | 10472 |
| Fannie Mae Pool #FS8153 6.00% 6/1/2054 <sup>(e)</sup>  | 9779 | 10088 |
| Fannie Mae Pool #DB6878 6.00% 6/1/2054 <sup>(e)</sup>  | 5973 | 6114 |
| Fannie Mae Pool #FS8223 6.00% 6/1/2054 <sup>(e)</sup>  | 1460 | 1496 |
| Fannie Mae Pool #FS8219 6.00% 6/1/2054 <sup>(e)</sup>  | 1308 | 1350 |
| Fannie Mae Pool #CB8755 6.00% 6/1/2054 <sup>(e)</sup>  | 642 | 659 |
| Fannie Mae Pool #CB8725 6.50% 6/1/2054 <sup>(e)</sup>  | 984 | 1019 |
| Fannie Mae Pool #DB5480 6.50% 6/1/2054 <sup>(e)</sup>  | 11 | 11 |
| Fannie Mae Pool #CB8842 5.50% 7/1/2054 <sup>(e)</sup>  | 13227 | 13395 |
| Fannie Mae Pool #BU4699 5.50% 7/1/2054 <sup>(e)</sup>  | 6876 | 6963 |
| Fannie Mae Pool #DB5213 5.50% 7/1/2054 <sup>(e)</sup>  | 6068 | 6127 |
| Fannie Mae Pool #FS8467 5.50% 7/1/2054 <sup>(e)</sup>  | 274 | 279 |
| Fannie Mae Pool #MA5421 6.00% 7/1/2054 <sup>(e)</sup>  | 16912 | 17298 |

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Capital World Bond Fund — Page 21 of 59

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **U.S. dollars (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Fannie Mae Pool #DB5214 6.00% 7/1/2054 <sup>(e)</sup>  | USD9,454 | $9698 |
| Fannie Mae Pool #BU4707 6.00% 7/1/2054 <sup>(e)</sup>  | 8392 | 8592 |
| Fannie Mae Pool #BU4700 6.00% 7/1/2054 <sup>(e)</sup>  | 5375 | 5519 |
| Fannie Mae Pool #CB8858 6.00% 7/1/2054 <sup>(e)</sup>  | 3667 | 3775 |
| Fannie Mae Pool #DB6901 6.00% 7/1/2054 <sup>(e)</sup>  | 3681 | 3769 |
| Fannie Mae Pool #FS8318 6.00% 7/1/2054 <sup>(e)</sup>  | 2666 | 2751 |
| Fannie Mae Pool #FS8591 6.00% 7/1/2054 <sup>(e)</sup>  | 2061 | 2126 |
| Fannie Mae Pool #DB7039 6.00% 7/1/2054 <sup>(e)</sup>  | 1067 | 1096 |
| Fannie Mae Pool #CB8872 6.50% 7/1/2054 <sup>(e)</sup>  | 1511 | 1575 |
| Fannie Mae Pool #FS8619 6.50% 7/1/2054 <sup>(e)</sup>  | 842 | 877 |
| Fannie Mae Pool #FS8607 6.50% 7/1/2054 <sup>(e)</sup>  | 645 | 672 |
| Fannie Mae Pool #CB8876 6.50% 7/1/2054 <sup>(e)</sup>  | 440 | 458 |
| Fannie Mae Pool #FS8317 6.50% 7/1/2054 <sup>(e)</sup>  | 248 | 258 |
| Fannie Mae Pool #DB7783 5.50% 8/1/2054 <sup>(e)</sup>  | 25 | 25 |
| Fannie Mae Pool #MA5445 6.00% 8/1/2054 <sup>(e)</sup>  | 19071 | 19507 |
| Fannie Mae Pool #DB7792 6.00% 8/1/2054 <sup>(e)</sup>  | 5303 | 5430 |
| Fannie Mae Pool #FS8757 6.00% 8/1/2054 <sup>(e)</sup>  | 3607 | 3712 |
| Fannie Mae Pool #FS8758 6.00% 8/1/2054 <sup>(e)</sup>  | 2109 | 2161 |
| Fannie Mae Pool #BU4916 6.00% 8/1/2054 <sup>(e)</sup>  | 1717 | 1759 |
| Fannie Mae Pool #FS8756 6.00% 8/1/2054 <sup>(e)</sup>  | 1410 | 1452 |
| Fannie Mae Pool #DC0299 6.00% 8/1/2054 <sup>(e)</sup>  | 1285 | 1315 |
| Fannie Mae Pool #DB7692 6.00% 8/1/2054 <sup>(e)</sup>  | 1244 | 1276 |
| Fannie Mae Pool #BU4968 6.00% 8/1/2054 <sup>(e)</sup>  | 845 | 865 |
| Fannie Mae Pool #DB7687 6.00% 8/1/2054 <sup>(e)</sup>  | 562 | 580 |
| Fannie Mae Pool #DB7690 6.00% 8/1/2054 <sup>(e)</sup>  | 469 | 482 |
| Fannie Mae Pool #DC0296 6.00% 8/1/2054 <sup>(e)</sup>  | 453 | 466 |
| Fannie Mae Pool #FS8795 6.00% 8/1/2054 <sup>(e)</sup>  | 266 | 272 |
| Fannie Mae Pool #CB9146 5.50% 9/1/2054 <sup>(e)</sup>  | 4303 | 4357 |
| Fannie Mae Pool #BU4946 5.50% 9/1/2054 <sup>(e)</sup>  | 220 | 222 |
| Fannie Mae Pool #CB9210 5.50% 9/1/2054 <sup>(e)</sup>  | 208 | 211 |
| Fannie Mae Pool #FS8866 6.00% 9/1/2054 <sup>(e)</sup>  | 3645 | 3750 |
| Fannie Mae Pool #DC3262 6.00% 9/1/2054 <sup>(e)</sup>  | 179 | 183 |
| Fannie Mae Pool #DC3459 6.00% 9/1/2054 <sup>(e)</sup>  | 92 | 94 |
| Fannie Mae Pool #DC1873 6.00% 9/1/2054 <sup>(e)</sup>  | 36 | 37 |
| Fannie Mae Pool #MA5530 5.00% 11/1/2054 <sup>(e)</sup>  | 12133 | 12045 |
| Fannie Mae Pool #MA5531 5.50% 11/1/2054 <sup>(e)</sup>  | 824 | 831 |
| Fannie Mae Pool #MA5552 5.00% 12/1/2054 <sup>(e)</sup>  | 356 | 353 |
| Fannie Mae Pool #DC6842 5.50% 12/1/2054 <sup>(e)</sup>  | 195 | 197 |
| Fannie Mae Pool #DC7823 6.00% 12/1/2054 <sup>(e)</sup>  | 75 | 77 |
| Fannie Mae Pool #MA5587 6.00% 1/1/2055 <sup>(e)</sup>  | 529 | 541 |
| Fannie Mae Pool #MA5612 4.50% 2/1/2055 <sup>(e)</sup>  | 91 | 88 |
| Fannie Mae Pool #FA0608 5.50% 2/1/2055 <sup>(e)</sup>  | 22502 | 22708 |
| Fannie Mae Pool #DC8674 5.50% 2/1/2055 <sup>(e)</sup>  | 1567 | 1581 |
| Fannie Mae Pool #MA5615 6.00% 2/1/2055 <sup>(e)</sup>  | 4136 | 4230 |
| Fannie Mae Pool #MA5644 4.50% 3/1/2055 <sup>(e)</sup>  | 4148 | 4026 |
| Fannie Mae Pool #MA5647 6.00% 3/1/2055 <sup>(e)</sup>  | 2868 | 2933 |
| Fannie Mae Pool #MA5671 4.50% 4/1/2055 <sup>(e)</sup>  | 4383 | 4254 |
| Fannie Mae Pool #MA5674 6.00% 4/1/2055 <sup>(e)</sup>  | 3727 | 3810 |
| Fannie Mae Pool #DD4459 6.00% 4/1/2055 <sup>(e)</sup>  | 2953 | 3020 |
| Fannie Mae Pool #FA1162 6.00% 4/1/2055 <sup>(e)</sup>  | 141 | 144 |
| Fannie Mae Pool #MA5699 5.00% 5/1/2055 <sup>(e)</sup>  | 8534 | 8471 |
| Fannie Mae Pool #MA5700 5.50% 5/1/2055 <sup>(e)</sup>  | 49 | 50 |
| Fannie Mae Pool #MA5701 6.00% 5/1/2055 <sup>(e)</sup>  | 2199 | 2248 |
| Fannie Mae Pool #MA5734 5.00% 6/1/2055 <sup>(e)</sup>  | 4988 | 4951 |
| Fannie Mae Pool #MA5761 6.00% 7/1/2055 <sup>(e)</sup>  | 5886 | 6017 |

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Capital World Bond Fund — Page 22 of 59

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **U.S. dollars (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Fannie Mae Pool #DD9889 6.00% 7/1/2055 <sup>(e)</sup>  | USD218 | $223 |
| Fannie Mae Pool #CC0859 5.50% 8/1/2055 <sup>(e)</sup>  | 726 | 738 |
| Fannie Mae Pool #CC0879 6.00% 8/1/2055 <sup>(e)</sup>  | 882 | 910 |
| Fannie Mae Pool #BF0784 3.50% 12/1/2063 <sup>(e)</sup>  | 473 | 425 |
| Farmer Mac Agricultural Real Estate Trust, Series 2024-2, Class B, 5.595% 8/1/2054 <sup>(d)(e)(f)</sup>  | 2223 | 2005 |
| FibraSOMA 4.375% 7/22/2031  | 2800 | 2424 |
| Fiesta Purchaser, Inc. 7.875% 3/1/2031 <sup>(f)</sup>  | 267 | 282 |
| Fiesta Purchaser, Inc. 9.625% 9/15/2032 <sup>(f)</sup>  | 375 | 406 |
| Fiesta Purchaser, Inc., Term Loan B, (1-month USD CME Term SOFR + 2.75%) 6.913% 2/12/2031 <sup>(d)(h)</sup>  | 358 | 358 |
| Finastra USA, Inc., Term Loan B, (3-month USD CME Term SOFR + 7.25%) 11.288% 9/13/2029 <sup>(b)(d)(h)</sup>  | 150 | 151 |
| Finastra USA, Inc., Term Loan, (1-month USD CME Term SOFR + 4.00%) 8.129% 7/30/2032 <sup>(d)(h)</sup>  | 670 | 668 |
| First Citizens BancShares, Inc. 5.231% 3/12/2031 (USD-SOFR + 1.41% on 3/12/2030) <sup>(a)</sup>  | 1421 | 1444 |
| First Quantum Minerals, Ltd. 9.375% 3/1/2029 <sup>(f)</sup>  | 850 | 902 |
| First Student Bidco, Inc. 4.00% 7/31/2029 <sup>(f)</sup>  | 700 | 666 |
| First Student Bidco, Inc., Term Loan B, (3-month USD CME Term SOFR + 2.50%) 6.711% 8/15/2030 <sup>(d)(h)</sup>  | 211 | 211 |
| First Student Bidco, Inc., Term Loan C, (3-month USD CME Term SOFR + 2.50%) 6.711% 8/15/2030 <sup>(d)(h)</sup>  | 65 | 65 |
| FirstEnergy Corp. 2.25% 9/1/2030  | 5592 | 5028 |
| Flutter Treasury DAC 5.875% 6/4/2031 <sup>(f)</sup>  | 874 | 888 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fontainebleau Miami Beach Trust, Series 2024-FBLU, Class A, (1-month USD CME Term SOFR + 1.45%) 5.60% <br> 12/15/2039 <sup>(d)(e)(f)</sup>  | 3404 | 3410 |
| Ford Motor Credit Co., LLC 3.375% 11/13/2025  | 200 | 200 |
| Ford Motor Credit Co., LLC 6.95% 3/6/2026  | 400 | 403 |
| Ford Motor Credit Co., LLC 6.95% 6/10/2026  | 400 | 405 |
| Ford Motor Credit Co., LLC 5.85% 5/17/2027  | 2882 | 2919 |
| Ford Motor Credit Co., LLC 4.95% 5/28/2027  | 995 | 994 |
| Ford Motor Credit Co., LLC 4.125% 8/17/2027  | 400 | 394 |
| Ford Motor Credit Co., LLC 7.35% 11/4/2027  | 400 | 417 |
| Ford Motor Credit Co., LLC 6.80% 5/12/2028  | 600 | 623 |
| Ford Motor Credit Co., LLC 6.798% 11/7/2028  | 412 | 430 |
| Ford Motor Credit Co., LLC 5.80% 3/8/2029  | 9968 | 10118 |
| Ford Motor Credit Co., LLC 5.113% 5/3/2029  | 1900 | 1886 |
| Ford Motor Credit Co., LLC 5.875% 11/7/2029  | 5200 | 5292 |
| Ford Motor Credit Co., LLC 5.73% 9/5/2030  | 600 | 605 |
| Ford Motor Credit Co., LLC 6.05% 3/5/2031  | 2100 | 2149 |
| Ford Motor Credit Co., LLC 6.054% 11/5/2031  | 2037 | 2083 |
| Ford Motor Credit Co., LLC 6.532% 3/19/2032  | 1250 | 1301 |
| Ford Motor Credit Co., LLC 6.50% 2/7/2035  | 6300 | 6476 |
| Ford Otomotiv Sanayi AS 7.125% 4/25/2029 <sup>(f)</sup>  | 1785 | 1831 |
| Forestar Group, Inc. 6.50% 3/15/2033 <sup>(f)</sup>  | 465 | 476 |
| Freddie Mac Pool #RB5111 2.00% 5/1/2041 <sup>(e)</sup>  | 18410 | 15957 |
| Freddie Mac Pool #Z40273 4.50% 10/1/2048 <sup>(e)</sup>  | 157 | 155 |
| Freddie Mac Pool #SD8029 2.50% 12/1/2049 <sup>(e)</sup>  | 8 | 7 |
| Freddie Mac Pool #SI2108 2.50% 4/1/2051 <sup>(e)</sup>  | 2219 | 1871 |
| Freddie Mac Pool #SD3095 2.50% 7/1/2051 <sup>(e)</sup>  | 1262 | 1065 |
| Freddie Mac Pool #QD3619 2.50% 12/1/2051 <sup>(e)</sup>  | 1124 | 949 |
| Freddie Mac Pool #RA6114 2.00% 2/1/2052 <sup>(e)</sup>  | 3998 | 3236 |
| Freddie Mac Pool #SD8213 3.00% 5/1/2052 <sup>(e)</sup>  | 4511 | 3974 |
| Freddie Mac Pool #SD1883 4.00% 6/1/2052 <sup>(e)</sup>  | 44 | 42 |
| Freddie Mac Pool #QE9001 4.00% 8/1/2052 <sup>(e)</sup>  | 89 | 84 |
| Freddie Mac Pool #SD6584 3.50% 9/1/2052 <sup>(e)</sup>  | 938 | 858 |
| Freddie Mac Pool #SD8258 5.00% 10/1/2052 <sup>(e)</sup>  | 7709 | 7687 |
| Freddie Mac Pool #SD8266 4.50% 11/1/2052 <sup>(e)</sup>  | 2531 | 2467 |
| Freddie Mac Pool #SD8276 5.00% 12/1/2052 <sup>(e)</sup>  | 5510 | 5493 |
| Freddie Mac Pool #SD8287 4.50% 1/1/2053 <sup>(e)</sup>  | 1432 | 1396 |
| Freddie Mac Pool #SD8329 5.00% 6/1/2053 <sup>(e)</sup>  | 382 | 381 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **U.S. dollars (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Freddie Mac Pool #SD8341 5.00% 7/1/2053 <sup>(e)</sup>  | USD141 | $141 |
| Freddie Mac Pool #SD3432 6.00% 7/1/2053 <sup>(e)</sup>  | 1118 | 1157 |
| Freddie Mac Pool #SD3512 6.00% 8/1/2053 <sup>(e)</sup>  | 397 | 407 |
| Freddie Mac Pool #SD8362 5.50% 9/1/2053 <sup>(e)</sup>  | 1025 | 1036 |
| Freddie Mac Pool #SD8363 6.00% 9/1/2053 <sup>(e)</sup>  | 10127 | 10380 |
| Freddie Mac Pool #SD4977 5.00% 11/1/2053 <sup>(e)</sup>  | 16955 | 16889 |
| Freddie Mac Pool #RJ0326 6.50% 11/1/2053 <sup>(e)</sup>  | 804 | 835 |
| Freddie Mac Pool #RJ0854 6.50% 1/1/2054 <sup>(e)</sup>  | 57 | 59 |
| Freddie Mac Pool #SD5910 4.00% 2/1/2054 <sup>(e)</sup>  | 1962 | 1857 |
| Freddie Mac Pool #SD8401 5.50% 2/1/2054 <sup>(e)</sup>  | 358 | 362 |
| Freddie Mac Pool #SD8402 6.00% 2/1/2054 <sup>(e)</sup>  | 12059 | 12341 |
| Freddie Mac Pool #SD8408 5.50% 3/1/2054 <sup>(e)</sup>  | 9028 | 9122 |
| Freddie Mac Pool #RJ1015 6.50% 3/1/2054 <sup>(e)</sup>  | 22 | 23 |
| Freddie Mac Pool #SD5303 6.00% 4/1/2054 <sup>(e)</sup>  | 2448 | 2521 |
| Freddie Mac Pool #QI3333 6.00% 4/1/2054 <sup>(e)</sup>  | 668 | 689 |
| Freddie Mac Pool #RJ1415 5.50% 5/1/2054 <sup>(e)</sup>  | 12736 | 12954 |
| Freddie Mac Pool #RJ1448 5.50% 5/1/2054 <sup>(e)</sup>  | 8252 | 8341 |
| Freddie Mac Pool #SD5692 6.00% 5/1/2054 <sup>(e)</sup>  | 828 | 855 |
| Freddie Mac Pool #RJ1855 5.00% 6/1/2054 <sup>(e)</sup>  | 1731 | 1722 |
| Freddie Mac Pool #RJ1857 5.50% 6/1/2054 <sup>(e)</sup>  | 31480 | 31956 |
| Freddie Mac Pool #RJ1768 5.50% 6/1/2054 <sup>(e)</sup>  | 5066 | 5149 |
| Freddie Mac Pool #RJ1785 6.00% 6/1/2054 <sup>(e)</sup>  | 13159 | 13551 |
| Freddie Mac Pool #RJ1779 6.00% 6/1/2054 <sup>(e)</sup>  | 9995 | 10322 |
| Freddie Mac Pool #RJ1859 6.00% 6/1/2054 <sup>(e)</sup>  | 6147 | 6313 |
| Freddie Mac Pool #RJ1797 6.50% 6/1/2054 <sup>(e)</sup>  | 303 | 314 |
| Freddie Mac Pool #RJ1725 6.50% 6/1/2054 <sup>(e)</sup>  | 98 | 103 |
| Freddie Mac Pool #RJ1963 5.50% 7/1/2054 <sup>(e)</sup>  | 3450 | 3490 |
| Freddie Mac Pool #QI8872 5.50% 7/1/2054 <sup>(e)</sup>  | 3377 | 3420 |
| Freddie Mac Pool #SD8447 6.00% 7/1/2054 <sup>(e)</sup>  | 10120 | 10354 |
| Freddie Mac Pool #RJ1964 6.00% 7/1/2054 <sup>(e)</sup>  | 8046 | 8337 |
| Freddie Mac Pool #RJ1975 6.00% 7/1/2054 <sup>(e)</sup>  | 5628 | 5779 |
| Freddie Mac Pool #SD5813 6.00% 7/1/2054 <sup>(e)</sup>  | 3796 | 3914 |
| Freddie Mac Pool #QI8874 6.00% 7/1/2054 <sup>(e)</sup>  | 2202 | 2258 |
| Freddie Mac Pool #SD5873 6.00% 7/1/2054 <sup>(e)</sup>  | 1450 | 1485 |
| Freddie Mac Pool #SD5896 6.00% 7/1/2054 <sup>(e)</sup>  | 1197 | 1227 |
| Freddie Mac Pool #RJ1986 6.50% 7/1/2054 <sup>(e)</sup>  | 1028 | 1065 |
| Freddie Mac Pool #SD5905 6.50% 7/1/2054 <sup>(e)</sup>  | 396 | 413 |
| Freddie Mac Pool #RJ2200 5.50% 8/1/2054 <sup>(e)</sup>  | 6014 | 6087 |
| Freddie Mac Pool #RJ2206 5.50% 8/1/2054 <sup>(e)</sup>  | 3788 | 3830 |
| Freddie Mac Pool #RJ2243 5.50% 8/1/2054 <sup>(e)</sup>  | 3473 | 3513 |
| Freddie Mac Pool #SD6286 5.50% 8/1/2054 <sup>(e)</sup>  | 2246 | 2283 |
| Freddie Mac Pool #SD8453 5.50% 8/1/2054 <sup>(e)</sup>  | 1085 | 1095 |
| Freddie Mac Pool #RJ2203 5.50% 8/1/2054 <sup>(e)</sup>  | 614 | 621 |
| Freddie Mac Pool #SD8454 6.00% 8/1/2054 <sup>(e)</sup>  | 9420 | 9635 |
| Freddie Mac Pool #RJ2216 6.00% 8/1/2054 <sup>(e)</sup>  | 7266 | 7445 |
| Freddie Mac Pool #RJ2210 6.00% 8/1/2054 <sup>(e)</sup>  | 2478 | 2541 |
| Freddie Mac Pool #SD6029 6.00% 8/1/2054 <sup>(e)</sup>  | 2221 | 2285 |
| Freddie Mac Pool #QJ3296 6.00% 8/1/2054 <sup>(e)</sup>  | 99 | 101 |
| Freddie Mac Pool #RJ2222 6.50% 8/1/2054 <sup>(e)</sup>  | 6157 | 6418 |
| Freddie Mac Pool #RJ2247 6.50% 8/1/2054 <sup>(e)</sup>  | 2237 | 2328 |
| Freddie Mac Pool #RJ2228 6.50% 8/1/2054 <sup>(e)</sup>  | 1286 | 1333 |
| Freddie Mac Pool #RJ2415 5.50% 9/1/2054 <sup>(e)</sup>  | 2962 | 3015 |
| Freddie Mac Pool #RJ2408 5.50% 9/1/2054 <sup>(e)</sup>  | 2688 | 2719 |
| Freddie Mac Pool #RJ2422 5.50% 9/1/2054 <sup>(e)</sup>  | 625 | 632 |
| Freddie Mac Pool #QJ3044 5.50% 9/1/2054 <sup>(e)</sup>  | 441 | 445 |

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Capital World Bond Fund — Page 24 of 59

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **U.S. dollars (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Freddie Mac Pool #RJ2314 6.00% 9/1/2054 <sup>(e)</sup>  | USD7,782 | $7980 |
| Freddie Mac Pool #RJ2312 6.00% 9/1/2054 <sup>(e)</sup>  | 4225 | 4349 |
| Freddie Mac Pool #RJ2308 6.00% 9/1/2054 <sup>(e)</sup>  | 3951 | 4076 |
| Freddie Mac Pool #RJ2306 6.00% 9/1/2054 <sup>(e)</sup>  | 3753 | 3881 |
| Freddie Mac Pool #RJ2309 6.00% 9/1/2054 <sup>(e)</sup>  | 2391 | 2450 |
| Freddie Mac Pool #RJ2474 6.50% 9/1/2054 <sup>(e)</sup>  | 301 | 312 |
| Freddie Mac Pool #RJ2411 6.50% 9/1/2054 <sup>(e)</sup>  | 200 | 208 |
| Freddie Mac Pool #RJ2470 6.50% 9/1/2054 <sup>(e)</sup>  | 103 | 107 |
| Freddie Mac Pool #SD8469 5.50% 10/1/2054 <sup>(e)</sup>  | 139 | 140 |
| Freddie Mac Pool #SD8484 4.00% 11/1/2054 <sup>(e)</sup>  | 343 | 324 |
| Freddie Mac Pool #RJ2851 4.50% 11/1/2054 <sup>(e)</sup>  | 2920 | 2836 |
| Freddie Mac Pool #SD8473 4.50% 11/1/2054 <sup>(e)</sup>  | —<br> <sup>(k)</sup><br>| — <br><sup>(k)</sup><br>|
| Freddie Mac Pool #SD8475 5.50% 11/1/2054 <sup>(e)</sup>  | 6874 | 6940 |
| Freddie Mac Pool #QX0310 5.50% 11/1/2054 <sup>(e)</sup>  | 2807 | 2833 |
| Freddie Mac Pool #QX0622 5.50% 11/1/2054 <sup>(e)</sup>  | 33 | 33 |
| Freddie Mac Pool #SD8491 5.00% 12/1/2054 <sup>(e)</sup>  | 6655 | 6607 |
| Freddie Mac Pool #SD8493 5.50% 12/1/2054 <sup>(e)</sup>  | 91 | 92 |
| Freddie Mac Pool #RJ3264 4.50% 2/1/2055 <sup>(e)</sup>  | 1758 | 1707 |
| Freddie Mac Pool #SD8505 5.00% 2/1/2055 <sup>(e)</sup>  | 424 | 420 |
| Freddie Mac Pool #SL0326 5.00% 2/1/2055 <sup>(e)</sup>  | 26 | 26 |
| Freddie Mac Pool #SD8507 6.00% 2/1/2055 <sup>(e)</sup>  | 2349 | 2403 |
| Freddie Mac Pool #SL0799 5.00% 3/1/2055 <sup>(e)</sup>  | 575 | 572 |
| Freddie Mac Pool #SD8516 6.00% 3/1/2055 <sup>(e)</sup>  | 2652 | 2713 |
| Freddie Mac Pool #QX8824 6.00% 3/1/2055 <sup>(e)</sup>  | 218 | 223 |
| Freddie Mac Pool #SL1094 5.00% 4/1/2055 <sup>(e)</sup>  | 1017 | 1010 |
| Freddie Mac Pool #SD8525 6.00% 4/1/2055 <sup>(e)</sup>  | 4156 | 4250 |
| Freddie Mac Pool #SD8532 5.00% 5/1/2055 <sup>(e)</sup>  | 2154 | 2138 |
| Freddie Mac Pool #SD8534 6.00% 5/1/2055 <sup>(e)</sup>  | 1606 | 1642 |
| Freddie Mac Pool #RQ0012 5.00% 6/1/2055 <sup>(e)</sup>  | 1268 | 1259 |
| Freddie Mac Pool #RQ0013 5.50% 6/1/2055 <sup>(e)</sup>  | 4315 | 4354 |
| Freddie Mac Pool #RQ0041 6.00% 8/1/2055 <sup>(e)</sup>  | 1227 | 1254 |
| Freddie Mac, Series K153, Class A2, Multi Family, 3.82% 1/25/2033 <sup>(e)</sup>  | 12287 | 11934 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2022-DNA3, Class M1B, (30-day Average <br> USD-SOFR + 2.90%) 7.256% 4/25/2042 <sup>(d)(e)(f)</sup>  | 4305 | 4431 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2025-DNA1, Class A1, (30-day Average <br> USD-SOFR + 0.95%) 5.306% 1/25/2045 <sup>(d)(e)(f)</sup>  | 1705 | 1707 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2025-DNA2, Class A1, (30-day Average <br> USD-SOFR + 1.10%) 5.456% 5/25/2045 <sup>(d)(e)(f)</sup>  | 1731 | 1736 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2020-DNA1, Class B2, (30-day Average <br> USD-SOFR + 5.364%) 9.721% 1/25/2050 <sup>(d)(e)(f)</sup>  | 5000 | 5572 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2020-DNA2, Class B2, (30-day Average <br> USD-SOFR + 4.914%) 9.271% 2/25/2050 <sup>(d)(e)(f)</sup>  | 1000 | 1094 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2020-DNA4, Class B2, (30-day Average <br> USD-SOFR + 10.114%) 14.471% 8/25/2050 <sup>(d)(e)(f)</sup>  | 4000 | 5366 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2020-DNA5, Class B2, (30-day Average <br> USD-SOFR + 11.50%) 15.839% 10/25/2050 <sup>(d)(e)(f)</sup>  | 6500 | 9101 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2020-HQA5, Class B2, (30-day Average <br> USD-SOFR + 7.40%) 11.756% 11/25/2050 <sup>(d)(e)(f)</sup>  | 2100 | 2577 |
| Frontier Communications Holdings, LLC 6.75% 5/1/2029 <sup>(f)</sup>  | 483 | 488 |
| Frontier Communications Holdings, LLC 5.875% 11/1/2029  | 756 | 765 |
| Frontier Communications Holdings, LLC 6.00% 1/15/2030 <sup>(f)</sup>  | 503 | 509 |
| FS KKR Capital Corp. 6.125% 1/15/2031  | 375 | 372 |
| FXI Holdings, Inc. 12.25% 11/15/2026 <sup>(f)</sup>  | 1315 | 1160 |
| Gabonese (Republic of) 6.625% 2/6/2031  | 326 | 263 |
| Gabonese (Republic of) 7.00% 11/24/2031 <sup>(f)</sup>  | 790 | 635 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **U.S. dollars (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Garda World Security Corp. 8.375% 11/15/2032 <sup>(f)</sup>  | USD155 | $161 |
| GC Treasury Center Co., Ltd. 2.98% 3/18/2031  | 200 | 182 |
| GCAT Trust, Series 2024-NQM2, Class A1, 6.085% 6/25/2059 (7.359% on 5/1/2028) <sup>(a)(e)(f)</sup>  | 6588 | 6670 |
| GCI Funding I, LLC, Series 2021-1, Class A, 2.38% 6/18/2046 <sup>(e)(f)</sup>  | 4949 | 4597 |
| General Aerospace Co. 4.30% 7/29/2030  | 1179 | 1186 |
| General Aerospace Co. 4.90% 1/29/2036  | 1388 | 1408 |
| General Motors Co. 5.625% 4/15/2030  | 500 | 519 |
| General Motors Financial Co., Inc. 2.40% 4/10/2028  | 6870 | 6556 |
| General Motors Financial Co., Inc. 5.60% 6/18/2031  | 800 | 828 |
| General Motors Financial Co., Inc. 5.625% 4/4/2032  | 194 | 200 |
| General Motors Financial Co., Inc. 5.45% 9/6/2034  | 455 | 458 |
| General Motors Financial Co., Inc. 5.90% 1/7/2035  | 1000 | 1032 |
| General Motors Financial Co., Inc. 6.15% 7/15/2035  | 640 | 670 |
| Genesis Energy, LP 7.75% 2/1/2028  | 40 | 40 |
| Genesis Energy, LP 8.25% 1/15/2029  | 355 | 371 |
| Genesis Energy, LP 8.875% 4/15/2030  | 518 | 549 |
| Genesis Energy, LP 7.875% 5/15/2032  | 390 | 407 |
| GENM Capital Labuan, Ltd. 3.882% 4/19/2031  | 1400 | 1289 |
| GeoPark, Ltd. 5.50% 1/17/2027  | 7500 | 7125 |
| Georgia (Republic of) 2.75% 4/22/2026 <sup>(f)</sup>  | 1127 | 1104 |
| Gilead Sciences, Inc. 5.25% 10/15/2033  | 2801 | 2939 |
| Gilead Sciences, Inc. 5.55% 10/15/2053  | 220 | 222 |
| Global Partners, LP 8.25% 1/15/2032 <sup>(f)</sup>  | 105 | 111 |
| Global SC Finance V SRL, Series 2020-1A, Class A, 2.17% 10/17/2040 <sup>(e)(f)</sup>  | 3480 | 3338 |
| GO Taxable Bonds, Series 2022, 0% 11/1/2043 <sup>(d)</sup>  | 414 | 274 |
| GO Taxable Bonds, CAB, Series 2022, 0% 11/1/2051  | 316 | 213 |
| GOHL Capital, Ltd. 4.25% 1/24/2027  | 200 | 199 |
| Goldman Sachs Group, Inc. 2.64% 2/24/2028 (USD-SOFR + 1.114% on 2/24/2027) <sup>(a)</sup>  | 625 | 612 |
| Goldman Sachs Group, Inc. 5.727% 4/25/2030 (USD-SOFR + 1.265% on 4/25/2029) <sup>(a)</sup>  | 4670 | 4887 |
| Goldman Sachs Group, Inc. 5.734% 1/28/2056 (USD-SOFR + 1.696% on 1/28/2055) <sup>(a)</sup>  | 2515 | 2609 |
| Government National Mortgage Assn. Pool #MA8947 5.00% 6/20/2053 <sup>(e)</sup>  | 215 | 215 |
| Government National Mortgage Assn. Pool #MA9240 5.00% 10/20/2053 <sup>(e)</sup>  | 32906 | 32895 |
| Government National Mortgage Assn. Pool #MB0256 4.00% 3/20/2055 <sup>(e)</sup>  | 5910 | 5561 |
| Government National Mortgage Assn., Series 2021-2, Class AH, 1.50% 6/16/2063 <sup>(e)</sup>  | 4912 | 3658 |
| Gray Media, Inc. 10.50% 7/15/2029 <sup>(f)</sup>  | 895 | 968 |
| Gray Media, Inc. 9.625% 7/15/2032 <sup>(f)</sup>  | 585 | 598 |
| Gray Television, Inc., Term Loan B, (3-month USD CME Term SOFR + 5.25%) 9.53% 6/4/2029 <sup>(d)(h)</sup>  | 7 | 7 |
| Great Canadian Gaming Corp. 8.75% 11/15/2029 <sup>(f)</sup>  | 715 | 708 |
| Greenko Dutch BV 3.85% 3/29/2026  | 8918 | 8844 |
| Greenko Wind Projects (Mauritius), Ltd. 7.25% 9/27/2028  | 860 | 876 |
| GreenSaif Pipelines Bidco SARL 5.853% 2/23/2036 <sup>(f)</sup>  | 13810 | 14515 |
| Grifols SA 4.75% 10/15/2028 <sup>(f)</sup>  | 700 | 681 |
| Grupo Energia Bogota SA ESP 4.875% 5/15/2030 <sup>(f)</sup>  | 2300 | 2295 |
| Hanesbrands, Inc. 9.00% 2/15/2031 <sup>(f)</sup>  | 363 | 385 |
| Hanesbrands, Inc., Term Loan B, (3-month USD CME Term SOFR + 2.75%) 6.913% 3/7/2032 <sup>(d)(h)</sup>  | 470 | 473 |
| Harvest Midstream I, LP 7.50% 9/1/2028 <sup>(f)</sup>  | 587 | 594 |
| Harvest Midstream I, LP 7.50% 5/15/2032 <sup>(f)</sup>  | 265 | 272 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hawaii Hotel Trust, Series 2025-MAUI, Class A, (1-month USD CME Term SOFR + 1.393%) 5.543% <br>3/15/2042 <sup>(d)(e)(f)</sup>  | 6369 | 6382 |
| Helios Software Holdings, Inc. 8.75% 5/1/2029 <sup>(f)</sup>  | 1825 | 1894 |
| Herc Holdings, Inc. 7.00% 6/15/2030 <sup>(f)</sup>  | 450 | 468 |
| Herc Holdings, Inc. 7.25% 6/15/2033 <sup>(f)</sup>  | 205 | 214 |
| Hertz Vehicle Financing III, LLC, Series 2023-1, Class C, 6.91% 6/25/2027 <sup>(e)(f)</sup>  | 2000 | 2016 |
| Hertz Vehicle Financing, LLC, Series 2024-1A, Class A, 5.44% 1/25/2029 <sup>(e)(f)</sup>  | 1689 | 1725 |
| Hertz Vehicle Financing, LLC, Series 2025-1A, Class A, 4.91% 9/25/2029 <sup>(e)(f)</sup>  | 7096 | 7169 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **U.S. dollars (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Hightower Holding, LLC 6.75% 4/15/2029 <sup>(f)</sup>  | USD830 | $820 |
| Hilcorp Energy I, LP 6.00% 4/15/2030 <sup>(f)</sup>  | 660 | 651 |
| Hilcorp Energy I, LP 8.375% 11/1/2033 <sup>(f)</sup>  | 53 | 56 |
| Hilton Domestic Operating Co., Inc. 4.00% 5/1/2031 <sup>(f)</sup>  | 885 | 838 |
| Home Depot, Inc. 4.85% 6/25/2031  | 1625 | 1678 |
| Home Depot, Inc. 4.95% 6/25/2034  | 5780 | 5921 |
| Home Depot, Inc. 5.30% 6/25/2054  | 1192 | 1167 |
| Honduras (Republic of) 6.25% 1/19/2027  | 2882 | 2923 |
| Houston Galleria Mall Trust, Series 2025-HGLR, Class A, 5.644% 2/5/2045 <sup>(d)(e)(f)</sup>  | 11573 | 11989 |
| Howard Hughes Corp. (The) 5.375% 8/1/2028 <sup>(f)</sup>  | 723 | 721 |
| Howard Hughes Corp. (The) 4.125% 2/1/2029 <sup>(f)</sup>  | 584 | 561 |
| Howard Hughes Corp. (The) 4.375% 2/1/2031 <sup>(f)</sup>  | 850 | 798 |
| Howden UK Refinance PLC 7.25% 2/15/2031 <sup>(f)</sup>  | 450 | 464 |
| HPHT Finance 25, Ltd. 5.00% 2/21/2030 <sup>(b)</sup>  | 600 | 610 |
| HSBC Holdings PLC 4.755% 6/9/2028 (USD-SOFR + 2.11% on 6/9/2027) <sup>(a)</sup>  | 21000 | 21181 |
| HSBC Holdings PLC 4.95% 3/31/2030  | 2300 | 2359 |
| HSBC Holdings PLC (USD-SOFR + 1.57%) 4.24% 5/13/2031 <sup>(d)</sup>  | 2000 | 2040 |
| HSBC Holdings PLC 7.399% 11/13/2034 (USD-SOFR + 3.02% on 11/13/2033) <sup>(a)</sup>  | 16134 | 18368 |
| HTL Commercial Mortgage Trust, Series 2024-T53, Class A, 6.072% 5/10/2039 <sup>(d)(e)(f)</sup>  | 2541 | 2579 |
| HUB International, Ltd. 7.25% 6/15/2030 <sup>(f)</sup>  | 198 | 207 |
| HUB International, Ltd. 7.375% 1/31/2032 <sup>(f)</sup>  | 650 | 677 |
| HUB International, Ltd., Term Loan, (3-month USD CME Term SOFR + 2.50%) 6.825% 6/20/2030 <sup>(d)(h)</sup>  | 847 | 849 |
| Hudson Yards Mortgage Trust, Series 2025-SPRL, Class A, 5.649% 1/13/2040 <sup>(d)(e)(f)</sup>  | 19089 | 19745 |
| Hughes Satellite Systems Corp. 5.25% 8/1/2026  | 335 | 329 |
| Hughes Satellite Systems Corp. 6.625% 8/1/2026  | 659 | 627 |
| Humana, Inc. 5.375% 4/15/2031  | 625 | 643 |
| Humana, Inc. 5.55% 5/1/2035  | 2919 | 2975 |
| Humana, Inc. 5.75% 4/15/2054  | 608 | 581 |
| Humana, Inc. 6.00% 5/1/2055  | 2600 | 2576 |
| Hungary (Republic of) 5.375% 9/26/2030 <sup>(f)</sup>  | 3910 | 4026 |
| Hungary (Republic of) 6.25% 9/22/2032 <sup>(f)</sup>  | 760 | 816 |
| Hungary (Republic of) 5.50% 3/26/2036 <sup>(f)</sup>  | 975 | 985 |
| Hutchison Whampoa International, Ltd. 7.45% 11/24/2033  | 200 | 237 |
| Hyundai Capital America 1.50% 6/15/2026 <sup>(f)</sup>  | 3387 | 3323 |
| Hyundai Capital America 5.60% 3/30/2028 <sup>(f)</sup>  | 1600 | 1646 |
| Hyundai Capital America 2.00% 6/15/2028 <sup>(f)</sup>  | 2187 | 2057 |
| Hyundai Capital America 5.30% 1/8/2029 <sup>(f)</sup>  | 975 | 999 |
| Hyundai Capital America 6.50% 1/16/2029 <sup>(f)</sup>  | 853 | 904 |
| Hyundai Capital America 5.40% 1/8/2031 <sup>(f)</sup>  | 234 | 241 |
| Icahn Enterprises, LP 6.25% 5/15/2026  | 36 | 36 |
| Icahn Enterprises, LP 5.25% 5/15/2027  | 390 | 384 |
| Icahn Enterprises, LP 4.375% 2/1/2029  | 175 | 151 |
| Imperial Brands Finance PLC 5.875% 7/1/2034 <sup>(f)</sup>  | 2500 | 2619 |
| Imperial Brands Finance PLC 5.625% 7/1/2035 <sup>(f)</sup>  | 500 | 510 |
| Indofood CBP Sukses Makmur Tbk PT 3.398% 6/9/2031  | 480 | 447 |
| Indonesia Asahan Aluminium (Persero) PT 5.45% 5/15/2030 <sup>(f)</sup>  | 2860 | 2953 |
| Ingles Markets, Inc. 4.00% 6/15/2031 <sup>(f)</sup>  | 865 | 814 |
| Intel Corp. 3.05% 8/12/2051  | 5135 | 3261 |
| Intel Corp. 5.60% 2/21/2054  | 1309 | 1258 |
| International Flavors & Fragrances, Inc. 1.832% 10/15/2027 <sup>(f)</sup>  | 123 | 117 |
| International Flavors & Fragrances, Inc. 2.30% 11/1/2030 <sup>(f)</sup>  | 55 | 49 |
| Interstate Power and Light Co. 2.30% 6/1/2030  | 1975 | 1805 |
| Intesa Sanpaolo SpA 7.00% 11/21/2025 <sup>(f)</sup>  | 1375 | 1380 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Intesa Sanpaolo SpA 8.248% 11/21/2033 (1-year UST Yield Curve Rate T Note Constant Maturity + 4.40% on <br> 11/21/2032) <sup>(a)(f)</sup>  | 1250 | 1476 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **U.S. dollars (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Intesa Sanpaolo SpA 7.778% 6/20/2054 (1-year UST Yield Curve Rate T Note Constant Maturity + 3.90% on <br> 6/20/2053) <sup>(a)(f)</sup>  | USD10,000 | $12020 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; INTOWN Mortgage Trust, Series 2025-STAY, Class A, (1-month USD CME Term SOFR + 1.35%) 5.50% <br>3/15/2042 <sup>(d)(e)(f)</sup>  | 21959 | 21988 |
| ION Platform Finance US, Inc. 7.875% 9/30/2032 <sup>(f)</sup>  | 400 | 397 |
| ION Trading Technologies SARL 9.50% 5/30/2029 <sup>(f)</sup>  | 1694 | 1798 |
| IQVIA, Inc. 6.50% 5/15/2030 <sup>(f)</sup>  | 200 | 207 |
| IQVIA, Inc. 6.25% 6/1/2032 <sup>(f)</sup>  | 380 | 391 |
| IRB Infrastructure Developers, Ltd. 7.11% 3/11/2032 <sup>(f)</sup>  | 4650 | 4833 |
| Iron Mountain Information Management Services, Inc. 5.00% 7/15/2032 <sup>(f)</sup>  | 1330 | 1283 |
| Iron Mountain, Inc. 5.25% 7/15/2030 <sup>(f)</sup>  | 757 | 749 |
| Iron Mountain, Inc. 6.25% 1/15/2033 <sup>(f)</sup>  | 110 | 112 |
| IRV Trust, Series 2025-200P, Class C, 5.921% 3/14/2047 <sup>(d)(e)(f)</sup>  | 935 | 932 |
| Ithaca Energy (North Sea) PLC 8.125% 10/15/2029 <sup>(f)</sup>  | 225 | 236 |
| Jane Street Group, LLC 7.125% 4/30/2031 <sup>(f)</sup>  | 90 | 94 |
| Jane Street Group, LLC 6.75% 5/1/2033 <sup>(f)</sup>  | 710 | 738 |
| Jefferson Capital Holdings, LLC 8.25% 5/15/2030 <sup>(f)</sup>  | 285 | 298 |
| Jersey Central Power & Light Co. 5.10% 1/15/2035  | 600 | 608 |
| JH North America Holdings, Inc. 5.875% 1/31/2031 <sup>(f)</sup>  | 300 | 305 |
| JH North America Holdings, Inc. 6.125% 7/31/2032 <sup>(f)</sup>  | 235 | 241 |
| JPMorgan Chase & Co. 5.571% 4/22/2028 (USD-SOFR + 0.93% on 4/22/2027) <sup>(a)</sup>  | 3417 | 3493 |
| JPMorgan Chase & Co. 4.603% 10/22/2030 (USD-SOFR + 1.04% on 10/22/2029) <sup>(a)</sup>  | 5355 | 5419 |
| JPMorgan Chase & Co. 1.953% 2/4/2032 (USD-SOFR + 1.065% on 2/4/2031) <sup>(a)</sup>  | 10980 | 9709 |
| JPMorgan Chase & Co. 5.502% 1/24/2036 (USD-SOFR + 1.315% on 1/24/2035) <sup>(a)</sup>  | 8157 | 8538 |
| JPMorgan Chase & Co. 5.572% 4/22/2036 (USD-SOFR + 1.68% on 4/22/2035) <sup>(a)</sup>  | 5737 | 6050 |
| JPMorgan Chase & Co. 5.534% 11/29/2045 (USD-SOFR + 1.55% on 11/29/2044) <sup>(a)</sup>  | 1909 | 1964 |
| JPMorgan Chase & Co. 3.109% 4/22/2051 (USD-SOFR + 2.44% on 4/22/2050) <sup>(a)</sup>  | 4126 | 2855 |
| Kaseya, Inc., Term Loan, (3-month USD CME Term SOFR + 3.25%) 7.413% 3/20/2032 <sup>(d)(h)</sup>  | 572 | 574 |
| Kaseya, Inc., Term Loan, (3-month USD CME Term SOFR + 5.00%) 9.163% 3/20/2033 <sup>(d)(h)</sup>  | 550 | 551 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Kasikornbank PCL (Hong Kong Branch) 3.343% 10/2/2031 (5-year UST Yield Curve Rate T Note Constant Maturity <br> + 1.70% on 10/2/2026) <sup>(a)</sup>  | 2100 | 2059 |
| Kazakhstan (Republic of) 5.50% 7/1/2037 <sup>(f)</sup>  | 2200 | 2257 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; KBC Groep NV 5.796% 1/19/2029 (1-year UST Yield Curve Rate T Note Constant Maturity + 2.10% on <br>1/19/2028) <sup>(a)(f)</sup>  | 525 | 542 |
| Kennedy-Wilson, Inc. 4.75% 2/1/2030  | 885 | 827 |
| Kenya (Republic of) 9.50% 3/5/2036 <sup>(f)</sup>  | 315 | 324 |
| Kenya (Republic of) 8.25% 2/28/2048  | 500 | 454 |
| Kodiak Gas Services, LLC 7.25% 2/15/2029 <sup>(f)</sup>  | 210 | 218 |
| Korea Electric Power Corp. 4.00% 6/14/2027 <sup>(f)</sup>  | 500 | 499 |
| Korea Electric Power Corp. 4.75% 2/13/2028 <sup>(f)</sup>  | 3705 | 3759 |
| Korea Electric Power Corp. 5.125% 4/23/2034  | 400 | 415 |
| Korea Gas Corp. 5.00% 7/8/2029 <sup>(f)</sup>  | 1253 | 1293 |
| Korea National Oil Corp. 4.625% 3/31/2028 <sup>(f)</sup>  | 200 | 202 |
| Korea National Oil Corp. 4.875% 4/3/2028 <sup>(f)</sup>  | 200 | 204 |
| Korea National Oil Corp. 4.75% 3/31/2030 <sup>(f)</sup>  | 200 | 204 |
| Kroger Co. 5.00% 9/15/2034  | 2477 | 2499 |
| Kroger Co. 5.50% 9/15/2054  | 1829 | 1784 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; KSL Commercial Mortgage Trust, Series 2024-HT2, Class A, (1-month USD CME Term SOFR + 1.542%) 5.693% <br> 12/15/2039 <sup>(d)(e)(f)</sup>  | 8221 | 8230 |
| Kuwait (State of) 4.652% 10/9/2035 <sup>(f)</sup>  | 455 | 455 |
| LAD Auto Receivables Trust, Series 2023-1, Class A3, 5.48% 6/15/2027 <sup>(e)(f)</sup>  | 231 | 232 |
| LAD Auto Receivables Trust, Series 2023-4, Class B, 6.39% 10/16/2028 <sup>(e)(f)</sup>  | 1250 | 1277 |
| LAD Auto Receivables Trust, Series 2024-3A, Class A3, 4.52% 3/15/2029 <sup>(e)(f)</sup>  | 1493 | 1499 |
| Ladder Capital Finance Holdings LLLP 5.50% 8/1/2030  | 894 | 912 |
| Lamar Media Corp. 3.625% 1/15/2031  | 810 | 754 |

---

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **U.S. dollars (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Lamar Media Corp. 5.375% 11/1/2033 <sup>(f)</sup>  | USD180 | $179 |
| Lamb Weston Holdings, Inc. 4.125% 1/31/2030 <sup>(f)</sup>  | 290 | 279 |
| Lamb Weston Holdings, Inc. 4.375% 1/31/2032 <sup>(f)</sup>  | 245 | 232 |
| LCM Investments Holdings II, LLC 4.875% 5/1/2029 <sup>(f)</sup>  | 1091 | 1070 |
| LCM Investments Holdings II, LLC 8.25% 8/1/2031 <sup>(f)</sup>  | 720 | 762 |
| Legend Fortune, Ltd., Series EMTN, (USD-SOFR Index + 0.60%) 4.964% 8/26/2028 <sup>(d)</sup>  | 465 | 466 |
| Lenovo Group, Ltd. 6.536% 7/27/2032  | 500 | 551 |
| Levi Strauss & Co. 3.50% 3/1/2031 <sup>(f)</sup>  | 570 | 530 |
| LG Energy Solution, Ltd. 5.25% 4/2/2028 <sup>(f)</sup>  | 200 | 204 |
| LG Energy Solution, Ltd. 5.375% 4/2/2030 <sup>(f)</sup>  | 200 | 205 |
| LG Energy Solution, Ltd. 5.875% 4/2/2035  | 200 | 207 |
| Light and Wonder International, Inc. 6.25% 10/1/2033 <sup>(f)</sup>  | 525 | 526 |
| Lindblad Expeditions, LLC 7.00% 9/15/2030 <sup>(f)</sup>  | 105 | 107 |
| Lithia Motors, Inc. 3.875% 6/1/2029 <sup>(f)</sup>  | 320 | 306 |
| Lithia Motors, Inc. 5.50% 10/1/2030 <sup>(f)</sup>  | 225 | 225 |
| Live Nation Entertainment, Inc. 4.75% 10/15/2027 <sup>(f)</sup>  | 820 | 815 |
| Long Ridge Energy, LLC 8.75% 2/15/2032 <sup>(f)</sup>  | 791 | 814 |
| Long Ridge Energy, LLC, Term Loan B, (3-month USD CME Term SOFR + 4.50%) 8.502% 2/19/2032 <sup>(d)(h)</sup>  | 537 | 525 |
| LYB International Finance III, LLC 6.15% 5/15/2035  | 111 | 116 |
| M&T Bank Corp. 7.413% 10/30/2029 (USD-SOFR + 2.80% on 10/30/2028) <sup>(a)</sup>  | 1574 | 1710 |
| M&T Bank Corp. 6.082% 3/13/2032 (USD-SOFR + 2.26% on 3/13/2031) <sup>(a)</sup>  | 2812 | 2990 |
| Magnetite CLO, Ltd., Series 2019-22, Class ARR, (3-month USD CME Term SOFR + 1.25%) 5.568% 7/15/2036 <br> <sup>(d)(e)(f)</sup>  | 3695 | 3698 |
| Manappuram Finance, Ltd. 7.375% 5/12/2028  | 600 | 615 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Marathon CLO, Ltd., Series 2019-2A, Class A1R2, (3-month USD CME Term SOFR + 0.95%) 5.275% <br>1/20/2033 <sup>(d)(e)(f)</sup>  | 13148 | 13099 |
| Marriott Ownership Resorts, Inc. 4.50% 6/15/2029 <sup>(f)</sup>  | 430 | 415 |
| Mars, Inc. 4.80% 3/1/2030 <sup>(f)</sup>  | 2935 | 2991 |
| Mars, Inc. 5.20% 3/1/2035 <sup>(f)</sup>  | 7526 | 7697 |
| Mars, Inc. 5.70% 5/1/2055 <sup>(f)</sup>  | 10737 | 10884 |
| Marsh & McLennan Cos., Inc. 4.65% 3/15/2030  | 500 | 509 |
| Marsh & McLennan Cos., Inc. 2.25% 11/15/2030  | 101 | 92 |
| Marsh & McLennan Cos., Inc. 4.85% 11/15/2031  | 1000 | 1024 |
| Marsh & McLennan Cos., Inc. 5.00% 3/15/2035  | 9000 | 9115 |
| Marsh & McLennan Cos., Inc. 5.45% 3/15/2054  | 1000 | 992 |
| Marsh & McLennan Cos., Inc. 5.40% 3/15/2055  | 1500 | 1472 |
| Mastercard, Inc. 4.35% 1/15/2032  | 1459 | 1467 |
| Mastercard, Inc. 4.95% 3/15/2032  | 925 | 959 |
| Mastercard, Inc. 4.875% 5/9/2034  | 1529 | 1566 |
| Mastercard, Inc. 4.55% 1/15/2035  | 1920 | 1917 |
| Matador Resources Co. 6.25% 4/15/2033 <sup>(f)</sup>  | 300 | 302 |
| McDonald's Corp. 4.95% 3/3/2035  | 1591 | 1613 |
| Medline Borrower, LP 6.25% 4/1/2029 <sup>(f)</sup>  | 841 | 863 |
| Medline Borrower, LP 5.25% 10/1/2029 <sup>(f)</sup>  | 445 | 441 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Meiji Yasuda Life Insurance Co. 5.80% 9/11/2054 (5-year UST Yield Curve Rate T Note Constant Maturity + <br> 3.033% on 9/11/2034) <sup>(a)(f)</sup>  | 2000 | 2045 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Meiji Yasuda Life Insurance Co. 6.10% 6/11/2055 (5-year UST Yield Curve Rate T Note Constant Maturity + <br> 2.911% on 6/11/2035) <sup>(a)(f)</sup>  | 2500 | 2603 |
| Meituan 3.05% 10/28/2030 <sup>(f)</sup>  | 315 | 294 |
| Melco Resorts Finance, Ltd. 5.625% 7/17/2027 <sup>(f)</sup>  | 2607 | 2601 |
| Melco Resorts Finance, Ltd. 5.75% 7/21/2028 <sup>(f)</sup>  | 1000 | 999 |
| MetLife, Inc. 5.30% 12/15/2034  | 1000 | 1041 |
| MetLife, Inc. 5.00% 7/15/2052  | 230 | 215 |
| Metropolitan Life Global Funding I 3.45% 12/18/2026 <sup>(f)</sup>  | 810 | 805 |
| Metropolitan Life Global Funding I 1.875% 1/11/2027 <sup>(f)</sup>  | 1500 | 1461 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **U.S. dollars (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Metropolitan Life Global Funding I 5.05% 1/8/2034 <sup>(f)</sup>  | USD500 | $511 |
| MFRA Trust, Series 2024-NQM3, Class A1, 5.722% 12/25/2069 (6.722% on 12/1/2028) <sup>(a)(e)(f)</sup>  | 4337 | 4377 |
| MFRA Trust, Series 2025-NQM3, Class A1, 5.261% 8/25/2070 (6.261% on 7/1/2029) <sup>(a)(e)(f)</sup>  | 897 | 901 |
| MI Windows and Doors, LLC, Term Loan B3, (3-month USD CME Term SOFR + 2.75%) 6.913% 3/28/2031 <sup>(d)(h)</sup>  | 178 | 179 |
| Microchip Technology, Inc. 5.05% 3/15/2029  | 4425 | 4524 |
| Microchip Technology, Inc. 5.05% 2/15/2030  | 4765 | 4874 |
| Minejesa Capital BV 5.625% 8/10/2037 <sup>(f)</sup>  | 300 | 298 |
| Minejesa Capital BV 5.625% 8/10/2037  | 200 | 199 |
| Minera Mexico, SA de CV, 5.625% 2/12/2032 <sup>(f)</sup>  | 3805 | 3931 |
| Mineral Resources, Ltd. 8.125% 5/1/2027 <sup>(f)</sup>  | 276 | 276 |
| Mineral Resources, Ltd. 8.00% 11/1/2027 <sup>(f)</sup>  | 661 | 674 |
| Mineral Resources, Ltd. 9.25% 10/1/2028 <sup>(f)</sup>  | 1060 | 1112 |
| Mineral Resources, Ltd. 8.50% 5/1/2030 <sup>(f)</sup>  | 100 | 104 |
| Minerva Luxembourg SA 8.875% 9/13/2033  | 14674 | 16124 |
| MISC Capital Two (Labuan), Ltd. 3.75% 4/6/2027 <sup>(f)</sup>  | 10209 | 10106 |
| MISC Capital Two (Labuan), Ltd. 3.75% 4/6/2027  | 500 | 495 |
| Mission Lane Credit Card Master Trust, Series 2024-A, Class A1, 6.20% 8/15/2029 <sup>(e)(f)</sup>  | 7007 | 7073 |
| Mission Lane Credit Card Master Trust, Series 2024-A, Class B, 6.59% 8/15/2029 <sup>(e)(f)</sup>  | 3460 | 3486 |
| Mission Lane Credit Card Master Trust, Series 2025-C, Class A, 4.78% 12/16/2030 <sup>(e)(f)</sup>  | 2924 | 2933 |
| Mission Lane Credit Card Master Trust, Series 2025-B, Class A, 5.06% 9/15/2031 <sup>(e)(f)</sup>  | 6618 | 6637 |
| Mission Lane Credit Card Master Trust, Series 2025-B, Class D, 5.80% 9/15/2031 <sup>(e)(f)</sup>  | 2500 | 2509 |
| Miter Brands Acquisition Holdco, Inc. 6.75% 4/1/2032 <sup>(f)</sup>  | 197 | 202 |
| Mitsubishi UFJ Financial Group, Inc. (USD-SOFR + 1.13%) 4.12% 9/12/2031 <sup>(d)</sup>  | 500 | 502 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi UFJ Financial Group, Inc. 4.527% 9/12/2031 (1-year UST Yield Curve Rate T Note Constant Maturity + <br> 1.13% on 9/12/2030) <sup>(a)</sup>  | 500 | 502 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mizuho Financial Group, Inc. 5.594% 7/10/2035 (1-year UST Yield Curve Rate T Note Constant Maturity + 1.30% <br> on 7/10/2034) <sup>(a)</sup>  | 500 | 524 |
| MMP Capital, Series 2025-A, Class B, 5.72% 12/15/2031 <sup>(e)(f)</sup>  | 1243 | 1266 |
| Molina Healthcare, Inc. 4.375% 6/15/2028 <sup>(f)</sup>  | 490 | 478 |
| Molina Healthcare, Inc. 6.25% 1/15/2033 <sup>(f)</sup>  | 200 | 202 |
| Mondelez International, Inc. 4.50% 5/6/2030  | 2884 | 2909 |
| Mondelez International, Inc. 5.125% 5/6/2035  | 3890 | 3967 |
| Moog, Inc. 4.25% 12/9/2027 <sup>(f)</sup>  | 770 | 760 |
| Morgan Stanley 1.593% 5/4/2027 (USD-SOFR + 0.879% on 5/4/2026) <sup>(a)</sup>  | 5386 | 5302 |
| Morgan Stanley 5.192% 4/17/2031 (USD-SOFR + 1.51% on 4/17/2030) <sup>(a)</sup>  | 2890 | 2985 |
| Morgan Stanley 5.516% 11/19/2055 (USD-SOFR + 1.71% on 11/19/2054) <sup>(a)</sup>  | 2057 | 2081 |
| Mozambique (Republic of) 9.00% 9/15/2031  | 1980 | 1770 |
| MPT Operating Partnership, LP 5.00% 10/15/2027  | 1678 | 1627 |
| MPT Operating Partnership, LP 4.625% 8/1/2029  | 35 | 29 |
| MPT Operating Partnership, LP 8.50% 2/15/2032 <sup>(f)</sup>  | 888 | 944 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MTR Corp CI Ltd., 5.625%, subordinated perpetual bonds (5-year UST Yield Curve Rate T Note Constant Maturity <br> +1.457% on 12/24/2035) <sup>(a)</sup>  | 5000 | 5215 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Multifamily Connecticut Avenue Securities, Series 2023-01, Class M7, (30-day Average USD-SOFR + 4.00%) <br> 8.356% 11/25/2053 <sup>(d)(e)(f)</sup>  | 1380 | 1440 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Multifamily Connecticut Avenue Securities, Series 2024-01, Class M7, (30-day Average USD-SOFR + 2.75%) <br> 7.106% 7/25/2054 <sup>(d)(e)(f)</sup>  | 4201 | 4264 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Multifamily Connecticut Avenue Securities, Series 2025-01, Class M1, (30-day Average USD-SOFR + 2.40%) <br> 6.756% 5/25/2055 <sup>(d)(e)(f)</sup>  | 2244 | 2259 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Multifamily Connecticut Avenue Securities, Series 2025-01, Class M2, (30-day Average USD-SOFR + 3.10%) <br> 7.456% 5/25/2055 <sup>(d)(e)(f)</sup>  | 2011 | 2027 |
| Murphy Oil Corp. 6.00% 10/1/2032  | 140 | 138 |
| MV24 Capital BV 6.748% 6/1/2034  | 7616 | 7566 |
| Nabors Industries, Inc. 7.375% 5/15/2027 <sup>(f)</sup>  | 124 | 126 |
| Nabors Industries, Inc. 9.125% 1/31/2030 <sup>(f)</sup>  | 285 | 297 |
| Nabors Industries, Inc. 8.875% 8/15/2031 <sup>(f)</sup>  | 155 | 144 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **U.S. dollars (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Navient Corp. 5.00% 3/15/2027  | USD380 | $379 |
| Navient Corp. 4.875% 3/15/2028  | 935 | 917 |
| Navient Corp. 11.50% 3/15/2031  | 580 | 655 |
| Navient Corp. 7.875% 6/15/2032  | 515 | 543 |
| Navient Corp. 5.625% 8/1/2033  | 255 | 233 |
| Navient Education Loan Trust, Series 2025-A, Class A, 5.02% 7/15/2055 <sup>(e)(f)</sup>  | 2223 | 2248 |
| NBM US Holdings, Inc. 6.625% 8/6/2029 <sup>(b)</sup>  | 510 | 517 |
| NCR Atleos Corp. 9.50% 4/1/2029 <sup>(f)</sup>  | 566 | 613 |
| New Fortress Energy, Inc. 6.50% 9/30/2026 <sup>(f)</sup>  | 150 | 38 |
| New Fortress Energy, Inc., Term Loan B, (3-month USD CME Term SOFR + 5.50%) 9.57% 10/30/2028 <sup>(d)(h)</sup>  | 409 | 201 |
| New York Life Global Funding 1.20% 8/7/2030 <sup>(f)</sup>  | 11090 | 9620 |
| New York Mortgage Trust, Series 2024-CP1, Class A1, 3.75% 2/25/2068 <sup>(d)(e)(f)</sup>  | 3372 | 3135 |
| Newell Brands, Inc. 8.50% 6/1/2028 <sup>(f)</sup>  | 90 | 95 |
| Newell Brands, Inc. 6.375% 5/15/2030  | 175 | 174 |
| Newell Brands, Inc. 6.875% 4/1/2036  | 325 | 324 |
| Newell Brands, Inc. 7.00% 4/1/2046  | 150 | 132 |
| Nexstar Media, Inc. 5.625% 7/15/2027 <sup>(f)</sup>  | 605 | 605 |
| Nexstar Media, Inc. 4.75% 11/1/2028 <sup>(f)</sup>  | 1037 | 1013 |
| NFE Financing, LLC 12.00% 11/15/2029 <sup>(f)</sup>  | 5407 | 1595 |
| Nickel Industries Ltd. 9.00% 9/30/2030 <sup>(f)</sup>  | 2305 | 2340 |
| Nigeria (Republic of) 10.375% 12/9/2034  | 550 | 613 |
| Nigeria (Republic of) 8.25% 9/28/2051  | 670 | 606 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Nippon Life Insurance Co. 6.50% 4/30/2055 (5-year UST Yield Curve Rate T Note Constant Maturity + 3.189% on <br> 4/30/2035) <sup>(a)(f)</sup>  | 2184 | 2354 |
| Nissan Motor Co., Ltd. 7.50% 7/17/2030 <sup>(f)</sup>  | 650 | 683 |
| Nissan Motor Co., Ltd. 7.75% 7/17/2032 <sup>(f)</sup>  | 750 | 794 |
| Nissan Motor Co., Ltd. 8.125% 7/17/2035 <sup>(f)</sup>  | 435 | 467 |
| NMEF Funding, LLC, Series 2025-A, Class A2, 4.72% 7/15/2032 <sup>(e)(f)</sup>  | 3678 | 3697 |
| Nomura Holdings, Inc. 5.783% 7/3/2034  | 3712 | 3934 |
| Norfolk Southern Corp. 4.45% 3/1/2033  | 707 | 703 |
| Norfolk Southern Corp. 5.10% 5/1/2035  | 2154 | 2202 |
| Norfolk Southern Corp. 5.35% 8/1/2054  | 1257 | 1239 |
| Northern Oil and Gas, Inc. 8.75% 6/15/2031 <sup>(f)</sup>  | 10 | 10 |
| Northern Oil and Gas, Inc. 7.875% 10/15/2033 <sup>(f)</sup>  | 395 | 394 |
| Northern States Power Co. 5.05% 5/15/2035  | 2300 | 2347 |
| NOVA Chemicals Corp. 5.25% 6/1/2027 <sup>(f)</sup>  | 300 | 301 |
| NOVA Chemicals Corp. 9.00% 2/15/2030 <sup>(f)</sup>  | 575 | 617 |
| NOVA Chemicals Corp. 7.00% 12/1/2031 <sup>(f)</sup>  | 230 | 243 |
| NRZ Excess Spread Collateralized Notes, Series 2025-FHT1, Class A, 6.545% 3/25/2032 <sup>(a)(e)(f)</sup>  | 2630 | 2656 |
| NuStar Logistics, LP 5.625% 4/28/2027  | 630 | 634 |
| Occidental Petroleum Corp. 6.60% 3/15/2046  | 380 | 398 |
| Occidental Petroleum Corp. 6.05% 10/1/2054  | 1095 | 1069 |
| OCP SA 3.75% 6/23/2031  | 3400 | 3196 |
| Oleoducto Central SA 4.00% 7/14/2027  | 1598 | 1572 |
| OnDeck Asset Securitization Trust, LLC, Series 2024-1, Class A, 6.27% 6/17/2031 <sup>(e)(f)</sup>  | 1780 | 1792 |
| OnDeck Asset Securitization Trust, LLC, Series 2024-1, Class B, 7.15% 6/17/2031 <sup>(e)(f)</sup>  | 3192 | 3230 |
| OneMain Finance Corp. 6.125% 5/15/2030  | 65 | 66 |
| OneMain Finance Corp. 7.125% 9/15/2032  | 385 | 398 |
| OneMain Finance Corp. 6.50% 3/15/2033  | 230 | 231 |
| OneSky Flight, LLC 8.875% 12/15/2029 <sup>(f)</sup>  | 15 | 16 |
| Onslow Bay Financial, LLC, Series 2024-NQM5, Class A1, 5.988% 1/25/2064 (6.988% on 3/1/2028) <sup>(a)(e)(f)</sup>  | 4573 | 4622 |
| Onslow Bay Financial, LLC, Series 2024-NQM7, Class A1, 6.243% 3/25/2064 (7.243% on 4/1/2028) <sup>(a)(e)(f)</sup>  | 9192 | 9321 |
| Onslow Bay Financial, LLC, Series 2025-NQM3, Class A1, 5.648% 12/1/2064 (6.648% on 2/1/2029) <sup>(a)(e)(f)</sup>  | 14568 | 14728 |
| Onslow Bay Financial, LLC, Series 2025-NQM1, Class A1, 5.547% 12/25/2064 (6.547% on 12/1/2028) <sup>(a)(e)(f)</sup>  | 8652 | 8731 |
| Ontario (Province of) 3.90% 9/4/2030  | 890 | 891 |

---

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **U.S. dollars (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Opal Bidco SAS 6.50% 3/31/2032 <sup>(f)</sup>  | USD335 | $344 |
| Oracle Corp. 3.25% 11/15/2027  | 4 | 4 |
| Oracle Corp. 4.45% 9/26/2030  | 3350 | 3349 |
| Oracle Corp. 5.50% 8/3/2035  | 1778 | 1830 |
| Oracle Corp. 5.20% 9/26/2035  | 1925 | 1936 |
| Oracle Corp. 6.00% 8/3/2055  | 3500 | 3516 |
| Oracle Corp. 5.95% 9/26/2055  | 575 | 574 |
| Osaic Holdings, Inc. 6.75% 8/1/2032 <sup>(f)</sup>  | 195 | 202 |
| Osaic Holdings, Inc. 8.00% 8/1/2033 <sup>(f)</sup>  | 299 | 310 |
| Osaic Holdings, Inc., Term Loan, (3-month USD CME Term SOFR + 3.00%) 7.163% 7/30/2032 <sup>(d)(h)</sup>  | 375 | 375 |
| Owens & Minor, Inc. 4.50% 3/31/2029 <sup>(f)</sup>  | 230 | 185 |
| Owens & Minor, Inc. 6.625% 4/1/2030 <sup>(f)</sup>  | 748 | 618 |
| Pacific Gas and Electric Co. 3.00% 6/15/2028  | 7820 | 7542 |
| Pacific Gas and Electric Co. 4.65% 8/1/2028  | 9055 | 9083 |
| Pacific Gas and Electric Co. 2.50% 2/1/2031  | 1228 | 1095 |
| Pacific Gas and Electric Co. 4.40% 3/1/2032  | 1682 | 1642 |
| Pacific Gas and Electric Co. 6.15% 1/15/2033  | 1143 | 1211 |
| Pacific Gas and Electric Co. 6.40% 6/15/2033  | 600 | 645 |
| Pacific Gas and Electric Co. 5.80% 5/15/2034  | 925 | 959 |
| Pacific Gas and Electric Co. 5.70% 3/1/2035  | 829 | 850 |
| Pacific Gas and Electric Co. 6.00% 8/15/2035  | 9728 | 10189 |
| Pacific Gas and Electric Co. 3.30% 8/1/2040  | 125 | 95 |
| Pacific Gas and Electric Co. 4.95% 7/1/2050  | 8527 | 7325 |
| Pacific Gas and Electric Co. 3.50% 8/1/2050  | 5728 | 3914 |
| Pacific Gas and Electric Co. 6.75% 1/15/2053  | 240 | 259 |
| Pacific Gas and Electric Co. 5.90% 10/1/2054  | 200 | 195 |
| PacifiCorp 3.30% 3/15/2051  | 175 | 116 |
| PacifiCorp 2.90% 6/15/2052  | 200 | 122 |
| PacifiCorp 5.35% 12/1/2053  | 1058 | 977 |
| PacifiCorp 5.50% 5/15/2054  | 2630 | 2486 |
| PacifiCorp 5.80% 1/15/2055  | 4133 | 4055 |
| Pagaya US Holding Co., LLC 8.875% 8/1/2030 <sup>(f)</sup>  | 475 | 443 |
| Panama (Republic of) 7.50% 3/1/2031  | 17620 | 19393 |
| Panama (Republic of) 2.252% 9/29/2032  | 1480 | 1201 |
| Panama (Republic of) 8.00% 3/1/2038  | 2420 | 2760 |
| Panther Escrow Issuer, LLC 7.125% 6/1/2031 <sup>(f)</sup>  | 795 | 827 |
| Park Intermediate Holdings, LLC 5.875% 10/1/2028 <sup>(f)</sup>  | 380 | 380 |
| Park Intermediate Holdings, LLC 4.875% 5/15/2029 <sup>(f)</sup>  | 320 | 312 |
| Park Intermediate Holdings, LLC 7.00% 2/1/2030 <sup>(f)</sup>  | 195 | 201 |
| Parker-Hannifin Corp. 3.25% 6/14/2029  | 70 | 68 |
| Party City Holdings, Inc. 0% 8/27/2030 <sup>(g)</sup>  | 179 | 4 |
| PEAC Solutions Receivables, LLC, Series 2025-1A, Class A2, 4.94% 10/20/2028 <sup>(e)(f)</sup>  | 3623 | 3652 |
| Pebblebrook Hotel, LP 6.375% 10/15/2029 <sup>(f)</sup>  | 500 | 508 |
| PECO Energy Co. 4.875% 9/15/2035  | 3230 | 3249 |
| PECO Energy Co. 5.65% 9/15/2055  | 1870 | 1913 |
| PennyMac Financial Services, Inc. 6.875% 5/15/2032 <sup>(f)</sup>  | 380 | 394 |
| Performance Food Group, Inc. 5.50% 10/15/2027 <sup>(f)</sup>  | 395 | 394 |
| Performance Food Group, Inc. 4.25% 8/1/2029 <sup>(f)</sup>  | 500 | 486 |
| Performance Food Group, Inc. 6.125% 9/15/2032 <sup>(f)</sup>  | 225 | 231 |
| Permian Resources Operating, LLC 8.00% 4/15/2027 <sup>(f)</sup>  | 225 | 229 |
| Permian Resources Operating, LLC 9.875% 7/15/2031 <sup>(f)</sup>  | 209 | 227 |
| Permian Resources Operating, LLC 7.00% 1/15/2032 <sup>(f)</sup>  | 300 | 311 |
| Permian Resources Operating, LLC 6.25% 2/1/2033 <sup>(f)</sup>  | 814 | 830 |
| Perrigo Finance Unlimited Co. 6.125% 9/30/2032  | 260 | 262 |
| Peru (Republic of) 8.75% 11/21/2033  | 830 | 1045 |

---

Capital World Bond Fund — Page 32 of 59

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **U.S. dollars (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Peru (Republic of) 5.50% 3/30/2036  | USD1,150 | $1173 |
| Peru (Republic of) 3.60% 1/15/2072  | 1100 | 703 |
| Petrobras Global Finance BV 5.125% 9/10/2030  | 750 | 742 |
| Petroleos Mexicanos 6.875% 10/16/2025  | 2884 | 2882 |
| Petroleos Mexicanos 6.875% 8/4/2026  | 8766 | 8887 |
| Petroleos Mexicanos 6.49% 1/23/2027  | 29433 | 29753 |
| Petroleos Mexicanos 6.50% 3/13/2027  | 28790 | 29169 |
| Petroleos Mexicanos 5.35% 2/12/2028  | 2025 | 2018 |
| Petroleos Mexicanos 8.75% 6/2/2029  | 330 | 356 |
| Petroleos Mexicanos 6.84% 1/23/2030  | 124845 | 127066 |
| Petroleos Mexicanos 5.95% 1/28/2031  | 800 | 775 |
| Petroleos Mexicanos 6.75% 9/21/2047  | 26 | 21 |
| Petroleos Mexicanos 7.69% 1/23/2050  | 610 | 555 |
| Petroleos Mexicanos 6.95% 1/28/2060  | 209 | 172 |
| PETRONAS Capital, Ltd. 3.50% 4/21/2030 <sup>(f)</sup>  | 365 | 355 |
| PETRONAS Capital, Ltd. 4.95% 1/3/2031 <sup>(f)</sup>  | 2745 | 2835 |
| PETRONAS Capital, Ltd. 2.48% 1/28/2032  | 200 | 180 |
| PETRONAS Capital, Ltd. 5.34% 4/3/2035 <sup>(f)</sup>  | 2450 | 2558 |
| PETRONAS Capital, Ltd. 4.55% 4/21/2050 <sup>(f)</sup>  | 400 | 355 |
| PETRONAS Capital, Ltd. 5.848% 4/3/2055  | 300 | 318 |
| Pfizer Investment Enterprises Pte., Ltd. 4.75% 5/19/2033  | 9577 | 9678 |
| Pfizer Investment Enterprises Pte., Ltd. 5.30% 5/19/2053  | 3436 | 3323 |
| PG&E Corp. 5.00% 7/1/2028  | 660 | 654 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; PG&E Corp., junior subordinated, 7.375% 3/15/2055 (5-year UST Yield Curve Rate T Note Constant Maturity + <br> 3.883% on 3/15/2030) <sup>(a)</sup>  | 970 | 998 |
| Philip Morris International, Inc. 5.125% 2/13/2031  | 238 | 246 |
| Philip Morris International, Inc. 4.75% 11/1/2031  | 609 | 620 |
| Philip Morris International, Inc. 5.75% 11/17/2032  | 9986 | 10646 |
| Philip Morris International, Inc. 5.375% 2/15/2033  | 9870 | 10310 |
| Philip Morris International, Inc. 5.625% 9/7/2033  | 1000 | 1061 |
| Philip Morris International, Inc. 5.25% 2/13/2034  | 1000 | 1033 |
| Philip Morris International, Inc. 4.90% 11/1/2034  | 7303 | 7365 |
| Philippines (Republic of) 6.375% 10/23/2034  | 2320 | 2618 |
| PK ALIFT Loan Funding, Series 2025-2, Class A, 4.75% 3/15/2043 <sup>(e)(f)</sup>  | 250 | 251 |
| PLDT, Inc. 2.50% 1/23/2031  | 380 | 347 |
| PLDT, Inc. 3.45% 6/23/2050  | 200 | 144 |
| PNC Financial Services Group, Inc. 6.875% 10/20/2034 (USD-SOFR + 2.284% on 10/20/2033) <sup>(a)</sup>  | 4055 | 4596 |
| PNC Financial Services Group, Inc. 5.676% 1/22/2035 (USD-SOFR + 1.902% on 1/22/2034) <sup>(a)</sup>  | 1175 | 1239 |
| PNC Financial Services Group, Inc. 5.575% 1/29/2036 (USD-SOFR + 1.394% on 1/29/2035) <sup>(a)</sup>  | 3582 | 3739 |
| POSCO Holdings, Inc. 4.875% 1/23/2027 <sup>(f)</sup>  | 3520 | 3547 |
| POSCO Holdings, Inc. 5.75% 1/17/2028 <sup>(f)</sup>  | 305 | 315 |
| POSCO Holdings, Inc. 5.75% 5/7/2035  | 400 | 420 |
| Post Holdings, Inc. 5.50% 12/15/2029 <sup>(f)</sup>  | 490 | 489 |
| Post Holdings, Inc. 4.625% 4/15/2030 <sup>(f)</sup>  | 535 | 516 |
| Post Holdings, Inc. 6.25% 2/15/2032 <sup>(f)</sup>  | 833 | 857 |
| Prestige Brands, Inc. 3.75% 4/1/2031 <sup>(f)</sup>  | 800 | 737 |
| Prio Luxembourg Holding SARL 6.125% 6/9/2026  | 2940 | 2938 |
| Progress Residential Trust, Series 2025-SFR3, Class A, 3.39% 7/17/2042 <sup>(e)(f)</sup>  | 184 | 174 |
| Prologis, LP 4.75% 6/15/2033  | 1362 | 1375 |
| Prologis, LP 5.00% 3/15/2034  | 185 | 188 |
| Prologis, LP 5.00% 1/31/2035  | 1138 | 1154 |
| Prologis, LP 5.25% 6/15/2053  | 74 | 72 |
| Prologis, LP 5.25% 3/15/2054  | 70 | 68 |
| PRP Advisors, LLC, Series 2025-RPL3, Class A1, 3.25% 4/25/2055 (4.25% on 4/1/2028) <sup>(a)(e)(f)</sup>  | 2005 | 1935 |
| Prudential Financial, Inc. 3.905% 12/7/2047  | 250 | 201 |

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Capital World Bond Fund — Page 33 of 59

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **U.S. dollars (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; PT Bank Negara Indonesia (Persero) Tbk 4.30% junior subordinated perpetual bonds (5-year UST Yield Curve <br> Rate T Note Constant Maturity + 3.466% on 3/24/2027) <sup>(a)</sup>  | USD28,770 | $27943 |
| PT Freeport Indonesia 4.763% 4/14/2027  | 200 | 201 |
| PT Freeport Indonesia 5.315% 4/14/2032  | 200 | 203 |
| PT Freeport Indonesia 6.20% 4/14/2052  | 200 | 205 |
| PT Krakatau Posco 6.375% 6/11/2027  | 200 | 204 |
| PT Krakatau Posco 6.375% 6/11/2029  | 200 | 206 |
| PTTEP Treasury Center Co., Ltd. 2.587% 6/10/2027 <sup>(f)</sup>  | 230 | 224 |
| Public Service Electric and Gas Co. 4.90% 8/15/2035  | 4655 | 4694 |
| Qatar Energy 3.125% 7/12/2041 <sup>(f)</sup>  | 16050 | 12389 |
| Quikrete Holdings, Inc. 6.375% 3/1/2032 <sup>(f)</sup>  | 115 | 119 |
| Quikrete Holdings, Inc. 6.75% 3/1/2033 <sup>(f)</sup>  | 250 | 260 |
| Radiology Partners, Inc. 9.781% PIK 2/15/2030 <sup>(f)(i)</sup>  | 1300 | 1273 |
| Radiology Partners, Inc. 8.50% 7/15/2032 <sup>(f)</sup>  | 805 | 834 |
| Raizen Fuels Finance SA 6.45% 3/5/2034 <sup>(f)</sup>  | 7050 | 6843 |
| Raizen Fuels Finance SA 6.95% 3/5/2054 <sup>(f)</sup>  | 935 | 861 |
| Range Resources Corp. 4.75% 2/15/2030 <sup>(f)</sup>  | 465 | 455 |
| Regeneron Pharmaceuticals, Inc. 1.75% 9/15/2030  | 5949 | 5249 |
| Reliance Industries, Ltd. 6.25% 10/19/2040  | 250 | 277 |
| Reliance Industries, Ltd. 3.625% 1/12/2052  | 250 | 185 |
| Repsol E&P Capital Markets US, LLC 5.204% 9/16/2030 <sup>(f)</sup>  | 4674 | 4710 |
| Repsol E&P Capital Markets US, LLC 5.976% 9/16/2035 <sup>(f)</sup>  | 4625 | 4714 |
| RHP Hotel Properties, LP 7.25% 7/15/2028 <sup>(f)</sup>  | 391 | 404 |
| RHP Hotel Properties, LP 4.50% 2/15/2029 <sup>(f)</sup>  | 560 | 550 |
| RHP Hotel Properties, LP 6.50% 6/15/2033 <sup>(f)</sup>  | 85 | 88 |
| Rio Tinto Finance (USA) PLC 5.25% 3/14/2035  | 1355 | 1397 |
| RLJ Lodging Trust, LP 3.75% 7/1/2026 <sup>(f)</sup>  | 40 | 40 |
| RLJ Lodging Trust, LP 4.00% 9/15/2029 <sup>(f)</sup>  | 440 | 416 |
| Roche Holdings, Inc. 4.592% 9/9/2034 <sup>(f)</sup>  | 2500 | 2501 |
| Romania (Republic of) 7.625% 1/17/2053 <sup>(f)</sup>  | 346 | 371 |
| Roper Technologies, Inc. 4.45% 9/15/2030  | 2000 | 2009 |
| Roper Technologies, Inc. 4.75% 2/15/2032  | 1000 | 1012 |
| Roper Technologies, Inc. 4.90% 10/15/2034  | 2675 | 2679 |
| Roper Technologies, Inc. 5.10% 9/15/2035  | 8845 | 8920 |
| Royal Bank of Canada 5.153% 2/4/2031 (USD-SOFR + 1.03% on 2/4/2030) <sup>(a)</sup>  | 12050 | 12420 |
| Royal Bank of Canada 4.971% 5/2/2031 (USD-SOFR + 1.13% on 5/2/2030) <sup>(a)</sup>  | 7523 | 7707 |
| Royal Bank of Canada 4.696% 8/6/2031 (USD-SOFR + 1.06% on 8/6/2030) <sup>(a)</sup>  | 5402 | 5476 |
| Royal Caribbean Cruises, Ltd. 6.25% 3/15/2032 <sup>(f)</sup>  | 325 | 336 |
| Royal Caribbean Cruises, Ltd. 6.00% 2/1/2033 <sup>(f)</sup>  | 450 | 462 |
| RTX Corp. 5.00% 2/27/2026  | 250 | 251 |
| RTX Corp. 5.75% 11/8/2026  | 1000 | 1017 |
| RTX Corp. 3.125% 5/4/2027  | 250 | 247 |
| RTX Corp. 5.75% 1/15/2029  | 1500 | 1573 |
| RTX Corp. 6.00% 3/15/2031  | 708 | 765 |
| RTX Corp. 1.90% 9/1/2031  | 722 | 629 |
| RTX Corp. 6.10% 3/15/2034  | 1478 | 1619 |
| RTX Corp. 2.82% 9/1/2051  | 750 | 477 |
| RTX Corp. 3.03% 3/15/2052  | 500 | 330 |
| RTX Corp. 5.375% 2/27/2053  | 1000 | 979 |
| RTX Corp. 6.40% 3/15/2054  | 1102 | 1234 |
| Sabre GLBL, Inc. 11.125% 7/15/2030 <sup>(f)</sup>  | 265 | 257 |
| Sally Holdings, LLC 6.75% 3/1/2032  | 560 | 583 |
| Samarco Mineracao SA 9.00% PIK 6/30/2031 (5.00% PIK and 4.00% Cash on 12/30/2025) <sup>(a)(i)</sup>  | 24102 | 24242 |
| Samarco Mineracao SA 9.00% PIK 6/30/2031 (5.00% PIK and 4.00% Cash on 12/30/2025) <sup>(a)(f)(i)</sup>  | 3068 | 3086 |

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Capital World Bond Fund — Page 34 of 59

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **U.S. dollars (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; San Miguel Global Power Holdings Corp. 8.75% perpetual bonds (5-year UST Yield Curve Rate T Note Constant <br> Maturity + 7.732% on 9/12/2029) <sup>(a)</sup>  | USD5,000 | $5141 |
| Sands China, Ltd. 3.80% 1/8/2026  | 1000 | 998 |
| Sands China, Ltd. 5.40% 8/8/2028  | 22220 | 22747 |
| Sands China, Ltd. 4.375% 6/18/2030  | 200 | 197 |
| Sands China, Ltd. 3.25% 8/8/2031  | 1000 | 922 |
| Santander Holdings USA, Inc. 3.244% 10/5/2026  | 7197 | 7128 |
| Saskatchewan (Province of) 3.25% 6/8/2027  | 1073 | 1059 |
| Sasol Financing USA, LLC 8.75% 5/3/2029 <sup>(b)</sup>  | 8550 | 8876 |
| Sats Treasury Pte., Ltd. 4.828% 1/23/2029  | 200 | 204 |
| Saturn Oil & Gas, Inc. 9.625% 6/15/2029 <sup>(f)</sup>  | 305 | 316 |
| Saudi Arabia (Kingdom of) 3.625% 3/4/2028  | 2510 | 2483 |
| Saudi Arabia (Kingdom of) 4.875% 7/18/2033 <sup>(f)</sup>  | 595 | 604 |
| Saudi Arabia (Kingdom of) 5.625% 1/13/2035 <sup>(f)</sup>  | 1580 | 1686 |
| Saudi Arabia (Kingdom of) 4.875% 9/9/2035 <sup>(f)</sup>  | 3095 | 3114 |
| Saudi Arabia (Kingdom of) 5.75% 1/16/2054  | 205 | 206 |
| Saudi Arabian Oil Co. 5.25% 7/17/2034 <sup>(f)</sup>  | 1695 | 1746 |
| SCF Equipment Trust, LLC, Series 2025-1A, Class A3, 5.11% 11/21/2033 <sup>(e)(f)</sup>  | 9743 | 9984 |
| Science Applications International Corp. 5.875% 11/1/2033 <sup>(f)</sup>  | 110 | 110 |
| SCIH Salt Holdings, Inc. 4.875% 5/1/2028 <sup>(f)</sup>  | 360 | 352 |
| SCIH Salt Holdings, Inc. 6.625% 5/1/2029 <sup>(f)</sup>  | 860 | 844 |
| Seadrill Finance, Ltd. 8.375% 8/1/2030 <sup>(f)</sup>  | 550 | 571 |
| Sealed Air Corp. 6.50% 7/15/2032 <sup>(f)</sup>  | 790 | 819 |
| Securitized Term Auto Receivables Trust, Series 2025-A, Class B, 5.038% 7/25/2031 <sup>(e)(f)</sup>  | 478 | 482 |
| Securitized Term Auto Receivables Trust, Series 2025-B, Class B, 4.925% 12/29/2032 <sup>(e)(f)</sup>  | 4115 | 4152 |
| Senegal (Republic of) 6.25% 5/23/2033  | 570 | 414 |
| Sensata Technologies BV 4.00% 4/15/2029 <sup>(f)</sup>  | 620 | 596 |
| Sensata Technologies, Inc. 3.75% 2/15/2031 <sup>(f)</sup>  | 160 | 148 |
| Serbia (Republic of) 6.25% 5/26/2028 <sup>(f)</sup>  | 1962 | 2048 |
| Serbia (Republic of) 6.50% 9/26/2033 <sup>(f)</sup>  | 1378 | 1499 |
| Service Corp. International 5.75% 10/15/2032  | 225 | 228 |
| Service Properties Trust 4.75% 10/1/2026  | 157 | 157 |
| Service Properties Trust 4.95% 2/15/2027  | 362 | 361 |
| Service Properties Trust 0% 9/30/2027 <sup>(f)</sup>  | 210 | 185 |
| Service Properties Trust 3.95% 1/15/2028  | 340 | 318 |
| Service Properties Trust 8.375% 6/15/2029  | 825 | 838 |
| Service Properties Trust 4.95% 10/1/2029  | 567 | 500 |
| Service Properties Trust 4.375% 2/15/2030  | 1302 | 1108 |
| Service Properties Trust 8.625% 11/15/2031 <sup>(f)</sup>  | 1569 | 1672 |
| Service Properties Trust 8.875% 6/15/2032  | 525 | 528 |
| ServiceNow, Inc. 1.40% 9/1/2030  | 4324 | 3788 |
| Shell International Finance BV 3.00% 11/26/2051  | 2500 | 1664 |
| Sherwin-Williams Co. 4.50% 8/15/2030  | 4000 | 4028 |
| Sherwin-Williams Co. 5.15% 8/15/2035  | 2069 | 2106 |
| Shift4 Payments, LLC 6.75% 8/15/2032 <sup>(f)</sup>  | 365 | 378 |
| Siemens Funding BV 5.80% 5/28/2055 <sup>(f)</sup>  | 1752 | 1883 |
| Simon Property Group, LP 5.125% 10/1/2035  | 3452 | 3494 |
| Sirius XM Radio, LLC 3.125% 9/1/2026 <sup>(f)</sup>  | 250 | 247 |
| Sirius XM Radio, LLC 5.00% 8/1/2027 <sup>(f)</sup>  | 200 | 199 |
| Sirius XM Radio, LLC 4.00% 7/15/2028 <sup>(f)</sup>  | 1000 | 967 |
| Sirius XM Radio, LLC 4.125% 7/1/2030 <sup>(f)</sup>  | 1019 | 956 |
| Sirius XM Radio, LLC 3.875% 9/1/2031 <sup>(f)</sup>  | 2106 | 1910 |
| SK hynix, Inc. 1.50% 1/19/2026 <sup>(f)</sup>  | 252 | 250 |
| SK hynix, Inc. 2.375% 1/19/2031 <sup>(f)</sup>  | 294 | 264 |
| SK hynix, Inc. 6.50% 1/17/2033  | 400 | 442 |

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Capital World Bond Fund — Page 35 of 59

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **U.S. dollars (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SMB Private Education Loan Trust, Series 2023-C, Class A1B, (30-day Average USD-SOFR + 1.55%) 5.922% <br> 11/15/2052 <sup>(d)(e)(f)</sup>  | USD3,283 | $3319 |
| SMB Private Education Loan Trust, Series 2025-A, Class A1A, 5.13% 4/15/2054 <sup>(e)(f)</sup>  | 3637 | 3707 |
| SMRC Automotive Holdings Netherlands BV 5.625% 7/11/2029 <sup>(f)</sup>  | 4125 | 4222 |
| Snap, Inc. 6.875% 3/1/2033 <sup>(f)</sup>  | 520 | 532 |
| Solstice Advanced Materials, Inc. 5.625% 9/30/2033 <sup>(f)</sup>  | 350 | 351 |
| Sonic Automotive, Inc. 4.625% 11/15/2029 <sup>(f)</sup>  | 400 | 389 |
| Sonic Automotive, Inc. 4.875% 11/15/2031 <sup>(f)</sup>  | 630 | 603 |
| South Africa (Republic of) 4.30% 10/12/2028  | 1034 | 1019 |
| South Africa (Republic of) 5.875% 6/22/2030  | 800 | 820 |
| South Africa (Republic of) 5.375% 7/24/2044  | 800 | 652 |
| Southern California Edison Co. 3.65% 3/1/2028  | 252 | 248 |
| Southern California Edison Co. 5.45% 3/1/2035  | 3710 | 3757 |
| Southern California Edison Co. 2.95% 2/1/2051  | 6229 | 3816 |
| Southern California Edison Co. 3.45% 2/1/2052  | 5983 | 3985 |
| Southern California Edison Co. 5.75% 4/15/2054  | 3981 | 3771 |
| Southern California Edison Co. 5.90% 3/1/2055  | 3000 | 2916 |
| Southern California Edison Co. 6.20% 9/15/2055  | 2471 | 2494 |
| Southwestern Electric Power Co. 3.25% 11/1/2051  | 675 | 450 |
| Standard Building Solutions, Inc. 6.25% 8/1/2033 <sup>(f)</sup>  | 295 | 299 |
| Standard Chartered PLC 4.866% 3/15/2033 (5-year USD-ICE Swap + 1.97% on 3/15/2028) <sup>(a)(f)</sup>  | 3500 | 3511 |
| Standard Chartered PLC 4.866% 3/15/2033 (5-year USD-ICE Swap + 1.97% on 3/15/2028) <sup>(a)</sup>  | 1200 | 1204 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Standard Chartered PLC 5.905% 5/14/2035 (1-year UST Yield Curve Rate T Note Constant Maturity + 1.45% on <br> 5/14/2034) <sup>(a)(f)</sup>  | 6796 | 7180 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Standard Chartered PLC 3.265% 2/18/2036 (5-year UST Yield Curve Rate T Note Constant Maturity + 2.30% on <br> 2/18/2031) <sup>(a)(f)</sup>  | 957 | 879 |
| Starbucks Corp. 4.80% 5/15/2030  | 4280 | 4371 |
| Starbucks Corp. 5.40% 5/15/2035  | 1493 | 1549 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Starwood Mortgage Residential Trust, Series 2025-SFR5, Class A, (1-month USD CME Term SOFR + 1.45%) <br> 5.601% 2/17/2042 <sup>(d)(e)(f)</sup>  | 1334 | 1339 |
| Starwood Property Trust, Inc. 5.25% 10/15/2028 <sup>(f)</sup>  | 625 | 626 |
| State Street Corp. 5.146% 2/28/2036 (USD-SOFR + 1.217% on 2/28/2035) <sup>(a)</sup>  | 2124 | 2174 |
| Station Casinos, LLC 6.625% 3/15/2032 <sup>(f)</sup>  | 205 | 211 |
| Steele Creek CLO, Ltd., Series 2019-2A, Class ARR, (3-month USD CME Term SOFR + 1.00%) 5.318% 7/15/2032 <br> <sup>(d)(e)(f)</sup>  | 4776 | 4776 |
| Stillwater Mining Co. 4.00% 11/16/2026 <sup>(b)</sup>  | 9642 | 9552 |
| Stryker Corp. 4.85% 2/10/2030  | 3191 | 3271 |
| Stryker Corp. 5.20% 2/10/2035  | 2700 | 2785 |
| Summit Digitel Infrastructure Pvt, Ltd. 2.875% 8/12/2031 <sup>(f)</sup>  | 235 | 212 |
| Summit Midstream Holdings, LLC 8.625% 10/31/2029 <sup>(f)</sup>  | 370 | 372 |
| Sunoco, LP 7.00% 5/1/2029 <sup>(f)</sup>  | 195 | 202 |
| Sunoco, LP 4.50% 5/15/2029  | 1375 | 1342 |
| Sunoco, LP 4.50% 4/30/2030  | 160 | 154 |
| Sunoco, LP 5.625% 3/15/2031 <sup>(f)</sup>  | 140 | 139 |
| Sunoco, LP 6.25% 7/1/2033 <sup>(f)</sup>  | 275 | 280 |
| Sunoco, LP 5.875% 3/15/2034 <sup>(f)</sup>  | 145 | 144 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sunoco, LP, 7.875% junior subordinated perpetual bonds (5-year UST Yield Curve Rate T Note Constant Maturity <br> + 4.23% on 9/18/2030) <sup>(a)(f)</sup>  | 405 | 412 |
| Surgery Center Holdings, Inc. 7.25% 4/15/2032 <sup>(f)</sup>  | 530 | 545 |
| Surgery Center Holdings, Inc., Term Loan, (1-month USD CME Term SOFR + 2.50%) 6.663% 12/19/2030 <sup>(d)(h)</sup>  | 89 | 89 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SWCH Commercial Mortgage Trust, Series 2025-DATA, Class A, (1-month USD CME Term SOFR + 1.443%) <br> 5.593% 2/15/2042 <sup>(d)(e)(f)</sup>  | 41079 | 40924 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Swiss Re Finance (Luxembourg) SA 5.00% 4/2/2049 (5-year UST Yield Curve Rate T Note Constant Maturity + <br> 3.582% on 4/2/2029) <sup>(a)(f)</sup>  | 1400 | 1413 |
| Synopsys, Inc. 4.85% 4/1/2030  | 6075 | 6190 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **U.S. dollars (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Synopsys, Inc. 5.00% 4/1/2032  | USD3,050 | $3118 |
| Synopsys, Inc. 5.15% 4/1/2035  | 9565 | 9734 |
| Synopsys, Inc. 5.70% 4/1/2055  | 4741 | 4788 |
| Takeda U.S. Financing, Inc. 5.20% 7/7/2035  | 4510 | 4586 |
| Takeda U.S. Financing, Inc. 5.90% 7/7/2055  | 868 | 895 |
| Talen Energy Supply, LLC 8.625% 6/1/2030 <sup>(f)</sup>  | 1270 | 1349 |
| Talen Energy Supply, LLC, Term Loan B, (3-month USD CME Term SOFR + 2.50%) 6.733% 5/17/2030 <sup>(d)(h)</sup>  | 420 | 422 |
| Talos Production, Inc. 9.00% 2/1/2029 <sup>(f)</sup>  | 850 | 880 |
| Talos Production, Inc. 9.375% 2/1/2031 <sup>(f)</sup>  | 620 | 646 |
| Tampa Electric Co. 5.15% 3/1/2035  | 1375 | 1395 |
| Tencent Holdings, Ltd. 3.975% 4/11/2029  | 250 | 250 |
| Tencent Holdings, Ltd. 2.39% 6/3/2030 <sup>(f)</sup>  | 300 | 279 |
| Tencent Holdings, Ltd. 3.68% 4/22/2041  | 1535 | 1321 |
| Tencent Holdings, Ltd. 3.84% 4/22/2051  | 4082 | 3305 |
| Tenet Healthcare Corp. 6.75% 5/15/2031  | 720 | 746 |
| Teva Pharmaceutical Finance Netherlands III BV 3.15% 10/1/2026  | 6700 | 6587 |
| Teva Pharmaceutical Finance Netherlands III BV 5.125% 5/9/2029  | 1220 | 1228 |
| Teva Pharmaceutical Finance Netherlands III BV 6.00% 12/1/2032  | 200 | 208 |
| Teva Pharmaceutical Finance Netherlands III BV 4.10% 10/1/2046  | 855 | 639 |
| Teva Pharmaceutical Finance Netherlands IV BV 5.75% 12/1/2030  | 200 | 206 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; State of Texas, Grand Parkway Transportation Corp., Grand Parkway System Toll Rev. Ref. Bonds, Series 2020-B, <br> 3.236% 10/1/2052  | 4760 | 3361 |
| Texas Combined Tirz I, LLC 0% 12/7/2062 <sup>(f)(g)</sup>  | 98 | 98 |
| Texas Instruments, Inc. 5.10% 5/23/2035  | 4700 | 4848 |
| TGS ASA 8.50% 1/15/2030 <sup>(f)</sup>  | 435 | 448 |
| Therrmo Fisher Scientific Inc. 4.794% 10/7/2035  | 2019 | 2019 |
| Tierra Mojada Luxembourg II SARL 5.75% 12/1/2040  | 6649 | 6552 |
| TNB Global Ventures Capital Bhd 3.244% 10/19/2026  | 500 | 494 |
| TopBuild Corp. 5.625% 1/31/2034 <sup>(f)</sup>  | 205 | 204 |
| TotalEnergies Capital SA 5.488% 4/5/2054  | 3735 | 3698 |
| Towd Point Mortgage Trust, Series 2024-3, Class A1A, 5.027% 7/25/2065 <sup>(d)(e)(f)</sup>  | 945 | 956 |
| TransDigm, Inc. 6.375% 3/1/2029 <sup>(f)</sup>  | 300 | 307 |
| TransDigm, Inc. 4.875% 5/1/2029  | 500 | 493 |
| TransDigm, Inc. 6.875% 12/15/2030 <sup>(f)</sup>  | 135 | 140 |
| TransDigm, Inc. 6.625% 3/1/2032 <sup>(f)</sup>  | 275 | 283 |
| TransDigm, Inc. 6.375% 5/31/2033 <sup>(f)</sup>  | 380 | 385 |
| TransDigm, Inc. 6.25% 1/31/2034 <sup>(f)</sup>  | 535 | 551 |
| TransDigm, Inc. 6.75% 1/31/2034 <sup>(f)</sup>  | 755 | 781 |
| Transocean Aquila, Ltd. 8.00% 9/30/2028 <sup>(f)</sup>  | 54 | 56 |
| Transocean International, Ltd. 7.875% 10/15/2032 <sup>(f)</sup>  | 185 | 187 |
| Transocean Titan Financing, Ltd. 8.375% 2/1/2028 <sup>(f)</sup>  | 973 | 1000 |
| Transocean, Inc. 8.25% 5/15/2029 <sup>(f)</sup>  | 185 | 183 |
| Transocean, Inc. 8.75% 2/15/2030 <sup>(f)</sup>  | 277 | 292 |
| Transocean, Inc. 8.50% 5/15/2031 <sup>(f)</sup>  | 415 | 407 |
| Transocean, Inc. 6.80% 3/15/2038  | 625 | 530 |
| Travelers Cos., Inc. 5.05% 7/24/2035  | 383 | 390 |
| Travelers Cos., Inc. 5.70% 7/24/2055  | 626 | 649 |
| TreeHouse Foods, Inc. 4.00% 9/1/2028  | 430 | 419 |
| Treehouse Park Improvement Association No.1 9.75% 12/1/2033 <sup>(f)(g)</sup>  | 600 | 600 |
| Tricon Residential Trust, Series 2023-SFR1, Class B, 5.10% 7/17/2040 <sup>(e)(f)</sup>  | 1467 | 1474 |
| Tricon Residential Trust, Series 2023-SFR1, Class C, 5.10% 7/17/2040 <sup>(e)(f)</sup>  | 317 | 317 |
| Tricon Residential Trust, Series 2024-SFR4, Class A, 4.30% 11/17/2041 <sup>(e)(f)</sup>  | 3220 | 3195 |
| Trident TPI Holdings, Inc. 12.75% 12/31/2028 <sup>(f)</sup>  | 500 | 534 |
| Trinitas CLO, Ltd., Series 2018-9A, Class ARRR, (3-month USD CME Term SOFR + 1.20%) 5.525% 1/20/2032 <sup>(d)(e)(f)</sup>  | 1330 | 1330 |
| Truist Financial Corp. 5.071% 5/20/2031 (USD-SOFR + 1.309% on 5/20/2030) <sup>(a)</sup>  | 1484 | 1522 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **U.S. dollars (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Truist Insurance Holdings, LLC, Term Loan, (3-month USD CME Term SOFR + 4.75%) 8.752% 5/6/2032 <sup>(d)(h)</sup>  | USD845 | $862 |
| Turkey (Republic of), Series 30Y, 7.125% 7/17/2032  | 8960 | 9256 |
| Turkey (Republic of), Series 30Y, 6.00% 1/14/2041  | 2240 | 1961 |
| U.S. Bank National Association, Series 2025-SUP1, Class B, 5.582% 2/25/2032 <sup>(e)(f)</sup>  | 3993 | 4005 |
| U.S. Bank National Association, Series 2025-SUP2, Class B1, 4.818% 9/25/2032 <sup>(e)(f)</sup>  | 645 | 646 |
| U.S. Treasury 0.25% 10/31/2025  | 25 | 25 |
| U.S. Treasury 3.00% 10/31/2025  | 11 | 11 |
| U.S. Treasury 4.50% 11/15/2025  | 29 | 29 |
| U.S. Treasury 4.25% 1/31/2026  | 11091 | 11100 |
| U.S. Treasury 0.75% 3/31/2026  | 2000 | 1970 |
| U.S. Treasury 2.25% 3/31/2026  | 25 | 25 |
| U.S. Treasury 0.75% 4/30/2026  | 1156 | 1136 |
| U.S. Treasury 4.875% 4/30/2026  | 28655 | 28830 |
| U.S. Treasury 3.625% 5/15/2026  | 85 | 85 |
| U.S. Treasury 4.375% 7/31/2026  | 1900 | 1909 |
| U.S. Treasury 4.625% 9/15/2026  | 3840 | 3872 |
| U.S. Treasury 1.125% 10/31/2026  | 1550 | 1508 |
| U.S. Treasury 4.125% 10/31/2026  | 19900 | 19988 |
| U.S. Treasury 2.00% 11/15/2026  | 1500 | 1472 |
| U.S. Treasury 4.625% 11/15/2026  | 3000 | 3029 |
| U.S. Treasury 1.625% 11/30/2026  | 25 | 25 |
| U.S. Treasury 4.375% 12/15/2026  | 6506 | 6558 |
| U.S. Treasury 4.25% 12/31/2026  | 3000 | 3020 |
| U.S. Treasury 4.00% 1/15/2027  | 22 | 22 |
| U.S. Treasury 2.25% 2/15/2027  | 4550 | 4464 |
| U.S. Treasury 4.125% 2/15/2027  | 11699 | 11768 |
| U.S. Treasury 2.50% 3/31/2027  | 3852 | 3788 |
| U.S. Treasury 4.50% 4/15/2027  | 1247 | 1263 |
| U.S. Treasury 0.50% 4/30/2027  | 300 | 286 |
| U.S. Treasury 2.375% 5/15/2027  | 2160 | 2117 |
| U.S. Treasury 2.625% 5/31/2027  | 2170 | 2134 |
| U.S. Treasury 3.875% 5/31/2027  | 5000 | 5018 |
| U.S. Treasury 3.75% 6/30/2027  | 32944 | 33007 |
| U.S. Treasury 4.375% 7/15/2027  | 1096 | 1110 |
| U.S. Treasury 2.75% 7/31/2027  | 3900 | 3839 |
| U.S. Treasury 3.625% 8/31/2027  | 4500 | 4500 |
| U.S. Treasury 3.375% 9/15/2027  | 1500 | 1493 |
| U.S. Treasury 3.50% 9/30/2027  | 133 | 133 |
| U.S. Treasury 4.125% 9/30/2027 <sup>(j)</sup>  | 14282 | 14422 |
| U.S. Treasury 3.875% 11/30/2027  | 5250 | 5278 |
| U.S. Treasury 2.75% 2/15/2028  | 310 | 304 |
| U.S. Treasury 1.125% 2/29/2028  | 8937 | 8429 |
| U.S. Treasury 4.00% 2/29/2028  | 3685 | 3718 |
| U.S. Treasury 1.25% 3/31/2028  | 1244 | 1174 |
| U.S. Treasury 3.625% 3/31/2028  | —<br> <sup>(k)</sup><br>| — <br><sup>(k)</sup><br>|
| U.S. Treasury 1.25% 5/31/2028  | 1715 | 1612 |
| U.S. Treasury 3.625% 5/31/2028  | 350 | 350 |
| U.S. Treasury 2.875% 8/15/2028  | 1030 | 1009 |
| U.S. Treasury 1.125% 8/31/2028  | 10000 | 9313 |
| U.S. Treasury 4.375% 8/31/2028  | 7970 | 8133 |
| U.S. Treasury 3.375% 9/15/2028  | 35 | 35 |
| U.S. Treasury 1.25% 9/30/2028  | 3000 | 2798 |
| U.S. Treasury 4.625% 4/30/2029  | 54662 | 56409 |
| U.S. Treasury 4.50% 5/31/2029  | 1450 | 1491 |
| U.S. Treasury 3.25% 6/30/2029  | 1700 | 1675 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **U.S. dollars (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| U.S. Treasury 4.25% 6/30/2029  | USD424 | $432 |
| U.S. Treasury 4.125% 10/31/2029  | 18228 | 18521 |
| U.S. Treasury 4.125% 11/30/2029  | 5919 | 6015 |
| U.S. Treasury 3.875% 12/31/2029  | 2000 | 2013 |
| U.S. Treasury 1.50% 2/15/2030  | 240 | 219 |
| U.S. Treasury 0.625% 5/15/2030  | 17634 | 15330 |
| U.S. Treasury 3.75% 5/31/2030  | 11114 | 11122 |
| U.S. Treasury 3.875% 6/30/2030  | 162257 | 163265 |
| U.S. Treasury 0.625% 8/15/2030  | 20 | 17 |
| U.S. Treasury 3.625% 8/31/2030  | 10002 | 9953 |
| U.S. Treasury 3.625% 9/30/2030  | 1892 | 1882 |
| U.S. Treasury 4.625% 9/30/2030  | 2880 | 2994 |
| U.S. Treasury 4.375% 11/30/2030  | 7800 | 8022 |
| U.S. Treasury 4.25% 2/28/2031  | 1900 | 1943 |
| U.S. Treasury 4.125% 3/31/2031  | 1900 | 1931 |
| U.S. Treasury 1.625% 5/15/2031  | 2810 | 2502 |
| U.S. Treasury 1.25% 8/15/2031  | 1114 | 964 |
| U.S. Treasury 4.125% 10/31/2031  | 768 | 780 |
| U.S. Treasury 1.375% 11/15/2031  | 2800 | 2424 |
| U.S. Treasury 4.125% 11/30/2031  | 2270 | 2303 |
| U.S. Treasury 2.875% 5/15/2032  | 4279 | 4023 |
| U.S. Treasury 4.00% 7/31/2032  | 1200 | 1206 |
| U.S. Treasury 3.875% 8/15/2033 <sup>(j)</sup>  | 38198 | 37888 |
| U.S. Treasury 4.50% 11/15/2033  | 1053 | 1089 |
| U.S. Treasury 4.375% 5/15/2034 <sup>(j)</sup>  | 32438 | 33191 |
| U.S. Treasury 3.875% 8/15/2034  | 3369 | 3319 |
| U.S. Treasury 4.25% 11/15/2034  | 11185 | 11312 |
| U.S. Treasury 4.25% 8/15/2035 <sup>(j)</sup>  | 48713 | 49105 |
| U.S. Treasury 4.50% 8/15/2039  | 2270 | 2287 |
| U.S. Treasury 4.375% 11/15/2039  | 1000 | 992 |
| U.S. Treasury 4.625% 2/15/2040  | 250 | 254 |
| U.S. Treasury 1.125% 8/15/2040  | 2473 | 1561 |
| U.S. Treasury 1.875% 2/15/2041 <sup>(j)</sup>  | 11036 | 7763 |
| U.S. Treasury 2.25% 5/15/2041  | 7922 | 5874 |
| U.S. Treasury 1.75% 8/15/2041  | 9093 | 6172 |
| U.S. Treasury 2.00% 11/15/2041  | 669 | 470 |
| U.S. Treasury 3.125% 11/15/2041  | 100 | 83 |
| U.S. Treasury 2.375% 2/15/2042  | 1803 | 1337 |
| U.S. Treasury 3.25% 5/15/2042  | 4936 | 4149 |
| U.S. Treasury 2.75% 8/15/2042  | 100 | 78 |
| U.S. Treasury 2.75% 11/15/2042  | 1480 | 1147 |
| U.S. Treasury 4.00% 11/15/2042  | 245 | 227 |
| U.S. Treasury 3.875% 2/15/2043  | 160 | 145 |
| U.S. Treasury 2.875% 5/15/2043  | 3120 | 2445 |
| U.S. Treasury 3.875% 5/15/2043 <sup>(j)</sup>  | 11170 | 10120 |
| U.S. Treasury 4.375% 8/15/2043  | 111 | 107 |
| U.S. Treasury 4.75% 11/15/2043  | 670 | 677 |
| U.S. Treasury 4.50% 2/15/2044  | 2499 | 2444 |
| U.S. Treasury 3.375% 5/15/2044  | 1550 | 1294 |
| U.S. Treasury 2.50% 2/15/2045  | 1900 | 1361 |
| U.S. Treasury 4.75% 2/15/2045  | 1167 | 1174 |
| U.S. Treasury 3.00% 5/15/2045  | 30 | 24 |
| U.S. Treasury 2.875% 8/15/2045  | 1250 | 950 |
| U.S. Treasury 4.875% 8/15/2045  | 359 | 367 |
| U.S. Treasury 2.50% 2/15/2046  | 2510 | 1771 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **U.S. dollars (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| U.S. Treasury 2.75% 8/15/2047  | USD3,455 | $2505 |
| U.S. Treasury 3.00% 2/15/2048  | 673 | 508 |
| U.S. Treasury 3.125% 5/15/2048  | 800 | 617 |
| U.S. Treasury 3.00% 8/15/2048  | 896 | 674 |
| U.S. Treasury 2.25% 8/15/2049  | 256 | 164 |
| U.S. Treasury 2.375% 11/15/2049  | 258 | 169 |
| U.S. Treasury 2.00% 2/15/2050 <sup>(j)</sup>  | 20560 | 12294 |
| U.S. Treasury 1.25% 5/15/2050 <sup>(j)</sup>  | 12110 | 5941 |
| U.S. Treasury 1.375% 8/15/2050  | 1835 | 922 |
| U.S. Treasury 1.875% 2/15/2051  | 1762 | 1006 |
| U.S. Treasury 2.375% 5/15/2051  | 2239 | 1441 |
| U.S. Treasury 2.00% 8/15/2051 <sup>(j)</sup>  | 37600 | 22028 |
| U.S. Treasury 1.875% 11/15/2051  | 2099 | 1188 |
| U.S. Treasury 2.25% 2/15/2052 <sup>(j)</sup>  | 45870 | 28454 |
| U.S. Treasury 2.875% 5/15/2052  | 3157 | 2254 |
| U.S. Treasury 3.00% 8/15/2052  | 1843 | 1348 |
| U.S. Treasury 4.00% 11/15/2052 <sup>(j)</sup>  | 5190 | 4592 |
| U.S. Treasury 3.625% 2/15/2053  | 383 | 317 |
| U.S. Treasury 3.625% 5/15/2053 <sup>(j)</sup>  | 5547 | 4582 |
| U.S. Treasury 4.125% 8/15/2053  | 300 | 271 |
| U.S. Treasury 4.75% 11/15/2053  | 2087 | 2090 |
| U.S. Treasury 4.25% 2/15/2054  | 3025 | 2792 |
| U.S. Treasury 4.625% 5/15/2054  | 24131 | 23707 |
| U.S. Treasury 4.25% 8/15/2054  | 626 | 578 |
| U.S. Treasury 4.50% 11/15/2054  | 627 | 604 |
| U.S. Treasury 4.75% 5/15/2055  | 17186 | 17238 |
| U.S. Treasury 4.75% 8/15/2055  | 90 | 90 |
| U.S. Treasury Inflation-Protected Security 0.125% 2/15/2051 <sup>(c)(j)</sup>  | 18189 | 10087 |
| U.S. Treasury Inflation-Protected Security 1.50% 2/15/2053 <sup>(c)</sup>  | 1009 | 808 |
| U.S. Treasury Inflation-Protected Security 2.125% 2/15/2054 <sup>(c)(j)</sup>  | 23715 | 21899 |
| U.S. Treasury Inflation-Protected Security 2.375% 2/15/2055 <sup>(c)(j)</sup>  | 41619 | 40650 |
| Uber Technologies, Inc. 4.50% 8/15/2029 <sup>(f)</sup>  | 225 | 225 |
| UBS Group AG 3.869% 1/12/2029 (3-month USD CME Term SOFR + 1.672% on 1/12/2028) <sup>(a)(f)</sup>  | 3799 | 3768 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; UBS Group AG 5.428% 2/8/2030 (1-year UST Yield Curve Rate T Note Constant Maturity + 1.52% on <br>2/8/2029) <sup>(a)(f)</sup>  | 2000 | 2067 |
| UBS Group AG 4.194% 4/1/2031 (USD-SOFR + 3.73% on 4/1/2030) <sup>(a)(f)</sup>  | 4000 | 3955 |
| UKG, Inc. 6.875% 2/1/2031 <sup>(f)</sup>  | 1282 | 1324 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; UniCredit SpA 5.459% 6/30/2035 (5-year UST Yield Curve Rate T Note Constant Maturity + 4.75% on <br>6/30/2030) <sup>(a)(f)</sup>  | 16050 | 16188 |
| Uniform Mortgage-Backed Security 2.50% 10/1/2055 <sup>(e)(l)</sup>  | 1323 | 1115 |
| Uniform Mortgage-Backed Security 3.50% 10/1/2055 <sup>(e)(l)</sup>  | 18388 | 16802 |
| Uniform Mortgage-Backed Security 4.00% 10/1/2055 <sup>(e)(l)</sup>  | 744 | 701 |
| Uniform Mortgage-Backed Security 4.50% 10/1/2055 <sup>(e)(l)</sup>  | 82 | 80 |
| Uniform Mortgage-Backed Security 5.50% 10/1/2055 <sup>(e)(l)</sup>  | 762 | 768 |
| Uniform Mortgage-Backed Security 6.00% 10/1/2055 <sup>(e)(l)</sup>  | 2505 | 2559 |
| Uniform Mortgage-Backed Security 6.50% 10/1/2055 <sup>(e)(l)</sup>  | 2715 | 2806 |
| Uniform Mortgage-Backed Security 7.00% 10/1/2055 <sup>(e)(l)</sup>  | 74125 | 77543 |
| Uniform Mortgage-Backed Security 2.50% 11/1/2055 <sup>(e)(l)</sup>  | 506 | 427 |
| Uniform Mortgage-Backed Security 5.50% 11/1/2055 <sup>(e)(l)</sup>  | 368 | 371 |
| Uniform Mortgage-Backed Security 6.50% 11/1/2055 <sup>(e)(l)</sup>  | 2480 | 2565 |
| Union Pacific Corp. 5.10% 2/20/2035  | 4762 | 4899 |
| Union Pacific Corp. 4.30% 3/1/2049  | 1550 | 1310 |
| Unisys Corp. 10.625% 1/15/2031 <sup>(f)</sup>  | 431 | 460 |
| United Mexican States 5.375% 3/22/2033  | 6160 | 6163 |
| United Mexican States 4.875% 5/19/2033  | 210 | 204 |

---

Capital World Bond Fund — Page 40 of 59

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **U.S. dollars (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| United Mexican States 6.00% 5/7/2036  | USD420 | $430 |
| United Mexican States 6.875% 5/13/2037  | 3025 | 3270 |
| United Mexican States 6.625% 1/29/2038  | 640 | 674 |
| United Mexican States 6.338% 5/4/2053  | 3120 | 3041 |
| United Mexican States 6.40% 5/7/2054  | 910 | 891 |
| United Mexican States 7.375% 5/13/2055  | 1110 | 1222 |
| United Mexican States 3.771% 5/24/2061  | 1300 | 823 |
| United Mexican States 3.75% 4/19/2071  | 1260 | 769 |
| United Natural Foods, Inc., Term Loan B, (3-month USD CME Term SOFR + 4.75%) 8.913% 5/1/2031 <sup>(d)(h)</sup>  | 612 | 616 |
| United Rentals (North America), Inc. 3.875% 2/15/2031  | 840 | 795 |
| United Rentals (North America), Inc. 6.125% 3/15/2034 <sup>(f)</sup>  | 100 | 104 |
| UnitedHealth Group, Inc. 5.15% 7/15/2034  | 1917 | 1968 |
| UnitedHealth Group, Inc. 5.30% 6/15/2035  | 12100 | 12513 |
| UnitedHealth Group, Inc. 5.625% 7/15/2054  | 5493 | 5467 |
| UnitedHealth Group, Inc. 5.95% 6/15/2055  | 3725 | 3886 |
| Universal Entertainment Corp. 9.875% 8/1/2029 <sup>(f)</sup>  | 400 | 397 |
| Univision Communications, Inc. 8.00% 8/15/2028 <sup>(f)</sup>  | 290 | 301 |
| Univision Communications, Inc. 4.50% 5/1/2029 <sup>(f)</sup>  | 1775 | 1676 |
| Univision Communications, Inc. 7.375% 6/30/2030 <sup>(f)</sup>  | 510 | 513 |
| Univision Communications, Inc. 9.375% 8/1/2032 <sup>(f)</sup>  | 750 | 800 |
| US Foods, Inc. 4.625% 6/1/2030 <sup>(f)</sup>  | 585 | 572 |
| USA Compression Partners, LP 6.25% 10/1/2033 <sup>(f)</sup>  | 150 | 151 |
| USI, Inc. 7.50% 1/15/2032 <sup>(f)</sup>  | 200 | 210 |
| Vail Resorts, Inc. 5.625% 7/15/2030 <sup>(f)</sup>  | 200 | 201 |
| Vail Resorts, Inc. 6.50% 5/15/2032 <sup>(f)</sup>  | 325 | 336 |
| Vale Overseas, Ltd. 3.75% 7/8/2030  | 5 | 5 |
| Vale Overseas, Ltd. 6.40% 6/28/2054  | 2085 | 2145 |
| Valvoline, Inc. 3.625% 6/15/2031 <sup>(f)</sup>  | 758 | 696 |
| Varanasi Aurangabad Nh-2 Tollway Private, Ltd. 5.90% 2/28/2034 <sup>(f)</sup>  | 199 | 209 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Venator Material, LLC, Term Loan, (3-month USD CME Term SOFR + 2.00%) 8.00% PIK and 6.261% Cash <br> 1/16/2026 <sup>(d)(g)(h)(i)</sup>  | 114 | 28 |
| Venator Material, LLC, Term Loan, (3-month USD CME Term SOFR + 8.00%) 8.00% PIK 7/16/2026 <sup>(d)(g)(h)(i)</sup>  | 115 | 28 |
| Venator Material, LLC, Term Loan, (USD-SOFR + 10.00%) 8.00% PIK and 6.322% Cash 10/12/2028 <sup>(d)(g)(h)(i)</sup>  | 189 | 47 |
| Venture Global Calcasieu Pass, LLC 3.875% 8/15/2029 <sup>(f)</sup>  | 310 | 297 |
| Venture Global Calcasieu Pass, LLC 6.25% 1/15/2030 <sup>(f)</sup>  | 189 | 197 |
| Venture Global Calcasieu Pass, LLC 4.125% 8/15/2031 <sup>(f)</sup>  | 1215 | 1148 |
| Venture Global LNG, Inc. 8.125% 6/1/2028 <sup>(f)</sup>  | 500 | 518 |
| Venture Global LNG, Inc. 9.50% 2/1/2029 <sup>(f)</sup>  | 500 | 551 |
| Venture Global LNG, Inc. 7.00% 1/15/2030 <sup>(f)</sup>  | 625 | 647 |
| Venture Global LNG, Inc. 8.375% 6/1/2031 <sup>(f)</sup>  | 70 | 74 |
| Venture Global LNG, Inc. 9.875% 2/1/2032 <sup>(f)</sup>  | 479 | 522 |
| Venture Global Plaquemines LNG, LLC 7.50% 5/1/2033 <sup>(f)</sup>  | 520 | 575 |
| Venture Global Plaquemines LNG, LLC 6.50% 1/15/2034 <sup>(f)</sup>  | 750 | 790 |
| Venture Global Plaquemines LNG, LLC 7.75% 5/1/2035 <sup>(f)</sup>  | 150 | 169 |
| Venture Global Plaquemines LNG, LLC 6.75% 1/15/2036 <sup>(f)</sup>  | 555 | 590 |
| Veralto Corp. 5.35% 9/18/2028  | 3250 | 3356 |
| Veralto Corp. 5.45% 9/18/2033  | 1500 | 1570 |
| Verisk Analytics, Inc. 4.50% 8/15/2030  | 352 | 353 |
| Verisk Analytics, Inc. 5.125% 2/15/2036  | 1710 | 1727 |
| Veritiv Operating Co. 10.50% 11/30/2030 <sup>(f)</sup>  | 235 | 253 |
| Verizon Communications, Inc. 5.25% 4/2/2035  | 764 | 777 |
| Verizon Communications, Inc. 3.40% 3/22/2041  | 1800 | 1423 |
| Verizon Communications, Inc. 3.55% 3/22/2051  | 794 | 583 |
| Verus Securitization Trust, Series 2024-4, Class A1, 6.218% 6/25/2069 (7.218% on 5/1/2028) <sup>(a)(e)(f)</sup>  | 3800 | 3854 |
| Verus Securitization Trust, Series 2024-9, Class A1, 5.438% 11/25/2069 <sup>(d)(e)(f)</sup>  | 4991 | 5028 |

---

Capital World Bond Fund — Page 41 of 59

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **U.S. dollars (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Verus Securitization Trust, Series 2025-7, Class A1, 5.129% 8/25/2070 (6.129% on 8/1/2029) <sup>(a)(e)(f)</sup>  | USD1,274 | $1280 |
| Viasat, Inc. 5.625% 4/15/2027 <sup>(f)</sup>  | 630 | 628 |
| Viasat, Inc. 6.50% 7/15/2028 <sup>(f)</sup>  | 825 | 807 |
| Viasat, Inc. 7.50% 5/30/2031 <sup>(f)</sup>  | 575 | 540 |
| Viasat, Inc., Term Loan B, (1-month USD CME Term SOFR + 4.50%) 8.778% 3/2/2029 <sup>(d)(h)</sup>  | 259 | 257 |
| Viasat, Inc., Term Loan B, (1-month USD CME Term SOFR + 4.50%) 8.75% 5/30/2030 <sup>(d)(h)</sup>  | 75 | 74 |
| Viatris, Inc. 4.00% 6/22/2050  | 3528 | 2409 |
| VICI Properties, LP 4.75% 2/15/2028  | 581 | 586 |
| Vital Energy, Inc. 7.875% 4/15/2032 <sup>(f)</sup>  | 265 | 257 |
| Voyager Parent, LLC 9.25% 7/1/2032 <sup>(f)</sup>  | 1380 | 1460 |
| Voyager Parent, LLC, Term Loan B, (3-month USD CME Term SOFR + 4.75%) 8.752% 7/1/2032 <sup>(d)(h)</sup>  | 625 | 627 |
| WarnerMedia Holdings, Inc. 3.755% 3/15/2027  | 250 | 247 |
| WarnerMedia Holdings, Inc. 4.054% 3/15/2029  | 310 | 299 |
| WarnerMedia Holdings, Inc. 4.279% 3/15/2032  | 730 | 670 |
| WarnerMedia Holdings, Inc. 5.05% 3/15/2042  | 2495 | 1993 |
| WarnerMedia Holdings, Inc. 5.141% 3/15/2052  | 346 | 258 |
| Warrior Met Coal, Inc. 7.875% 12/1/2028 <sup>(f)</sup>  | 152 | 155 |
| Weatherford International, Ltd. 8.625% 4/30/2030 <sup>(f)</sup>  | 618 | 632 |
| Weatherford International, Ltd. 6.75% 10/15/2033 <sup>(f)</sup>  | 405 | 406 |
| Wells Fargo & Co. 4.611% 4/25/2053 (USD-SOFR + 2.13% on 4/25/2052) <sup>(a)</sup>  | 1283 | 1128 |
| WESCO Distribution, Inc. 6.375% 3/15/2033 <sup>(f)</sup>  | 1005 | 1043 |
| Westlake Automobile Receivables Trust, Series 2023-1, Class B, 5.41% 1/18/2028 <sup>(e)(f)</sup>  | 91 | 91 |
| Westpac Banking Corp. 2.963% 11/16/2040  | 400 | 306 |
| Wingspire Equipment Finance, LLC, Series 2024-1A, Class A2, 4.99% 9/20/2032 <sup>(e)(f)</sup>  | 798 | 803 |
| WMG Acquisition Corp. 3.75% 12/1/2029 <sup>(f)</sup>  | 845 | 807 |
| WMG Acquisition Corp. 3.875% 7/15/2030 <sup>(f)</sup>  | 1010 | 959 |
| Wolfspeed, Inc. 4.00% PIK and 9.875% Cash 6/23/2030 <sup>(b)(i)</sup>  | 697 | 763 |
| Wyndham Hotels & Resorts, Inc. 4.375% 8/15/2028 <sup>(f)</sup>  | 830 | 811 |
| Wynn Macau, Ltd. 6.75% 2/15/2034 <sup>(f)</sup>  | 5945 | 6031 |
| Wynn Resorts Finance, LLC 7.125% 2/15/2031 <sup>(f)</sup>  | 277 | 298 |
| X Corp., Term Loan B3, 9.50% 10/26/2029 <sup>(h)</sup>  | 350 | 352 |
| X Corp., Term Loan B, (USD-SOFR + 6.50%) 10.958% 10/26/2029 <sup>(d)(h)</sup>  | 243 | 239 |
| X.AI Corp. 12.50% 6/30/2030  | 420 | 442 |
| Xcel Energy, Inc. 2.35% 11/15/2031  | 535 | 471 |
| Xcel Energy, Inc. 5.50% 3/15/2034  | 3951 | 4080 |
| Xcel Energy, Inc. 5.60% 4/15/2035  | 4067 | 4219 |
| Xerox Holdings Corp. 5.50% 8/15/2028 <sup>(f)</sup>  | 212 | 125 |
| Xerox Holdings Corp. 8.875% 11/30/2029 <sup>(f)</sup>  | 248 | 135 |
| Xiaomi Best Time International, Ltd. 4.10% 7/14/2051  | 200 | 164 |
|  |  | 4681652 |
| **Total bonds, notes & other debt instruments** (cost: $9,150,805,000) |  | 9012361 |
| Convertible bonds & notes 0.05%<br> **U.S. dollars 0.05%**<br>|  |  |
| Airbnb, Inc., convertible notes, 0% 3/15/2026  | 543 | 532 |
| Axon Enterprise, Inc. 0.50% 12/15/2027  | 90 | 282 |
| Carnival Corp., convertible notes, 5.75% 12/1/2027  | 195 | 436 |
| CenterPoint Energy, Inc., convertible notes, 3.00% 8/1/2028 <sup>(f)</sup>  | 362 | 368 |
| Coinbase Global, Inc., convertible notes, 0.50% 6/1/2026  | 150 | 167 |
| Duke Energy Corp., convertible notes, 4.125% 4/15/2026  | 230 | 247 |
| EchoStar Corp., convertible notes, 3.875% PIK 11/30/2030 <sup>(i)</sup>  | 328 | 808 |
| Halozyme Therapeutics, Inc. 1.00% 8/15/2028  | 236 | 332 |
| Marriott Vacations Worldwide Corp., convertible notes, 3.25% 12/15/2027  | 236 | 226 |

---

Capital World Bond Fund — Page 42 of 59

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| | | | |
|:---|:---|:---|:---|
| Convertible bonds & notes (continued)<br> **U.S. dollars (continued)**<br>|  | Principal amount<br> (000)<br>| Value<br> (000)<br>|
| PENN Entertainment, Inc. 2.75% 5/15/2026  | PENN Entertainment, Inc. 2.75% 5/15/2026  | USD87 | $90 |
| Spotify USA, Inc., convertible notes, 0% 3/15/2026  | Spotify USA, Inc., convertible notes, 0% 3/15/2026  | 235 | 322 |
| Ventas Realty, LP 3.75% 6/1/2026  | Ventas Realty, LP 3.75% 6/1/2026  | 244 | 316 |
| Welltower OP, LLC 2.75% 5/15/2028 <sup>(f)</sup>  | Welltower OP, LLC 2.75% 5/15/2028 <sup>(f)</sup>  | 186 | 348 |
| **Total convertible bonds & notes** (cost: $3,994,000) |  |  | 4474 |
| Preferred securities 0.01%<br> **U.S. dollars 0.01%**<br>|  | Shares |  |
| ACR III LSC Holdings, LLC, Series B, preferred shares <sup>(f)(g)(m)</sup>  | ACR III LSC Holdings, LLC, Series B, preferred shares <sup>(f)(g)(m)</sup>  | 277 | 453 |
| **Total preferred securities** (cost: $287,000) |  |  | 453 |
| Common stocks 0.01%<br> **U.S. dollars 0.01%**<br>|  |  |  |
| Royal Caribbean Cruises, Ltd.  | Royal Caribbean Cruises, Ltd.  | 2603 | 842 |
| Aimbridge Topco, LLC <sup>(g)(m)</sup>  | Aimbridge Topco, LLC <sup>(g)(m)</sup>  | 3074 | 238 |
| New Fortress Energy, Inc., Class A <sup>(m)</sup>  | New Fortress Energy, Inc., Class A <sup>(m)</sup>  | 35169 | 78 |
| Endo, LP, Class A1 <sup>(f)(m)</sup>  | Endo, LP, Class A1 <sup>(f)(m)</sup>  | 45666 | 29 |
| Endo, LP, nonvoting shares <sup>(g)(m)</sup>  | Endo, LP, nonvoting shares <sup>(g)(m)</sup>  | 805000 | — <br><sup>(k)</sup><br>|
| DSG TopCo, Inc. <sup>(m)</sup>  | DSG TopCo, Inc. <sup>(m)</sup>  | 1681 | 19 |
| Altera Infrastructure, LP <sup>(g)</sup>  | Altera Infrastructure, LP <sup>(g)</sup>  | 77 | 3 |
| Mallinckrodt PLC <sup>(m)</sup>  | Mallinckrodt PLC <sup>(m)</sup>  | 3 | 1 |
| Venator Materials PLC <sup>(g)(m)</sup>  | Venator Materials PLC <sup>(g)(m)</sup>  | 706 | — <br><sup>(k)</sup><br>|
|  |  |  | 1210 |
| **Total common stocks** (cost: $2,361,000) |  |  | 1210 |
| Investment funds 0.00% |  |  |  |
| Capital Group Central Corporate Bond Fund <sup>(n)</sup> <br>|  | 26083 | 223 |
| **Total investment funds** (cost: $212,000) |  |  | 223 |
| Short-term securities 10.66%<br> **Bills & notes of governments & government agencies outside the U.S. 0.11%**<br>| Weighted<br> average yield<br> at acquisition<br>| Principal amount<br> (000)<br>|  |
| Egypt (Arab Republic of) 11/11/2025  | 20.307<br> %<br>| EGP68,250 | 1387 |
| Egypt (Arab Republic of) 12/16/2025  | 22.431 | 67300 | 1334 |
| Egypt (Arab Republic of) 1/6/2026  | 19.531 | 24975 | 488 |
| Egypt (Arab Republic of) 1/20/2026  | 20.639 | 1625 | 32 |
| Egypt (Arab Republic of) 3/3/2026  | 22.762 | 14100 | 266 |
| Egypt (Arab Republic of) 5/26/2026  | 19.554 | 126775 | 2268 |
| Egypt (Arab Republic of) 6/2/2026  | 19.637 | 39525 | 704 |
| Italy (Republic of) 11/14/2025  | 1.881 | EUR1,890 | 2214 |
| Italy (Republic of) 12/12/2025  | 1.796 | 1160 | 1357 |
| Nigeria (Republic of) 12/16/2025  | 22.546 | NGN1,110,235 | 718 |
|  |  |  | 10768 |
| **Money market investments 10.55%** |  | Shares |  |
| Capital Group Central Cash Fund 4.17% <sup>(n)(o)</sup>  | Capital Group Central Cash Fund 4.17% <sup>(n)(o)</sup>  | 10616999 | 1061700 |
| **Total short-term securities** (cost: $1,072,156,000) |  |  | 1072468 |

---

Capital World Bond Fund — Page 43 of 59

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**unaudited**

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| | | |
|:---|:---|:---|
| Options purchased (equity style) 0.00% | Shares | Value<br> (000)<br>|
| Options purchased (equity style)\* |  | $51 |
| **Total options purchased (equity style)** (cost: $819,000) |  | 51 |
| **Total investment securities 100.33%** (cost: $10,230,634,000) |  | 10091240 |
| Total options written<sup>†</sup> 0.00% (premium received: $42,000) |  | (3)<br>|
| **Other assets less liabilities (0.33)%** |  | (32884)<br>|
| **Net assets 100.00%** |  | $10058353 |

---

<sup>\*</sup>Options purchased (equity style)

------

**Options on futures** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Description | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Number of <br>contracts<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Expiration <br>date<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Exercise <br>price<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Notional <br>amount <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Value at <br>9/30/2025 <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000)<br>|
| **Call** |  |  |  |  |  |
| 3 Month SOFR Futures Option | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12/12/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; USD97.00 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; USD175,000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $13 |
| 3 Month SOFR Futures Option | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12/12/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97.50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 175000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4 |
| 3 Month SOFR Futures Option | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12/12/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98.00 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $27 |
| **Put** |  |  |  |  |  |
| 3 Month SOFR Futures Option | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12/12/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; USD95.69 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; USD225,000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $6 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $33 |

---

**Options on foreign currencies** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Description | Counterparty | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Expiration <br>date<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Exercise <br>price<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Notional <br>amount <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Value at <br>9/30/2025 <br>&nbsp;&nbsp;&nbsp;&nbsp;(000)<br>|
| **Call** |  |  |  |  |  |
| GBP/USD Foreign Currency Options | Goldman Sachs | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; USD1.43 | GBP25,000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $18 |

---

<sup>†</sup>Options written (equity style)

------

**Options on foreign currencies** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Description | Counterparty | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Expiration <br>date<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Exercise <br>price<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Notional <br>amount <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Value at <br>9/30/2025 <br>&nbsp;&nbsp;&nbsp;&nbsp;(000)<br>|
| **Call** |  |  |  |  |  |
| GBP/USD Foreign Currency Options | Goldman Sachs | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; USD1.49 | GBP(25000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(3)<br>|

---

Futures contracts

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Contracts | Type | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Number of <br>contracts<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Expiration <br>date<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Notional <br>amount <br>&nbsp;&nbsp;&nbsp;&nbsp;(000)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Value and <br>unrealized <br>appreciation <br>&nbsp;&nbsp;&nbsp;&nbsp;(depreciation) <br>at 9/30/2025 <br>&nbsp;&nbsp;&nbsp;&nbsp;(000)<br>|
| 3 Month SONIA Futures | Long | 1010 | 3/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; USD326,411 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $23 |
| 3 Month SOFR Futures | Long | 1 | 3/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 241 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — <br><sup>(k)</sup><br>|

---

Capital World Bond Fund — Page 44 of 59

------

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Futures contracts (continued)

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Contracts | Type | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Number of<br> contracts<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Expiration<br> date<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Notional<br> amount<br> &nbsp;&nbsp;&nbsp;&nbsp;(000)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Value and<br> unrealized<br> appreciation<br> &nbsp;&nbsp;&nbsp;&nbsp;(depreciation)<br> at 9/30/2025<br> &nbsp;&nbsp;&nbsp;&nbsp;(000)<br>|
| 3 Month CORRA Futures | Long | 12385 | 6/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; USD2,175,073 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $7113 |
| 3 Month CORRA Futures | Long | 303 | 9/16/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 53216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 112 |
| 3 Month SOFR Futures | Long | 142 | 9/16/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34334 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (27)<br>|
| 2 Year Italy Government Bond Futures | Long | 2428 | 12/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 307679 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (195)<br>|
| 2 Year Euro-Schatz Futures | Short | 2126 | 12/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (267025)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 327 |
| 2 Year Canadian Government Bond Futures | Long | 2717 | 12/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 206689 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 780 |
| 2 Year U.S. Treasury Note Futures | Long | 6869 | 1/6/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1431489 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2173)<br>|
| 3 Year Australian Treasury Bond Futures | Long | 59 | 12/16/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (15)<br>|
| 5 Year Euro-Bobl Futures | Long | 808 | 12/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 111758 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (139)<br>|
| 5 Year Canadian Government Bond Futures | Long | 653 | 12/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 54109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 689 |
| 5 Year U.S. Treasury Note Futures | Long | 988 | 1/6/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 107885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (228)<br>|
| 10 Year French Government Bond Futures | Long | 50 | 12/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7124 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 37 |
| 10 Year Italy Government Bond Futures | Short | 340 | 12/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (47837)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (522)<br>|
| 10 Year Euro-Bund Futures | Short | 3863 | 12/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (583111)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3527)<br>|
| 10 Year Australian Treasury Bond Futures | Short | 178 | 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (13351)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15 |
| 10 Year Japanese Government Bond Futures | Short | 745 | 12/22/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (684069)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4927 |
| 10 Year UK Gilt Futures | Long | 3446 | 12/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 421000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1759 |
| 10 Year U.S. Treasury Note Futures | Long | 1943 | 12/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 218588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 666 |
| 10 Year Canadian Government Bond Futures | Long | 225 | 12/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19798 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 431 |
| 10 Year Ultra U.S. Treasury Note Futures | Short | 1441 | 12/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (165828)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (781)<br>|
| 20 Year U.S. Treasury Note Futures | Long | 1665 | 12/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 194129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4370 |
| 30 Year Euro-Buxl Futures | Short | 528 | 12/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (70966)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (885)<br>|
| 30 Year Ultra U.S. Treasury Bond Futures | Short | 44 | 12/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5283)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (11)<br>|
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $12746 |

---

Forward currency contracts

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Contract amount | Contract amount | Contract amount | Contract amount | Counterparty | &nbsp;&nbsp;&nbsp; Settlement <br>date | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized <br>appreciation <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(depreciation) <br>at 9/30/2025 <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000) |
| Currency purchased <br>(000) | Currency purchased <br>(000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Currency sold <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Currency sold <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000) | Counterparty | &nbsp;&nbsp;&nbsp; Settlement <br>date | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized <br>appreciation <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(depreciation) <br>at 9/30/2025 <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000) |
| USD | 38027 | JPY | 5388500 | Morgan Stanley | 10/3/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $1579 |
| USD | 43043 | EUR | 36263 | HSBC Bank | 10/3/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 461 |
| TRY | 838559 | USD | 19825 | Barclays Bank PLC | 10/3/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 299 |
| TRY | 150290 | USD | 3563 | Citibank | 10/3/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44 |
| EUR | 119158 | USD | 139854 | UBS AG | 10/6/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96 |
| TRY | 47980 | USD | 1132 | JPMorgan Chase | 10/6/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17 |
| USD | 743 | THB | 23971 | UBS AG | 10/6/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4 |
| USD | 225 | GBP | 168 | Barclays Bank PLC | 10/6/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1)<br>|
| USD | 625 | CHF | 500 | Bank of America | 10/6/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4)<br>|
| USD | 294 | MXN | 5500 | Bank of America | 10/6/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7)<br>|
| EUR | 316716 | USD | 371799 | BNP Paribas | 10/7/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 203 |
| USD | 42433 | AUD | 64342 | HSBC Bank | 10/7/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (147)<br>|
| USD | 19003 | AUD | 29181 | Goldman Sachs | 10/7/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (308)<br>|
| EUR | 33350 | CAD | 53733 | JPMorgan Chase | 10/8/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 549 |
| HUF | 2608342 | USD | 7704 | Citibank | 10/8/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 145 |
| CZK | 214330 | USD | 10208 | UBS AG | 10/8/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 131 |
| JPY | 5309820 | USD | 35837 | JPMorgan Chase | 10/8/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 99 |
| HUF | 3823730 | USD | 11412 | Citibank | 10/8/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 93 |

---

Capital World Bond Fund — Page 45 of 59

------

**unaudited**

Forward currency contracts (continued)

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Contract amount | Contract amount | Contract amount | Contract amount | Counterparty | &nbsp;&nbsp;&nbsp; Settlement<br> date | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized<br> appreciation<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(depreciation)<br> at 9/30/2025<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000) |
| Currency purchased<br> (000) | Currency purchased<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Currency sold<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Currency sold<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000) | Counterparty | &nbsp;&nbsp;&nbsp; Settlement<br> date | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized<br> appreciation<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(depreciation)<br> at 9/30/2025<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000) |
| MYR | 78543 | USD | 18606 | JPMorgan Chase | 10/8/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $68 |
| MYR | 148530 | USD | 35250 | HSBC Bank | 10/8/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 65 |
| ZAR | 47448 | USD | 2702 | Goldman Sachs | 10/8/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44 |
| EUR | 3980 | GBP | 3456 | Standard Chartered Bank | 10/8/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27 |
| HUF | 788520 | EUR | 1998 | JPMorgan Chase | 10/8/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26 |
| USD | 6206 | PLN | 22520 | UBS AG | 10/8/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10 |
| USD | 6124 | NOK | 61020 | Goldman Sachs | 10/8/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9 |
| USD | 1056 | SEK | 9910 | Barclays Bank PLC | 10/8/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3 |
| USD | 2222 | RON | 9620 | Citibank | 10/8/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2 |
| CZK | 6000 | EUR | 245 | Goldman Sachs | 10/8/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1 |
| CZK | 114606 | USD | 5527 | Citibank | 10/8/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1 |
| HUF | 32850 | USD | 98 | Goldman Sachs | 10/8/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1 |
| EUR | 1350 | USD | 1585 | Morgan Stanley | 10/8/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — <br><sup>(k)</sup><br>|
| USD | 47 | EUR | 40 | Morgan Stanley | 10/8/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — <br><sup>(k)</sup><br>|
| USD | 1000 | PLN | 3635 | Citibank | 10/8/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — <br><sup>(k)</sup><br>|
| RON | 101 | USD | 23 | Citibank | 10/8/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — <br><sup>(k)</sup><br>|
| EUR | 270 | USD | 318 | Citibank | 10/8/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1)<br>|
| GBP | 330 | USD | 445 | HSBC Bank | 10/8/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2)<br>|
| USD | 666 | HUF | 222008 | Citibank | 10/8/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2)<br>|
| USD | 332 | HUF | 111003 | Citibank | 10/8/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2)<br>|
| USD | 333 | ZAR | 5793 | UBS AG | 10/8/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3)<br>|
| USD | 2559 | HUF | 851570 | UBS AG | 10/8/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4)<br>|
| SEK | 10090 | EUR | 916 | Barclays Bank PLC | 10/8/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4)<br>|
| NOK | 32890 | USD | 3301 | Goldman Sachs | 10/8/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5)<br>|
| USD | 498 | ZAR | 8683 | Citibank | 10/8/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5)<br>|
| HUF | 221580 | USD | 675 | UBS AG | 10/8/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8)<br>|
| EUR | 2013 | HUF | 788610 | JPMorgan Chase | 10/8/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8)<br>|
| USD | 660 | HUF | 222518 | Goldman Sachs | 10/8/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9)<br>|
| USD | 5974 | GBP | 4450 | Goldman Sachs | 10/8/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (11)<br>|
| SGD | 10020 | USD | 7785 | Bank of America | 10/8/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (12)<br>|
| PLN | 54220 | USD | 14941 | UBS AG | 10/8/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (25)<br>|
| USD | 15488 | HUF | 5158910 | Bank of America | 10/8/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (35)<br>|
| USD | 2461 | MXN | 46281 | Goldman Sachs | 10/8/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (64)<br>|
| EUR | 8011 | USD | 9482 | HSBC Bank | 10/8/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (72)<br>|
| SEK | 252470 | USD | 26947 | Bank of America | 10/8/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (114)<br>|
| USD | 58786 | MYR | 248060 | HSBC Bank | 10/8/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (193)<br>|
| JPY | 3670720 | USD | 25066 | BNP Paribas | 10/8/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (223)<br>|
| USD | 123129 | EUR | 105625 | Citibank | 10/8/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (942)<br>|
| EUR | 48470 | USD | 56507 | Citibank | 10/9/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 432 |
| USD | 14299 | THB | 452790 | Citibank | 10/9/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 336 |
| USD | 21066 | THB | 675150 | Standard Chartered Bank | 10/9/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 245 |
| EUR | 293011 | USD | 343970 | HSBC Bank | 10/9/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 235 |
| ZAR | 187570 | USD | 10696 | Citibank | 10/9/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 158 |
| USD | 341127 | EUR | 290260 | Citibank | 10/9/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 154 |
| USD | 12449 | SEK | 116560 | Citibank | 10/9/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 61 |
| USD | 2998 | THB | 95855 | Barclays Bank PLC | 10/9/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 42 |
| MYR | 25100 | USD | 5954 | HSBC Bank | 10/9/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14 |
| USD | 1951 | GBP | 1443 | UBS AG | 10/9/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11 |
| SEK | 132420 | USD | 14073 | BNP Paribas | 10/9/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2 |
| EUR | 12105 | RON | 61620 | BNP Paribas | 10/9/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2)<br>|
| EUR | 29525 | USD | 34699 | Citibank | 10/9/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (16)<br>|

---

Capital World Bond Fund — Page 46 of 59

------

**unaudited**

Forward currency contracts (continued)

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Contract amount | Contract amount | Contract amount | Contract amount | Counterparty | &nbsp;&nbsp;&nbsp; Settlement<br> date | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized<br> appreciation<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(depreciation)<br> at 9/30/2025<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000) |
| Currency purchased<br> (000) | Currency purchased<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Currency sold<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Currency sold<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000) | Counterparty | &nbsp;&nbsp;&nbsp; Settlement<br> date | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized<br> appreciation<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(depreciation)<br> at 9/30/2025<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000) |
| EUR | 21180 | USD | 24910 | HSBC Bank | 10/9/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(29)<br>|
| CNH | 1700387 | USD | 239420 | Citibank | 10/9/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (710)<br>|
| USD | 33153 | JPY | 4814490 | JPMorgan Chase | 10/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 562 |
| USD | 32045 | JPY | 4703010 | Morgan Stanley | 10/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 208 |
| USD | 25525 | GBP | 18861 | Morgan Stanley | 10/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 158 |
| USD | 43702 | EUR | 37140 | Goldman Sachs | 10/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 71 |
| USD | 1730 | NZD | 2900 | Barclays Bank PLC | 10/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48 |
| EUR | 5900 | USD | 6928 | Citibank | 10/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3 |
| EUR | 450 | USD | 526 | Citibank | 10/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3 |
| EUR | 140 | USD | 164 | Citibank | 10/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — <br><sup>(k)</sup><br>|
| USD | 528 | EUR | 450 | HSBC Bank | 10/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1)<br>|
| EUR | 510 | USD | 601 | UBS AG | 10/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2)<br>|
| USD | 11370 | EUR | 9682 | Citibank | 10/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5)<br>|
| EUR | 450 | USD | 534 | BNP Paribas | 10/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5)<br>|
| GBP | 12244 | USD | 16571 | Morgan Stanley | 10/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (103)<br>|
| BRL | 844560 | USD | 154536 | JPMorgan Chase | 10/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3583 |
| USD | 20452 | INR | 1804750 | HSBC Bank | 10/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 154 |
| USD | 11239 | IDR | 185150157 | BNP Paribas | 10/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 143 |
| MXN | 397911 | USD | 21623 | Goldman Sachs | 10/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 71 |
| CLP | 8286244 | USD | 8606 | Morgan Stanley | 10/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13 |
| USD | 17709 | INR | 1573790 | Standard Chartered Bank | 10/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9 |
| CZK | 8700 | EUR | 356 | Goldman Sachs | 10/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1 |
| EUR | 351 | PLN | 1500 | Goldman Sachs | 10/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — <br><sup>(k)</sup><br>|
| USD | 790 | COP | 3106876 | JPMorgan Chase | 10/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1)<br>|
| JPY | 33000 | USD | 226 | JPMorgan Chase | 10/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3)<br>|
| USD | 650 | PEN | 2268 | BNP Paribas | 10/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3)<br>|
| USD | 19871 | BRL | 106640 | Goldman Sachs | 10/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (94)<br>|
| USD | 16431 | MXN | 309300 | BNP Paribas | 10/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (432)<br>|
| USD | 65377 | BRL | 357296 | JPMorgan Chase | 10/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1516)<br>|
| CNH | 2040 | USD | 287 | Bank of America | 10/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1)<br>|
| CNH | 3109590 | USD | 436697 | HSBC Bank | 10/16/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 71 |
| EUR | 31220 | USD | 36677 | HSBC Bank | 10/16/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14 |
| ILS | 14850 | USD | 4470 | JPMorgan Chase | 10/16/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13 |
| USD | 331 | THB | 10670 | UBS AG | 10/16/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2 |
| CAD | 3570 | USD | 2567 | Bank of America | 10/16/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1 |
| USD | 71 | EUR | 60 | HSBC Bank | 10/16/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1 |
| USD | 35 | EUR | 30 | Morgan Stanley | 10/16/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — <br><sup>(k)</sup><br>|
| EUR | 90 | USD | 106 | Goldman Sachs | 10/16/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — <br><sup>(k)</sup><br>|
| CAD | 4930 | USD | 3567 | Barclays Bank PLC | 10/16/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (22)<br>|
| CNH | 139260 | USD | 19615 | UBS AG | 10/16/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (55)<br>|
| THB | 867125 | USD | 27391 | UBS AG | 10/16/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (641)<br>|
| CAD | 97720 | USD | 71040 | Morgan Stanley | 10/16/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (765)<br>|
| CAD | 181272 | USD | 131136 | BNP Paribas | 10/16/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (776)<br>|
| EUR | 121361 | USD | 142555 | Goldman Sachs | 10/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 85 |
| AUD | 5397 | USD | 3534 | Bank of America | 10/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 37 |
| EUR | 124318 | USD | 146100 | Morgan Stanley | 10/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15 |
| JPY | 42000 | USD | 285 | HSBC Bank | 10/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1)<br>|
| CNH | 3930 | USD | 555 | Goldman Sachs | 10/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3)<br>|
| SEK | 5100 | USD | 550 | Goldman Sachs | 10/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8)<br>|
| USD | 85563 | EUR | 72807 | Morgan Stanley | 10/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9)<br>|
| EUR | 49110 | GBP | 42590 | BNP Paribas | 10/20/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 446 |

---

Capital World Bond Fund — Page 47 of 59

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------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Contract amount | Contract amount | Contract amount | Contract amount | Counterparty | &nbsp;&nbsp;&nbsp; Settlement<br> date | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized<br> appreciation<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(depreciation)<br> at 9/30/2025<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000) |
| Currency purchased<br> (000) | Currency purchased<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Currency sold<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Currency sold<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000) | Counterparty | &nbsp;&nbsp;&nbsp; Settlement<br> date | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized<br> appreciation<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(depreciation)<br> at 9/30/2025<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000) |
| USD | 24300 | GBP | 17790 | Morgan Stanley | 10/20/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $371 |
| USD | 1044 | EUR | 880 | Standard Chartered Bank | 10/20/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9 |
| EUR | 29259 | DKK | 218340 | Citibank | 10/20/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4 |
| PLN | 1500 | USD | 410 | Goldman Sachs | 10/20/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2 |
| EUR | 757 | RON | 3850 | Goldman Sachs | 10/20/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2 |
| DKK | 740 | USD | 116 | JPMorgan Chase | 10/20/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1 |
| EUR | 140 | PLN | 600 | HSBC Bank | 10/20/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — <br><sup>(k)</sup><br>|
| DKK | 58510 | EUR | 7841 | Citibank | 10/20/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1)<br>|
| JPY | 697097 | EUR | 4023 | BNP Paribas | 10/20/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5)<br>|
| USD | 1808 | DKK | 11540 | JPMorgan Chase | 10/20/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (10)<br>|
| NZD | 17141 | USD | 10259 | HSBC Bank | 10/20/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (313)<br>|
| GBP | 16881 | USD | 23059 | Morgan Stanley | 10/20/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (352)<br>|
| JPY | 11760493 | USD | 80419 | UBS AG | 10/20/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (713)<br>|
| JPY | 20399487 | USD | 139915 | Morgan Stanley | 10/20/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1658)<br>|
| SGD | 732 | USD | 567 | Citibank | 10/21/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2 |
| USD | 31327 | EUR | 26556 | Morgan Stanley | 10/22/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 105 |
| JPY | 943000 | USD | 6319 | Morgan Stanley | 10/22/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 73 |
| CNH | 60670 | USD | 8508 | UBS AG | 10/22/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18 |
| USD | 984 | PLN | 3570 | BNP Paribas | 10/22/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2 |
| CZK | 5100 | USD | 245 | JPMorgan Chase | 10/22/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1 |
| CZK | 8700 | EUR | 357 | JPMorgan Chase | 10/22/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — <br><sup>(k)</sup><br>|
| JPY | 42000 | USD | 285 | Citibank | 10/22/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — <br><sup>(k)</sup><br>|
| CNH | 1500 | USD | 211 | Bank of New York Mellon | 10/22/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1)<br>|
| CZK | 20400 | USD | 989 | Goldman Sachs | 10/22/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5)<br>|
| USD | 794 | CZK | 16601 | HSBC Bank | 10/22/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7)<br>|
| CZK | 30340 | USD | 1474 | Citibank | 10/22/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (10)<br>|
| CZK | 73078 | USD | 3550 | Bank of New York Mellon | 10/22/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (24)<br>|
| EUR | 50 | USD | 59 | Goldman Sachs | 10/23/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — <br><sup>(k)</sup><br>|
| USD | 59 | EUR | 50 | Barclays Bank PLC | 10/23/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — <br><sup>(k)</sup><br>|
| TRY | 24000 | USD | 548 | Citibank | 10/24/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17 |
| CNH | 9590 | USD | 1351 | Barclays Bank PLC | 10/24/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3)<br>|
| USD | 36909 | EUR | 31220 | Morgan Stanley | 10/27/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 191 |
| USD | 3807 | NOK | 37620 | HSBC Bank | 10/27/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 37 |
| GBP | 27382 | EUR | 31290 | Morgan Stanley | 10/27/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31 |
| USD | 2088 | BRL | 11160 | Citibank | 10/27/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6 |
| HUF | 222129 | USD | 665 | Citibank | 10/27/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2 |
| EUR | 1052 | USD | 1237 | BNP Paribas | 10/27/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — <br><sup>(k)</sup><br>|
| HUF | 311731 | USD | 939 | Citibank | 10/27/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3)<br>|
| USD | 823 | MXN | 15212 | Morgan Stanley | 10/27/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5)<br>|
| USD | 664 | HUF | 223284 | UBS AG | 10/27/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7)<br>|
| EUR | 4270 | USD | 4998 | UBS AG | 10/28/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25 |
| GBP | 1500 | USD | 2005 | Goldman Sachs | 10/28/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13 |
| NZD | 1257 | USD | 727 | Morgan Stanley | 10/28/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3 |
| USD | 35 | EUR | 30 | Barclays Bank PLC | 10/28/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — <br><sup>(k)</sup><br>|
| USD | 100708 | EUR | 86046 | UBS AG | 10/28/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (498)<br>|
| EUR | 11420 | USD | 13359 | Bank of America | 10/29/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 74 |
| CHF | 8080 | USD | 10135 | Bank of America | 10/29/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 53 |
| GBP | 4830 | USD | 6470 | Morgan Stanley | 10/29/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27 |
| GBP | 90 | USD | 121 | Citibank | 10/29/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — <br><sup>(k)</sup><br>|
| EUR | 550 | USD | 648 | BNP Paribas | 10/29/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1)<br>|
| THB | 4600 | USD | 143 | HSBC Bank | 10/29/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1)<br>|

---

Capital World Bond Fund — Page 48 of 59

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Forward currency contracts (continued)

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Contract amount | Contract amount | Contract amount | Contract amount | Counterparty | &nbsp;&nbsp;&nbsp; Settlement<br> date | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized<br> appreciation<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(depreciation)<br> at 9/30/2025<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000) |
| Currency purchased<br> (000) | Currency purchased<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Currency sold<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Currency sold<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000) | Counterparty | &nbsp;&nbsp;&nbsp; Settlement<br> date | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized<br> appreciation<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(depreciation)<br> at 9/30/2025<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000) |
| USD | 35550 | EUR | 30390 | Bank of America | 10/29/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(196)<br>|
| IDR | 117791240 | USD | 6996 | Citibank | 10/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 60 |
| PEN | 9560 | USD | 2721 | Citibank | 10/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30 |
| KRW | 6945257 | USD | 4934 | Citibank | 10/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19 |
| USD | 831 | COP | 3250357 | UBS AG | 10/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5 |
| COP | 636510 | USD | 163 | UBS AG | 10/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1)<br>|
| USD | 27141 | KRW | 38206020 | Citibank | 10/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (104)<br>|
| USD | 232816 | BRL | 1252525 | Morgan Stanley | 10/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (688)<br>|
| CZK | 744500 | EUR | 30350 | Citibank | 11/7/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 221 |
| AUD | 760 | USD | 495 | Morgan Stanley | 11/12/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9 |
| BRL | 6000 | USD | 1055 | Barclays Bank PLC | 11/24/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 57 |
| USD | 520 | BRL | 3000 | Barclays Bank PLC | 11/24/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (36)<br>|
| USD | 2215 | PHP | 126150 | Citibank | 11/26/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 56 |
| USD | 359 | NZD | 601 | Barclays Bank PLC | 12/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10 |
| JPY | 6167160 | USD | 41816 | JPMorgan Chase | 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 220 |
| CZK | 800000 | USD | 38159 | Citibank | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 500 |
| EUR | 95083 | USD | 111656 | BNP Paribas | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 488 |
| USD | 15232 | GBP | 11150 | Citibank | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 235 |
| USD | 23352 | THB | 750000 | BNP Paribas | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 133 |
| USD | 33268 | CNH | 235000 | Citibank | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 116 |
| USD | 3074 | NZD | 5143 | Barclays Bank PLC | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 83 |
| USD | 5201 | EUR | 4380 | BNP Paribas | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35 |
| USD | 19514 | SGD | 25000 | HSBC Bank | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19 |
| MYR | 55000 | USD | 13083 | HSBC Bank | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16 |
| USD | 341 | NZD | 571 | Barclays Bank PLC | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9 |
| EUR | 3800 | USD | 4474 | UBS AG | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8 |
| USD | 3416 | JPY | 500000 | BNP Paribas | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7 |
| USD | 3229 | GBP | 2400 | BNP Paribas | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1 |
| USD | 1411 | CNH | 10000 | Bank of America | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — <br><sup>(k)</sup><br>|
| USD | 449 | EUR | 383 | Bank of New York Mellon | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3)<br>|
| USD | 1241 | EUR | 1055 | HSBC Bank | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3)<br>|
| EUR | 10000 | USD | 11797 | Citibank | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3)<br>|
| GBP | 10150 | USD | 13656 | BNP Paribas | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4)<br>|
| SEK | 77000 | USD | 8224 | HSBC Bank | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4)<br>|
| USD | 13112 | CNH | 93000 | Standard Chartered Bank | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7)<br>|
| EUR | 10000 | SEK | 110587 | BNP Paribas | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (11)<br>|
| CNH | 747500 | USD | 105469 | Citibank | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (18)<br>|
| EUR | 2800 | USD | 3324 | HSBC Bank | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (22)<br>|
| USD | 14033 | EUR | 11930 | HSBC Bank | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (38)<br>|
| NOK | 28400 | USD | 2895 | Goldman Sachs | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (49)<br>|
| USD | 13044 | MYR | 55000 | BNP Paribas | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (55)<br>|
| NOK | 69600 | USD | 7088 | BNP Paribas | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (112)<br>|
| THB | 375000 | USD | 11739 | Citibank | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (129)<br>|
| USD | 33883 | PLN | 124000 | BNP Paribas | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (187)<br>|
| USD | 43940 | NOK | 440720 | HSBC Bank | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (232)<br>|
| NOK | 142000 | USD | 14476 | Goldman Sachs | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (244)<br>|
| EUR | 28135 | USD | 33483 | Citibank | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (299)<br>|
| CAD | 39400 | USD | 28729 | HSBC Bank | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (313)<br>|
| USD | 15357 | BRL | 85000 | JPMorgan Chase | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (318)<br>|
| USD | 39545 | AUD | 60291 | HSBC Bank | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (387)<br>|
| USD | 23653 | COP | 96000000 | Standard Chartered Bank | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (572)<br>|

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Capital World Bond Fund — Page 49 of 59

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------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Contract amount | Contract amount | Contract amount | Contract amount | Counterparty | &nbsp;&nbsp;&nbsp; Settlement<br> date | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized<br> appreciation<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(depreciation)<br> at 9/30/2025<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000) |
| Currency purchased<br> (000) | Currency purchased<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Currency sold<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Currency sold<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000) | Counterparty | &nbsp;&nbsp;&nbsp; Settlement<br> date | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized<br> appreciation<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(depreciation)<br> at 9/30/2025<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000) |
| EUR | 19130 | USD | 22689 | Morgan Stanley | 12/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(125)<br>|
| HUF | 204000 | EUR | 506 | Morgan Stanley | 12/23/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14 |
| EUR | 516 | HUF | 204000 | Morgan Stanley | 12/23/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2)<br>|
| USD | 6302 | HUF | 2108860 | UBS AG | 12/23/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (13)<br>|
| CNH | 252260 | USD | 35694 | HSBC Bank | 12/23/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (92)<br>|
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(499)<br>|

---

Swap contracts

------

**Interest rate swaps**

**Centrally cleared interest rate swaps** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Receive | Receive | Pay | Pay | Expiration <br>date | &nbsp;&nbsp; Notional <br>amount <br>(000) | Value at <br>9/30/2025 <br>(000) | Upfront <br>premium <br>paid <br>(received) <br>(000) | Unrealized <br>appreciation <br>(depreciation) <br>at 9/30/2025 <br>(000) |
| Rate | &nbsp;&nbsp; Payment <br>frequency<br>| Rate | &nbsp;&nbsp; Payment <br>frequency<br>| Expiration <br>date | &nbsp;&nbsp; Notional <br>amount <br>(000) | Value at <br>9/30/2025 <br>(000) | Upfront <br>premium <br>paid <br>(received) <br>(000) | Unrealized <br>appreciation <br>(depreciation) <br>at 9/30/2025 <br>(000) |
| SOFR | Annual | 4.63358% | Annual | 10/31/2025 | USD955 | $— <br><sup>(k)</sup><br>| $— | $— <br><sup>(k)</sup><br>|
| 5.298% | Annual | 6-month PLN-WIBOR | Semi-annual | 2/14/2026 | PLN124,260 | 54 |  | 54 |
| 6-month CZK-PRIBOR | Semi-annual | 3.875% | Annual | 2/14/2026 | CZK716,270 | (40)<br>|  | (40)<br>|
| 0.8738% | Annual | SONIA | Annual | 10/8/2026 | GBP4,000 | (157)<br>|  | (157)<br>|
| SOFR | Annual | 3.848% | Annual | 11/15/2026 | USD1,460 | (4)<br>|  | (4)<br>|
| SOFR | Annual | 3.8045% | Annual | 12/15/2026 | 3095 | (9)<br>|  | (9)<br>|
| SONIA | Annual | 1.2822% | Annual | 1/28/2027 | GBP1,150 | 50 |  | 50 |
| 2.5225% | Semi-annual | Bank of Canada Overnight Repo | Semi-annual | 5/22/2027 | CAD175,500 | 417 |  | 417 |
| 2.478% | Semi-annual | Bank of Canada Overnight Repo | Semi-annual | 6/30/2027 | 10060 | 20 | 5 | 15 |
| SOFR | Annual | 3.41338% | Annual | 6/30/2027 | USD5,723 | 1 |  | 1 |
| SOFR | Annual | 3.62% | Annual | 6/30/2027 | 10426 | (35)<br>|  | (35)<br>|
| SOFR | Annual | 3.5042% | Annual | 7/2/2027 | 11350 | (14)<br>|  | (14)<br>|
| 1.9883% | Annual | 6-month EURIBOR | Semi-annual | 7/2/2027 | EUR11,460 | (33)<br>|  | (33)<br>|
| 2.00055655% | Annual | 6-month EURIBOR | Semi-annual | 7/11/2027 | 45080 | (122)<br>| (12)<br>| (110)<br>|
| 2.0443% | Annual | 6-month EURIBOR | Semi-annual | 7/15/2027 | 11520 | (22)<br>|  | (22)<br>|
| 6-month EURIBOR | Semi-annual | 2.0767% | Annual | 7/29/2027 | 14750 | 18 |  | 18 |
| SOFR | Annual | 3.70% | Annual | 8/1/2027 | USD5,100 | (26)<br>|  | (26)<br>|
| SOFR | Annual | 3.699% | Annual | 8/1/2027 | 7610 | (38)<br>|  | (38)<br>|
| SOFR | Annual | 3.479% | Annual | 8/6/2027 | 5100 | (6)<br>|  | (6)<br>|
| SOFR | Annual | 3.497% | Annual | 8/12/2027 | 8610 | (14)<br>|  | (14)<br>|
| 3.5175% | Annual | SOFR | Annual | 8/15/2027 | 139970 | 278 |  | 278 |
| 3.0825% | At maturity | Eurozone HICP Ex. Tobacco | At maturity | 8/15/2027 | EUR1,000 | 18 |  | 18 |
| SOFR | Annual | 3.4925% | Annual | 8/19/2027 | USD456,680 | (717)<br>|  | (717)<br>|
| SOFR | Annual | 3.493% | Annual | 8/24/2027 | 3300 | (5)<br>|  | (5)<br>|
| SOFR | Annual | 3.4325% | Annual | 8/30/2027 | 8700 | (5)<br>|  | (5)<br>|
| 6-month PLN-WIBOR | Semi-annual | 4.14% | Annual | 9/2/2027 | PLN511,117 | (108)<br>|  | (108)<br>|
| 3.515% | Annual | 6-month CZK-PRIBOR | Semi-annual | 9/2/2027 | CZK2,877,983 | (441)<br>|  | (441)<br>|
| SOFR | Annual | 3.2685% | Annual | 9/9/2027 | USD600,000 | 1432 |  | 1432 |
| SOFR | Annual | 3.3075% | Annual | 9/15/2027 | 5100 | 8 |  | 8 |
| SOFR | Annual | 3.3395% | Annual | 9/23/2027 | 456805 | 441 |  | 441 |
| SOFR | Annual | 3.329% | Annual | 9/23/2027 | 11400 | 13 |  | 13 |
| 1.9308% | Annual | Euro STR | Annual | 9/24/2027 | EUR220,000 | (91)<br>|  | (91)<br>|
| SONIA | Annual | 5.1013% | Annual | 10/7/2027 | GBP1,650 | (57)<br>|  | (57)<br>|
| 0.57520783% | Annual | SONIA | Annual | 4/9/2028 | 10370 | (1052)<br>| (18)<br>| (1034)<br>|

---

Capital World Bond Fund — Page 50 of 59

------

**unaudited**

Swap contracts (continued)

------

**Interest rate swaps (continued)**

**Centrally cleared interest rate swaps (continued)**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Receive | Receive | Pay | Pay | Expiration<br> date | &nbsp;&nbsp; Notional<br> amount<br> (000) | Value at<br> 9/30/2025<br> (000) | Upfront<br> premium<br> paid<br> (received)<br> (000) | Unrealized<br> appreciation<br> (depreciation)<br> at 9/30/2025<br> (000) |
| Rate | &nbsp;&nbsp; Payment<br> frequency<br>| Rate | &nbsp;&nbsp; Payment<br> frequency<br>| Expiration<br> date | &nbsp;&nbsp; Notional<br> amount<br> (000) | Value at<br> 9/30/2025<br> (000) | Upfront<br> premium<br> paid<br> (received)<br> (000) | Unrealized<br> appreciation<br> (depreciation)<br> at 9/30/2025<br> (000) |
| 4.4785% | Annual | SOFR | Annual | 10/4/2028 | USD500 | $16 | $— | $16 |
| 8.845% | 28-day | Overnight MXN-F-TIIE | 28-day | 11/17/2028 | MXN16,677 | 44 |  | 44 |
| 5.086% | Annual | 6-month PLN-WIBOR | Semi-annual | 7/12/2029 | PLN35,830 | 335 |  | 335 |
| 6-month CZK-PRIBOR | Semi-annual | 3.635% | Annual | 7/12/2029 | CZK205,915 | 75 |  | 75 |
| SOFR | Annual | 3.4705% | Annual | 2/10/2030 | USD110,460 | (497)<br>|  | (497)<br>|
| 6-month EURIBOR | Semi-annual | 2.2562% | Annual | 3/5/2030 | EUR19,060 | 85 |  | 85 |
| 6-month EURIBOR | Semi-annual | 2.2577% | Annual | 3/5/2030 | 19060 | 83 |  | 83 |
| 6-month EURIBOR | Semi-annual | 2.2592% | Annual | 3/5/2030 | 19070 | 82 |  | 82 |
| 3.925% | Annual | 6-month NOK-NIBOR | Semi-annual | 3/5/2030 | NOK112,734 | (69)<br>|  | (69)<br>|
| 3.924% | Annual | 6-month NOK-NIBOR | Semi-annual | 3/5/2030 | 112737 | (69)<br>|  | (69)<br>|
| 3.92% | Annual | 6-month NOK-NIBOR | Semi-annual | 3/5/2030 | 112750 | (71)<br>|  | (71)<br>|
| 6-month EURIBOR | Semi-annual | 2.1912% | Annual | 3/6/2030 | EUR17,750 | 136 |  | 136 |
| 3.825% | Annual | 6-month NOK-NIBOR | Semi-annual | 3/6/2030 | NOK113,217 | (114)<br>|  | (114)<br>|
| 4.165% | Annual | 6-month NOK-NIBOR | Semi-annual | 3/24/2030 | 86241 | 33 |  | 33 |
| 4.1703% | Annual | 6-month NOK-NIBOR | Semi-annual | 3/24/2030 | 60360 | 25 |  | 25 |
| 4.162% | Annual | 6-month NOK-NIBOR | Semi-annual | 3/24/2030 | 60374 | 23 |  | 23 |
| 4.165% | Annual | 6-month NOK-NIBOR | Semi-annual | 3/25/2030 | 215748 | 85 |  | 85 |
| 3-month SEK-STIBOR | Quarterly | 2.6312% | Annual | 4/2/2030 | SEK129,570 | (186)<br>|  | (186)<br>|
| 3-month SEK-STIBOR | Quarterly | 2.3527% | Annual | 4/22/2030 | 460010 | (64)<br>|  | (64)<br>|
| 3-month SEK-STIBOR | Quarterly | 2.3532% | Annual | 4/22/2030 | 459990 | (65)<br>|  | (65)<br>|
| 2.2053% | Annual | 6-month EURIBOR | Semi-annual | 4/22/2030 | EUR43,190 | (332)<br>|  | (332)<br>|
| 2.2033% | Annual | 6-month EURIBOR | Semi-annual | 4/22/2030 | 43210 | (337)<br>|  | (337)<br>|
| 3.6899% | Annual | SONIA | Annual | 4/25/2030 | GBP5,090 | (39)<br>|  | (39)<br>|
| 3-month SEK-STIBOR | Quarterly | 2.3302% | Annual | 5/2/2030 | SEK16,610 | — <br><sup>(k)</sup><br>|  | — <br><sup>(k)</sup><br>|
| 3.9208% | Annual | 6-month NOK-NIBOR | Semi-annual | 7/29/2030 | NOK51,000 | (33)<br>|  | (33)<br>|
| 6.2597% | Annual | 6-month HUF-BUBOR | Semi-annual | 8/1/2030 | HUF420,000 | — <br><sup>(k)</sup><br>|  | — <br><sup>(k)</sup><br>|
| 3-month SEK-STIBOR | Quarterly | 2.2732% | Annual | 8/14/2030 | SEK448,260 | 175 |  | 175 |
| 2.3523% | Annual | 6-month EURIBOR | Semi-annual | 8/14/2030 | EUR38,000 | (51)<br>|  | (51)<br>|
| 2.665% | At maturity | U.S. Urban CPI | At maturity | 8/18/2030 | USD5,904 | 2 |  | 2 |
| 3.7982% | Annual | SONIA | Annual | 8/20/2030 | GBP6,870 | (17)<br>|  | (17)<br>|
| 2.625% | At maturity | U.S. Urban CPI | At maturity | 8/21/2030 | USD5,891 | (9)<br>|  | (9)<br>|
| 2.6825% | At maturity | U.S. Urban CPI | At maturity | 8/27/2030 | 5855 | 9 |  | 9 |
| 2.755% | At maturity | U.S. Urban CPI | At maturity | 8/29/2030 | 5900 | 30 |  | 30 |
| 2.3533% | Annual | 6-month EURIBOR | Semi-annual | 9/17/2030 | EUR4,740 | (8)<br>|  | (8)<br>|
| 6-month NOK-NIBOR | Semi-annual | 3.99% | Annual | 9/22/2030 | NOK215,300 | 72 |  | 72 |
| 6.1177% | Annual | 6-month HUF-BUBOR | Semi-annual | 9/23/2030 | HUF600,000 | (11)<br>|  | (11)<br>|
| 6-month NOK-NIBOR | Semi-annual | 4.09% | Annual | 9/23/2030 | NOK117,836 | (14)<br>|  | (14)<br>|
| 6-month NOK-NIBOR | Semi-annual | 4.08% | Annual | 9/23/2030 | 231550 | (17)<br>|  | (17)<br>|
| 6-month NOK-NIBOR | Semi-annual | 4.095% | Annual | 9/23/2030 | 231540 | (33)<br>|  | (33)<br>|
| 2.2679% | Annual | SONIA | Annual | 7/14/2032 | GBP590 | (78)<br>|  | (78)<br>|
| SOFR | Annual | 4.1615% | Annual | 5/15/2033 | USD400 | (17)<br>|  | (17)<br>|
| SOFR | Annual | 4.15% | Annual | 5/15/2033 | 740 | (31)<br>|  | (31)<br>|
| 4.0135% | Annual | SOFR | Annual | 8/21/2033 | 840 | 28 |  | 28 |
| 2.5828% | Annual | 6-month EURIBOR | Semi-annual | 7/2/2035 | EUR2,030 | (18)<br>|  | (18)<br>|
| 4.4715% | Annual | 6-month PLN-WIBOR | Semi-annual | 7/31/2035 | PLN5,100 | (4)<br>|  | (4)<br>|
| 2.65411364% | Annual | 6-month EURIBOR | Semi-annual | 9/2/2035 | EUR3,030 | (8)<br>| (3)<br>| (5)<br>|
| 2.6963% | Annual | 6-month EURIBOR | Semi-annual | 9/26/2035 | 1010 | 1 |  | 1 |
| 3-month SEK-STIBOR | Quarterly | 2.7207% | Annual | 9/26/2035 | SEK11,190 | — <br><sup>(k)</sup><br>|  | — <br><sup>(k)</sup><br>|

---

Capital World Bond Fund — Page 51 of 59

------

**unaudited**

Swap contracts (continued)

------

**Interest rate swaps (continued)**

**Centrally cleared interest rate swaps (continued)**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Receive | Receive | Pay | Pay | Expiration<br> date | &nbsp;&nbsp; Notional<br> amount<br> (000) | Value at<br> 9/30/2025<br> (000) | Upfront<br> premium<br> paid<br> (received)<br> (000) | Unrealized<br> appreciation<br> (depreciation)<br> at 9/30/2025<br> (000) |
| Rate | &nbsp;&nbsp; Payment<br> frequency<br>| Rate | &nbsp;&nbsp; Payment<br> frequency<br>| Expiration<br> date | &nbsp;&nbsp; Notional<br> amount<br> (000) | Value at<br> 9/30/2025<br> (000) | Upfront<br> premium<br> paid<br> (received)<br> (000) | Unrealized<br> appreciation<br> (depreciation)<br> at 9/30/2025<br> (000) |
| 6-month EURIBOR | Semi-annual | 2.7107% | Annual | 10/4/2039 | EUR1,100 | $20 | $— | $20 |
| 0.9221376% | Annual | SONIA | Annual | 4/9/2041 | GBP5,500 | (2932)<br>| (48)<br>| (2884)<br>|
| 2.23% | Annual | SONIA | Annual | 7/14/2042 | 320 | (115)<br>|  | (115)<br>|
| 4.6386% | Annual | SONIA | Annual | 8/27/2045 | 190 | 2 |  | 2 |
| 6-month EURIBOR | Semi-annual | 2.8527% | Annual | 10/12/2045 | EUR590 | 8 |  | 8 |
| 1.0469% | Annual | SONIA | Annual | 3/2/2052 | GBP70 | (52)<br>|  | (52)<br>|
| SOFR | Annual | 4.057% | Annual | 8/24/2055 | USD600 | (13)<br>|  | (13)<br>|
| 6-month EURIBOR | Semi-annual | 2.89009984% | Annual | 9/2/2055 | EUR1,320 | 5 | 5 | — <br><sup>(k)</sup><br>|
| SOFR | Annual | 4.039% | Annual | 9/2/2055 | USD600 | (11)<br>|  | (11)<br>|
| SOFR | Annual | 4.0545% | Annual | 9/6/2055 | 393 | (8)<br>|  | (8)<br>|
| SOFR | Annual | 3.944% | Annual | 9/9/2055 | 20400 | (39)<br>|  | (39)<br>|
| 6-month EURIBOR | Semi-annual | 2.8972% | Annual | 9/11/2055 | EUR11,810 | 28 |  | 28 |
| 6-month EURIBOR | Semi-annual | 2.9012% | Annual | 9/17/2055 | 420 | 1 |  | 1 |
| SOFR | Annual | 3.9305% | Annual | 9/23/2055 | USD50,335 | 19 |  | 19 |
| 6-month EURIBOR | Semi-annual | 2.9287% | Annual | 9/24/2055 | EUR22,000 | (112)<br>|  | (112)<br>|
|  |  |  |  |  |  | $(4298)<br>| $(71)<br>| $(4227)<br>|

---

**Bilateral interest rate swaps** 

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Receive | Receive | Pay | Pay | Counterparty | Expiration <br>date | Notional <br>amount <br>(000) | Value at <br>9/30/2025 <br>(000) | Upfront <br>premium <br>paid <br>(received) <br>(000) | Unrealized <br>appreciation <br>(depreciation) <br>at 9/30/2025 <br>(000) |
| Rate | Payment <br>frequency<br>| Rate | Payment <br>frequency<br>| Counterparty | Expiration <br>date | Notional <br>amount <br>(000) | Value at <br>9/30/2025 <br>(000) | Upfront <br>premium <br>paid <br>(received) <br>(000) | Unrealized <br>appreciation <br>(depreciation) <br>at 9/30/2025 <br>(000) |
| 13.87% | At maturity | BZDIOVER | At maturity | Barclays Bank <br> PLC<br>| 1/4/2027 | BRL200,000 | $(79)<br>| $— | $(79)<br>|
| 10.69660495% | At maturity | BZDIOVER | At maturity | Goldman Sachs | 1/4/2027 | 18589 | (280)<br>|  | (280)<br>|
| 12.215% | At maturity | BZDIOVER | At maturity | Bank of <br> America<br>| 1/4/2027 | 300000 | (1931)<br>|  | (1931)<br>|
| 11.91% | At maturity | BZDIOVER | At maturity | Barclays Bank <br> PLC<br>| 1/4/2027 | 300000 | (2265)<br>|  | (2265)<br>|
| 11.405% | At maturity | BZDIOVER | At maturity | Goldman Sachs | 1/4/2027 | 643575 | (6149)<br>|  | (6149)<br>|
| 13.995% | At maturity | BZDIOVER | At maturity | Barclays Bank <br> PLC<br>| 1/2/2029 | 358750 | 1576 |  | 1576 |
| 14.115% | At maturity | BZDIOVER | At maturity | Goldman Sachs | 1/2/2029 | 98690 | 515 |  | 515 |
| 14.05% | At maturity | BZDIOVER | At maturity | Barclays Bank <br> PLC<br>| 1/2/2029 | 72455 | 345 |  | 345 |
| 14.05% | At maturity | BZDIOVER | At maturity | Goldman Sachs | 1/2/2029 | 43955 | 209 |  | 209 |
| 13.445% | At maturity | BZDIOVER | At maturity | Barclays Bank <br> PLC<br>| 1/2/2029 | 33000 | 39 |  | 39 |
| 11.495% | At maturity | BZDIOVER | At maturity | Bank of <br> America<br>| 1/2/2029 | 236580 | (3205)<br>|  | (3205)<br>|
| 10.045% | At maturity | BZDIOVER | At maturity | Goldman Sachs | 1/2/2029 | 353760 | (9674)<br>|  | (9674)<br>|
| 13.615% | At maturity | BZDIOVER | At maturity | Barclays Bank <br> PLC<br>| 1/2/2031 | 6000 | 18 |  | 18 |
|  |  |  |  |  |  |  | $(20881)<br>| $— | $(20881)<br>|

---

Capital World Bond Fund — Page 52 of 59

------

**unaudited**

Swap contracts (continued)

------

**Credit default swaps** 

**Centrally cleared credit default swaps on credit indices — buy protection** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Reference <br>index<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Financing <br>rate paid<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Payment <br>frequency<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Expiration <br>date<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Notional <br>amount <br>&nbsp;&nbsp;&nbsp;&nbsp;(000)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Value at <br>9/30/2025 <br>&nbsp;&nbsp;&nbsp;&nbsp;(000)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Upfront <br>premium <br>paid <br>&nbsp;&nbsp;&nbsp;&nbsp;(received) <br>&nbsp;&nbsp;&nbsp;&nbsp;(000)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized <br>appreciation <br>&nbsp;&nbsp;&nbsp;&nbsp;(depreciation) <br>at 9/30/2025 <br>&nbsp;&nbsp;&nbsp;&nbsp;(000)<br>|
| CDX.NA.IG.44 | 1.00% | Quarterly | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6/20/2030 | USD45,593 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(1033)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(1018)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(15)<br>|
| CDX.NA.HY.44 | 5.00% | Quarterly | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6/20/2030 | 108630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8658)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6903)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1755)<br>|
| CDX.EM.44 | 1.00% | Quarterly | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12/20/2030 | 115000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2521 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51 |
| ITRAXX.EUR.44 | 1.00% | Quarterly | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12/20/2030 | EUR186,670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4707)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4713)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6 |
| ITRAXX.EUR.XO.44 | 5.00% | Quarterly | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12/20/2030 | 18200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2269)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2260)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9)<br>|
| CDX.NA.IG.45 | 1.00% | Quarterly | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12/20/2030 | USD229,560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5201)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5123)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (78)<br>|
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(19347)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(17547)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(1800)<br>|

---

**Centrally cleared credit default swaps on credit indices — sell protection** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Reference <br>index<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Financing <br>rate received<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Payment <br>frequency<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Expiration <br>date<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Notional <br>amount <sup>(p)</sup> <br>&nbsp;&nbsp;&nbsp;&nbsp;(000)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Value at <br>9/30/2025 <sup>(q)</sup> <br>&nbsp;&nbsp;&nbsp;&nbsp;(000)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Upfront <br>premium <br>paid <br>&nbsp;&nbsp;&nbsp;&nbsp;(received) <br>&nbsp;&nbsp;&nbsp;&nbsp;(000)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized <br>appreciation <br>&nbsp;&nbsp;&nbsp;&nbsp;(depreciation) <br>at 9/30/2025 <br>&nbsp;&nbsp;&nbsp;&nbsp;(000)<br>|
| CDX.NA.HY.45 | 5.00% | Quarterly | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; USD<br> 4,450<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $343 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $339 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $4 |

---

Investments in affiliates <sup>(n)</sup>

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
|  | Value at <br>1/1/2025 <br>(000)<br>| Additions <br>(000)<br>| Reductions <br>(000)<br>| Net <br>realized <br>gain (loss) <br>(000)<br>| Net <br>unrealized <br>appreciation <br>(depreciation) <br>(000)<br>| Value at <br>9/30/2025 <br>(000)<br>| Dividend <br>or interest <br>income <br>(000)<br>|
| **Investment funds 0.00%** | **Investment funds 0.00%** | **Investment funds 0.00%** | **Investment funds 0.00%** | **Investment funds 0.00%** | **Investment funds 0.00%** | **Investment funds 0.00%** | **Investment funds 0.00%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Capital Group Central Corporate Bond Fund  | $209 | &nbsp;&nbsp; $8 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $6 | &nbsp;&nbsp; $223 | &nbsp;&nbsp; $8 |
| **Short-term securities 10.56%** | **Short-term securities 10.56%** | **Short-term securities 10.56%** | **Short-term securities 10.56%** | **Short-term securities 10.56%** | **Short-term securities 10.56%** | **Short-term securities 10.56%** | **Short-term securities 10.56%** |
| **Money market investments 10.56%** |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Capital Group Central Cash Fund 4.17% <sup>(o)</sup> <br>| 421730 | &nbsp;&nbsp; 3565483 | &nbsp;&nbsp; 2925438 | &nbsp;&nbsp; (49)<br>| &nbsp;&nbsp; (26)<br>| &nbsp;&nbsp; 1061700 | &nbsp;&nbsp; 20057 |
| **Total 10.56%** |  |  |  | &nbsp;&nbsp; $(49)<br>| &nbsp;&nbsp; $(20)<br>| &nbsp;&nbsp; $1061923 | &nbsp;&nbsp; $20065 |

---

Restricted securities <sup>(b)</sup>

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Acquisition <br>date(s)<br>| Cost <br>(000)<br>| Value <br>(000)<br>| Percent <br>of net <br>assets<br>|
| Stillwater Mining Co. 4.00% 11/16/2026  | 1/26/2024-2/20/2024 | $9175 | $9552 | 0.09<br> %<br>|
| Sasol Financing USA, LLC 8.75% 5/3/2029  | 7/18/2023-2/16/2024 | 8576 | 8876 | 0.09 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bank of America Corp. 0.58% 8/8/2029 (3-month EUR-EURIBOR + <br> 0.73% on 8/8/2028) <sup>(a)</sup> <br>| 2/4/2021 | 3792 | 3474 | 0.03 |
| General Motors Financial Co., Inc. 4.00% 7/10/2030  | 10/25/2024-10/31/2024 | 2429 | 2660 | 0.03 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Wells Fargo & Co. 3.90% 7/22/2032 (3-month EUR-EURIBOR + <br> 1.22% on 7/22/2031) <sup>(a)</sup> <br>| 10/16/2024-12/4/2024 | 1277 | 1416 | 0.01 |
| McDonalds Corp. 4.00% 3/7/2030  | 11/14/2023 | 1184 | 1353 | 0.01 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Finastra USA, Inc., Term Loan, (1-month USD CME Term SOFR + <br> 4.00%) 8.129% 7/30/2032 <sup>(d)(h)</sup> <br>| 9/13/2023-6/13/2025 | 664 | 668 | 0.01 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Finastra USA, Inc., Term Loan B, (3-month USD CME Term SOFR + <br> 7.25%) 11.288% 9/13/2029 <sup>(d)(h)</sup> <br>| 9/13/2023 | 148 | 151 | 0.00 <br><sup>(r)</sup><br>|
| Wolfspeed, Inc. 4.00% PIK and 9.875% Cash 6/23/2030 <sup>(i)</sup> <br>| 9/29/2025 | 694 | 763 | 0.01 |

---

Capital World Bond Fund — Page 53 of 59

------

**unaudited**

Restricted securities <sup>(b)</sup> (continued)

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Acquisition<br> date(s)<br>| Cost<br> (000)<br>| Value<br> (000)<br>| Percent<br> of net<br> assets<br>|
| HPHT Finance 25, Ltd. 5.00% 2/21/2030  | 4/8/2025-6/16/2025 | $594 | $610 | 0.01<br> %<br>|
| NBM US Holdings, Inc. 6.625% 8/6/2029  | 7/16/2025 | 515 | 517 | 0.01 |
| CK Hutchison International (21), Ltd. 3.125% 4/15/2041  | 5/19/2025-5/22/2025 | 287 | 310 | 0.00 <br><sup>(r)</sup><br>|
| **Total** |  | $29335 | $30350 | 0.30<br> %<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(a)</sup> Step bond; coupon rate may change at a later date.

<sup>(b)</sup> Restricted security, other than Rule 144A securities or commercial paper issued pursuant to Section 4(a)(2) of the Securities Act of 1933.

<sup>(c)</sup> Index-linked bond whose principal amount moves with a government price index. 

<sup>(d)</sup> Coupon rate may change periodically. Reference rate and spread are as of the most recent information available. Some coupon rates are determined by the issuer or agent based on current market conditions; therefore, the reference rate and spread are not available. 

<sup>(e)</sup> Principal payments may be made periodically. Therefore, the effective maturity date may be earlier than the stated maturity date.

<sup>(f)</sup> Acquired in a transaction exempt from registration under Rule 144A or, for commercial paper, Section 4(a)(2) of the Securities Act of 1933. May be resold in the U.S. in transactions exempt from registration, normally to qualified institutional buyers. The total value of all such securities was $1,029,942,000, which represented 10.24% of the net assets of the fund. 

<sup>(g)</sup> Value determined using significant unobservable inputs.

<sup>(h)</sup> Loan participations and assignments; may be subject to legal or contractual restrictions on resale. The total value of all such loans was $15,767,000, which represented 0.16% of the net assets of the fund. 

<sup>(i)</sup> Payment in kind; the issuer has the option of paying additional securities in lieu of cash. Payment methods and rates are as of the most recent payment when available. 

<sup>(j)</sup> All or a portion of this security was pledged as collateral. The total value of pledged collateral was $129,610,000, which represented 1.29% of the net assets of the fund. 

<sup>(k)</sup> Amount less than one thousand.

<sup>(l)</sup> Represents securities transacted on a TBA basis.

<sup>(m)</sup> Security did not produce income during the last 12 months.

<sup>(n)</sup> Affiliate of the fund or part of the same "group of investment companies" as the fund, as defined under the Investment Company Act of 1940, as amended.

<sup>(o)</sup> Rate represents the seven-day yield at 9/30/2025.

<sup>(p)</sup> The maximum potential amount the fund may pay as a protection seller should a credit event occur.

<sup>(q)</sup> The prices and resulting values for credit default swap indices serve as an indicator of the current status of the payment/performance risk. As the value of a sell protection credit default swap increases or decreases, when compared to the notional amount of the swap, the payment/performance risk may decrease or increase, respectively. 

<sup>(r)</sup> Amount less than 0.01%.

Valuation disclosures

------

Capital Research and Management Company ("CRMC"), the fund's investment adviser, values the fund's investments at fair value as defined by accounting principles generally accepted in the United States of America. The net asset value per share is calculated once daily as of the close of regular trading on the New York Stock Exchange, normally 4 p.m. New York time, each day the New York Stock Exchange is open. Security transactions are recorded by the fund as of the date the trades are executed with brokers. Assets and liabilities, including investment securities, denominated in currencies other than U.S. dollars are translated into U.S. dollars at the exchange rates supplied by one or more pricing vendors on the valuation date.

**Methods and inputs** — The fund's investment adviser uses the following methods and inputs to establish the fair value of the fund's assets and liabilities. Use of particular methods and inputs may vary over time based on availability and relevance as market and economic conditions evolve.

Equity securities, including depositary receipts, are generally valued at the official closing price of, or the last reported sale price on, the exchange or market on which such securities are traded, as of the close of business on the day the securities are being valued or, lacking any sales, at the last available bid price. Prices for each security are taken from the principal exchange or market on which the security trades.

Capital World Bond Fund — Page 54 of 59

------

**unaudited**

Fixed-income securities, including short-term securities, are generally valued at evaluated prices obtained from third-party pricing vendors. Vendors value such securities based on one or more of the inputs described in the following table. The table provides examples of inputs that are commonly relevant for valuing particular classes of fixed-income securities in which the fund is authorized to invest. However, these classifications are not exclusive, and any of the inputs may be used to value any other class of fixed-income security.

---

| | |
|:---|:---|
| **Fixed-income class** | **Examples of standard inputs** |
| &nbsp;&nbsp;&nbsp;&nbsp; All | &nbsp;&nbsp;&nbsp; Benchmark yields, transactions, bids, offers, quotations from dealers and <br> trading systems, new issues, spreads and other relationships observed in <br> the markets among comparable securities; and proprietary pricing <br> models such as yield measures calculated using factors such as cash flows, <br> financial or collateral performance and other reference data (collectively <br> referred to as "standard inputs")<br>|
| &nbsp;&nbsp;&nbsp;&nbsp; Corporate bonds, notes & loans; convertible securities | Standard inputs and underlying equity of the issuer |
| &nbsp;&nbsp;&nbsp;&nbsp; Bonds & notes of governments & government agencies | Standard inputs and interest rate volatilities |
| &nbsp;&nbsp;&nbsp;&nbsp; Mortgage-backed; asset-backed obligations | &nbsp;&nbsp;&nbsp; Standard inputs and cash flows, prepayment information, default rates, <br> delinquency and loss assumptions, collateral characteristics, credit <br> enhancements and specific deal information<br>|
| &nbsp;&nbsp;&nbsp;&nbsp; Municipal securities | &nbsp;&nbsp;&nbsp; Standard inputs and, for certain distressed securities, cash flows or <br> liquidation values using a net present value calculation based on inputs <br> that include, but are not limited to, financial statements and debt contracts<br>|

---

Securities with both fixed-income and equity characteristics, or equity securities traded principally among fixed-income dealers, are generally valued in the manner described for either equity or fixed-income securities, depending on which method is deemed most appropriate by the fund's investment adviser. The Capital Group Central Corporate Bond Fund ("CCBF"), a fund within the Capital Group Central Fund Series II, and Capital Group Central Cash Fund ("CCF"), a fund within the Capital Group Central Fund Series (collectively the "Central Funds"), are each valued based upon a floating net asset value, which fluctuates with changes in the value of each fund's portfolio securities. The underlying securities are valued based on the policies and procedures in the Central Funds' statements of additional information. Exchange-traded options and futures are generally valued at the official closing price for options and official settlement price for futures on the exchange or market on which such instruments are traded, as of the close of business on the day such instruments are being valued. The average month-end notional amount of options on futures while held was $926,832,000. The average month-end notional amount of futures contracts while held was $4,858,082,000. Forward currency contracts are valued based on the spot and forward exchange rates obtained from a third-party pricing vendor. The average month-end notional amount of open forward currency contracts while held was $4,924,813,000. Swaps and over-the-counter (OTC) options are generally valued using evaluated prices obtained from third-party pricing vendors who calculate these values based on market inputs that may include the yields of the indices referenced in the instrument and the relevant curve, dealer quotes, default probabilities and recovery rates, exchange rates, implied option volatilities, and terms of the contract. The average month-end notional amounts of interest rate swaps and credit default swaps while held were $2,002,620,000 and $676,186,000, respectively. The average month-end notional amount of options on foreign currencies while held was $123,376,000.

Securities and other assets for which representative market quotations are not readily available or are considered unreliable by the fund's investment adviser are fair valued as determined in good faith under fair valuation guidelines adopted by the fund's investment adviser and approved by the board of trustees as further described. The investment adviser follows fair valuation guidelines, consistent with U.S. Securities and Exchange Commission rules and guidance, to consider relevant principles and factors when making fair value determinations. The investment adviser considers relevant indications of value that are reasonably and timely available to it in determining the fair value to be assigned to a particular security, such as the type and cost of the security, restrictions on resale of the security, relevant financial or business developments of the issuer, actively traded similar or related securities, dealer or broker quotes, conversion or exchange rights on the security, related corporate actions, significant events occurring after the close of trading in the security, and changes in overall market conditions. In addition, the closing prices of equity securities that trade in markets outside U.S. time zones may be adjusted to reflect significant events that occur after the close of local trading but before the net asset value of each share class of the fund is determined. Fair valuations of investments that are not actively trading involve judgment and may differ materially from valuations that would have been used had greater market activity occurred.

Capital World Bond Fund — Page 55 of 59

------

**unaudited**

**Processes and structure** — The fund's board of trustees has designated the fund's investment adviser to make fair value determinations, subject to board oversight. The investment adviser has established a Joint Fair Valuation Committee (the "Committee") to administer, implement and oversee the fair valuation process and to make fair value decisions. The Committee regularly reviews its own fair value decisions, as well as decisions made under its standing instructions to the investment adviser's valuation team. The Committee reviews changes in fair value measurements from period to period, pricing vendor information and market data, and may, as deemed appropriate, update the fair valuation guidelines to better reflect the results of back testing and address new or evolving issues. Pricing decisions, processes and controls over security valuation are also subject to additional internal reviews facilitated by the investment adviser's global risk management group. The Committee reports changes to the fair valuation guidelines to the board of trustees. The fund's board and audit committee also regularly review reports that describe fair value determinations and methods.

**Classifications** — The fund's investment adviser classifies the fund's assets and liabilities into three levels based on the inputs used to value the assets or liabilities. Level 1 values are based on quoted prices in active markets for identical securities. Level 2 values are based on significant observable market inputs, such as quoted prices for similar securities and quoted prices in inactive markets. Certain securities trading outside the U.S. may transfer between Level 1 and Level 2 due to valuation adjustments resulting from significant market movements following the close of local trading. Level 3 values are based on significant unobservable inputs that reflect the investment adviser's determination of assumptions that market participants might reasonably use in valuing the securities. The valuation levels are not necessarily an indication of the risk or liquidity associated with the underlying investment. For example, U.S. government securities are reflected as Level 2 because the inputs used to determine fair value may not always be quoted prices in an active market. The fund's valuation levels as of September 30, 2025, were as follows (dollars in thousands):

Capital World Bond Fund — Page 56 of 59

------

**unaudited**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Investment securities | Investment securities | Investment securities | Investment securities |
|  | Level 1 | Level 2 | Level 3 | Total |
| **Assets:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bonds, notes & other debt instruments: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Euros | $— | $1856458 | $— | $1856458 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Japanese yen |  | 782502 |  | 782502 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; British pounds |  | 331408 |  | 331408 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Brazilian reais |  | 247200 |  | 247200 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Australian dollars |  | 186498 |  | 186498 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Chinese yuan renminbi |  | 167531 |  | 167531 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indian rupees |  | 123853 |  | 123853 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; South Korean won |  | 123178 |  | 123178 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Malaysian ringgits |  | 121692 |  | 121692 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Canadian dollars |  | 65151 |  | 65151 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Danish kroner |  | 58185 |  | 58185 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indonesian rupiah |  | 52909 |  | 52909 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mexican pesos |  | 44818 |  | 44818 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Colombian pesos |  | 36070 |  | 36070 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Norwegian kroner |  | 30257 |  | 30257 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Polish zloty |  | 22620 |  | 22620 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; South African rand |  | 12984 |  | 12984 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Czech korunas |  | 12022 |  | 12022 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hungarian forints |  | 11762 |  | 11762 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Thai baht |  | 10429 |  | 10429 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Philippine pesos |  | 9987 |  | 9987 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Turkish lira |  | 6843 |  | 6843 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; New Zealand dollars |  | 5952 |  | 5952 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Egyptian pounds |  | 4178 |  | 4178 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Peruvian nuevos soles |  | 3442 |  | 3442 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Romanian leu |  | 1550 |  | 1550 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Kazakhstani tenge |  | 887 |  | 887 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Swedish kronor |  | 238 |  | 238 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ukrainian hryvnia |  | 105 |  | 105 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; U.S. dollars |  | 4677500 | 4152 | 4681652 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Convertible bonds & notes  |  | 4474 |  | 4474 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Preferred securities  |  |  | 453 | 453 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Common stocks  | 920 | 49 | 241 | 1210 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment funds  | 223 |  |  | 223 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Short-term securities | 1061700 | 10768 |  | 1072468 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Options purchased on futures (equity style) | 33 |  |  | 33 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Options purchased on foreign currencies (equity style) |  | 18 |  | 18 |
| Total | $1062876 | $9023518 | $4846 | $10091240 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

Capital World Bond Fund — Page 57 of 59

------

**unaudited**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Other investments\* | Other investments\* | Other investments\* | Other investments\* |
|  | Level 1 | Level 2 | Level 3 | Total |
| **Assets:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized appreciation on futures contracts | $21249 | $— | $— | $21249 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized appreciation on open forward currency contracts |  | 14799 |  | 14799 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized appreciation on centrally cleared interest rate swaps |  | 4162 |  | 4162 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized appreciation on bilateral interest rate swaps |  | 2702 |  | 2702 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized appreciation on centrally cleared credit default swaps |  | 61 |  | 61 |
| **Liabilities:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Value of options written (equity style) |  | (3)<br>|  | (3)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized depreciation on futures contracts | (8503)<br>|  |  | (8503)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized depreciation on open forward currency contracts |  | (15298)<br>|  | (15298)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized depreciation on centrally cleared interest rate swaps |  | (8389)<br>|  | (8389)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized depreciation on bilateral interest rate swaps |  | (23583)<br>|  | (23583)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized depreciation on centrally cleared credit default swaps |  | (1857)<br>|  | (1857)<br>|
| Total  | $12746 | $(27536)<br>| $— | $(14790)<br>|

---

\*

Options written, futures contracts, forward currency contracts, interest rate swaps and credit default swaps are not included in the fund's investment portfolio.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| |
|:---|
| **Key to abbreviation(s)** |
| Assn. = Association |
| AUD = Australian dollars |
| BBSW = Bank Bill Swap Rate |
| BRL = Brazilian reais |
| BUBOR = Budapest Interbank Offered Rate |
| BZDIOVER = Overnight Brazilian Interbank Deposit Rate |
| CAB = Capital Appreciation Bonds |
| CAD = Canadian dollars |
| CHF = Swiss francs |
| CLO = Collateralized Loan Obligations |
| CLP = Chilean pesos |
| CME = CME Group |
| CNH = Chinese yuan renminbi |
| CNY = Chinese yuan renminbi |
| COP = Colombian pesos |
| CORRA = Canadian Overnight Repo Rate Average |
| CPI = Consumer Price Index |
| CZK = Czech korunas |
| DAC = Designated Activity Company |
| DKK = Danish kroner |
| EGP = Egyptian pounds |
| EUR = Euros |
| EURIBOR = Euro Interbank Offered Rate |
| F-TIIE = Funding Equilibrium Interbank Interest Rate |
| GBP = British pounds |
| GO = General Obligation |
| HICP = Harmonised Index of Consumer Prices |
| HUF = Hungarian forints |
| ICE = Intercontinental Exchange, Inc. |
| IDR = Indonesian rupiah |
| ILS = Israeli shekels |
| INR = Indian rupees |

---

---

| |
|:---|
| JPY = Japanese yen |
| KRW = South Korean won |
| KZT = Kazakhstani tenge |
| MXN = Mexican pesos |
| MYR = Malaysian ringgits |
| NGN = Nigerian naira |
| NIBOR = Norwegian Interbank Offered Rate |
| NOK = Norwegian kroner |
| NZD = New Zealand dollars |
| PEN = Peruvian nuevos soles |
| PHP = Philippine pesos |
| PIK = Payment In Kind |
| PLN = Polish zloty |
| PRIBOR = Prague Interbank Offered Rate |
| Ref. = Refunding |
| Rev. = Revenue |
| RON = Romanian leu |
| SEK = Swedish kronor |
| SGD = Singapore dollars |
| SOFR = Secured Overnight Financing Rate |
| SONIA = Sterling Overnight Interbank Average Rate |
| STIBOR = Stockholm Interbank Offered Rate |
| STR = Short-Term Rate |
| TBA = To be announced |
| THB = Thai baht |
| TRY = Turkish lira |
| UAH = Ukrainian hryvnia |
| USD = U.S. dollars |
| UST = U.S. Treasury |
| WIBOR = Warsaw Interbank Offered Rate |
| ZAR = South African rand |

---

Capital World Bond Fund — Page 58 of 59

------

**unaudited**

**Investments are not FDIC-insured, nor are they deposits of or guaranteed by a bank or any other entity, so they may lose value.**

**Investors should carefully consider investment objectives, risks, charges and expenses. This and other important information is contained in the fund prospectus and summary prospectus, which can be obtained from your financial professional and should be read carefully before investing. You may also call American Funds Service Company (AFS) at (800) 421-4225 or visit the Capital Group website at capitalgroup.com.**

All Capital Group trademarks mentioned are owned by The Capital Group Companies, Inc., an affiliated company or fund. All other company and product names mentioned are the property of their respective companies.

Capital Client Group, Inc., member FINRA.© 2025 Capital Group. All rights reserved.

MFGEFP3-031-1125

Capital World Bond Fund — Page 59 of 59

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Capital World Bond Fund

- **b. Investment Company Act file number:** 811-05104

- **c. CIK number of Registrant:** 0000812303

- **d. LEI of Registrant:** Z8056ZZWOQ108TFXHC12

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

  - **Street Address 1:** 333 South Hope Street

  - **City:** Los Angeles

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 90071

  - **Telephone number:** 9499755000

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

- **a. Name of Series:** Capital World Bond Fund

- **b. EDGAR series identifier (if any):** S000009240

- **c. LEI of Series:** Z8056ZZWOQ108TFXHC12

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

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

- **b. Date as of which information is reported:** 2025-09-30

**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:** $17141117457.51

**Total Liabilities:** $7083854203.92

**Net Assets:** $10057263253.59

**Delayed Delivery Securities:** $34868.00

**Cash Not Reported:** $6244829.09

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -5295.573793000000 | **1-Year:** -174102.667800000000 | **5-Year:** -614053.407600000000 | **10-Year:** -779939.691600000000 | **30-Year:** -241613.763300000000

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

- **3-Month:** -3394.294878000000 | **1-Year:** -54087.962980000000 | **5-Year:** -424186.353100000000 | **10-Year:** -74439.064170000000 | **30-Year:** -9880.183454000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000025175 | -1.99%               | 1.78%                | 0.60%                |
| Class ID C000025176 | -2.01%               | 1.74%                | 0.51%                |
| Class ID C000025177 | -2.01%               | 1.68%                | 0.52%                |
| Class ID C000025178 | -1.99%               | 1.78%                | 0.56%                |
| Class ID C000025179 | -1.93%               | 1.78%                | 0.58%                |
| Class ID C000025180 | -1.93%               | 1.78%                | 0.65%                |
| Class ID C000025182 | -2.02%               | 1.75%                | 0.49%                |
| Class ID C000025183 | -1.99%               | 1.79%                | 0.53%                |
| Class ID C000025184 | -1.98%               | 1.78%                | 0.54%                |
| Class ID C000025186 | -2.00%               | 1.74%                | 0.46%                |
| Class ID C000025187 | -2.00%               | 1.79%                | 0.56%                |
| Class ID C000025188 | -1.94%               | 1.79%                | 0.52%                |
| Class ID C000068532 | -1.93%               | 1.85%                | 0.58%                |
| Class ID C000077921 | -1.93%               | 1.84%                | 0.61%                |
| Class ID C000148402 | -1.99%               | 1.72%                | 0.57%                |
| Class ID C000164817 | -1.93%               | 1.85%                | 0.54%                |
| Class ID C000180005 | -1.93%               | 1.84%                | 0.60%                |
| Class ID C000189438 | -1.99%               | 1.79%                | 0.59%                |
| Class ID C000189439 | -1.93%               | 1.79%                | 0.61%                |
| Class ID C000224631 | -1.93%               | 1.84%                | 0.57%                |
| Class ID C000224632 | -1.93%               | 1.85%                | 0.60%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $9869507.77              | $-207009632.52                             |
| Month 2  | $4776007.94              | $119943556.79                              |
| Month 3  | $15421141.33             | $12709863.25                               |

**Designated Index Information**

- **Index Name:** Bloomberg Global Aggregate Index

- **Index Identifier:** LEGATRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| EUROPEAN UNION                                                               | EUROPEAN UNION REG S SR UNSEC EUR (B) 2.5% 10-14-30                                                | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |     10460000 | PA      | $12241572.22   | 0.12%             | 2030-10-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                               | EUROPEAN UNION REG S SR UNSEC EUR (B) 4.0% 10-12-55                                                | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |     20055000 | PA      | $23361870.21   | 0.23%             | 2055-10-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                               | EUROPEAN UNION REG S UNSEC EUR (B) 0.0% 11-04-25                                                   | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |       350000 | PA      | $410204.97     | 0.00%             | 2025-11-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                               | EUROPEAN UNION REG S SR UNSEC EUR (B) 0.0% 07-04-35                                                | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |      1355000 | PA      | $1185166.18    | 0.01%             | 2035-07-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                     | EUROPEAN INVESTMENT BANK EUR REG S (B) 0.0% 01-14-31                                               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | NUSS              | LU        |      2020000 | PA      | $2077265.43    | 0.02%             | 2031-01-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                               | EUROPEAN UNION REG S SR UNSEC EUR (B) 0.0% 06-02-28                                                | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |     19680000 | PA      | $21804452.30   | 0.22%             | 2028-06-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                               | EUROPEAN UNION REG S SR UNSEC EUR (B) 0.0% 03-04-26                                                | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |      3590000 | PA      | $4180551.78    | 0.04%             | 2026-03-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                               | EUROPEAN UNION REG S UNSEC EUR (B) 0.0% 07-04-31                                                   | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |      4680000 | PA      | $4730739.57    | 0.05%             | 2031-07-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                     | EUROPEAN INVT BK EUR REG S SR UNSEC 0.25% 01-20-32                                                 | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | NUSS              | LU        |     19400000 | PA      | $19632651.73   | 0.20%             | 2032-01-20      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                     | EUROPEAN INVT BK EUR REG S SR UNSEC 1.5% 06-15-32                                                  | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | NUSS              | LU        |      6160000 | PA      | $6708526.03    | 0.07%             | 2032-06-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                               | EUROPEAN UNION REG S SR UNSEC EUR (B) 2.625% 02-04-48                                              | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |       400000 | PA      | $385858.58     | 0.00%             | 2048-02-04      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BANK FOR RECONSTRUCTION AND DEVELOPMENT                             | EUROPEAN BK RECON & DEV 6.3% 10-26-27                                                              | CUSIP: N/A<br>LEI: 549300HTGDOVDU6OGK19       | Long             | DBT              | NUSS              | GB        |    215800000 | PA      | $2424618.47    | 0.02%             | 2027-10-26      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BANK FOR RECONSTRUCTION AND DEVELOPMENT                             | EUROPEAN BANK FOR RECONSTRUCTION A 5.25% 01-12-27                                                  | CUSIP: N/A<br>LEI: 549300HTGDOVDU6OGK19       | Long             | DBT              | NUSS              | GB        |    516700000 | PA      | $5755487.05    | 0.06%             | 2027-01-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT                        | INTL BK RECON/DEV INR SR UNSEC 6.85% 04-24-28                                                      | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | NUSS              | US        |    207000000 | PA      | $2346022.15    | 0.02%             | 2028-04-24      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT                        | INTERNATIONAL BANK FOR RECONSTRUCT 6.75% 09-08-27                                                  | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | NUSS              | US        |    802400000 | PA      | $9092488.50    | 0.09%             | 2027-09-08      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVELOPMENT BANK                                              | INTER-AMERICAN DEVELOPMENT BANK 7.35% 10-06-30                                                     | CUSIP: N/A<br>LEI: VKU1UKDS9E7LYLMACP54       | Long             | DBT              | NUSS              | US        |    186000000 | PA      | $2150141.25    | 0.02%             | 2030-10-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVELOPMENT BANK                                              | INTER-AMERICAN DEVELOPMENT BANK 7.0% 04-18-33                                                      | CUSIP: N/A<br>LEI: VKU1UKDS9E7LYLMACP54       | Long             | DBT              | NUSS              | US        |    702000000 | PA      | $8010376.31    | 0.08%             | 2033-04-17      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VENATOR MATERIALS LLC                                                        | VENATOR MATERIAL LLCL PIK TL 1ST LIEN (SOFR+1000) 15.32% 10-12-28                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       188612 | PA      | $46775.69      | 0.00%             | 2028-10-12      | Variable      | 14.31%                | No            |                  3 | On Loan: No      |
| AIMBRIDGE ACQUISITION CO INC                                                 | AIMBRIDGE ACQUISITION CO INC TL 1ST LIEN FIRST OUT (TSFR1M+561.448)(FLR 1.00) FRN 03-11-30         | CUSIP: 00900YAG1<br>LEI: 549300SPGKLVE9WYCQ20 | Long             | LON              | CORP              | US        |        36394 | PA      | $36393.99      | 0.00%             | 2030-03-11      | Variable      | 9.76%                 | No            |                  3 | On Loan: No      |
| AIMBRIDGE ACQUISITION CO INC                                                 | AIMBRIDGE ACQUISITION CO INC PIK TL 1ST LIEN SECOND OUT (TSFR1M+761.448)(FLR 1.00) FRN 03-11-30    | CUSIP: 00900YAH9<br>LEI: 549300SPGKLVE9WYCQ20 | Long             | LON              | CORP              | US        |        33839 | PA      | $33839.20      | 0.00%             | 2030-03-11      | Variable      | 11.96%                | No            |                  3 | On Loan: No      |
| ALERA GROUP INTERMEDIATE HOLDINGS INC                                        | ALERA GROUP INTERMEDIATE HOLDINGS TL 2ND LIEN (TSFR3M+550) (FLR 0.5) FRN 05-30-33                  | CUSIP: N/A<br>LEI: 549300BPCKH0Q3R2H875       | Long             | LON              | CORP              | US        |       440000 | PA      | $453658.48     | 0.00%             | 2033-05-30      | Variable      | 9.66%                 | No            |                  2 | On Loan: No      |
| BELRON FINANCE 2019 LLC                                                      | BELRON FINANCE 2019 LLC TL-B 1ST LIEN (TSFR3M+250)(FLR 0.5) FRN 10-16-31                           | CUSIP: 08078UAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       377150 | PA      | $379507.19     | 0.00%             | 2031-10-16      | Variable      | 6.74%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                             | CSC HOLDINGS LLC TL-B 1ST LIEN (TSFR3M+450)(FLR 0.0) 8.53217% 01-18-28                             | CUSIP: 64072UAM4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |       806711 | PA      | $803686.04     | 0.01%             | 2028-01-18      | Variable      | 8.65%                 | No            |                  2 | On Loan: No      |
| KENYA (REPUBLIC OF)                                                          | REPUBLIC OF KENYA GOVERNMENT INTERNATIONAL BOND 144A LIFE SF 9.5% 03-05-36                         | CUSIP: 491798AN4<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |       315000 | PA      | $323895.29     | 0.00%             | 2036-03-05      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| KOREA NATIONAL OIL CORP                                                      | KOREA NATIONAL OIL CORP 144A LIFE SR UNSEC 4.625% 03-31-28                                         | CUSIP: 50065LAM2<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | USGA              | KR        |       200000 | PA      | $202343.00     | 0.00%             | 2028-03-31      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| KOREA NATIONAL OIL CORP                                                      | KOREA NATIONAL OIL CORP 144A LIFE SR UNSEC 4.75% 03-31-30                                          | CUSIP: 50065LAN0<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | USGA              | KR        |       200000 | PA      | $204117.40     | 0.00%             | 2030-03-31      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                                     | LAMB WESTON HOLDINGS INC 144A LIFE SR UNSEC 4.375% 01-31-32                                        | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |       245000 | PA      | $231756.77     | 0.00%             | 2032-01-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| LENOVO GROUP LTD                                                             | LENOVO GROUP LTD REG S SR UNSEC 6.536% 07-27-32                                                    | CUSIP: N/A<br>LEI: 254900VUZRGD5U73RE46       | Long             | DBT              | CORP              | CN        |       500000 | PA      | $550975.50     | 0.01%             | 2032-07-27      | Fixed         | 6.54%                 | Yes           |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS II LLC                                              | LCM INVESTMENTS HOLDINGS II LLC 144A LIFE SR UNSEC 8.25% 08-01-31                                  | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |       720000 | PA      | $762029.28     | 0.01%             | 2031-08-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                               | MARSH & MCLENNAN COS INC SR UNSEC 5.45% 03-15-54                                                   | CUSIP: 571748BX9<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $991867.00     | 0.01%             | 2054-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                     | MICROCHIP TECHNOLOGY INC SR UNSEC 5.05% 03-15-29                                                   | CUSIP: 595017BE3<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |      4425000 | PA      | $4524270.45    | 0.04%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORP                                                                | M&T BANK CORP SR UNSEC 6.082% 03-13-32/31                                                          | CUSIP: 55261FAT1<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |      2812000 | PA      | $2990055.84    | 0.03%             | 2032-03-13      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                          | MEDLINE BORROWER LP 144A LIFE SR SEC 1ST LIEN 6.25% 04-01-29                                       | CUSIP: 58506DAA6<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |       841000 | PA      | $863416.86     | 0.01%             | 2029-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| MITER BRANDS ACQUISITION HOLDCO INC                                          | MITER BRANDS ACQUISITION HOLDCO INC 144A LIFE SR SEC 1ST LIEN 6.75% 04-01-32                       | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       197000 | PA      | $202491.97     | 0.00%             | 2032-04-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| MASTERCARD INC                                                               | MASTERCARD INC SR UNSEC 4.875% 05-09-34                                                            | CUSIP: 57636QAZ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |      1529000 | PA      | $1566273.96    | 0.02%             | 2034-05-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                  | METLIFE INC SR UNSEC 5.3% 12-15-34                                                                 | CUSIP: 59156RCN6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1040769.00    | 0.01%             | 2034-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MANAPPURAM FINANCE LTD                                                       | MANAPPURAM FINANCE LTD REG S SR SEC 1ST LIEN SF 7.375% 05-12-28                                    | CUSIP: N/A<br>LEI: 335800JL5WTUSKOSPN77       | Long             | DBT              | CORP              | IN        |       600000 | PA      | $614981.40     | 0.01%             | 2028-05-12      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                   | MIZUHO FINANCIAL GROUP INC SR UNSEC 5.594% 07-10-35/34                                             | CUSIP: 60687YDG1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |       500000 | PA      | $523810.50     | 0.01%             | 2035-07-10      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                               | MASTERCARD INC SR UNSEC 4.55% 01-15-35                                                             | CUSIP: 57636QBC7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |      1920000 | PA      | $1916999.04    | 0.02%             | 2035-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                               | MASTERCARD INC SR UNSEC 4.35% 01-15-32                                                             | CUSIP: 57636QBB9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |      1459000 | PA      | $1466521.15    | 0.01%             | 2032-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MEIJI YASUDA LIFE INSURANCE CO                                               | MEIJI YASUDA LIFE INSURANCE CO 144A LIFE SUB (H) 5.8% 09-11-54/34                                  | CUSIP: 585270AD3<br>LEI: 549300SLU4LP6YMRLK07 | Long             | DBT              | CORP              | JP        |      2000000 | PA      | $2044514.00    | 0.02%             | 2054-09-11      | Variable      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| MURPHY OIL CORP                                                              | MURPHY OIL CORP SR UNSEC 6.0% 10-01-32                                                             | CUSIP: 626717AP7<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |       140000 | PA      | $138214.44     | 0.00%             | 2032-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                                         | MATADOR RESOURCES CO 144A LIFE SR UNSEC 6.25% 04-15-33                                             | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |       300000 | PA      | $302159.70     | 0.00%             | 2033-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                               | MARSH & MCLENNAN COS INC SR UNSEC 4.65% 03-15-30                                                   | CUSIP: 571748CA8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |       500000 | PA      | $508574.50     | 0.01%             | 2030-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                               | MARSH & MCLENNAN COS INC SR UNSEC 5.4% 03-15-55                                                    | CUSIP: 571748CD2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1472182.50    | 0.01%             | 2055-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                               | MARSH & MCLENNAN COS INC SR UNSEC 5.0% 03-15-35                                                    | CUSIP: 571748CC4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      9000000 | PA      | $9115308.00    | 0.09%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                  | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 6.75% 01-15-53                                         | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       240000 | PA      | $258764.88     | 0.00%             | 2053-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| POSCO CO LTD                                                                 | POSCO 144A LIFE SR UNSEC 5.75% 01-17-28                                                            | CUSIP: 73730EAD5<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |       305000 | PA      | $314971.67     | 0.00%             | 2028-01-17      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CHEVRON CORP                                                                 | CHEVRON CORP SR UNSEC 3.078% 05-11-50                                                              | CUSIP: 166764CA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2252000 | PA      | $1564173.89    | 0.02%             | 2050-05-11      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON INTERNATIONAL 20 LTD                                            | CK HUTCHISON INTERNATIONAL 20 LTD REG S SR UNSEC 3.375% 05-08-50                                   | CUSIP: N/A<br>LEI: 254900SSPRZHBMNJF043       | Long             | DBT              | CORP              | KY        |       250000 | PA      | $184984.50     | 0.00%             | 2050-05-08      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| COMMSCOPE LLC                                                                | COMMSCOPE LLC 144A LIFE SR UNSEC 7.125% 07-01-28                                                   | CUSIP: 203372AV9<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |       575000 | PA      | $577601.88     | 0.01%             | 2028-07-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                             | CCO HOLDINGS LLC 144A SR UNSEC 4.25% 02-01-31                                                      | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       325000 | PA      | $299603.20     | 0.00%             | 2031-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| COMCAST CORP                                                                 | COMCAST CORP SR UNSEC 1.5% 02-15-31                                                                | CUSIP: 20030NDN8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      5500000 | PA      | $4756851.00    | 0.05%             | 2031-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CENTRAL GARDEN & PET CO                                                      | CENTRAL GARDEN & PET CO SR UNSEC 4.125% 10-15-30                                                   | CUSIP: 153527AN6<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |       760000 | PA      | $723008.52     | 0.01%             | 2030-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                     | CSX CORP SR UNSEC 2.5% 05-15-51                                                                    | CUSIP: 126408HT3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |       289000 | PA      | $171838.24     | 0.00%             | 2051-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                             | CHS 144A SR SEC 1ST LIEN 6.0% 01-15-29                                                             | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |       300000 | PA      | $291471.00     | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CORP                                                    | CALIFORNIA RESOURCES CORP 144A LIFE SR UNSEC 7.125% 02-01-26                                       | CUSIP: 13057QAH0<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |       408000 | PA      | $409145.66     | 0.00%             | 2026-02-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                           | CLEAR CHANNEL OUTDOOR HOLDINGS INC 144A LIFE SR UNSEC 7.75% 04-15-28                               | CUSIP: 18453HAC0<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |       445000 | PA      | $444587.04     | 0.00%             | 2028-04-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                         | CLEVELAND-CLIFFS INC 144A LIFE SR UNSEC 4.875% 03-01-31                                            | CUSIP: 185899AL5<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |       443000 | PA      | $415015.69     | 0.00%             | 2031-03-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                                       | COMSTOCK RESOURCES INC 144A LIFE SR UNSEC 6.75% 03-01-29                                           | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |       535000 | PA      | $534498.17     | 0.01%             | 2029-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                         | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 3.9% 06-01-52                                 | CUSIP: 161175CA0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     10485000 | PA      | $7106407.97    | 0.07%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP DIVERSIFIED HOLDINGS LLC                                       | COMPASS GROUP DIVERSIFIED HOLDINGS LLC 144A LIFE SR UNSEC 5.25% 04-15-29                           | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |       931012 | PA      | $860854.66     | 0.01%             | 2029-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| CENTRAL GARDEN & PET CO                                                      | CENTRAL GARDEN & PET CO 144A LIFE SR UNSEC 4.125% 04-30-31                                         | CUSIP: 153527AP1<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |       300000 | PA      | $280285.80     | 0.00%             | 2031-04-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                             | CCO HOLDINGS LLC 144A SR UNSEC 4.5% 06-01-33                                                       | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1666000 | PA      | $1482216.88    | 0.01%             | 2033-06-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CK HUTCHISON INTERNATIONAL 21 LTD                                            | CK HUTCHISON INTERNATIONAL 21 LTD REG S SR UNSEC 3.125% 04-15-41                                   | CUSIP: N/A<br>LEI: 254900E16YL0NL5TFN79       | Long             | DBT              | CORP              | KY        |       400000 | PA      | $309966.40     | 0.00%             | 2041-04-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                             | CCO HOLDINGS LLC SR UNSEC 4.5% 05-01-32                                                            | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       276000 | PA      | $251350.72     | 0.00%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                             | CROWN CASTLE INC SR UNSEC 5.0% 01-11-28                                                            | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      2336000 | PA      | $2369273.98    | 0.02%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                 | CAIXABANK SA 144A LIFE SR NON PREF 6.208% 01-18-29/28                                              | CUSIP: 12803RAA2<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      7555000 | PA      | $7859081.20    | 0.08%             | 2029-01-18      | Variable      | 6.21%                 | Yes           |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                    | CAESARS ENTERTAINMENT INC 144A LIFE SR SEC 1ST LIEN 7.0% 02-15-30                                  | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      1029000 | PA      | $1059090.02    | 0.01%             | 2030-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                            | ITALY BUONI POLIENNALI DEL TESORO EUR REG S (B) 2.8% 12-01-28                                      | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     28044000 | PA      | $33388280.88   | 0.33%             | 2028-12-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                      | INDONESIA TREASURY BOND IDR 8.25% 05-15-29                                                         | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  89342000000 | PA      | $5871160.59    | 0.06%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                      | INDONESIA TREASURY BOND IDR 8.375% 04-15-39                                                        | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  43000000000 | PA      | $2943171.32    | 0.03%             | 2039-04-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                      | INDONESIA GOVERNMENT INTERNATIONAL BOND JPY REG S 0.99% 05-27-27                                   | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |   1900000000 | PA      | $12735698.01   | 0.13%             | 2027-05-27      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                      | INDONESIA GOVERNMENT INTERNATIONAL BOND JPY REG S 1.33% 05-25-29                                   | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |   2000000000 | PA      | $13272515.81   | 0.13%             | 2029-05-25      | Fixed         | 1.33%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                      | INDONESIA TREASURY BOND IDR 6.75% 07-15-35                                                         | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |   7869000000 | PA      | $485609.14     | 0.00%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                            | ITALY BUONI POLIENNALI DEL TESORO EUR 144A LIFE/REG S 4.3% 10-01-54                                | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     28540000 | PA      | $32922817.15   | 0.33%             | 2054-10-01      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                            | ITALY BUONI POLIENNALI DEL TESORO EUR 144A LIFE/REG S 3.15% 11-15-31                               | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |       130000 | PA      | $154000.90     | 0.00%             | 2031-11-15      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| INDIA (REPUBLIC OF)                                                          | INDIA GOVERNMENT BOND INR 7.09% 08-05-54                                                           | CUSIP: N/A<br>LEI: 335800IV7VCDQGIOI391       | Long             | DBT              | NUSS              | IN        |     50000000 | PA      | $556376.79     | 0.01%             | 2054-08-05      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                            | ITALY BUONI POLIENNALI DEL TESORO EUR 144A LIFE/REG S (B) 3.65% 08-01-35                           | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     20430000 | PA      | $24290341.78   | 0.24%             | 2035-08-01      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                            | ITALY BUONI POLIENNALI DEL TESORO EUR 144A LIFE/REG S 4.1% 04-30-46                                | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |       980000 | PA      | $1145610.05    | 0.01%             | 2046-04-30      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF IRELAND                                                          | IRELAND GOVERNMENT BOND EUR REG S 3.15% 10-18-55                                                   | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |       290000 | PA      | $307936.71     | 0.00%             | 2055-10-18      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                            | ITALY BUONI POLIENNALI DEL TESORO EUR 144A LIFE/REG S 3.85% 10-01-40                               | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     15030000 | PA      | $17442636.99   | 0.17%             | 2040-10-01      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                            | ITALY BUONI POLIENNALI DEL TESORO EUR REG S (B) 2.95% 07-01-30                                     | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |       620000 | PA      | $734646.36     | 0.01%             | 2030-07-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                            | ITALY BUONI POLIENNALI DEL TESORO EUR REG S (B) 2.65% 06-15-28                                     | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      1140000 | PA      | $1348781.70    | 0.01%             | 2028-06-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                            | ITALY BUONI POLIENNALI DEL TESORO EUR 144A LIFE/REG S 2.7% 10-01-30                                | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     10495000 | PA      | $12267427.16   | 0.12%             | 2030-10-01      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                            | ITALY BUONI POLIENNALI DEL TESORO EUR 144A LIFE/REG S 3.25% 11-15-32                               | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     22010000 | PA      | $25987409.77   | 0.26%             | 2032-11-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                            | ITALY BUONI POLIENNALI DEL TESORO EUR 144A LIFE/REG S 4.65% 10-01-55                               | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |       390000 | PA      | $472941.90     | 0.00%             | 2055-10-01      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                            | ITALY BUONI ORDINARI DEL TESORO BOT EUR 0.0% 11-14-25                                              | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      2500000 | PA      | $2928409.44    | 0.03%             | 2025-11-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                            | ITALY BUONI ORDINARI DEL TESORO BOT EUR 0.0% 12-12-25                                              | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      1160000 | PA      | $1357022.41    | 0.01%             | 2025-12-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                      | INDONESIA TREASURY BOND IDR 9.0% 03-15-29                                                          | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 170772000000 | PA      | $11439315.87   | 0.11%             | 2029-03-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPAN GOVERNMENT TWENTY YEAR BOND JPY 1.2% 03-20-35                                                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   9261650000 | PA      | $60321188.76   | 0.60%             | 2035-03-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPAN GOVERNMENT TEN YEAR BOND JPY 0.3% 12-20-25                                                   | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   2274300000 | PA      | $15372136.49   | 0.15%             | 2025-12-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPAN GOVERNMENT THIRTY YEAR BOND JPY 0.6% 12-20-46                                                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   6486800000 | PA      | $29249750.35   | 0.29%             | 2046-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPAN GOVERNMENT TEN YEAR BOND JPY 0.1% 03-20-27                                                   | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   2907900000 | PA      | $19447821.27   | 0.19%             | 2027-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPAN GOVERNMENT TEN YEAR BOND JPY 0.1% 06-20-27                                                   | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   1000000000 | PA      | $6670365.49    | 0.07%             | 2027-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.75% 05-15-55                                                         | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     17186000 | PA      | $17238068.42   | 0.17%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 3.875% 05-31-27                                                        | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      5000000 | PA      | $5017969.00    | 0.05%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 3.75% 06-30-27                                                         | CUSIP: 91282CNL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     32944400 | PA      | $33007458.88   | 0.33%             | 2027-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                         | FRONTIER COMMUNICATIONS HOLDINGS LLC 144A LIFE SR SEC 2ND LIEN 6.75% 05-01-29                      | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       483000 | PA      | $488223.65     | 0.00%             | 2029-05-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| TIERRA MOJADA LUXEMBOURG II SARL                                             | TIERRA MOJADA LUXEMBOURG II SARL REG S SR SEC 1ST LIEN SF 5.75% 12-01-40                           | CUSIP: N/A<br>LEI: 254900H2U8PBIY32VI94       | Long             | DBT              | CORP              | LU        |      6648960 | PA      | $6551718.62    | 0.07%             | 2040-12-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                         | FRONTIER COMMUNICATIONS HOLDINGS LLC SR SEC 2ND LIEN 5.875% 11-01-29                               | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       756000 | PA      | $764609.33     | 0.01%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FIRST STUDENT BIDCO INC                                                      | FIRST STUDENT BIDCO INC 144A LIFE SR SEC 1ST LIEN 4.0% 07-31-29                                    | CUSIP: 337120AA7<br>LEI: 2549006DRO2F06AA1391 | Long             | DBT              | CORP              | US        |       700000 | PA      | $666406.30     | 0.01%             | 2029-07-31      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                         | FRONTIER COMMUNICATIONS HOLDINGS LLC 144A LIFE SR SEC 2ND LIEN 6.0% 01-15-30                       | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       503000 | PA      | $509356.91     | 0.01%             | 2030-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                | FORD MOTOR CREDIT CO LLC SR UNSEC 4.95% 05-28-27                                                   | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       995000 | PA      | $993706.50     | 0.01%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                                        | FREEPORT INDONESIA PT REG S SR UNSEC 4.763% 04-14-27                                               | CUSIP: N/A<br>LEI: 549300T4HTQHRKLNE619       | Long             | DBT              | CORP              | ID        |       200000 | PA      | $201416.00     | 0.00%             | 2027-04-14      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                                        | FREEPORT INDONESIA PT REG S SR UNSEC 5.315% 04-14-32                                               | CUSIP: N/A<br>LEI: 549300T4HTQHRKLNE619       | Long             | DBT              | CORP              | ID        |       200000 | PA      | $202528.80     | 0.00%             | 2032-04-14      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                | FORD MOTOR CREDIT CO LLC SR UNSEC 7.35% 11-04-27                                                   | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       400000 | PA      | $417265.60     | 0.00%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                | FORD MOTOR CREDIT CO LLC SR UNSEC 6.95% 03-06-26                                                   | CUSIP: 345397C43<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       400000 | PA      | $403230.40     | 0.00%             | 2026-03-06      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                | FORD MOTOR CREDIT CO LLC SR UNSEC 6.8% 05-12-28                                                    | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       600000 | PA      | $623241.60     | 0.01%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                | FORD MOTOR CREDIT CO LLC SR UNSEC 6.95% 06-10-26                                                   | CUSIP: 345397D26<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       400000 | PA      | $405265.60     | 0.00%             | 2026-06-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                | FORD MOTOR CREDIT CO LLC SR UNSEC 6.798% 11-07-28                                                  | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       412000 | PA      | $430288.68     | 0.00%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                | FORD MOTOR CREDIT CO LLC EUR SR UNSEC 5.125% 02-20-29                                              | CUSIP: 345397D75<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       640000 | PA      | $784702.71     | 0.01%             | 2029-02-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                | FORD MOTOR CREDIT CO LLC SR UNSEC 6.05% 03-05-31                                                   | CUSIP: 345397E25<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      2100000 | PA      | $2149270.20    | 0.02%             | 2031-03-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                | FORD MOTOR CREDIT CO LLC GBP SR UNSEC 5.625% 10-09-28                                              | CUSIP: 345397E33<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      4280000 | PA      | $5784273.60    | 0.06%             | 2028-10-09      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                      | GOLDMAN SACHS GROUP INC SR UNSEC 5.727% 04-25-30/29                                                | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      4670000 | PA      | $4887010.23    | 0.05%             | 2030-04-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                              | GENERAL MOTORS FINANCIAL CO INC EUR REG S SR UNSEC 4.0% 07-10-30                                   | CUSIP: N/A<br>LEI: 5493008B6JBRUJ90QL97       | Long             | DBT              | CORP              | US        |      2200000 | PA      | $2660355.98    | 0.03%             | 2030-07-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP                                                            | GENESIS ENERGY LP SR UNSEC 7.875% 05-15-32                                                         | CUSIP: 37185LAQ5<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |       390000 | PA      | $407064.06     | 0.00%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                               | GRAY MEDIA INC 144A LIFE SR SEC 1ST LIEN 10.5% 07-15-29                                            | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |       895000 | PA      | $968462.50     | 0.01%             | 2029-07-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                              | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 5.6% 06-18-31                                             | CUSIP: 37045XEY8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |       800000 | PA      | $828212.00     | 0.01%             | 2031-06-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDCO SARL                                               | GREENSAIF PIPELINES BIDCO SARL 144A LIFE SR SEC 1ST LIEN SF 5.8528% 02-23-36                       | CUSIP: 39541EAD5<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |     13810000 | PA      | $14514530.96   | 0.14%             | 2036-02-23      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                              | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 5.45% 09-06-34                                            | CUSIP: 37045XFA9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |       455000 | PA      | $457985.71     | 0.00%             | 2034-09-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GLOBAL PARTNERS LP/MA                                                        | GLOBAL PARTNERS LP 144A LIFE SR UNSEC 8.25% 01-15-32                                               | CUSIP: 37954FAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       105000 | PA      | $110823.20     | 0.00%             | 2032-01-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| HOWDEN UK REFINANCE PLC                                                      | HOWDEN UK REFINANCE PLC 144A LIFE SR SEC 1ST LIEN 7.25% 02-15-31                                   | CUSIP: 44287GAA4<br>LEI: 87550008DPN8BDG67910 | Long             | DBT              | CORP              | GB        |       450000 | PA      | $463657.95     | 0.00%             | 2031-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| HUMANA INC                                                                   | HUMANA INC SR UNSEC 5.75% 04-15-54                                                                 | CUSIP: 444859CB6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |       608000 | PA      | $580724.51     | 0.01%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                   | HUMANA INC SR UNSEC 5.375% 04-15-31                                                                | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |       625000 | PA      | $643061.88     | 0.01%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HELIOS SOFTWARE HOLDINGS INC                                                 | HELIOS SOFTWARE HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 8.75% 05-01-29                              | CUSIP: 42329HAB4<br>LEI: 2138002XO5EAYFHPPT53 | Long             | DBT              | CORP              | US        |      1825000 | PA      | $1893696.65    | 0.02%             | 2029-05-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                                       | HARVEST MIDSTREAM I LP 144A LIFE SR UNSEC 7.5% 05-15-32                                            | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |       265000 | PA      | $271577.30     | 0.00%             | 2032-05-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| HOME DEPOT INC                                                               | HOME DEPOT INC SR UNSEC 4.85% 06-25-31                                                             | CUSIP: 437076DD1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      1625000 | PA      | $1677827.13    | 0.02%             | 2031-06-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                               | HOME DEPOT INC SR UNSEC 5.3% 06-25-54                                                              | CUSIP: 437076DF6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      1192000 | PA      | $1167457.91    | 0.01%             | 2054-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                               | HOME DEPOT INC SR UNSEC 4.95% 06-25-34                                                             | CUSIP: 437076DE9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      5780000 | PA      | $5921251.64    | 0.06%             | 2034-06-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HPHT FINANCE 25 LTD                                                          | HPHT FINANCE 25 LTD REG S SR UNSEC (B) 5.0% 02-21-30                                               | CUSIP: N/A<br>LEI: 391200WO1HJV9NKDQI47       | Long             | DBT              | CORP              | HK        |       600000 | PA      | $610141.80     | 0.01%             | 2030-02-21      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| HUMANA INC                                                                   | HUMANA INC SR UNSEC 6.0% 05-01-55                                                                  | CUSIP: 444859CC4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |      2600000 | PA      | $2576368.60    | 0.03%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                   | HUMANA INC SR UNSEC 5.55% 05-01-35                                                                 | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |      2919000 | PA      | $2975392.16    | 0.03%             | 2035-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                            | HSBC HOLDINGS PLC SR UNSEC FRN 05-13-31                                                            | CUSIP: 404280EZ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      2000000 | PA      | $2040460.00    | 0.02%             | 2031-05-13      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                            | HERC HOLDINGS INC 144A LIFE SR UNSEC 7.0% 06-15-30                                                 | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |       450000 | PA      | $467793.45     | 0.00%             | 2030-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                            | HERC HOLDINGS INC 144A LIFE SR UNSEC 7.25% 06-15-33                                                | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |       205000 | PA      | $214162.89     | 0.00%             | 2033-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| HUTCHISON WHAMPOA INTERNATIONAL (03/33) LTD                                  | HUTCHISON WHAMPOA INTERNATIONAL 03 REG S SR UNSEC 7.45% 11-24-33                                   | CUSIP: N/A<br>LEI: 254900B7MU61GFDN5511       | Long             | DBT              | CORP              | KY        |       200000 | PA      | $236542.80     | 0.00%             | 2033-11-24      | Fixed         | 7.45%                 | Yes           |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                     | SERVICE PROPERTIES TRUST SR UNSEC 4.95% 02-15-27                                                   | CUSIP: 44106MAW2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |       502000 | PA      | $500490.49     | 0.00%             | 2027-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HUGHES SATELLITE SYSTEMS CORP                                                | HUGHES SATELLITE SYSTEMS CORP SR UNSEC 6.625% 08-01-26                                             | CUSIP: 444454AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       659000 | PA      | $627315.94     | 0.01%             | 2026-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HUGHES SATELLITE SYSTEMS CORP                                                | HUGHES SATELLITE SYSTEMS CORP SR SEC 1ST LIEN 5.25% 08-01-26                                       | CUSIP: 444454AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       335000 | PA      | $328804.18     | 0.00%             | 2026-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                     | SERVICE PROPERTIES TRUST SR UNSEC 3.95% 01-15-28                                                   | CUSIP: 44106MAX0<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |       340000 | PA      | $318471.20     | 0.00%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                     | SERVICE PROPERTIES TRUST SR UNSEC 4.375% 02-15-30                                                  | CUSIP: 44106MAY8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      1302000 | PA      | $1107836.65    | 0.01%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                     | SERVICE PROPERTIES TRUST SR UNSEC 4.95% 10-01-29                                                   | CUSIP: 44106MBB7<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |       567000 | PA      | $500206.27     | 0.00%             | 2029-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                     | SERVICE PROPERTIES TRUST SR UNSEC 4.75% 10-01-26                                                   | CUSIP: 44106MBA9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |       157000 | PA      | $157392.50     | 0.00%             | 2026-10-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ONESKY FLIGHT LLC                                                            | ONESKY FLIGHT LLC 144A LIFE SR UNSEC 8.875% 12-15-29                                               | CUSIP: 68278CAA3<br>LEI: 549300PM6NEPXGG5B882 | Long             | DBT              | CORP              | US        |        15000 | PA      | $15787.70      | 0.00%             | 2029-12-15      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORP                                                                  | ORACLE CORP SR UNSEC 5.5% 08-03-35                                                                 | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      1778000 | PA      | $1830383.44    | 0.02%             | 2035-08-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                  | ORACLE CORP SR UNSEC 6.0% 08-03-55                                                                 | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      3500000 | PA      | $3516093.00    | 0.03%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                              | PERMIAN RESOURCES OPERATING LLC 144A LIFE SR UNSEC 6.25% 02-01-33                                  | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |       814000 | PA      | $829767.18     | 0.01%             | 2033-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                  | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 5.9% 10-01-54                                          | CUSIP: 694308KT3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       200000 | PA      | $195178.00     | 0.00%             | 2054-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                                   | PERFORMANCE FOOD GROUP INC 144A LIFE SR UNSEC 6.125% 09-15-32                                      | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |       225000 | PA      | $230751.23     | 0.00%             | 2032-09-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| PG&E CORP                                                                    | PG&E CORP SUB (H) 7.375% 03-15-55/30                                                               | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |       970000 | PA      | $998256.10     | 0.01%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITED CO                                                 | PERRIGO FINANCE UNLIMITED CO SR UNSEC 6.125% 09-30-32                                              | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |       260000 | PA      | $261959.10     | 0.00%             | 2032-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PEBBLEBROOK HOTEL LP                                                         | PEBBLEBROOK HOTEL LP 144A LIFE SR UNSEC 6.375% 10-15-29                                            | CUSIP: 70510LAA7<br>LEI: 549300DXEFK267TXZ832 | Long             | DBT              | CORP              | US        |       500000 | PA      | $507872.00     | 0.01%             | 2029-10-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                              | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 4.9% 11-01-34                                             | CUSIP: 718172DQ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      7303000 | PA      | $7365360.32    | 0.07%             | 2034-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                              | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 4.75% 11-01-31                                            | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       609000 | PA      | $619801.22     | 0.01%             | 2031-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PRYSMIAN SPA                                                                 | PRYSMIAN SPA EUR REG S SR UNSEC (B) 3.875% 11-28-31                                                | CUSIP: N/A<br>LEI: 529900X0H1IO3RS1A464       | Long             | DBT              | CORP              | IT        |      3000000 | PA      | $3635041.95    | 0.04%             | 2031-11-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                             | PNC FINANCIAL SERVICES GROUP INC SR UNSEC 5.575% 01-29-36/35                                       | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      3582000 | PA      | $3738823.54    | 0.04%             | 2036-01-29      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                  | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 5.7% 03-01-35                                          | CUSIP: 694308KU0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       829000 | PA      | $849801.27     | 0.01%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                                         | PETRONAS CAPITAL LTD 144A LIFE SR UNSEC 4.95% 01-03-31                                             | CUSIP: 716743AV1<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |      2745000 | PA      | $2834928.95    | 0.03%             | 2031-01-03      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                                         | PETRONAS CAPITAL LTD 144A LIFE SR UNSEC 5.34% 04-03-35                                             | CUSIP: 716743AW9<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |      2450000 | PA      | $2558182.20    | 0.03%             | 2035-04-03      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                                         | PETRONAS CAPITAL LTD REG S SR UNSEC 5.848% 04-03-55                                                | CUSIP: N/A<br>LEI: 549300G7YFX3540OYR85       | Long             | DBT              | CORP              | MY        |       300000 | PA      | $317822.10     | 0.00%             | 2055-04-03      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| POSCO HOLDINGS INC                                                           | POSCO HOLDINGS INC REG S SR UNSEC 5.75% 05-07-35                                                   | CUSIP: N/A<br>LEI: 988400E5HRVX81AYLM04       | Long             | DBT              | CORP              | KR        |       400000 | PA      | $419729.60     | 0.00%             | 2035-05-07      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC                                              | PENNYMAC FINANCIAL SERVICES INC 144A LIFE SR UNSEC 6.875% 05-15-32                                 | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |       380000 | PA      | $394053.16     | 0.00%             | 2032-05-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                  | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 6.0% 08-15-35                                          | CUSIP: 694308KX4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      9728000 | PA      | $10188776.45   | 0.10%             | 2035-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                              | PHILIP MORRIS INTERNATIONAL INC EUR SR UNSEC 2.75% 06-06-29                                        | CUSIP: 718172DV8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       970000 | PA      | $1134260.66    | 0.01%             | 2029-06-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                                           | PERUVIAN GOVERNMENT INTERNATIONAL BOND 5.5% 03-30-36                                               | CUSIP: 715638FC1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      1150000 | PA      | $1173287.50    | 0.01%             | 2036-03-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PAGAYA US HOLDINGS CO LLC                                                    | PAGAYA US HOLDINGS CO LLC 144A LIFE SR UNSEC 8.875% 08-01-30                                       | CUSIP: 69549FAC3<br>LEI: 254900M9VGE3HM0OYH17 | Long             | DBT              | CORP              | US        |       475000 | PA      | $443478.53     | 0.00%             | 2030-08-01      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                      | PUBLIC SERVICE ELECTRIC AND GAS CO SR SEC 1ST LIEN 4.9% 08-15-35                                   | CUSIP: 74456QCW4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |      4655000 | PA      | $4693617.88    | 0.05%             | 2035-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC COMPANY                                                       | TAMPA ELECTRIC CO SR UNSEC 5.15% 03-01-35                                                          | CUSIP: 875127BN1<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |      1375000 | PA      | $1394820.63    | 0.01%             | 2035-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                | TRANSDIGM INC 144A LIFE SUB 6.375% 05-31-33                                                        | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       380000 | PA      | $385222.34     | 0.00%             | 2033-05-31      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| TREEHOUSE PARK IMPROVEMENT ASSOCIATION NO 1                                  | TREEHOUSE PARK IMPROVEMENT ASSOCIATION NO 1 144A LIFE SR UNSEC SF 9.75% 12-01-33                   | CUSIP: 89469TAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       600373 | PA      | $600373.00     | 0.01%             | 2033-12-01      | Fixed         | 9.75%                 | Yes           |                  3 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                                     | CLOUD SOFTWARE GROUP INC 144A LIFE SR SEC 1ST LIEN 6.5% 03-31-29                                   | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |       500000 | PA      | $505060.00     | 0.01%             | 2029-03-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| TRIDENT TPI HOLDINGS INC                                                     | TRIDENT TPI HOLDINGS INC 144A LIFE SR UNSEC 12.75% 12-31-28                                        | CUSIP: 89616RAC3<br>LEI: 549300TPLK304J3RNC85 | Long             | DBT              | CORP              | US        |       500000 | PA      | $533749.50     | 0.01%             | 2028-12-31      | Fixed         | 12.75%                | Yes           |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                      | TALEN ENERGY SUPPLY LLC 144A LIFE SR SEC 1ST LIEN 8.625% 06-01-30                                  | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |      1270000 | PA      | $1348973.68    | 0.01%             | 2030-06-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                | TRANSDIGM INC 144A LIFE SR SEC 1ST LIEN 6.875% 12-15-30                                            | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       135000 | PA      | $139999.05     | 0.00%             | 2030-12-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| TRANSOCEAN INTERNATIONAL LTD                                                 | TRANSOCEAN INTERNATIONAL LTD 144A LIFE SR SEC 1ST LIEN SF 8.75% 02-15-30                           | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | US        |       277500 | PA      | $292189.74     | 0.00%             | 2030-02-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| TRANSOCEAN AQUILA LTD                                                        | TRANSOCEAN AQUILA LTD 144A LIFE SR SEC 1ST LIEN SF 8.0% 09-30-28                                   | CUSIP: 893790AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        61154 | PA      | $62950.31      | 0.00%             | 2028-09-30      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| UKG INC                                                                      | UKG INC 144A LIFE SR UNSEC 6.875% 02-01-31                                                         | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |      1282000 | PA      | $1323780.38    | 0.01%             | 2031-02-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA) INC                                           | UNITED RENTALS NORTH AMERICA INC 144A LIFE SR UNSEC 6.125% 03-15-34                                | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |       100000 | PA      | $104107.30     | 0.00%             | 2034-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| UNIVERSAL ENTERTAINMENT CORP                                                 | UNIVERSAL ENTERTAINMENT CORP 144A LIFE SR SEC 1ST LIEN 9.875% 08-01-29                             | CUSIP: 91349WAC2<br>LEI: 353800BBJTHSMSQ31V91 | Long             | DBT              | CORP              | JP        |       400000 | PA      | $397452.40     | 0.00%             | 2029-08-01      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                       | UNITEDHEALTH GROUP INC SR UNSEC 5.625% 07-15-54                                                    | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      5493000 | PA      | $5467133.46    | 0.05%             | 2054-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                       | UNITEDHEALTH GROUP INC SR UNSEC 5.15% 07-15-34                                                     | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      1917000 | PA      | $1968203.07    | 0.02%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                           | UNION PACIFIC CORP SR UNSEC 5.1% 02-20-35                                                          | CUSIP: 907818GG7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      4762000 | PA      | $4898745.59    | 0.05%             | 2035-02-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| UNISYS CORP                                                                  | UNISYS CORP 144A LIFE SR SEC 1ST LIEN 10.625% 01-15-31                                             | CUSIP: 909214BX5<br>LEI: 549300T21W22FIJJOW08 | Long             | DBT              | CORP              | US        |       431000 | PA      | $459566.68     | 0.00%             | 2031-01-15      | Fixed         | 10.62%                | Yes           |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                       | UNITEDHEALTH GROUP INC SR UNSEC 5.95% 06-15-55                                                     | CUSIP: 91324PFR8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      3725000 | PA      | $3886411.70    | 0.04%             | 2055-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                       | UNITEDHEALTH GROUP INC SR UNSEC 5.3% 06-15-35                                                      | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     12100000 | PA      | $12513057.70   | 0.12%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                 | UNIVISION COMMUNICATIONS INC 144A LIFE SR SEC 1ST LIEN 9.375% 08-01-32                             | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |       750000 | PA      | $799880.25     | 0.01%             | 2032-08-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| USA COMPRESSION PARTNERS LP                                                  | USA COMPRESSION PARTNERS LP 144A LIFE SR UNSEC 6.25% 10-01-33                                      | CUSIP: 91740PAH1<br>LEI: 5493000B1PEOKXRZEO65 | Long             | DBT              | CORP              | US        |       150000 | PA      | $150667.50     | 0.00%             | 2033-10-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| RTX CORP                                                                     | RTX CORP SR UNSEC 3.125% 05-04-27                                                                  | CUSIP: 913017CR8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |       250000 | PA      | $246502.00     | 0.00%             | 2027-05-04      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                           | UNION PACIFIC CORP SR UNSEC 4.3% 03-01-49                                                          | CUSIP: 907818FC7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      1550000 | PA      | $1310140.60    | 0.01%             | 2049-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 4.5 FS9792 12-01-50                                                                      | CUSIP: 3140XR3A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       102405 | PA      | $101167.06     | 0.00%             | 2050-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 FS8795 08-01-54                                                                      | CUSIP: 3140XQXZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       265957 | PA      | $272068.69     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 MA5587 01-01-55                                                                      | CUSIP: 31418FF51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       528982 | PA      | $541010.55     | 0.01%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 4.5 MA5612 02-01-55                                                                      | CUSIP: 31418FGW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        91024 | PA      | $88363.01      | 0.00%             | 2055-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 4.5 RJ3264 02-01-55                                                                      | CUSIP: 3142GTTW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1758196 | PA      | $1706795.34    | 0.02%             | 2055-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 SD8507 02-01-55                                                                      | CUSIP: 3132DWNY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2348763 | PA      | $2403104.27    | 0.02%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 SD8516 03-01-55                                                                      | CUSIP: 3132DWN90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2652320 | PA      | $2712636.23    | 0.03%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 MA5615 02-01-55                                                                      | CUSIP: 31418FGZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4136091 | PA      | $4229869.05    | 0.04%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 MA5647 03-01-55                                                                      | CUSIP: 31418FHZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2867899 | PA      | $2932922.78    | 0.03%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.0 SD8491 12-01-54                                                                      | CUSIP: 3132DWNG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      6654955 | PA      | $6606919.66    | 0.07%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 MA5674 04-01-55                                                                      | CUSIP: 31418FJU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3727064 | PA      | $3810121.85    | 0.04%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 SD8525 04-01-55                                                                      | CUSIP: 3132DWPJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      4155980 | PA      | $4249518.79    | 0.04%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 DC7823 12-01-54                                                                      | CUSIP: 3140AVVR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        74881 | PA      | $76567.62      | 0.00%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCT UMBS 7.0 MA5696 03-01-45                                                                      | CUSIP: 31418FKJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |         6435 | PA      | $6750.93       | 0.00%             | 2045-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.5 FA0608 02-01-55                                                                      | CUSIP: 3140W0VA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     22501911 | PA      | $22708095.82   | 0.23%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.0 MA5699 05-01-55                                                                      | CUSIP: 31418FKM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      8534432 | PA      | $8470833.73    | 0.08%             | 2055-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.0 SD8532 05-01-55                                                                      | CUSIP: 3132DWPR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2153678 | PA      | $2137629.20    | 0.02%             | 2055-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.5 RQ0013 06-01-55                                                                      | CUSIP: 3142J6AP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      4315467 | PA      | $4354000.08    | 0.04%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 MA5701 05-01-55                                                                      | CUSIP: 31418FKP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2198617 | PA      | $2247612.98    | 0.02%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.0 MA5734 06-01-55                                                                      | CUSIP: 31418FLQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4988091 | PA      | $4950920.04    | 0.05%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-2                           | GNR 2021-2 AH 1.5% 06-16-63                                                                        | CUSIP: 38380RNG1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      4911896 | PA      | $3658075.50    | 0.04%             | 2063-06-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                           | G2SF 5.0 MA8947 06-20-53                                                                           | CUSIP: 36179X5G7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       215214 | PA      | $215252.35     | 0.00%             | 2053-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                           | G2SF 5.0 MA9240 10-20-53                                                                           | CUSIP: 36179YHR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     32905531 | PA      | $32894573.82   | 0.33%             | 2053-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GCAT 2024-NQM2                                                               | GCAT 2024-NQM2 A1 144A 6.085% 06-25-59                                                             | CUSIP: 36831CAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6587943 | PA      | $6670424.46    | 0.07%             | 2059-06-25      | Variable      | 6.08%                 | Yes           |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                           | G2SF 4.0 MB0256 03-20-55                                                                           | CUSIP: 3618N5JA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5910120 | PA      | $5560784.63    | 0.06%             | 2055-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HTL 2024-T53                                                                 | HTL 2024-T53 A 144A FRN 05-10-39                                                                   | CUSIP: 404300AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2541000 | PA      | $2578606.80    | 0.03%             | 2039-05-10      | Variable      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| HY 2025-SPRL                                                                 | HY 2025-SPRL A 144A FRN 01-13-40                                                                   | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     19089000 | PA      | $19744917.13   | 0.20%             | 2040-01-13      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| HOUSTON GALLERIA MALL TRUST 2025-HGLR                                        | HGMT 2025-HGLR A 144A FRN 02-05-45                                                                 | CUSIP: 44216XAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11573000 | PA      | $11988609.58   | 0.12%             | 2045-02-05      | Variable      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| HHT 2025-MAUI                                                                | HHT 2025-MAUI A 144A FRN 03-15-42                                                                  | CUSIP: 419909AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6369000 | PA      | $6381559.67    | 0.06%             | 2042-03-15      | Variable      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| INTOWN MORTGAGE TRUST TOWN_25-STAY                                           | TOWN 2025-STAY A 144A FRN 03-15-42                                                                 | CUSIP: 46117WAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     21959000 | PA      | $21987985.88   | 0.22%             | 2042-03-15      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| KSL 2024-HT2                                                                 | KSL 2024-HT2 A 144A FRN 12-15-39                                                                   | CUSIP: 500937AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8220542 | PA      | $8229995.12    | 0.08%             | 2039-12-15      | Variable      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| MCAS 2023-01                                                                 | MCAS 2023-01 M7 144A FRN 11-25-53                                                                  | CUSIP: 62548NAA6<br>LEI: 254900JAK6X5OPMD5925 | Long             | ABS-CBDO         | CORP              | US        |      1379732 | PA      | $1440114.83    | 0.01%             | 2053-11-25      | Variable      | 8.36%                 | Yes           |                  2 | On Loan: No      |
| MCAS 2024-01                                                                 | MCAS 2024-01 M7 144A FRN 07-25-54                                                                  | CUSIP: 62548RAA7<br>LEI: 254900QY3MMJFMNKXA93 | Long             | ABS-CBDO         | CORP              | US        |      4200996 | PA      | $4263599.55    | 0.04%             | 2054-07-25      | Variable      | 7.11%                 | Yes           |                  2 | On Loan: No      |
| MFRA 2024-NQM3                                                               | MFRA 2024-NQM3 A1 144A 5.722% 12-25-69                                                             | CUSIP: 55287GAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4336561 | PA      | $4376994.66    | 0.04%             | 2069-12-25      | Variable      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| MCAS 2025-01                                                                 | MCAS 2025-01 M1 144A FRN 05-25-55                                                                  | CUSIP: 62549CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2244516 | PA      | $2258795.18    | 0.02%             | 2055-05-25      | Variable      | 6.76%                 | Yes           |                  2 | On Loan: No      |
| MCAS 2025-01                                                                 | MCAS 2025-01 M2 144A FRN 05-25-55                                                                  | CUSIP: 62549CAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2011000 | PA      | $2026522.91    | 0.02%             | 2055-05-25      | Variable      | 7.46%                 | Yes           |                  2 | On Loan: No      |
| MFA TRUST MFRA_25-NQM3                                                       | MFRA 2025-NQM3 A1 144A 5.261% 08-25-70                                                             | CUSIP: 58004LAA5<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-CBDO         | CORP              | US        |       897266 | PA      | $900909.87     | 0.01%             | 2070-08-25      | Variable      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                                      | NYKREDIT REALKREDIT A/S REG S 1.5% 10-01-40                                                        | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | ABS-CBDO         | CORP              | DK        |     81809275 | PA      | $11719787.74   | 0.12%             | 2040-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                                      | NYKREDIT REALKREDIT A/S REG S 0.5% 10-01-43                                                        | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | ABS-CBDO         | CORP              | DK        |    204452455 | PA      | $26619834.73   | 0.26%             | 2043-10-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                                      | NYKREDIT REALKREDIT A/S REG S 1.0% 10-01-53                                                        | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | ABS-CBDO         | CORP              | DK        |     67183434 | PA      | $8267491.60    | 0.08%             | 2053-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS PAYFIX CZK 3.875% 02-14-24/02-14-26 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-40068.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS RECFIX PLN 5.298% 02-14-24/02-14-26 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $54283.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS PAYFIX CZK 3.635% 07-12-24/07-12-29 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $75652.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS RECFIX PLN 5.086% 07-12-24/07-12-29 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $341265.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS PAYFIX EUR 2.2577% 03-05-25/03-05-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $82639.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS PAYFIX EUR 2.2592% 03-05-25/03-05-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $81274.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS RECFIX NOK 3.925% 03-05-25/03-05-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-68737.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS RECFIX NOK 3.924% 03-05-25/03-05-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-69192.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS PAYFIX EUR 2.2562% 03-05-25/03-05-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $84045.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS RECFIX NOK 3.92% 03-05-25/03-05-30 LCH                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-71010.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS RECFIX NOK 3.825% 03-06-25/03-06-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-114084.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS PAYFIX EUR 2.1912% 03-06-25/03-06-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $135616.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS RECFIX NOK 4.1703% 03-24-25/03-24-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $24551.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS RECFIX NOK 4.162% 03-24-25/03-24-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $22522.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS RECFIX NOK 4.165% 03-24-25/03-24-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $33222.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS RECFIX NOK 4.165% 03-25-25/03-25-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $84035.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS PAYFIX SEK 2.6312% 04-02-25/04-02-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-185129.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS PAYFIX SEK 2.3527% 04-22-25/04-22-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-59704.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS RECFIX EUR 2.2033% 04-22-25/04-22-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-336714.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS PAYFIX SEK 2.3532% 04-22-25/04-22-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-60757.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS RECFIX EUR 2.2053% 04-22-25/04-22-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-332188.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS PAYFIX SEK 2.3302% 05-02-25/05-02-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-72.87        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS PAYFIX EUR 2.7107% 06-19-25/10-04-39 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $19982.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS PAYFIX NOK 3.99% 09-22-25/09-22-30 LCH                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $73580.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS RECFIX HUF 6.1177% 09-23-25/09-23-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-11407.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS PAYFIX NOK 4.08% 09-23-25/09-23-30 LCH                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-15169.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS PAYFIX NOK 4.095% 09-23-25/09-23-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-30707.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS PAYFIX NOK 4.09% 09-23-25/09-23-30 LCH                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-12992.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS PAYFIX EUR 2.9287% 09-24-25/09-24-55 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-120146.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS PAYFIX SEK 2.7207% 09-26-25/09-26-35 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $629.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS RECFIX EUR 2.6963% 09-26-25/09-26-35 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $1364.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX GBP 0.57520783% 04-09-21/04-09-28 LCH                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-1054506.19   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX GBP 0.9221376% 04-09-21/04-09-41 LCH                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-2931695.31   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX GBP 0.8738% 10-08-21/10-08-26 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-157885.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS PAYFIX GBP 1.2822% 01-28-22/01-28-27 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $49872.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX GBP 1.0469% 03-02-22/03-02-52 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-51800.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX GBP 2.2679% 07-14-22/07-14-32 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-78245.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX GBP 2.23% 07-14-22/07-14-42 LCH                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-115234.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS PAYFIX GBP 5.1013% 10-07-22/10-07-27 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-56398.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS PAYFIX USD 3.4705% 02-10-23/02-10-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-464141.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX USD 4.0135% 08-21-23/08-21-33 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $27275.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX USD 4.4785% 10-04-23/10-04-28 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $16213.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX BRL 10.69660495% 10-11-23/01-04-27                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-279627.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS PAYFIX USD 4.1615% 11-10-23/05-15-33 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-16918.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS PAYFIX USD 4.15% 11-10-23/05-15-33 LCH                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-30731.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX BRL 10.045% 01-26-24/01-02-29                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-9673851.27   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS PAYFIX USD 3.4925% 08-19-25/08-19-27 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-660267.94    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX GBP 3.7982% 08-20-25/08-20-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-17866.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS PAYFIX USD 3.493% 08-22-25/08-24-27 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-4988.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS PAYFIX USD 3.4325% 08-26-25/08-30-27 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-3946.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS PAYFIX USD 4.057% 08-26-25/08-24-55 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-13380.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX GBP 4.6386% 08-27-25/08-27-45 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $2268.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS PAYFIX USD 4.039% 09-02-25/09-02-55 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-11514.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS PAYFIX USD 4.0545% 09-05-25/09-06-55 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-8632.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS PAYFIX USD 3.944% 09-09-25/09-09-55 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-51002.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS PAYFIX USD 3.2685% 09-09-25/09-09-27 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $1512000.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS PAYFIX USD 3.3075% 09-12-25/09-15-27 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $8954.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS PAYFIX USD 3.329% 09-23-25/09-23-27 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $14823.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                                | UNICREDIT SPA 144A LIFE SUB 5.459% 06-30-35/30                                                     | CUSIP: 904678AS8<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     16050000 | PA      | $16188206.55   | 0.16%             | 2035-06-30      | Variable      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA) INC                                           | UNITED RENTALS NORTH AMERICA INC SR UNSEC 3.875% 02-15-31                                          | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |       840000 | PA      | $795278.40     | 0.01%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                 | UNIVISION COMMUNICATIONS INC 144A LIFE SR SEC 1ST LIEN 4.5% 05-01-29                               | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      1775000 | PA      | $1675710.05    | 0.02%             | 2029-05-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE LLC                                                    | PROLOGIS EURO FINANCE LLC EUR SR UNSEC 4.25% 01-31-43                                              | CUSIP: 74341EAQ5<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |      1600000 | PA      | $1852267.69    | 0.02%             | 2043-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE LLC                                                    | PROLOGIS EURO FINANCE LLC EUR SR UNSEC 3.875% 01-31-30                                             | CUSIP: 74341EAP7<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |       175000 | PA      | $212757.06     | 0.00%             | 2030-01-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | MYR FWD PUR FROM USD 10/8/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $68243.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | MXN FWD PUR FROM USD 10/14/2025                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $70777.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | MYR FWD PUR FROM USD 10/8/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $64837.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | MYR FWD PUR FROM USD 12/17/2025                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $16239.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | MXN FWD SALE TO USD 10/27/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-5101.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NOK FWD SALE TO USD 12/17/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-231551.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NZD FWD SALE TO USD 12/17/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $83306.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NZD FWD SALE TO USD 12/10/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $9765.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NZD FWD SALE TO USD 12/17/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $9249.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NZD FWD SALE TO USD 10/10/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $47623.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                              | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.375% 02-15-33                                           | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      9870000 | PA      | $10310498.10   | 0.10%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                  | PROLOGIS LP SR UNSEC 4.75% 06-15-33                                                                | CUSIP: 74340XCE9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |      1362000 | PA      | $1374597.14    | 0.01%             | 2033-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | NOK FWD PUR FROM USD 10/8/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-4754.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NOK FWD SALE TO USD 10/8/2025                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $8821.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NOK FWD PUR FROM USD 12/17/2025                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-111754.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NOK FWD PUR FROM USD 12/17/2025                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-48835.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NOK FWD PUR FROM USD 12/17/2025                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-244176.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NZD FWD PUR FROM USD 10/20/2025                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-313156.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NOK FWD SALE TO USD 10/27/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $36691.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NZD FWD PUR FROM USD 10/28/2025                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $2673.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                  | PROLOGIS LP SR UNSEC 5.25% 06-15-53                                                                | CUSIP: 74340XCF6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |        74000 | PA      | $71642.66      | 0.00%             | 2053-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                                        | PFIZER INVESTMENT ENTERPRISES PTE LTD SR UNSEC 4.75% 05-19-33                                      | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |      9577000 | PA      | $9678257.62    | 0.10%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | PHP FWD SALE TO USD NDF 11/26/2025                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $55776.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | PLN FWD SALE TO USD 12/17/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-187155.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | PLN FWD PUR FROM USD 10/8/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-25212.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | PLN FWD SALE TO USD 10/8/2025                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $10472.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | PLN FWD SALE TO EUR 10/14/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-43.96        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                                        | PFIZER INVESTMENT ENTERPRISES PTE LTD SR UNSEC 5.3% 05-19-53                                       | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |      3436000 | PA      | $3322862.83    | 0.03%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                   | PACIFICORP SR SEC 1ST LIEN 5.5% 05-15-54                                                           | CUSIP: 695114DA3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      2630000 | PA      | $2485957.53    | 0.02%             | 2054-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE LLC                                                    | PROLOGIS EURO FINANCE LLC EUR SR UNSEC 4.625% 05-23-33                                             | CUSIP: 74341EAR3<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |       425000 | PA      | $539126.46     | 0.01%             | 2033-05-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                  | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 6.4% 06-15-33                                          | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       600000 | PA      | $645246.60     | 0.01%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                              | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.625% 09-07-33                                           | CUSIP: 718172DE6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1061130.00    | 0.01%             | 2033-09-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                              | PERMIAN RESOURCES OPERATING LLC 144A LIFE SR UNSEC 7.0% 01-15-32                                   | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |       300000 | PA      | $311366.40     | 0.00%             | 2032-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| RHP HOTEL PROPERTIES LP                                                      | RHP HOTEL PROPERTIES LP 144A LIFE SR UNSEC 7.25% 07-15-28                                          | CUSIP: 749571AJ4<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |       391000 | PA      | $403656.67     | 0.00%             | 2028-07-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| RTX CORP                                                                     | RTX CORP SR UNSEC 5.75% 11-08-26                                                                   | CUSIP: 75513ECT6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1016847.00    | 0.01%             | 2026-11-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                 | CAIXABANK SA 144A LIFE SR NON PREF 5.581% 07-03-36/35                                              | CUSIP: 12803RAM6<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      3022000 | PA      | $3096960.71    | 0.03%             | 2036-07-03      | Variable      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| CENTURY ALUMINUM CO                                                          | CENTURY ALUMINUM CO 144A LIFE 6.875% 08-01-32                                                      | CUSIP: 156431AS7<br>LEI: 549300U5ODNGEYWKSW73 | Long             | DBT              | CORP              | US        |       175000 | PA      | $181588.75     | 0.00%             | 2032-08-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                           | CLEAR CHANNEL OUTDOOR HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 7.125% 02-15-31                       | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |       380000 | PA      | $393068.96     | 0.00%             | 2031-02-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                       | CHUBB INA HOLDINGS LLC SR UNSEC 4.9% 08-15-35                                                      | CUSIP: 171239AM8<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $2012654.00    | 0.02%             | 2035-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                              | CVS HEALTH CORP SR UNSEC 5.45% 09-15-35                                                            | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      5217000 | PA      | $5311239.89    | 0.05%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                         | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 3.7% 04-01-51                                 | CUSIP: 161175BV5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |      4203000 | PA      | $2774744.95    | 0.03%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                     | CONSTELLATION BRANDS INC SR UNSEC 2.875% 05-01-30                                                  | CUSIP: 21036PBF4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |       839000 | PA      | $785269.60     | 0.01%             | 2030-05-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| EQUINIX EUROPE 2 FINANCING CORP LLC                                          | EQUINIX EUROPE 2 FINANCING CORP LLC EUR SR UNSEC 3.65% 09-03-33                                    | CUSIP: 29390XAB0<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |      1580000 | PA      | $1850619.35    | 0.02%             | 2033-09-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                             | ERP OPERATING LP SR UNSEC 4.65% 09-15-34                                                           | CUSIP: 26884ABP7<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |       778000 | PA      | $769466.12     | 0.01%             | 2034-09-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| EUROBANK SA                                                                  | EUROBANK SA EUR REG S SR UNSEC (B) 4.0% 09-24-30/29                                                | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |       297000 | PA      | $360041.41     | 0.00%             | 2030-09-24      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                | ECHOSTAR CORP SR SEC 1ST LIEN 10.75% 11-30-29                                                      | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |      2174173 | PA      | $2393655.76    | 0.02%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                | ECHOSTAR CORP SR SEC 1ST LIEN PIK 6.75% 11-30-30                                                   | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |       275513 | PA      | $284253.65     | 0.00%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                          | ELEVANCE HEALTH INC SR UNSEC 5.7% 02-15-55                                                         | CUSIP: 036752BE2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      1733000 | PA      | $1716448.12    | 0.02%             | 2055-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                         | EDISON INTERNATIONAL SR UNSEC 5.25% 03-15-32                                                       | CUSIP: 281020BB2<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     10103000 | PA      | $10014457.31   | 0.10%             | 2032-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                                                        | ELLUCIAN HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 6.5% 12-01-29                                      | CUSIP: 289178AA3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |       375000 | PA      | $381906.75     | 0.00%             | 2029-12-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                            | EOG RESOURCES INC SR UNSEC 5.65% 12-01-54                                                          | CUSIP: 26875PAW1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |       766000 | PA      | $767501.36     | 0.01%             | 2054-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                     | EGYPT GOVERNMENT INTERNATIONAL BOND 144A LIFE 9.45% 02-04-33                                       | CUSIP: 03846JAG5<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      5735000 | PA      | $6128610.26    | 0.06%             | 2033-02-04      | Fixed         | 9.45%                 | Yes           |                  2 | On Loan: No      |
| EUROBANK SA                                                                  | EUROBANK SA EUR REG S SR UNSEC (B) 4.0% 02-07-36/35                                                | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |      8000000 | PA      | $9457207.57    | 0.09%             | 2036-02-07      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND CO                                                             | ELI LILLY & CO SR UNSEC 5.1% 02-12-35                                                              | CUSIP: 532457CX4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      3295000 | PA      | $3410120.71    | 0.03%             | 2035-02-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND CO                                                             | ELI LILLY & CO SR UNSEC 5.5% 02-12-55                                                              | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      1282000 | PA      | $1310421.94    | 0.01%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                  | EXELON CORP SUB (H) 6.5% 03-15-55/35                                                               | CUSIP: 30161NBQ3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |       300000 | PA      | $313779.60     | 0.00%             | 2055-03-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                         | EDISON INTERNATIONAL SR UNSEC 6.25% 03-15-30                                                       | CUSIP: 281020BC0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      6518000 | PA      | $6780897.01    | 0.07%             | 2030-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EATON CAPITAL ULC                                                            | EATON CAPITAL ULC EUR SR UNSEC 3.625% 05-09-35                                                     | CUSIP: 27806HAB7<br>LEI: 549300OLS85LSODKAF64 | Long             | DBT              | CORP              | IE        |      3000000 | PA      | $3548404.11    | 0.04%             | 2035-05-09      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                            | EOG RESOURCES INC SR UNSEC 5.35% 01-15-36                                                          | CUSIP: 26875PAZ4<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |       893000 | PA      | $917248.52     | 0.01%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                            | EOG RESOURCES INC SR UNSEC 4.4% 07-15-28                                                           | CUSIP: 26875PAX9<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |      1022000 | PA      | $1031706.96    | 0.01%             | 2028-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ENFRAGEN ENERGIA SUR SA                                                      | ENFRAGEN ENERGIA SUR SAU 144A LIFE SR SEC 1ST LIEN 8.499% 06-30-32                                 | CUSIP: 29281MAA8<br>LEI: 2549002TO75PYMY3VY07 | Long             | DBT              | CORP              | ES        |       500000 | PA      | $526595.00     | 0.01%             | 2032-06-30      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                                     | EAGLE FUNDING LUXCO SARL 144A LIFE SR UNSEC SF 5.5% 08-17-30                                       | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | CORP              | LU        |      2090000 | PA      | $2123042.90    | 0.02%             | 2030-08-17      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                          | ELEVANCE HEALTH INC SR UNSEC 5.0% 01-15-36                                                         | CUSIP: 036752BK8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      1010000 | PA      | $1003050.19    | 0.01%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                        | UBER TECHNOLOGIES INC 144A LIFE SR UNSEC 4.5% 08-15-29                                             | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |       225000 | PA      | $224783.55     | 0.00%             | 2029-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                          | PETROLEOS MEXICANOS SR UNSEC SF 8.75% 06-02-29                                                     | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       330000 | PA      | $355694.79     | 0.00%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                          | PETROLEOS MEXICANOS SR UNSEC 5.35% 02-12-28                                                        | CUSIP: 71654QCK6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      2025000 | PA      | $2017807.20    | 0.02%             | 2028-02-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                                         | PETRONAS CAPITAL LTD 144A LIFE SR UNSEC 3.5% 04-21-30                                              | CUSIP: 716743AP4<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |       365000 | PA      | $355000.83     | 0.00%             | 2030-04-21      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                                         | PETRONAS CAPITAL LTD 144A LIFE SR UNSEC 4.55% 04-21-50                                             | CUSIP: 716743AR0<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |       400000 | PA      | $354653.20     | 0.00%             | 2050-04-21      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                          | PETROLEOS MEXICANOS SR UNSEC 6.49% 01-23-27                                                        | CUSIP: 71654QDB5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     29433000 | PA      | $29753054.44   | 0.30%             | 2027-01-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                          | PETROLEOS MEXICANOS SR UNSEC 6.84% 01-23-30                                                        | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    124845000 | PA      | $127065742.86  | 1.26%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                          | PETROLEOS MEXICANOS SR UNSEC 5.95% 01-28-31                                                        | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       800000 | PA      | $775388.00     | 0.01%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                          | PETROLEOS MEXICANOS SR UNSEC 7.69% 01-23-50                                                        | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       610000 | PA      | $555003.01     | 0.01%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                          | PETROLEOS MEXICANOS SR UNSEC 6.95% 01-28-60                                                        | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       209000 | PA      | $172035.22     | 0.00%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                                         | PETRONAS CAPITAL LTD REG S SR UNSEC 2.48% 01-28-32                                                 | CUSIP: N/A<br>LEI: 549300G7YFX3540OYR85       | Long             | DBT              | CORP              | MY        |       200000 | PA      | $180340.80     | 0.00%             | 2032-01-28      | Fixed         | 2.48%                 | Yes           |                  2 | On Loan: No      |
| BANK NEGARA INDONESIA PERSERO TBK PT                                         | BANK NEGARA INDONESIA PERSERO TBK PT PRP REG S SUB (H) 4.3% 12-31-79/03-24-27                      | CUSIP: N/A<br>LEI: 549300HZ8J3MLVXQ8F85       | Long             | DBT              | CORP              | ID        |     28770000 | PA      | $27942977.58   | 0.28%             | 2079-12-31      | Variable      | 4.30%                 | Yes           |                  2 | On Loan: No      |
| ANGOLA (REPUBLIC OF)                                                         | ANGOLAN GOVERNMENT INTERNATIONAL BOND REG S 9.5% 11-12-25                                          | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |     27279000 | PA      | $27408848.04   | 0.27%             | 2025-11-12      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                            | ITALY BUONI POLIENNALI DEL TESORO EUR 144A LIFE/REG S (B) 2.8% 03-01-67                            | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |        90000 | PA      | $74401.97      | 0.00%             | 2067-03-01      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| BELGIUM (KINGDOM OF)                                                         | KINGDOM OF BELGIUM GOVERNMENT BOND EUR 144A LIFE/REG S 2.15% 06-22-66                              | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |        70000 | PA      | $49077.44      | 0.00%             | 2066-06-22      | Fixed         | 2.15%                 | Yes           |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                           | SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 2.7% 10-31-48                                            | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      5875000 | PA      | $5642349.44    | 0.06%             | 2048-10-31      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| BELGIUM (KINGDOM OF)                                                         | KINGDOM OF BELGIUM GOVERNMENT BOND EUR 144A LIFE/REG S 1.7% 06-22-50                               | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |     19200000 | PA      | $14285682.62   | 0.14%             | 2050-06-22      | Fixed         | 1.70%                 | Yes           |                  2 | On Loan: No      |
| BELGIUM (KINGDOM OF)                                                         | KINGDOM OF BELGIUM GOVERNMENT BOND EUR 144A LIFE/REG S 0.1% 06-22-30                               | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |       585000 | PA      | $612847.44     | 0.01%             | 2030-06-22      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                                   | BRAZIL NOTAS DO TESOURO NACIONAL SERIE F BRL 10.0% 01-01-31                                        | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |        96885 | PA      | $15922343.67   | 0.16%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                                   | BRAZIL NOTAS DO TESOURO NACIONAL SERIE B BRL I/L 6.0% 08-15-50                                     | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |       176650 | PA      | $28698475.29   | 0.29%             | 2050-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BELGIUM (KINGDOM OF)                                                         | KINGDOM OF BELGIUM GOVERNMENT BOND EUR REG S 144A 0.65% 06-22-71                                   | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |        60000 | PA      | $21170.38      | 0.00%             | 2071-06-22      | Fixed         | 0.65%                 | Yes           |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                                   | BRAZIL NOTAS DO TESOURO NACIONAL SERIE F BRL 10.0% 01-01-33                                        | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |        20000 | PA      | $3167091.36    | 0.03%             | 2033-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BELGIUM (KINGDOM OF)                                                         | KINGDOM OF BELGIUM GOVERNMENT BOND EUR 144A LIFE/REG S 0.35% 06-22-32                              | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |       465000 | PA      | $463115.18     | 0.00%             | 2032-06-22      | Fixed         | 0.35%                 | Yes           |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                                   | BRAZIL LETRAS DO TESOURO NACIONAL BRL 0.0% 01-01-26                                                | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |       756229 | PA      | $137153314.69  | 1.36%             | 2026-01-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BELGIUM (KINGDOM OF)                                                         | KINGDOM OF BELGIUM GOVERNMENT BOND EUR 144A LIFE/REG S 3.0% 06-22-33                               | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |      6180000 | PA      | $7263900.42    | 0.07%             | 2033-06-22      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                                   | BRAZIL NOTAS DO TESOURO NACIONAL SERIE B BRL (B) I/L 6.0% 08-15-40                                 | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |        12379 | PA      | $2060852.71    | 0.02%             | 2040-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX BRL 11.405% 06-25-24/01-04-27                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-6148851.40   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX BRL 11.495% 07-10-24/01-02-29                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-3204797.20   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS PAYFIX USD 4.63358% 07-25-24/10-31-25 LCH                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-270.12       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX USD 3.5175% 08-15-24/08-15-27 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $260764.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX BRL 11.91% 09-03-24/01-04-27                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-2265491.10   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX BRL 12.215% 10-02-24/01-04-27                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-1931476.35   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX BRL 13.87% 11-29-24/01-04-27                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-79319.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX BRL 13.995% 04-04-25/01-02-29                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |            1 | NC      | $1576356.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX BRL 14.115% 04-08-25/01-02-29                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $515337.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX BRL 14.05% 04-15-25/01-02-29                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |            1 | NC      | $345106.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX BRL 14.05% 04-15-25/01-02-29                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $209358.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX GBP 3.6899% 04-25-25/04-25-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-39617.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX CAD 2.5225% 05-22-25/05-22-27 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $416498.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS PAYFIX USD 3.8045% 06-04-25/12-15-26 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-8820.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS PAYFIX USD 3.848% 06-04-25/11-15-26 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-4151.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX CAD 2.478% 06-30-25/06-30-27 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $19272.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS PAYFIX USD 3.5042% 07-02-25/07-02-27 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-12885.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX BRL 13.615% 07-25-25/01-02-31                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |            1 | NC      | $17502.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX BRL 13.445% 07-25-25/01-02-29                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |            1 | NC      | $39379.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS PAYFIX USD 3.699% 08-01-25/08-01-27 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-37436.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS PAYFIX USD 3.7% 08-01-25/08-01-27 LCH                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-25179.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                               | EUROPEAN UNION REG S UNSEC EUR (B) 2.875% 10-05-29                                                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |      1110000 | PA      | $1325374.59    | 0.01%             | 2029-10-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS PAYFIX USD 3.479% 08-06-25/08-06-27 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-5443.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS PAYFIX USD 3.497% 08-12-25/08-12-27 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-12501.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                     | EUROPEAN INVESTMENT BANK 7.4% 10-23-33                                                             | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | NUSS              | LU        |   1194200000 | PA      | $14007831.00   | 0.14%             | 2033-10-23      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                     | EUROPEAN INVESTMENT BANK 6.95% 03-01-29                                                            | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | NUSS              | LU        |    378300000 | PA      | $4293648.28    | 0.04%             | 2029-03-01      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                          | GBP C USD P FX OPT @ 1.43 12-15-25                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     25000000 | PA      | $17735.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                  | ROYAL CARIBBEAN CRUISES LTD                                                                        | CUSIP: N/A<br>LEI: K2NEH8QNVW44JIWK7Z55       | Long             | EC               | CORP              | US        |         2603 | NS      | $842278.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EUROPEAN BANK FOR RECONSTRUCTION AND DEVELOPMENT                             | EUROPEAN BANK FOR RECONSTRUCTION A 6.75% 01-13-32                                                  | CUSIP: N/A<br>LEI: 549300HTGDOVDU6OGK19       | Long             | DBT              | NUSS              | GB        |   4439700000 | PA      | $50041208.72   | 0.50%             | 2032-01-13      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                     | EUROPEAN INVESTMENT BANK 2.875% 01-15-35                                                           | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | NUSS              | LU        |      2810000 | PA      | $3280724.42    | 0.03%             | 2035-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ASX LTD                                                                      | AUS GB 3YR FUT YMZ5 12-15-25                                                                       | CUSIP: N/A<br>LEI: 549300VSBVYUCBIQKT71       | N/A              | DIR              | CORP              | AU        |           59 | NC      | $-14999.28     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | EUR FWD PUR FROM USD 10/23/2025                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-246.64       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD SALE TO USD 10/27/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $190853.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD PUR FROM USD 12/17/2025                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-22052.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                               | EUROPEAN UNION 2.625% 07-04-28                                                                     | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |      8820000 | PA      | $10456704.75   | 0.10%             | 2028-07-04      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                               | EUROPEAN UNION 3.75% 10-12-45                                                                      | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |      6016000 | PA      | $6991147.29    | 0.07%             | 2045-10-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD SALE TO GBP 10/27/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $31530.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD PUR FROM USD 10/27/2025                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-89.05        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                               | EUROPEAN UNION 2.78% 12-13-32                                                                      | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |      4386450 | PA      | $5122565.60    | 0.05%             | 2032-12-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                                                | COMMSCOPE LLC TL 1ST LIEN (TSFR3M+475)(FLR 2.0) FRN 12-17-29                                       | CUSIP: N/A<br>LEI: 549300Z6K4JXMFE8QY54       | Long             | LON              | CORP              | US        |       620000 | PA      | $628060.00     | 0.01%             | 2029-12-17      | Variable      | 8.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD PUR FROM USD 12/17/2025                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-3059.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD PUR FROM USD 10/29/2025                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $73828.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL                                                           | CONNECT FINCO SARL TL-B 1ST LIEN (TSFR1M+450)(FLR 0.5) FRN 09-27-29                                | CUSIP: N/A<br>LEI: 2594001KNYIQ456J2792       | Long             | LON              | CORP              | LU        |       267000 | PA      | $264107.59     | 0.00%             | 2029-09-27      | Variable      | 8.66%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                             | CSC HOLDINGS LLC TL-B 1ST LIEN (PRIME+150)(FLR 0.0) FRN 04-15-27                                   | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |       323289 | PA      | $313186.68     | 0.00%             | 2027-04-15      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD PUR FROM USD 10/10/2025                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $2877.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD PUR FROM USD 10/28/2025                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $24719.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS NET LLC                                                       | DIAMOND SPORTS NET LLC PIK TL 1ST LIEN 15% 01-02-28                                                | CUSIP: 25277EAB8<br>LEI: 549300MPO5H6LGX4RJ82 | Long             | LON              | CORP              | US        |        32762 | PA      | $28830.43      | 0.00%             | 2028-01-02      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| DENALI INTERMEDIATE HOLDINGS INC                                             | DENALI INTERMEDIATE HOLDINGS INC TL-REVOLVER (UNFUNDED) 0.0% 08-26-32                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        34868 | PA      | $34868.00      | 0.00%             | 2032-08-26      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                          | EUR FWD SALE TO USD 10/28/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-498140.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD SALE TO USD 10/29/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-196465.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DENALI INTERMEDIATE HOLDINGS INC                                             | DENALI INTERMEDIATE HOLDINGS INC TL 1ST LIEN (FUNDED) (TSFR1M+550)(FLR 0.75) FRN 08-26-32          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       348677 | PA      | $348677.00     | 0.00%             | 2032-08-26      | Variable      | 9.67%                 | No            |                  3 | On Loan: No      |
| DIRECTV FINANCING LLC                                                        | DIRECTV FINANCING LLC TL 1ST LIEN (TSFR3M+500)(FLR 0.75) 9.54126% 08-02-27                         | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        92913 | PA      | $93080.40      | 0.00%             | 2027-08-02      | Variable      | 9.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD SALE TO USD 10/10/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-787.13       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | GBP FWD SALE TO USD 10/6/2025                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-1194.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENDO FINANCE HOLDINGS INC                                                    | ENDO FINANCE HOLDING INC TL-B 1ST LIEN (TSFR3M+400)(FLR 0.5) FRN 04-23-31                          | CUSIP: 29280UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       560762 | PA      | $562339.36     | 0.01%             | 2031-04-23      | Variable      | 8.16%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                                                        | ELLUCIAN HOLDINGS INC TL 2ND LIEN (TSFR3M+475) (FLR 0.5) FRN 11-22-32                              | CUSIP: 28917XAE0<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |       125000 | PA      | $127968.75     | 0.00%             | 2032-11-22      | Variable      | 8.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | GBP FWD PUR FROM USD 12/17/2025                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-4264.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | GBP FWD SALE TO USD 12/17/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $1008.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FINASTRA USA INC                                                             | FINASTRA USA INC TL-B PP (TSFR3M+725)(FLR 1.0) FRN 09-13-29                                        | CUSIP: N/A<br>LEI: 549300ZB2RO6QC7YTK71       | Long             | LON              | CORP              | US        |       150298 | PA      | $151425.50     | 0.00%             | 2029-09-13      | Variable      | 11.29%                | Yes           |                  2 | On Loan: No      |
| FINASTRA USA INC                                                             | FINASTRA USA INC TL-B 1ST LIEN (TSFR1M+400) (FLR 0.0) FRN 07-30-32                                 | CUSIP: N/A<br>LEI: 549300ZB2RO6QC7YTK71       | Long             | LON              | CORP              | US        |       670000 | PA      | $667990.00     | 0.01%             | 2032-07-30      | Variable      | 8.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | GBP FWD SALE TO USD 10/8/2025                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-10829.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | GBP FWD SALE TO USD 10/9/2025                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $10544.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                                         | FIESTA PURCHASER INC TL-B 1ST LIEN (TSFR1M+275)(FLR 0.0) FRN 02-12-31                              | CUSIP: 31659LAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       359233 | PA      | $358868.27     | 0.00%             | 2031-02-12      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| FIRST STUDENT BIDCO INC                                                      | FIRST STUDENT BIDCO INC TL-B 1ST LIEN (TSFR3M+250) (FLR 0.0) FRN 08-15-30                          | CUSIP: 33718FAN0<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |       210963 | PA      | $211359.05     | 0.00%             | 2030-08-15      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | GBP FWD PUR FROM USD 10/10/2025                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-102562.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | GBP FWD SALE TO USD 10/10/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $157986.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST STUDENT BIDCO INC                                                      | FIRST STUDENT BIDCO INC TL-C 1ST LIEN (TSFR3M+250) (FLR 0.5) FRN 08-15-30                          | CUSIP: 33718FAP5<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |        64686 | PA      | $64807.79      | 0.00%             | 2030-08-15      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                               | GRAY TELEVISION INC TL-B 1ST LIEN (TSFR3M+525)(FLR 0.0) FRN 06-04-29                               | CUSIP: 389376BC7<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |         6800 | PA      | $6812.75       | 0.00%             | 2029-06-04      | Variable      | 9.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | GBP FWD SALE TO EUR 10/20/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $446325.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                        | HUB INTERNATIONAL LTD TL 1ST LIEN (TSFR3M+225)(FLR 0.00) FRN 06-20-30                              | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |       849300 | PA      | $851501.75     | 0.01%             | 2030-06-20      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| HANESBRANDS INC                                                              | HANESBRANDS INC TL-B 1ST LIEN (TSFR3M + 275)(FLR 0.0) FRN 03-07-32                                 | CUSIP: 410346AY6<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | LON              | CORP              | US        |       471144 | PA      | $474088.21     | 0.00%             | 2032-03-07      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| KASEYA INC                                                                   | KASEYA INC TL 1ST LIEN (TSFR3M+325)(FLR 0.0) FRN 03-20-32                                          | CUSIP: N/A<br>LEI: 254900MISXMLRZ63NH46       | Long             | LON              | CORP              | US        |       573562 | PA      | $575099.07     | 0.01%             | 2032-03-20      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| KASEYA INC                                                                   | KASEYA INC TL 2ND LIEN (TSFR3M+500)(FLR 0.0) FRN 03-20-33                                          | CUSIP: N/A<br>LEI: 254900MISXMLRZ63NH46       | Long             | LON              | CORP              | US        |       550000 | PA      | $551203.40     | 0.01%             | 2033-03-20      | Variable      | 9.16%                 | No            |                  2 | On Loan: No      |
| LONG RIDGE ENERGY LLC                                                        | LONG RIDGE ENERGY LLC TL-B 1ST LIEN (TSFR3M+450)(FLR 0.0) FRN 02-19-32                             | CUSIP: N/A<br>LEI: 984500764EC9AZ2FC764       | Long             | LON              | CORP              | US        |       538438 | PA      | $526322.66     | 0.01%             | 2032-02-19      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| MI WINDOWS AND DOORS LLC                                                     | MI WINDOWS AND DOORS LLC TL-B3 1ST LIEN (TSFR3M+275)(FLR 0.0) FRN 03-28-31                         | CUSIP: 55336CAK8<br>LEI: 2549001JQBGDT0WEQ156 | Long             | LON              | CORP              | US        |       178200 | PA      | $179027.38     | 0.00%             | 2031-03-28      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                      | NEW FORTRESS ENERGY INC TL-B 1ST LIEN (TSFR3M+550) (FLR 0.75) FRN 10-30-28                         | CUSIP: 64439HAC3<br>LEI: 254900EICTYTCHA5X705 | Long             | LON              | CORP              | US        |       409823 | PA      | $201223.03     | 0.00%             | 2028-10-30      | Variable      | 9.57%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                                           | OSAIC HOLDINGS INC TL 1ST LIEN (TSFR3M+300)(FLR 0) FRN 07-30-32                                    | CUSIP: N/A<br>LEI: 549300XL60BDV6UW5C86       | Long             | LON              | CORP              | US        |       375000 | PA      | $375268.13     | 0.00%             | 2032-07-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_23-SMRT                            | CGCMT 23-SMRT A 144A FRN 10-12-40                                                                  | CUSIP: 17291NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8128000 | PA      | $8382918.46    | 0.08%             | 2040-10-12      | Variable      | 6.01%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS_23-R04                                     | CAS 2023-R04 1M2 144A FRN 05-25-43                                                                 | CUSIP: 20754QAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5185000 | PA      | $5473586.73    | 0.05%             | 2043-05-25      | Variable      | 7.91%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS_23-R04                                     | CAS 2023-R04 1M1 144A FRN 05-25-43                                                                 | CUSIP: 20754QAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7156683 | PA      | $7307560.11    | 0.07%             | 2043-05-25      | Variable      | 6.66%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 4.5 MA4805 11-01-52                                                                      | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       868908 | PA      | $847010.91     | 0.01%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 4.5 BV0952 09-01-52                                                                      | CUSIP: 3140MEBW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1287989 | PA      | $1254598.21    | 0.01%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 4.5 BW1215 10-01-52                                                                      | CUSIP: 3140MSK53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3300266 | PA      | $3217092.65    | 0.03%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.0 SD8276 12-01-52                                                                      | CUSIP: 3132DWFR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      5509683 | PA      | $5493468.47    | 0.05%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 4.5 SD8287 01-01-53                                                                      | CUSIP: 3132DWF40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1431975 | PA      | $1395738.91    | 0.01%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.0 MA4785 10-01-52                                                                      | CUSIP: 31418EJ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        49620 | PA      | $49476.08      | 0.00%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 2.5 BT8116 04-01-52                                                                      | CUSIP: 3140LXAS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        26683 | PA      | $22632.39      | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.0 SD8258 10-01-52                                                                      | CUSIP: 3132DWE74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      7708686 | PA      | $7686792.98    | 0.08%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR_22-DNA3                                  | STACR 2022-DNA3 M1B 144A FRN 04-25-42                                                              | CUSIP: 35564KUX5<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-CBDO         | CORP              | US        |      4305041 | PA      | $4431350.90    | 0.04%             | 2042-04-25      | Variable      | 7.26%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 2.5 BU3083 01-01-52                                                                      | CUSIP: 3140M4M96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       254161 | PA      | $214604.09     | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 2.5 FM9481 11-01-51                                                                      | CUSIP: 3140XDRB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       435932 | PA      | $367739.88     | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR_20-DNA5                                  | STACR 2020-DNA5 B2 144A FRN 10-25-50                                                               | CUSIP: 35566ABE8<br>LEI: 5493000ITF7RKPWPZQ19 | Long             | ABS-CBDO         | CORP              | US        |      6500000 | PA      | $9101371.50    | 0.09%             | 2050-10-25      | Variable      | 15.84%                | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.0 MA5038 06-01-53                                                                      | CUSIP: 31418ES43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       168671 | PA      | $168104.84     | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.0 SD8341 07-01-53                                                                      | CUSIP: 3132DWHS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       141232 | PA      | $140721.45     | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.0 SD8329 06-01-53                                                                      | CUSIP: 3132DWHE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       382195 | PA      | $380912.45     | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.0 MA5071 07-01-53                                                                      | CUSIP: 31418ET59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2697871 | PA      | $2684918.91    | 0.03%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.0 MA4978 04-01-53                                                                      | CUSIP: 31418EQ86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       263912 | PA      | $263094.29     | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 4.5 FS5675 01-01-53                                                                      | CUSIP: 3140XMJV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     40590975 | PA      | $39580583.99   | 0.39%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 2.0 RA6114 02-01-52                                                                      | CUSIP: 3133KMYK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      3997715 | PA      | $3236266.62    | 0.03%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 SD8363 09-01-53                                                                      | CUSIP: 3132DWJG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     10127077 | PA      | $10380213.20   | 0.10%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 4.5 BV8055 09-01-52                                                                      | CUSIP: 3140MM5R5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     20928740 | PA      | $20407781.61   | 0.20%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.5 DB5213 07-01-54                                                                      | CUSIP: 3140AEYK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      6067738 | PA      | $6127044.05    | 0.06%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.5 FS4840 05-01-53                                                                      | CUSIP: 3140XLLW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       945543 | PA      | $957346.23     | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 SD3432 07-01-53                                                                      | CUSIP: 3132DQY59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1117819 | PA      | $1157472.40    | 0.01%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 SD5896 07-01-54                                                                      | CUSIP: 3132DTRR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1197221 | PA      | $1227434.41    | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 FS8223 06-01-54                                                                      | CUSIP: 3140XQD53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1459838 | PA      | $1495748.77    | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.5 RJ2206 08-01-54                                                                      | CUSIP: 3142GSNY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      3787803 | PA      | $3829677.11    | 0.04%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                                   | BRAZIL NOTAS DO TESOURO NACIONAL SERIE B BRL I/L 6.0% 08-15-60                                     | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |        12379 | PA      | $1978284.81    | 0.02%             | 2060-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                                   | BRAZIL NOTAS DO TESOURO NACIONAL SERIE F BRL 10.0% 01-01-35                                        | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |       373700 | PA      | $57455986.19   | 0.57%             | 2035-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 RJ2210 08-01-54                                                                      | CUSIP: 3142GSN46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2477814 | PA      | $2540668.59    | 0.03%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.5 RJ2247 08-01-54                                                                      | CUSIP: 3142GSP93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2236955 | PA      | $2327954.05    | 0.02%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                                   | BRAZIL LETRAS DO TESOURO NACIONAL BRL 0.0% 01-01-30                                                | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |        27800 | PA      | $3073505.90    | 0.03%             | 2030-01-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BELGIUM (KINGDOM OF)                                                         | KINGDOM OF BELGIUM GOVERNMENT BOND EUR 144A LIFE/REG S 2.7% 10-22-29                               | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |       610000 | PA      | $723119.50     | 0.01%             | 2029-10-22      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.5 RJ2200 08-01-54                                                                      | CUSIP: 3142GSNS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      6013786 | PA      | $6086540.28    | 0.06%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.5 RJ2243 08-01-54                                                                      | CUSIP: 3142GSP51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      3472732 | PA      | $3513137.04    | 0.03%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BULGARIA (REPUBLIC OF)                                                       | BULGARIA GOVERNMENT INTERNATIONAL BOND REG S 5.0% 03-05-37                                         | CUSIP: N/A<br>LEI: 529900PG0XCL4LICL838       | Long             | DBT              | NUSS              | BG        |       824000 | PA      | $825851.53     | 0.01%             | 2037-03-05      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BELGIUM (KINGDOM OF)                                                         | KINGDOM OF BELGIUM GOVERNMENT BOND EUR 144A LIFE/REG S 3.45% 06-22-42                              | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |       190000 | PA      | $212970.47     | 0.00%             | 2042-06-22      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.5 RJ2203 08-01-54                                                                      | CUSIP: 3142GSNV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       613740 | PA      | $621450.10     | 0.01%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 RJ2216 08-01-54                                                                      | CUSIP: 3142GSPA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      7266073 | PA      | $7444818.09    | 0.07%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.5 RJ2228 08-01-54                                                                      | CUSIP: 3142GSPN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1286445 | PA      | $1332730.91    | 0.01%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.5 RJ2222 08-01-54                                                                      | CUSIP: 3142GSPG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      6156657 | PA      | $6417828.20    | 0.06%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BULGARIA (REPUBLIC OF)                                                       | BULGARIA GOVERNMENT INTERNATIONAL BOND EUR REG S 3.5% 05-07-34                                     | CUSIP: N/A<br>LEI: 529900PG0XCL4LICL838       | Long             | DBT              | NUSS              | BG        |      3960000 | PA      | $4685934.44    | 0.05%             | 2034-05-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BULGARIA (REPUBLIC OF)                                                       | BULGARIA GOVERNMENT INTERNATIONAL BOND EUR REG S 4.125% 05-07-38                                   | CUSIP: N/A<br>LEI: 529900PG0XCL4LICL838       | Long             | DBT              | NUSS              | BG        |      1260000 | PA      | $1490897.78    | 0.01%             | 2038-05-07      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 DB5214 07-01-54                                                                      | CUSIP: 3140AEYL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      9454384 | PA      | $9697597.98    | 0.10%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 DB2495 05-01-54                                                                      | CUSIP: 3140ABXZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3635676 | PA      | $3718507.70    | 0.04%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 DB7792 08-01-54                                                                      | CUSIP: 3140AHUS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5302786 | PA      | $5429506.22    | 0.05%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 BU4707 07-01-54                                                                      | CUSIP: 3140M6GR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      8392093 | PA      | $8592186.00    | 0.09%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.5 FS8467 07-01-54                                                                      | CUSIP: 3140XQMR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       274061 | PA      | $278815.78     | 0.00%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 RJ2314 09-01-54                                                                      | CUSIP: 3142GSSC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      7782342 | PA      | $7980293.79    | 0.08%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 RJ2309 09-01-54                                                                      | CUSIP: 3142GSR75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2390923 | PA      | $2449739.29    | 0.02%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 RJ2306 09-01-54                                                                      | CUSIP: 3142GSR42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      3753308 | PA      | $3880669.25    | 0.04%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 RJ2308 09-01-54                                                                      | CUSIP: 3142GSR67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      3950864 | PA      | $4076394.93    | 0.04%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 RJ2312 09-01-54                                                                      | CUSIP: 3142GSSA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      4225366 | PA      | $4349194.36    | 0.04%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.5 CB7104 09-01-53                                                                      | CUSIP: 3140QS3N9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     20065150 | PA      | $20340644.54   | 0.20%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.5 CB9210 09-01-54                                                                      | CUSIP: 3140QVGU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       208362 | PA      | $210635.31     | 0.00%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.5 SD6286 08-01-54                                                                      | CUSIP: 3132DT6X3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2246373 | PA      | $2283440.55    | 0.02%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 DC1873 09-01-54                                                                      | CUSIP: 3140APCK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        36171 | PA      | $37154.22      | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.5 QX0310 11-01-54                                                                      | CUSIP: 31425UKY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2806591 | PA      | $2832950.84    | 0.03%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.5 QX0622 11-01-54                                                                      | CUSIP: 31425UVQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |        33126 | PA      | $33442.20      | 0.00%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                       | FGLMC 4.5 Z40273 10-01-48                                                                          | CUSIP: 3132FCJS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       156813 | PA      | $155138.54     | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                         | CLEVELAND-CLIFFS INC 144A LIFE SR UNSEC 7.62% 01-15-34                                             | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |       430000 | PA      | $443355.80     | 0.00%             | 2034-01-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                                                | CITIGROUP INC SR UNSEC 5.174% 09-11-36/35                                                          | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      1075000 | PA      | $1086328.35    | 0.01%             | 2036-09-11      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                             | CSC HOLDINGS LLC 144A LIFE SR UNSEC 5.5% 04-15-27                                                  | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |       250000 | PA      | $237498.25     | 0.00%             | 2027-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                         | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 6.384% 10-23-35                               | CUSIP: 161175AZ7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |       780000 | PA      | $817454.82     | 0.01%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE TECHNOLOGIES LLC                                                   | COMMSCOPE TECHNOLOGIES LLC 144A LIFE SR UNSEC 5.0% 03-15-27                                        | CUSIP: 20338HAB9<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |       670000 | PA      | $665310.67     | 0.01%             | 2027-03-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                             | CCO HOLDINGS LLC 144A SR UNSEC 5.0% 02-01-28                                                       | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       250000 | PA      | $247798.75     | 0.00%             | 2028-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUMINATING CO                                           | CLEVELAND ELECTRIC ILLUMINATING CO 144A LIFE SR UNSEC 3.5% 04-01-28                                | CUSIP: 186108CK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1069000 | PA      | $1050533.03    | 0.01%             | 2028-04-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                                                                 | UBS GROUP AG 144A LIFE SR UNSEC 3.869% 01-12-29/28                                                 | CUSIP: 225401AF5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      3799000 | PA      | $3767586.07    | 0.04%             | 2029-01-12      | Variable      | 3.87%                 | Yes           |                  2 | On Loan: No      |
| CSX CORP                                                                     | CSX CORP SR UNSEC 4.25% 03-15-29                                                                   | CUSIP: 126408HM8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |      3355000 | PA      | $3369174.88    | 0.03%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                                                | COMMSCOPE LLC 144A LIFE SR UNSEC 8.25% 03-01-27                                                    | CUSIP: 20338QAA1<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |       227000 | PA      | $229674.06     | 0.00%             | 2027-03-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                              | CVS HEALTH CORP SR UNSEC 3.25% 08-15-29                                                            | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      1798000 | PA      | $1724010.50    | 0.02%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                             | CCO HOLDINGS LLC 144A SR UNSEC 4.75% 03-01-30                                                      | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       495000 | PA      | $475371.77     | 0.00%             | 2030-03-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CK HUTCHISON INTERNATIONAL (19) (II) LTD                                     | CK HUTCHISON INTERNATIONAL 19 II LTD REG S SR UNSEC 3.375% 09-06-49                                | CUSIP: N/A<br>LEI: 2549000ZHWNMHC09DR77       | Long             | DBT              | CORP              | KY        |       400000 | PA      | $294422.80     | 0.00%             | 2049-09-06      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                         | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 4.8% 03-01-50                                 | CUSIP: 161175BT0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |      2832000 | PA      | $2244484.61    | 0.02%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                             | CCO HOLDINGS LLC 144A SR UNSEC 4.5% 08-15-30                                                       | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       388000 | PA      | $366696.86     | 0.00%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| COMCAST CORP                                                                 | COMCAST CORP EUR SR UNSEC 0.25% 05-20-27                                                           | CUSIP: 20030NDB4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      6700000 | PA      | $7596837.87    | 0.08%             | 2027-05-20      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                 | UBS GROUP AG 144A LIFE SR UNSEC 4.194% 04-01-31/30                                                 | CUSIP: 225401AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      4000000 | PA      | $3955440.00    | 0.04%             | 2031-04-01      | Variable      | 4.19%                 | Yes           |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                                | ENEL FINANCE INTERNATIONAL NV 144A LIFE SR UNSEC 5.0% 09-30-35                                     | CUSIP: 29278GBH0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      1000000 | PA      | $985900.00     | 0.01%             | 2035-09-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| EMBARQ LLC                                                                   | EMBARQ LLC SR UNSEC 7.995% 06-01-36                                                                | CUSIP: 29078EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       625000 | PA      | $312887.50     | 0.00%             | 2036-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                     | ELECTRICITE DE FRANCE SA GBP REG S SR UNSEC (B) 5.5% 03-27-37                                      | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |      6000000 | PA      | $7581919.44    | 0.08%             | 2037-03-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                                             | EXXON MOBIL CORP SR UNSEC 3.452% 04-15-51                                                          | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |      2259000 | PA      | $1657091.71    | 0.02%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                  | EQUINIX INC SR UNSEC 3.0% 07-15-50                                                                 | CUSIP: 29444UBJ4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |      2889000 | PA      | $1890324.70    | 0.02%             | 2050-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENN ENERGY HOLDINGS LTD                                                      | ENN ENERGY HOLDINGS LTD 144A LIFE SR UNSEC 2.625% 09-17-30                                         | CUSIP: 26876FAC6<br>LEI: 549300V7BXPWT6WIPR03 | Long             | DBT              | CORP              | CN        |       200000 | PA      | $184145.00     | 0.00%             | 2030-09-17      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| ENFRAGEN ENERGIA SUR SA                                                      | ENFRAGEN ENERGIA SUR SA REG S SR SEC 1ST LIEN 5.375% 12-30-30                                      | CUSIP: N/A<br>LEI: 2549002TO75PYMY3VY07       | Long             | DBT              | CORP              | ES        |     19880000 | PA      | $18524203.88   | 0.18%             | 2030-12-30      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| ENN CLEAN ENERGY INTERNATIONAL INVESTMENT LTD                                | ENN CLEAN ENERGY INTERNATIONAL INVESTMENT LTD REG S SR UNSEC 3.375% 05-12-26                       | CUSIP: N/A<br>LEI: 3003009YZ3S5V395NR77       | Long             | DBT              | CORP              | VG        |       500000 | PA      | $496134.50     | 0.00%             | 2026-05-12      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| ENN CLEAN ENERGY INTERNATIONAL INVESTMENT LTD                                | ENN CLEAN ENERGY INTERNATIONAL INVESTMENT LTD 144A LIFE SR UNSEC 3.375% 05-12-26                   | CUSIP: 268733AA0<br>LEI: 3003009YZ3S5V395NR77 | Long             | DBT              | CORP              | VG        |       800000 | PA      | $793815.20     | 0.01%             | 2026-05-12      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                           | ENERGY TRANSFER PARTNERS JR SUB PFD PRP (H) 6.5% 12-31-79/11-15-26                                 | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       254000 | PA      | $255856.74     | 0.00%             | 2079-12-31      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                      | E.ON SE EUR REG S SR UNSEC (B) 1.625% 03-29-31                                                     | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |      5260000 | PA      | $5763806.92    | 0.06%             | 2031-03-29      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BELGIUM (KINGDOM OF)                                                         | KINGDOM OF BELGIUM GOVERNMENT BOND EUR 144A LIFE/REG S 2.6% 10-22-30                               | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |      1970000 | PA      | $2310822.35    | 0.02%             | 2030-10-22      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| BULGARIA (REPUBLIC OF)                                                       | BULGARIA GOVERNMENT INTERNATIONAL BOND EUR REG S 3.375% 07-18-35                                   | CUSIP: N/A<br>LEI: 529900PG0XCL4LICL838       | Long             | DBT              | NUSS              | BG        |      9325000 | PA      | $10759797.96   | 0.11%             | 2035-07-18      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                              | PERMIAN RESOURCES OPERATING LLC 144A LIFE SR UNSEC 8.0% 04-15-27                                   | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |       225000 | PA      | $228657.83     | 0.00%             | 2027-04-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                         | EDISON INTERNATIONAL SR UNSEC 6.95% 11-15-29                                                       | CUSIP: 281020AW7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      2688000 | PA      | $2854223.23    | 0.03%             | 2029-11-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| EUROBANK ERGASIAS SERVICES AND HOLDINGS SA                                   | EUROBANK ERGASIAS SERVICES AND HOLDINGS SA EUR REG S SUB (B) 10.0% 12-06-32/27                     | CUSIP: N/A<br>LEI: JEUVK5RWVJEN8W0C9M24       | Long             | DBT              | CORP              | GR        |      5605000 | PA      | $7508052.49    | 0.07%             | 2032-12-06      | Variable      | 10.00%                | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                                | ENEL FINANCE INTERNATIONAL NV EUR REG S SR UNSEC (B) 4.0% 02-20-31                                 | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |      3270000 | PA      | $4015160.55    | 0.04%             | 2031-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARECOM INC                                                        | EQUIPMENTSHARE.COM INC 144A LIFE SR SEC 2ND LIEN 9.0% 05-15-28                                     | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |       675000 | PA      | $715144.28     | 0.01%             | 2028-05-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                         | EDISON INTERNATIONAL SR UNSEC 5.25% 11-15-28                                                       | CUSIP: 281020AY3<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |       675000 | PA      | $680568.08     | 0.01%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                              | PERMIAN RESOURCES OPERATING LLC 144A LIFE SR UNSEC 9.875% 07-15-31                                 | CUSIP: 27034RAC7<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |       209000 | PA      | $227499.22     | 0.00%             | 2031-07-15      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| ENGIE SA                                                                     | ENGIE SA EUR REG S SR UNSEC (B) 3.875% 01-06-31                                                    | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      6800000 | PA      | $8262125.64    | 0.08%             | 2031-01-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EUROBANK SA                                                                  | EUROBANK SA EUR REG S SR UNSEC (B) 5.875% 11-28-29/28                                              | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |      1695000 | PA      | $2163293.30    | 0.02%             | 2029-11-28      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                                         | FIESTA PURCHASER INC 144A LIFE SR SEC 1ST LIEN 7.875% 03-01-31                                     | CUSIP: 31659AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       267000 | PA      | $282119.68     | 0.00%             | 2031-03-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                | FORD MOTOR CREDIT CO LLC EUR SR UNSEC 4.445% 02-14-30                                              | CUSIP: 345397E41<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      1200000 | PA      | $1438200.92    | 0.01%             | 2030-02-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                   | FIRST QUANTUM MINERALS LTD 144A LIFE SR SEC 2ND LIEN 9.375% 03-01-29                               | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |       850000 | PA      | $901913.75     | 0.01%             | 2029-03-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                             | FIRSTENERGY CORP SR UNSEC 2.25% 09-01-30                                                           | CUSIP: 337932AP2<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |      5592000 | PA      | $5027929.37    | 0.05%             | 2030-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                | FORD MOTOR CREDIT CO LLC SR UNSEC 4.125% 08-17-27                                                  | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       400000 | PA      | $393537.60     | 0.00%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                | FORD MOTOR CREDIT CO LLC SR UNSEC 3.375% 11-13-25                                                  | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       200000 | PA      | $199640.00     | 0.00%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY CORP                                                    | GARDA WORLD SECURITY CORP 144A LIFE SR UNSEC 8.375% 11-15-32                                       | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |       155000 | PA      | $161027.49     | 0.00%             | 2032-11-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| GREAT CANADIAN GAMING CORP                                                   | GREAT CANADIAN GAMING CORP 144A LIFE SR SEC 1ST LIEN 8.75% 11-15-29                                | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | CA        |       715000 | PA      | $707553.99     | 0.01%             | 2029-11-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                              | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 5.9% 01-07-35                                             | CUSIP: 37045XFC5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1032275.00    | 0.01%             | 2035-01-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                      | GOLDMAN SACHS GROUP INC SR UNSEC 5.734% 01-28-56/55                                                | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      2515000 | PA      | $2609352.74    | 0.03%             | 2056-01-28      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                              | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 5.625% 04-04-32                                           | CUSIP: 37045XFG6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |       194000 | PA      | $200331.38     | 0.00%             | 2032-04-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                            | GENERAL MOTORS CO SR UNSEC 5.625% 04-15-30                                                         | CUSIP: 37045VBA7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |       500000 | PA      | $518592.50     | 0.01%             | 2030-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                              | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 6.15% 07-15-35                                            | CUSIP: 37045XFK7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |       640000 | PA      | $669665.28     | 0.01%             | 2035-07-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                               | GRAY MEDIA INC 144A LIFE SR SEC 2ND LIEN 9.625% 07-15-32                                           | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |       585000 | PA      | $598170.11     | 0.01%             | 2032-07-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                          | GENERAL ELECTRIC CO SR UNSEC 4.9% 01-29-36                                                         | CUSIP: 369604CA9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |      1388000 | PA      | $1407894.20    | 0.01%             | 2036-01-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                          | GENERAL ELECTRIC CO SR UNSEC 4.3% 07-29-30                                                         | CUSIP: 369604BZ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |      1179000 | PA      | $1186485.47    | 0.01%             | 2030-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GOHL CAPITAL LTD                                                             | GOHL CAPITAL LTD REG S SR UNSEC 4.25% 01-24-27                                                     | CUSIP: N/A<br>LEI: 254900TF7OK6KSDZA888       | Long             | DBT              | CORP              | IM        |       200000 | PA      | $199446.80     | 0.00%             | 2027-01-24      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| GENESIS ENERGY LP                                                            | GENESIS ENERGY LP SR UNSEC 7.75% 02-01-28                                                          | CUSIP: 37185LAL6<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |        40000 | PA      | $40312.36      | 0.00%             | 2028-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GEOPARK LTD                                                                  | GEOPARK LTD REG S SR UNSEC 5.5% 01-17-27                                                           | CUSIP: N/A<br>LEI: 529900ZR5QI19AH4KZ07       | Long             | DBT              | CORP              | CO        |      7500000 | PA      | $7124677.50    | 0.07%             | 2027-01-17      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                              | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 2.4% 04-10-28                                             | CUSIP: 37045XDH6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      6870000 | PA      | $6555718.11    | 0.07%             | 2028-04-10      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| GENM CAPITAL LABUAN LTD                                                      | GENM CAPITAL LABUAN LTD REG S SR UNSEC 3.882% 04-19-31                                             | CUSIP: N/A<br>LEI: 254900DWSHIWTSE0YG58       | Long             | DBT              | CORP              | MY        |      1400000 | PA      | $1289334.20    | 0.01%             | 2031-04-19      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| GRIFOLS SA                                                                   | GRIFOLS SA 144A LIFE SR UNSEC 4.75% 10-15-28                                                       | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |       700000 | PA      | $680597.40     | 0.01%             | 2028-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                      | GOLDMAN SACHS GROUP INC SR UNSEC 2.64% 02-24-28/27                                                 | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       625000 | PA      | $611969.38     | 0.01%             | 2028-02-24      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP                                                            | GENESIS ENERGY LP SR UNSEC 8.875% 04-15-30                                                         | CUSIP: 37185LAN2<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |       518000 | PA      | $548779.56     | 0.01%             | 2030-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| GC TREASURY CENTER CO LTD                                                    | GC TREASURY CENTER CO LTD REG S SR UNSEC 2.98% 03-18-31                                            | CUSIP: 36830DAB7<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |       200000 | PA      | $182190.60     | 0.00%             | 2031-03-18      | Fixed         | 2.98%                 | Yes           |                  2 | On Loan: No      |
| HELLENIC REPUBLIC TREASURY BILL                                              | HELLENIC REPUBLIC GOVERNMENT BOND EUR 144A LIFE/REG S 4.375% 07-18-38                              | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |      1250000 | PA      | $1575611.79    | 0.02%             | 2038-07-18      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                          | GILEAD SCIENCES INC SR UNSEC 5.25% 10-15-33                                                        | CUSIP: 375558BZ5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      2801000 | PA      | $2938557.11    | 0.03%             | 2033-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                          | GILEAD SCIENCES INC SR UNSEC 5.55% 10-15-53                                                        | CUSIP: 375558CA9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |       220000 | PA      | $222229.48     | 0.00%             | 2053-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP                                                            | GENESIS ENERGY LP SR UNSEC 8.25% 01-15-29                                                          | CUSIP: 37185LAP7<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |       355000 | PA      | $370506.76     | 0.00%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                                  | HONEYWELL INTERNATIONAL INC EUR SR UNSEC 0.75% 03-10-32                                            | CUSIP: 438516BY1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      1990000 | PA      | $2010575.20    | 0.02%             | 2032-03-10      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                            | HSBC HOLDINGS PLC SR UNSEC 4.95% 03-31-30                                                          | CUSIP: 404280CF4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      2300000 | PA      | $2359498.70    | 0.02%             | 2030-03-31      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                                       | HARVEST MIDSTREAM I LP 144A SR UNSEC 7.5% 09-01-28                                                 | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |       587000 | PA      | $593768.70     | 0.01%             | 2028-09-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| HOWARD HUGHES CORP/THE                                                       | HOWARD HUGHES CORP 144A LIFE SR UNSEC 5.375% 08-01-28                                              | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |       723000 | PA      | $720731.23     | 0.01%             | 2028-08-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                                        | HILTON DOMESTIC OPERATING CO INC 144A LIFE SR UNSEC 4.0% 05-01-31                                  | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |       885000 | PA      | $838179.96     | 0.01%             | 2031-05-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| HOWARD HUGHES CORP/THE                                                       | HOWARD HUGHES CORP 144A LIFE SR UNSEC 4.125% 02-01-29                                              | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |       584000 | PA      | $560717.09     | 0.01%             | 2029-02-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| HOWARD HUGHES CORP/THE                                                       | HOWARD HUGHES CORP 144A LIFE SR UNSEC 4.375% 02-01-31                                              | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |       850000 | PA      | $797635.75     | 0.01%             | 2031-02-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                                        | HIGHTOWER HOLDING LLC 144A LIFE SR UNSEC 6.75% 04-15-29                                            | CUSIP: 43118DAA8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |       830000 | PA      | $819572.71     | 0.01%             | 2029-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                      | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 2.0% 06-15-28                                           | CUSIP: 44891ABX4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      2187000 | PA      | $2057192.80    | 0.02%             | 2028-06-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                      | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 1.5% 06-15-26                                           | CUSIP: 44891ABW6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      3387000 | PA      | $3322965.38    | 0.03%             | 2026-06-15      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                                          | HILCORP ENERGY I LP 144A LIFE SR UNSEC 6.0% 04-15-30                                               | CUSIP: 431318AY0<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |       660000 | PA      | $651055.02     | 0.01%             | 2030-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                            | HSBC HOLDINGS PLC SR UNSEC 4.755% 06-09-28/27                                                      | CUSIP: 404280DF3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     21000000 | PA      | $21180663.00   | 0.21%             | 2028-06-09      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                                      | KODIAK GAS SERVICES LLC 144A LIFE SR UNSEC 7.25% 02-15-29                                          | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |       210000 | PA      | $218060.85     | 0.00%             | 2029-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| KRAKATAU POSCO PT                                                            | KRAKATAU POSCO PT REG S SR UNSEC 6.375% 06-11-27                                                   | CUSIP: N/A<br>LEI: 98450003F1F2D08D9C16       | Long             | DBT              | CORP              | ID        |       200000 | PA      | $203843.00     | 0.00%             | 2027-06-11      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| KRAKATAU POSCO PT                                                            | KRAKATAU POSCO PT REG S SR UNSEC 6.375% 06-11-29                                                   | CUSIP: N/A<br>LEI: 98450003F1F2D08D9C16       | Long             | DBT              | CORP              | ID        |       200000 | PA      | $205916.20     | 0.00%             | 2029-06-11      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| KOREA GAS CORP                                                               | KOREA GAS CORPORATION 144A LIFE SR UNSEC 5.0% 07-08-29                                             | CUSIP: 50066AAV5<br>LEI: 988400TFZILHBD5M3R71 | Long             | DBT              | USGA              | KR        |      1253000 | PA      | $1293496.96    | 0.01%             | 2029-07-08      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| KROGER CO                                                                    | KROGER CO SR UNSEC 5.0% 09-15-34                                                                   | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |      2477000 | PA      | $2499349.97    | 0.02%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                    | KROGER CO SR UNSEC 5.5% 09-15-54                                                                   | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |      1829000 | PA      | $1784187.67    | 0.02%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CATURUS ENERGY LLC                                                           | CATURUS ENERGY LLC 144A LIFE SR UNSEC 8.5% 02-15-30                                                | CUSIP: 49446BAA2<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |       120000 | PA      | $125036.28     | 0.00%             | 2030-02-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| KOREA ELECTRIC POWER CORP                                                    | KOREA ELECTRIC POWER CORP 144A LIFE SR UNSEC 4.75% 02-13-28                                        | CUSIP: 500631BD7<br>LEI: 988400QG33WS7JEIV602 | Long             | DBT              | USGA              | KR        |      3705000 | PA      | $3758581.71    | 0.04%             | 2028-02-13      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| KASIKORNBANK PCL (HONG KONG BRANCH)                                          | KASIKORNBANK PCL REG S SUB 3.343% 10-02-31/26                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | HK        |      2100000 | PA      | $2058514.50    | 0.02%             | 2031-10-02      | Variable      | 3.34%                 | Yes           |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                                           | KENNEDY-WILSON INC SR UNSEC 4.75% 02-01-30                                                         | CUSIP: 489399AN5<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |       885000 | PA      | $827147.55     | 0.01%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                                                 | KBC GROUP NV 144A LIFE SR UNSEC 5.796% 01-19-29/28                                                 | CUSIP: 48241FAB0<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |       525000 | PA      | $542486.18     | 0.01%             | 2029-01-19      | Variable      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                     | LLOYDS BANKING GROUP PLC EUR REG S SR UNSEC (B) 3.875% 05-14-32/31                                 | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |       438000 | PA      | $529228.44     | 0.01%             | 2032-05-14      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| LONG RIDGE ENERGY LLC                                                        | LONG RIDGE ENERGY LLC 144A LIFE SR SEC 1ST LIEN 8.75% 02-15-32                                     | CUSIP: 54288CAA1<br>LEI: 984500764EC9AZ2FC764 | Long             | DBT              | CORP              | US        |       791000 | PA      | $813628.93     | 0.01%             | 2032-02-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| LG ENERGY SOLUTION LTD                                                       | LG ENERGY SOLUTION LTD 144A LIFE SR UNSEC 5.25% 04-02-28                                           | CUSIP: 50205MAF6<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |       200000 | PA      | $203912.40     | 0.00%             | 2028-04-02      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| LG ENERGY SOLUTION LTD                                                       | LG ENERGY SOLUTION LTD 144A LIFE SR UNSEC 5.375% 04-02-30                                          | CUSIP: 50205MAG4<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |       200000 | PA      | $204763.20     | 0.00%             | 2030-04-02      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| LG ENERGY SOLUTION LTD                                                       | LG ENERGY SOLUTION LTD REG S SR UNSEC 5.875% 04-02-35                                              | CUSIP: N/A<br>LEI: 988400QX6P286XA6ZS85       | Long             | DBT              | CORP              | KR        |       200000 | PA      | $207082.20     | 0.00%             | 2035-04-02      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                            | LYB INTERNATIONAL FINANCE III LLC SR UNSEC 6.15% 05-15-35                                          | CUSIP: 50249AAP8<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |       111000 | PA      | $115740.70     | 0.00%             | 2035-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP                                         | LADDER CAPITAL FINANCE HOLDINGS LLLP SR UNSEC 5.5% 08-01-30                                        | CUSIP: 505742AS5<br>LEI: 254900TBF2Z4GR7NSX02 | Long             | DBT              | CORP              | US        |       894000 | PA      | $912286.77     | 0.01%             | 2030-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                                                     | LINDBLAD EXPEDITIONS LLC 144A LIFE SR SEC 1ST LIEN 7.0% 09-15-30                                   | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |       105000 | PA      | $107091.08     | 0.00%             | 2030-09-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| LEGEND FORTUNE LTD                                                           | LEGEND FORTUNE LTD REG S SR UNSEC FRN 08-26-28                                                     | CUSIP: N/A<br>LEI: 549300ZK4C5GBWRE7L09       | Long             | DBT              | CORP              | HK        |       465000 | PA      | $465640.31     | 0.00%             | 2028-08-26      | Variable      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                                                         | RANGE RESOURCES CORP 144A LIFE SR UNSEC 4.75% 02-15-30                                             | CUSIP: 75281ABK4<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |       465000 | PA      | $455188.97     | 0.00%             | 2030-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| RTX CORP                                                                     | RTX CORP SR UNSEC 5.0% 02-27-26                                                                    | CUSIP: 75513ECQ2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |       250000 | PA      | $250641.00     | 0.00%             | 2026-02-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                     | RTX CORP SR UNSEC 5.375% 02-27-53                                                                  | CUSIP: 75513ECS8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $979019.00     | 0.01%             | 2053-02-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.9% 03-01-55                                        | CUSIP: 842400JH7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $2915601.00    | 0.03%             | 2055-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SEVERN TRENT UTILITIES FINANCE PLC                                           | SEVERN TRENT UTILITIES FINANCE PLC EUR REG S SR UNSEC (B) 3.875% 08-04-35                          | CUSIP: N/A<br>LEI: 213800KY9PT6WBH33232       | Long             | DBT              | CORP              | GB        |      5302000 | PA      | $6283955.05    | 0.06%             | 2035-08-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                 | STRYKER CORP SR UNSEC 4.85% 02-10-30                                                               | CUSIP: 863667BL4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |      3191000 | PA      | $3271454.68    | 0.03%             | 2030-02-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                 | STRYKER CORP SR UNSEC 5.2% 02-10-35                                                                | CUSIP: 863667BM2<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |      2700000 | PA      | $2785428.00    | 0.03%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                                     | SNAP INC 144A LIFE SR UNSEC 6.875% 03-01-33                                                        | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |       520000 | PA      | $532066.08     | 0.01%             | 2033-03-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| STATE STREET CORP                                                            | STATE STREET CORP SR UNSEC 5.146% 02-28-36/35                                                      | CUSIP: 857477CX9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |      2124000 | PA      | $2174470.49    | 0.02%             | 2036-02-28      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF SAUDI ARABIA MINISTRY OF FINANCE                                  | SAUDI GOVERNMENT INTERNATIONAL BOND EUR 144A LIFE 3.75% 03-05-37                                   | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |      2960000 | PA      | $3449937.29    | 0.03%             | 2037-03-05      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                 | SYNOPSYS INC SR UNSEC 5.15% 04-01-35                                                               | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |      9565000 | PA      | $9733841.38    | 0.10%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                 | SYNOPSYS INC SR UNSEC 5.7% 04-01-55                                                                | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |      4741000 | PA      | $4788153.99    | 0.05%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                 | SYNOPSYS INC SR UNSEC 5.0% 04-01-32                                                                | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |      3050000 | PA      | $3117801.50    | 0.03%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                 | SYNOPSYS INC SR UNSEC 4.85% 04-01-30                                                               | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |      6075000 | PA      | $6189744.60    | 0.06%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 6.2% 09-15-55                                        | CUSIP: 842400JK0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      2471000 | PA      | $2494029.72    | 0.02%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                    | SUNOCO LP 144A LIFE SR UNSEC 6.25% 07-01-33                                                        | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |       275000 | PA      | $280105.93     | 0.00%             | 2033-07-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| STARBUCKS CORP                                                               | STARBUCKS CORP SR UNSEC 4.8% 05-15-30                                                              | CUSIP: 855244BL2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |      4280000 | PA      | $4371262.44    | 0.04%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                               | STARBUCKS CORP SR UNSEC 5.4% 05-15-35                                                              | CUSIP: 855244BM0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |      1493000 | PA      | $1548968.09    | 0.02%             | 2035-05-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SIEMENS FUNDING BV                                                           | SIEMENS FUNDING BV 144A LIFE SR UNSEC 5.8% 05-28-55                                                | CUSIP: 82622RAF3<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |      1752000 | PA      | $1882947.98    | 0.02%             | 2055-05-28      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| SABRE GLBL INC                                                               | SABRE GLBL INC 144A LIFE SR SEC 1ST LIEN 11.125% 07-15-30                                          | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |       265000 | PA      | $256970.50     | 0.00%             | 2030-07-15      | Fixed         | 11.12%                | Yes           |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC                                              | STANDARD BUILDING SOLUTIONS INC 144A LIFE SR UNSEC 6.25% 08-01-33                                  | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |       295000 | PA      | $299219.98     | 0.00%             | 2033-08-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                          | SHERWIN-WILLIAMS CO SR UNSEC 5.15% 08-15-35                                                        | CUSIP: 824348BW5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |      2069000 | PA      | $2106295.79    | 0.02%             | 2035-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                          | SHERWIN-WILLIAMS CO SR UNSEC 4.5% 08-15-30                                                         | CUSIP: 824348BV7<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |      4000000 | PA      | $4028172.00    | 0.04%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                  | FNCL 6.0 UMBS TBA 10-01-55                                                                         | CUSIP: 01F0606A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2505000 | PA      | $2559468.72    | 0.03%             | 2055-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                  | FNCL 3.5 UMBS TBA 10-01-55                                                                         | CUSIP: 01F0326A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     18387932 | PA      | $16802083.19   | 0.17%             | 2055-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                  | FNCL 6.5 UMBS TBA 10-01-55                                                                         | CUSIP: 01F0626A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2968174 | PA      | $3067726.56    | 0.03%             | 2055-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                                       | CHINA GOVERNMENT BOND CNY 3.0% 10-15-53                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     13010000 | PA      | $2114901.52    | 0.02%             | 2053-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                                       | CHINA GOVERNMENT BOND CNY 2.67% 11-25-33                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     36000000 | PA      | $5382853.29    | 0.05%             | 2033-11-25      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS RECFIX EUR 2.5828% 07-02-25/07-02-35 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-17944.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS RECFIX EUR 1.9883% 07-02-25/07-02-27 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-34075.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS PAYFIX EUR 2.8527% 07-10-25/10-12-45 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $7787.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS RECFIX EUR 2.00055655% 07-11-25/07-11-27 LCH                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-125064.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS RECFIX EUR 2.0443% 07-15-25/07-15-27 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-22603.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS RECFIX NOK 3.9208% 07-29-25/07-29-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-33257.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS PAYFIX EUR 2.0767% 07-29-25/07-29-27 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $18650.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS RECFIX PLN 4.4715% 07-31-25/07-31-35 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-3212.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS RECFIX HUF 6.2597% 08-01-25/08-01-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-453.02       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS PAYFIX SEK 2.2732% 08-14-25/08-14-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $182800.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS RECFIX EUR 2.3523% 08-14-25/08-14-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-51738.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IFS RECFIX USD CPURNSA 2.665% 08-18-25/08-18-30 LCH                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-9026.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IFS RECFIX USD CPURNSA 2.625% 08-21-25/08-21-30 LCH                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-27118.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IFS RECFIX USD CPURNSA 2.625% 08-22-25/08-22-30 LCH                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-19122.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IFS RECFIX USD CPURNSA 2.6825% 08-27-25/08-27-30 LCH                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-1955.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IFS RECFIX USD CPURNSA 2.755% 08-29-25/08-29-30 LCH                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $18710.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS PAYFIX EUR 2.89009984% 09-02-25/09-02-55 LCH                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $4762.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS RECFIX EUR 2.65411364% 09-02-25/09-02-35 LCH                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-7810.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS PAYFIX PLN 4.14% 09-02-25/09-02-27 LCH                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-136896.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS RECFIX CZK 3.515% 09-02-25/09-02-27 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-444815.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS PAYFIX EUR 2.8972% 09-11-25/09-11-55 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $24091.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS RECFIX EUR 2.3533% 09-17-25/09-17-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-8055.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS PAYFIX EUR 2.9012% 09-17-25/09-17-55 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $436.55        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHLMC_K153            | MULTI 3.82 01-25-33                                                                                | CUSIP: 3137H9CE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     12287500 | PA      | $11933939.48   | 0.12%             | 2033-01-25      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 4.5 SD8266 11-01-52                                                                      | CUSIP: 3132DWFF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2530751 | PA      | $2467234.15    | 0.02%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 4.5 MA4840 12-01-52                                                                      | CUSIP: 31418ELW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     13859076 | PA      | $13539735.20   | 0.13%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.5 FS6838 11-01-53                                                                      | CUSIP: 3140XNS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2770566 | PA      | $2805150.89    | 0.03%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 SD3512 08-01-53                                                                      | CUSIP: 3132DQ3V6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       396657 | PA      | $406846.97     | 0.00%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.5 RJ1797 06-01-54                                                                      | CUSIP: 3142GR7K0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       302986 | PA      | $313930.23     | 0.00%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 SD5873 07-01-54                                                                      | CUSIP: 3132DTQ29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1449766 | PA      | $1485018.15    | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.5 FS4736 05-01-53                                                                      | CUSIP: 3140XLHN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        41483 | PA      | $42966.32      | 0.00%             | 2053-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.5 RJ1015 03-01-54                                                                      | CUSIP: 3142GRDV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |        21946 | PA      | $22740.81      | 0.00%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.5 DB5480 06-01-54                                                                      | CUSIP: 3140AFCS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        10646 | PA      | $11029.26      | 0.00%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.5 FS8619 07-01-54                                                                      | CUSIP: 3140XQSH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       841562 | PA      | $876982.95     | 0.01%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.5 FS8607 07-01-54                                                                      | CUSIP: 3140XQR58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       644720 | PA      | $671856.75     | 0.01%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.5 SD5905 07-01-54                                                                      | CUSIP: 3132DTR28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       396402 | PA      | $413046.16     | 0.00%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.5 RJ1986 07-01-54                                                                      | CUSIP: 3142GSF45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1028176 | PA      | $1065367.43    | 0.01%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.5 RJ0854 01-01-54                                                                      | CUSIP: 3142GQ5Q1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |        57129 | PA      | $59189.98      | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.5 RJ1725 06-01-54                                                                      | CUSIP: 3142GR4K3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |        98151 | PA      | $102620.29     | 0.00%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 FS8591 07-01-54                                                                      | CUSIP: 3140XQRM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2060874 | PA      | $2126353.80    | 0.02%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 DC0299 08-01-54                                                                      | CUSIP: 3140AMKM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1284517 | PA      | $1315395.40    | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 DB7692 08-01-54                                                                      | CUSIP: 3140AHRN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1243778 | PA      | $1275625.85    | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 DC0296 08-01-54                                                                      | CUSIP: 3140AMKJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       453343 | PA      | $466488.54     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 DB7687 08-01-54                                                                      | CUSIP: 3140AHRH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       562273 | PA      | $579878.13     | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 DB7039 07-01-54                                                                      | CUSIP: 3140AGZD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1066743 | PA      | $1095722.71    | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 DB7690 08-01-54                                                                      | CUSIP: 3140AHRL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       468828 | PA      | $482422.40     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 QI3333 04-01-54                                                                      | CUSIP: 3133W9V24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       667945 | PA      | $688705.00     | 0.01%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 SD5692 05-01-54                                                                      | CUSIP: 3132DTKD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       828357 | PA      | $854583.14     | 0.01%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 FS8219 06-01-54                                                                      | CUSIP: 3140XQDZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1308199 | PA      | $1349763.98    | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                                       | CHINA GOVERNMENT BOND CNY 2.37% 01-15-29                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     12000000 | PA      | $1730668.90    | 0.02%             | 2029-01-15      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| COTE D IVOIRE (REPUBLIC OF)                                                  | IVORY COAST GOVERNMENT INTERNATIONAL BOND REG S SF 7.625% 01-30-33                                 | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |       800000 | PA      | $832920.80     | 0.01%             | 2033-01-30      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                                       | CHINA GOVERNMENT BOND CNY 2.27% 05-25-34                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    275110000 | PA      | $39972718.36   | 0.40%             | 2034-05-25      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                                       | CHINA GOVERNMENT BOND CNY 2.47% 07-25-54                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      1710000 | PA      | $250659.63     | 0.00%             | 2054-07-25      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                     | EGYPT TREASURY BILLS EGP 0.0% 12-16-25                                                             | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     67300000 | PA      | $1334184.17    | 0.01%             | 2025-12-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                     | EGYPT TREASURY BILLS EGP 0.0% 06-02-26                                                             | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     39525000 | PA      | $704246.29     | 0.01%             | 2026-06-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                     | RTX CORP SR UNSEC 5.75% 01-15-29                                                                   | CUSIP: 75513ECU3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1573317.00    | 0.02%             | 2029-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                     | RTX CORP SR UNSEC 6.0% 03-15-31                                                                    | CUSIP: 75513ECV1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |       708000 | PA      | $764664.07     | 0.01%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                     | RTX CORP SR UNSEC 6.1% 03-15-34                                                                    | CUSIP: 75513ECW9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      1478000 | PA      | $1618968.68    | 0.02%             | 2034-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                     | RTX CORP SR UNSEC 6.4% 03-15-54                                                                    | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      1102000 | PA      | $1233778.26    | 0.01%             | 2054-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| SALLY HOLDINGS LLC                                                           | SALLY HOLDINGS LLC SR UNSEC 6.75% 03-01-32                                                         | CUSIP: 79546VAQ9<br>LEI: 3GM3SMNQ8UJOJU9DFN26 | Long             | DBT              | CORP              | US        |       560000 | PA      | $582923.60     | 0.01%             | 2032-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.75% 04-15-54                                       | CUSIP: 842400JD6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      3981000 | PA      | $3771085.85    | 0.04%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SEVERN TRENT UTILITIES FINANCE PLC                                           | SEVERN TRENT UTILITIES FINANCE PLC EUR REG S SR UNSEC (B) 4.0% 03-05-34                            | CUSIP: N/A<br>LEI: 213800KY9PT6WBH33232       | Long             | DBT              | CORP              | GB        |      3340000 | PA      | $4032159.39    | 0.04%             | 2034-03-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                                          | STATION CASINOS LLC 144A LIFE SR UNSEC 6.625% 03-15-32                                             | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |       205000 | PA      | $210731.60     | 0.00%             | 2032-03-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS INC                                                  | SURGERY CENTER HOLDINGS INC 144A LIFE SR UNSEC 7.25% 04-15-32                                      | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |       530000 | PA      | $545102.88     | 0.01%             | 2032-04-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| SUNOCO LP                                                                    | SUNOCO LP 144A LIFE SR UNSEC 7.0% 05-01-29                                                         | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |       195000 | PA      | $202046.52     | 0.00%             | 2029-05-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                       | STANDARD CHARTERED PLC 144A LIFE SR UNSEC 5.905% 05-14-35/34                                       | CUSIP: 853254DC1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      6796000 | PA      | $7179566.24    | 0.07%             | 2035-05-14      | Variable      | 5.91%                 | Yes           |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                     | SERVICE PROPERTIES TRUST SR UNSEC 8.375% 06-15-29                                                  | CUSIP: 81761LAD4<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |       825000 | PA      | $838389.75     | 0.01%             | 2029-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                     | SERVICE PROPERTIES TRUST SR UNSEC 8.875% 06-15-32                                                  | CUSIP: 81761LAE2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |       425000 | PA      | $427759.95     | 0.00%             | 2032-06-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                                              | SEALED AIR CORP 144A LIFE SR UNSEC 6.5% 07-15-32                                                   | CUSIP: 812127AC2<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |       790000 | PA      | $818850.01     | 0.01%             | 2032-07-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| SMRC AUTOMOTIVE HOLDINGS NETHERLANDS BV                                      | MOTHERSON GLOBAL INVESTMENTS BV 144A LIFE SR SEC 1ST LIEN 5.625% 07-11-29                          | CUSIP: 784572AA7<br>LEI: 549300IC3G64XN1ETG11 | Long             | DBT              | CORP              | NL        |      4125000 | PA      | $4221673.50    | 0.04%             | 2029-07-11      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| SUMMIT MIDSTREAM HOLDINGS LLC                                                | SUMMIT MIDSTREAM HOLDINGS LLC 144A LIFE SR SEC 1ST LIEN 8.625% 10-31-29                            | CUSIP: 86614JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       370000 | PA      | $372113.44     | 0.00%             | 2029-10-31      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC                                                          | SHIFT4 PAYMENTS LLC 144A LIFE SR UNSEC 6.75% 08-15-32                                              | CUSIP: 82453AAB3<br>LEI: 254900GTEMR7L40VPI74 | Long             | DBT              | CORP              | US        |       365000 | PA      | $377631.19     | 0.00%             | 2032-08-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| SAN MIGUEL GLOBAL POWER HOLDINGS CORP                                        | SAN MIGUEL GLOBAL POWER HOLDINGS CORP PRP REG S SR UNSEC (H) 8.75% 12-31-79/09-12-29               | CUSIP: N/A<br>LEI: 549300HBCE80QXKII590       | Long             | DBT              | CORP              | PH        |      5000000 | PA      | $5141035.00    | 0.05%             | 2079-12-31      | Variable      | 8.75%                 | Yes           |                  2 | On Loan: No      |
| SERVICE CORP INTERNATIONAL/US                                                | SERVICE CORP INTERNATIONAL SR UNSEC 5.75% 10-15-32                                                 | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |       225000 | PA      | $228223.80     | 0.00%             | 2032-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SATURN OIL & GAS INC                                                         | SATURN OIL & GAS INC 144A LIFE SR SEC 1ST LIEN SF 9.625% 06-15-29                                  | CUSIP: 80412LAA5<br>LEI: 549300G6BWJ7K6PIIY73 | Long             | DBT              | CORP              | CA        |       313000 | PA      | $324514.33     | 0.00%             | 2029-06-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.45% 03-01-35                                       | CUSIP: 842400JG9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      5554000 | PA      | $5624552.46    | 0.06%             | 2035-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                    | SUNOCO LP 144A LIFE SR UNSEC 5.625% 03-15-31                                                       | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |       140000 | PA      | $139054.72     | 0.00%             | 2031-03-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                     | SERVICE PROPERTIES TRUST 144A LIFE SR SEC 1ST LIEN 0.0% 09-30-27                                   | CUSIP: 81761LAF9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |       210000 | PA      | $185383.80     | 0.00%             | 2027-09-30      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| SOLSTICE ADVANCED MATERIALS INC                                              | SOLSTICE ADVANCED MATERIALS INC 144A LIFE SR UNSEC 5.62% 09-30-33                                  | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |       350000 | PA      | $351375.15     | 0.00%             | 2033-09-30      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                  | STARWOOD PROPERTY TRUST INC 144A LIFE SR UNSEC 5.25% 10-15-28                                      | CUSIP: 85571BBF1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |       625000 | PA      | $625571.88     | 0.01%             | 2028-10-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| SCIENCE APPLICATIONS INTERNATIONAL CORP                                      | SCIENCE APPLICATIONS INTERNATIONAL CORP 144A LIFE SR UNSEC 5.875% 11-01-33                         | CUSIP: 808625AB3<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |       110000 | PA      | $110102.96     | 0.00%             | 2033-11-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                          | SIRIUS XM RADIO LLC 144A LIFE SR UNSEC 5.0% 08-01-27                                               | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |       200000 | PA      | $199201.60     | 0.00%             | 2027-08-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 3.65% 03-01-28                                       | CUSIP: 842400GJ6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |       252000 | PA      | $247707.94     | 0.00%             | 2028-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                       | STANDARD CHARTERED PLC 144A LIFE SUB 4.866% 03-15-33/28                                            | CUSIP: 853254BK5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      3500000 | PA      | $3510997.00    | 0.03%             | 2033-03-15      | Variable      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| STATE GRID OVERSEAS INVESTMENT (2016) LTD                                    | STATE GRID OVERSEAS INVESTMENT BVI LTD EUR REG S SR UNSEC 2.125% 05-02-30                          | CUSIP: N/A<br>LEI: 3003006V8BHG5158QO96       | Long             | DBT              | CORP              | VG        |       800000 | PA      | $919366.62     | 0.01%             | 2030-05-02      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                              | SANDS CHINA LTD SR UNSEC 5.4% 08-08-28                                                             | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | MO        |     22220000 | PA      | $22747191.72   | 0.23%             | 2028-08-08      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| SWISS RE FINANCE (LUXEMBOURG) SA                                             | SWISS RE FINANCE LUXEMBOURG SA 144A LIFE SUB (H) 5.0% 04-02-49/29                                  | CUSIP: 87089NAA8<br>LEI: 549300CLQZ6TM98LW631 | Long             | DBT              | CORP              | LU        |      1400000 | PA      | $1413311.20    | 0.01%             | 2049-04-02      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| STRYKER CORP                                                                 | STRYKER CORP EUR SR UNSEC 0.75% 03-01-29                                                           | CUSIP: 863667AW1<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |      5230000 | PA      | $5757244.60    | 0.06%             | 2029-03-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                                 | US FOODS INC 144A LIFE SR UNSEC 4.625% 06-01-30                                                    | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |       585000 | PA      | $572379.21     | 0.01%             | 2030-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                 | UNIVISION COMMUNICATIONS INC 144A LIFE SR SEC 1ST LIEN 7.375% 06-30-30                             | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |       510000 | PA      | $512868.75     | 0.01%             | 2030-06-30      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                 | UNIVISION COMMUNICATIONS INC 144A LIFE SR SEC 1ST LIEN 8.0% 08-15-28                               | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |       290000 | PA      | $300731.45     | 0.00%             | 2028-08-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| USI INC                                                                      | USI INC 144A LIFE SR UNSEC 7.5% 01-15-32                                                           | CUSIP: 90346KAB5<br>LEI: 2549006D7UF7072T7I27 | Long             | DBT              | CORP              | US        |       200000 | PA      | $209985.60     | 0.00%             | 2032-01-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                                                                 | UBS GROUP AG 144A LIFE SR UNSEC 5.428% 02-08-30/29                                                 | CUSIP: 902613BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      2000000 | PA      | $2066746.00    | 0.02%             | 2030-02-08      | Variable      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                   | VERIZON COMMUNICATIONS INC EUR SR UNSEC 3.75% 02-28-36                                             | CUSIP: 92343VGV0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       790000 | PA      | $930193.89     | 0.01%             | 2036-02-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VITAL ENERGY INC                                                             | VITAL ENERGY INC 144A LIFE SR UNSEC 7.875% 04-15-32                                                | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |       265000 | PA      | $257426.83     | 0.00%             | 2032-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| VAIL RESORTS INC                                                             | VAIL RESORTS INC 144A LIFE SR UNSEC 6.5% 05-15-32                                                  | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |       325000 | PA      | $336259.63     | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| VALE OVERSEAS LTD                                                            | VALE OVERSEAS LTD SR UNSEC 6.4% 06-28-54                                                           | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | BR        |      2085000 | PA      | $2145302.37    | 0.02%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                               | PECO ENERGY CO SR SEC 1ST LIEN 5.65% 09-15-55                                                      | CUSIP: 693304BJ5<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |      1870000 | PA      | $1913152.12    | 0.02%             | 2055-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                       | VENTURE GLOBAL LNG INC 144A LIFE SR SEC 1ST LIEN 7.0% 01-15-30                                     | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |       625000 | PA      | $647181.25     | 0.01%             | 2030-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| VERALTO CORP                                                                 | VERALTO CORP SR UNSEC 5.35% 09-18-28                                                               | CUSIP: 92338CAD5<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |      3250000 | PA      | $3355501.50    | 0.03%             | 2028-09-18      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                                                   | VIASAT INC 144A LIFE SR UNSEC 6.5% 07-15-28                                                        | CUSIP: 92552VAN0<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |       825000 | PA      | $807061.20     | 0.01%             | 2028-07-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| VALE OVERSEAS LTD                                                            | VALE OVERSEAS LTD SR UNSEC 3.75% 07-08-30                                                          | CUSIP: 91911TAQ6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | BR        |         5000 | PA      | $4814.99       | 0.00%             | 2030-07-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VALVOLINE INC                                                                | VALVOLINE INC 144A LIFE SR UNSEC 3.625% 06-15-31                                                   | CUSIP: 92047WAG6<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |       758000 | PA      | $695621.91     | 0.01%             | 2031-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONAL LTD BERMUDA                                        | WEATHERFORD INTERNATIONAL LTD 144A LIFE SR UNSEC 6.75% 10-15-33                                    | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | US        |       405000 | PA      | $405535.01     | 0.00%             | 2033-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| WMG ACQUISITION CORP                                                         | WMG ACQUISITION CORP 144A LIFE SR SEC 1ST LIEN 3.875% 07-15-30                                     | CUSIP: 92933BAQ7<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |      1010000 | PA      | $958726.34     | 0.01%             | 2030-07-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS INC                                                 | WYNDHAM HOTELS & RESORTS INC 144A LIFE SR UNSEC 4.375% 08-15-28                                    | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |       830000 | PA      | $810824.51     | 0.01%             | 2028-08-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE BV                                                  | PETROBRAS GLOBAL FINANCE BV SR UNSEC 5.125% 09-10-30                                               | CUSIP: 71647NBM0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |       750000 | PA      | $742192.50     | 0.01%             | 2030-09-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                          | PETROLEOS MEXICANOS SR UNSEC 6.75% 09-21-47                                                        | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |        26000 | PA      | $21474.21      | 0.00%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                          | PETROLEOS MEXICANOS SR UNSEC 6.875% 08-04-26                                                       | CUSIP: 71654QCB6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      8766000 | PA      | $8887417.87    | 0.09%             | 2026-08-04      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                          | PETROLEOS MEXICANOS SR UNSEC 6.5% 03-13-27                                                         | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     28790000 | PA      | $29169164.30   | 0.29%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                     | PRUDENTIAL FINANCIAL INC SR UNSEC 3.905% 12-07-47                                                  | CUSIP: 744320AY8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |       250000 | PA      | $200576.50     | 0.00%             | 2047-12-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                         | PARKER-HANNIFIN CORP SR UNSEC 3.25% 06-14-29                                                       | CUSIP: 701094AN4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |        70000 | PA      | $67959.43      | 0.00%             | 2029-06-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                            | POST HOLDINGS INC 144A LIFE SR UNSEC 5.5% 12-15-29                                                 | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |       490000 | PA      | $488573.12     | 0.00%             | 2029-12-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                              | PHILIP MORRIS INTERNATIONAL INC EUR SR UNSEC 0.8% 08-01-31                                         | CUSIP: 718172CL1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      4800000 | PA      | $4913568.32    | 0.05%             | 2031-08-01      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                                   | PERFORMANCE FOOD GROUP INC 144A LIFE SR UNSEC 5.5% 10-15-27                                        | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |       395000 | PA      | $394469.52     | 0.00%             | 2027-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                            | POST HOLDINGS INC 144A LIFE SR UNSEC 4.625% 04-15-30                                               | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |       535000 | PA      | $516364.35     | 0.01%             | 2030-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| PACIFICORP                                                                   | PACIFICORP SR SEC 1ST LIEN 3.3% 03-15-51                                                           | CUSIP: 695114CX4<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |       175000 | PA      | $115508.05     | 0.00%             | 2051-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PTTEP TREASURY CENTER CO LTD                                                 | PTTEP TREASURY CENTER CO LTD 144A LIFE SR UNSEC 2.587% 06-10-27                                    | CUSIP: 69371MAF4<br>LEI: 2549006WFOUPZX6TZG08 | Long             | DBT              | CORP              | TH        |       230000 | PA      | $223818.52     | 0.00%             | 2027-06-10      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| PLDT INC                                                                     | PLDT INC REG S SR UNSEC 3.45% 06-23-50                                                             | CUSIP: N/A<br>LEI: 254900ADE8GQHM5P2648       | Long             | DBT              | CORP              | PH        |       200000 | PA      | $143753.60     | 0.00%             | 2050-06-23      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| PLDT INC                                                                     | PLDT INC REG S SR UNSEC 2.5% 01-23-31                                                              | CUSIP: N/A<br>LEI: 254900ADE8GQHM5P2648       | Long             | DBT              | CORP              | PH        |       380000 | PA      | $346503.00     | 0.00%             | 2031-01-23      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                  | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.3% 08-01-40                                          | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       125000 | PA      | $94803.50      | 0.00%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                  | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.5% 08-01-50                                          | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      5728000 | PA      | $3913753.38    | 0.04%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                  | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 2.5% 02-01-31                                          | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      1228000 | PA      | $1094543.42    | 0.01%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                                    | PG&E CORP SR SEC 1ST LIEN 5.0% 07-01-28                                                            | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |       660000 | PA      | $654392.64     | 0.01%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                  | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 4.95% 07-01-50                                         | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      8527000 | PA      | $7325127.88    | 0.07%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                  | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 4.65% 08-01-28                                         | CUSIP: 694308JC2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      9055000 | PA      | $9082672.08    | 0.09%             | 2028-08-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PARK INTERMEDIATE HOLDINGS LLC                                               | PARK INTERMEDIATE HOLDINGS LLC 144A LIFE SR UNSEC 5.875% 10-01-28                                  | CUSIP: 70052LAB9<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |       380000 | PA      | $379599.48     | 0.00%             | 2028-10-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                                                          | PRESTIGE BRANDS INC 144A LIFE SR UNSEC 3.75% 04-01-31                                              | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |       800000 | PA      | $737460.00     | 0.01%             | 2031-04-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS INC                                                  | SURGERY CENTER HOLDINGS INC TL 1ST LIEN (TSFR1M+250) (FLR 0.0) FRN 12-19-30                        | CUSIP: 86880NBD4<br>LEI: 54930054EVI5HWPPW113 | Long             | LON              | CORP              | US        |        88875 | PA      | $89047.77      | 0.00%             | 2030-12-19      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                      | TALEN ENERGY SUPPLY LLC TL-B (TSFR3M+250)(FLR 0.5) FRN 05-17-30                                    | CUSIP: 87422LAV2<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |       421400 | PA      | $422610.68     | 0.00%             | 2030-05-17      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| CRC INSURANCE GROUP LLC                                                      | TRUIST INSURANCE HOLDINGS LLC TL 2ND LIEN (TSFR3M+475) (FLR 0.00) FRN 05-06-32                     | CUSIP: 89788VAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       844737 | PA      | $861807.29     | 0.01%             | 2032-05-06      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| UNITED NATURAL FOODS INC                                                     | UNITED NATURAL FOODS INC TL-B 1ST LIEN (TSFR3M+475)(FLR 0.0) FRN 05-01-31                          | CUSIP: 91116KAD7<br>LEI: 549300GKGW6WPZ282D40 | Long             | LON              | CORP              | US        |       612191 | PA      | $616399.98     | 0.01%             | 2031-05-01      | Variable      | 8.91%                 | No            |                  2 | On Loan: No      |
| VENATOR MATERIALS LLC                                                        | VENATOR MATERIAL LLC PIK TL 1ST LIEN (TSFR3M+200) FRN 07-16-26                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       113970 | PA      | $28264.66      | 0.00%             | 2026-01-16      | Variable      | 6.32%                 | No            |                  3 | On Loan: No      |
| VENATOR MATERIALS LLC                                                        | VENATOR MATERIAL LLC PIK TL 1ST LIEN (TSFR3M+800)(FLR 1.00) FRN 07-16-26                           | CUSIP: L9632YAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       114592 | PA      | $28418.75      | 0.00%             | 2026-07-16      | Variable      | 12.39%                | No            |                  3 | On Loan: No      |
| VIASAT INC                                                                   | VIASAT INC TL 1ST LIEN (TSFR3M+461.448)(FLR 0.5) FRN 05-30-30                                      | CUSIP: 92555WAF2<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | LON              | CORP              | US        |        75000 | PA      | $73921.88      | 0.00%             | 2030-05-30      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                                           | VOYAGER PARENT LLC TL-B 1ST LIEN (TSFR3M+475)(FLR 0.0) FRN 07-01-32                                | CUSIP: N/A<br>LEI: 2549002DYVI4ACSV4V71       | Long             | LON              | CORP              | US        |       625000 | PA      | $627061.88     | 0.01%             | 2032-07-01      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                                                   | VIASAT INC TL 1ST LIEN (TSFR3M+450)(FLR 0.5) FRN 03-02-29                                          | CUSIP: 92555WAD7<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | LON              | CORP              | US        |       260000 | PA      | $257237.50     | 0.00%             | 2029-03-02      | Variable      | 8.78%                 | No            |                  2 | On Loan: No      |
| X CORP                                                                       | X CORPORATION TL-B 1ST LIEN (TSFR3M+650)(FLR 0.5) FRN 10-26-29                                     | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       243750 | PA      | $239423.44     | 0.00%             | 2029-10-26      | Variable      | 10.96%                | No            |                  2 | On Loan: No      |
| X CORP                                                                       | X CORP TL-B3 1ST LIEN 9.5% 10-26-29                                                                | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       350000 | PA      | $351968.75     | 0.00%             | 2029-10-26      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| AMSR 2025-SFR1                                                               | AMSR 2025-SFR1 A 144A 3.655% 06-17-42                                                              | CUSIP: 00182MAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3916000 | PA      | $3768362.88    | 0.04%             | 2042-06-17      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-VOLT                                      | BX 2021-VOLT A 144A FRN 09-15-36                                                                   | CUSIP: 05609VAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8360987 | PA      | $8337208.11    | 0.08%             | 2036-09-15      | Variable      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| BANK5 BANK5_23-5YR4                                                          | BANK5 2023-5YR4 AS FRN 12-15-56                                                                    | CUSIP: 06211FBA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1412000 | PA      | $1510937.43    | 0.02%             | 2056-12-15      | Variable      | 7.27%                 | No            |                  2 | On Loan: No      |
| BMARK 2024-V5                                                                | BMARK 2024-V5 C FRN 01-10-57                                                                       | CUSIP: 08163XBC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       739000 | PA      | $762328.01     | 0.01%             | 2057-01-10      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| BMARK 2024-V5                                                                | BMARK 2024-V5 AM 6.4171% 01-10-57                                                                  | CUSIP: 08163XBA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1244000 | PA      | $1301383.23    | 0.01%             | 2057-01-10      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| BX 2025-BIO3                                                                 | BX 2025-BIO3 A 144A 6.1382% 02-10-42                                                               | CUSIP: 123911AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5903000 | PA      | $6097775.39    | 0.06%             | 2042-02-10      | Fixed         | 6.14%                 | Yes           |                  2 | On Loan: No      |
| IRV 2025-200P                                                                | IRV 2025-200P C 144A FRN 03-14-47                                                                  | CUSIP: 45006HAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       935143 | PA      | $931837.27     | 0.01%             | 2047-03-14      | Variable      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| BANK5 2025-5YR14                                                             | BANK5 2025-5YR14 AS 6.072% 04-15-58                                                                | CUSIP: 06604MAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3141000 | PA      | $3279681.43    | 0.03%             | 2058-04-15      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| BRAVO 2025-NQM5                                                              | BRAVO 2025-NQM5 A1 144A 5.496% 02-25-65                                                            | CUSIP: 10569RAC6<br>LEI: 254900HGOJX787MBR512 | Long             | ABS-CBDO         | CORP              | US        |      2199879 | PA      | $2218808.97    | 0.02%             | 2065-02-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_23-PRM3                            | CGCMT 2023-PRM3 A 144A FRN 07-10-28                                                                | CUSIP: 17331LAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5275000 | PA      | $5507369.03    | 0.05%             | 2028-07-10      | Variable      | 6.36%                 | Yes           |                  2 | On Loan: No      |
| CAS 2023-R05                                                                 | CAS 2023-R05 1M1 144A FRN 06-25-43                                                                 | CUSIP: 207942AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3735704 | PA      | $3764636.99    | 0.04%             | 2043-06-25      | Variable      | 6.26%                 | Yes           |                  2 | On Loan: No      |
| CAS 2023-R05                                                                 | CAS 2023-R05 1M2 144A FRN 06-25-43                                                                 | CUSIP: 207942AB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1957000 | PA      | $2035283.91    | 0.02%             | 2043-06-25      | Variable      | 7.46%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES TRUST CAS_23-R06                    | CAS 2023-R06 1M1 144A FRN 07-25-43                                                                 | CUSIP: 20754EAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5497317 | PA      | $5516139.47    | 0.05%             | 2043-07-25      | Variable      | 6.06%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE - CAS_24-R01                                                      | CAS 2024-R01 1M2 144A FRN 01-25-44                                                                 | CUSIP: 20753UAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1750000 | PA      | $1766934.75    | 0.02%             | 2044-01-25      | Variable      | 6.16%                 | Yes           |                  2 | On Loan: No      |
| CAS 2024-R04                                                                 | CAS 2024-R04 1M2 144A FRN 05-25-44                                                                 | CUSIP: 20753GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7323000 | PA      | $7348183.80    | 0.07%             | 2044-05-25      | Variable      | 6.01%                 | Yes           |                  2 | On Loan: No      |
| CFMT 2024-HB15                                                               | CFMT 2024-HB15 M1 144A FRN 08-25-34                                                                | CUSIP: 15723AAB7<br>LEI: 98450050957GF5E1CD92 | Long             | ABS-CBDO         | CORP              | US        |      4092000 | PA      | $4030869.61    | 0.04%             | 2034-08-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CFMT 2024-HB15                                                               | CFMT 2024-HB15 A 144A FRN 08-25-34                                                                 | CUSIP: 15723AAA9<br>LEI: 98450050957GF5E1CD92 | Long             | ABS-CBDO         | CORP              | US        |       665609 | PA      | $663257.48     | 0.01%             | 2034-08-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CFMT 2024-NR1                                                                | CFMT 2024-NR1 A1 144A 6.405% 11-25-29                                                              | CUSIP: 12531DAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1114812 | PA      | $1125901.02    | 0.01%             | 2029-11-25      | Variable      | 6.41%                 | Yes           |                  2 | On Loan: No      |
| CAS 2025-R01                                                                 | CAS 2025-R01 1A1 144A FRN 01-25-45                                                                 | CUSIP: 20755JAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4249908 | PA      | $4254854.71    | 0.04%             | 2045-01-25      | Variable      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| CAS 2025-R02                                                                 | CAS 2025-R02 1A1 144A FRN 02-25-45                                                                 | CUSIP: 20754TAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1526387 | PA      | $1529055.61    | 0.02%             | 2045-02-25      | Variable      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| CAS 2025-R02                                                                 | CAS 2025-R02 1M1 144A FRN 02-25-45                                                                 | CUSIP: 20754TAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3556285 | PA      | $3558472.37    | 0.04%             | 2045-02-25      | Variable      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| CIM 2025-R1                                                                  | CIM 2025-R1 A1 144A 5.0% 02-25-99                                                                  | CUSIP: 12575LAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2732073 | PA      | $2719141.89    | 0.03%             | 2099-02-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CAS 2025-R04                                                                 | CAS 2025-R04 1M1 144A FRN 05-25-45                                                                 | CUSIP: 20755TAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2053770 | PA      | $2059740.09    | 0.02%             | 2045-05-25      | Variable      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| DURST 2025-151                                                               | DURST 2025-151 A 144A FRN 08-10-42                                                                 | CUSIP: 266895AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5241000 | PA      | $5344137.64    | 0.05%             | 2042-08-10      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 2.5 SD8029 12-01-49                                                                      | CUSIP: 3132DV4N2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |         8497 | PA      | $7222.65       | 0.00%             | 2049-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCT UMBS 2.0 RB5111 05-01-41                                                                      | CUSIP: 3133KYVC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     18409766 | PA      | $15956903.83   | 0.16%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 3.0 SD8213 05-01-52                                                                      | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      4510791 | PA      | $3973866.66    | 0.04%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 3.5 MA4625 06-01-52                                                                      | CUSIP: 31418ED72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       123357 | PA      | $112971.21     | 0.00%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 2.0 MA4577 04-01-52                                                                      | CUSIP: 31418ECP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      8953778 | PA      | $7254655.75    | 0.07%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                     | EGYPT TREASURY BILLS EGP 0.0% 05-26-26                                                             | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    126775000 | PA      | $2268278.97    | 0.02%             | 2026-05-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                         | FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 4.5% 04-25-41                              | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |        60000 | PA      | $75292.16      | 0.00%             | 2041-04-25      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                         | FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 1.75% 05-25-66                             | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |       150000 | PA      | $89705.64      | 0.00%             | 2066-05-25      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                         | FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 1.25% 05-25-34                             | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     71360000 | PA      | $70801062.02   | 0.70%             | 2034-05-25      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                         | FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 0.75% 05-25-52                             | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      1360000 | PA      | $714103.70     | 0.01%             | 2052-05-25      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                         | FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 0.5% 05-25-40                              | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      5600000 | PA      | $4113468.27    | 0.04%             | 2040-05-25      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                         | FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 0.0% 11-25-30                              | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     75900000 | PA      | $77431319.37   | 0.77%             | 2030-11-25      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                         | FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 0.5% 05-25-72                              | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |       120000 | PA      | $36108.94      | 0.00%             | 2072-05-25      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                         | FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 0.0% 11-25-31                              | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      1140000 | PA      | $1120117.17    | 0.01%             | 2031-11-25      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                         | FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 0.0% 02-25-27                              | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      2000000 | PA      | $2281496.15    | 0.02%             | 2027-02-25      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                         | FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 0.75% 05-25-53                             | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |        80000 | PA      | $40702.06      | 0.00%             | 2053-05-25      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                         | FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 0.0% 05-25-32                              | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |       320000 | PA      | $308014.37     | 0.00%             | 2032-05-25      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                         | FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 1.25% 05-25-38                             | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |       490000 | PA      | $430989.92     | 0.00%             | 2038-05-25      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                         | FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 2.0% 11-25-32                              | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     14305000 | PA      | $15617672.35   | 0.16%             | 2032-11-25      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                         | FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 2.5% 05-25-43                              | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      1360000 | PA      | $1293370.21    | 0.01%             | 2043-05-25      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                         | FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S (B) 3.0% 05-25-54                          | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      1000000 | PA      | $921224.20     | 0.01%             | 2054-05-25      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                         | FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 3.0% 05-25-33                              | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      2845000 | PA      | $3297428.07    | 0.03%             | 2033-05-25      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                         | FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 2.75% 02-25-29                             | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      5280000 | PA      | $6256188.23    | 0.06%             | 2029-02-25      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| FINLAND (REPUBLIC OF)                                                        | FINLAND GOVERNMENT BOND EUR 144A LIFE/REG S 2.95% 04-15-55                                         | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |       120000 | PA      | $121103.49     | 0.00%             | 2055-04-15      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                         | FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 3.25% 05-25-55                             | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |       410000 | PA      | $394473.00     | 0.00%             | 2055-05-25      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| FINLAND (REPUBLIC OF)                                                        | FINLAND GOVERNMENT BOND EUR 144A LIFE/REG S 3.0% 09-15-34                                          | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |       360000 | PA      | $423212.11     | 0.00%             | 2034-09-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| HELLENIC REPUBLIC TREASURY BILL                                              | HELLENIC REPUBLIC GOVERNMENT BOND EUR 144A LIFE/REG S 3.875% 06-15-28                              | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |      9760000 | PA      | $11937141.36   | 0.12%             | 2028-06-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                | BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE EUR REG S (B) 1.8% 08-15-53                               | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |       710000 | PA      | $614352.65     | 0.01%             | 2053-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                | BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE EUR REG S (B) 2.2% 02-15-34                               | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      5000000 | PA      | $5697911.21    | 0.06%             | 2034-02-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                | BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE EUR REG S (B) 2.5% 08-15-54                               | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |        20000 | PA      | $20160.04      | 0.00%             | 2054-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                | BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE EUR REG S (B) 2.6% 05-15-41                               | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |       930000 | PA      | $1028165.92    | 0.01%             | 2041-05-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC TREASURY BILL                                              | HELLENIC REPUBLIC GOVERNMENT BOND EUR 144A LIFE/REG S 4.125% 06-15-54                              | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |      5540000 | PA      | $6353657.41    | 0.06%             | 2054-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                | BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE EUR REG S (B) 2.5% 02-15-35                               | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     93710000 | PA      | $108514928.87  | 1.08%             | 2035-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC TREASURY BILL                                              | HELLENIC REPUBLIC GOVERNMENT BOND EUR 144A LIFE/REG S 3.625% 06-15-35                              | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |     22240000 | PA      | $26633742.23   | 0.26%             | 2035-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| HONDURAS REPUBLIC OF                                                         | HONDURAS GOVERNMENT INTERNATIONAL BOND REG S 6.25% 01-19-27                                        | CUSIP: N/A<br>LEI: 5493002DW1JNBNG17615       | Long             | DBT              | NUSS              | HN        |      3882000 | PA      | $3937318.50    | 0.04%             | 2027-01-19      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY (REPUBLIC OF)                                                        | HUNGARY GOVERNMENT BOND HUF 3.25% 10-22-31                                                         | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |    839660000 | PA      | $2136209.23    | 0.02%             | 2031-10-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HUNGARY (REPUBLIC OF)                                                        | HUNGARY GOVT BOND HUF 2.0% 05-23-29                                                                | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |    281130000 | PA      | $728718.89     | 0.01%             | 2029-05-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY (REPUBLIC OF)                                                        | HUNGARY GOVT BOND HUF 4.75% 11-24-32                                                               | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |    254550000 | PA      | $683809.51     | 0.01%             | 2032-11-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HUNGARY (REPUBLIC OF)                                                        | HUNGARY GOVERNMENT INTERNATIONAL BOND 144A LIFE 6.25% 09-22-32                                     | CUSIP: 445545AS5<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       760000 | PA      | $815997.56     | 0.01%             | 2032-09-22      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY (REPUBLIC OF)                                                        | HUNGARY GOVERNMENT INTERNATIONAL BOND EUR REG S 5.375% 09-12-33                                    | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |       600000 | PA      | $766320.52     | 0.01%             | 2033-09-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HUNGARY (REPUBLIC OF)                                                        | HUNGARY GOVERNMENT INTERNATIONAL BOND 144A LIFE 5.5% 03-26-36                                      | CUSIP: 445545AU0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       975000 | PA      | $984611.55     | 0.01%             | 2036-03-26      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY (REPUBLIC OF)                                                        | HUNGARY GOVERNMENT BOND HUF 7.0% 10-24-35                                                          | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |    680240000 | PA      | $2068241.19    | 0.02%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY (REPUBLIC OF)                                                        | HUNGARY GOVERNMENT INTERNATIONAL BOND EUR REG S 4.875% 03-22-40                                    | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |      1465000 | PA      | $1728882.44    | 0.02%             | 2040-03-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HUNGARY (REPUBLIC OF)                                                        | HUNGARY GOVERNMENT INTERNATIONAL BOND 144A LIFE 5.375% 09-26-30                                    | CUSIP: 445545AV8<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      3910000 | PA      | $4026478.90    | 0.04%             | 2030-09-26      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY (REPUBLIC OF)                                                        | HUNGARY GOVERNMENT BOND HUF 6.75% 07-23-31                                                         | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   2014450000 | PA      | $6144680.90    | 0.06%             | 2031-07-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                      | INDONESIA TREASURY BOND IDR 6.125% 05-15-28                                                        | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |   2386000000 | PA      | $146666.34     | 0.00%             | 2028-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF IRELAND                                                          | IRELAND GOVT EUR REG S 1.5% 05-15-50                                                               | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |       795000 | PA      | $623194.18     | 0.01%             | 2050-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                            | ITALY BUONI POLIENNALI DEL TESORO EUR 144A LIFE/REG S (B) 1.45% 03-01-36                           | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      4060000 | PA      | $3903818.65    | 0.04%             | 2036-03-01      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF IRELAND                                                          | IRELAND GOVERNMENT BOND EUR REG S 0.2% 05-15-27                                                    | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |        30000 | PA      | $34216.00      | 0.00%             | 2027-05-15      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                            | ITALY BUONI POLIENNALI DEL TESORO EUR REG S (B) 0.25% 03-15-28                                     | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      6660000 | PA      | $7451226.18    | 0.07%             | 2028-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                            | ITALY BUONI POLIENNALI DEL TESORO EUR 144A LIFE/REG S 2.15% 03-01-72                               | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |        60000 | PA      | $41303.34      | 0.00%             | 2072-03-01      | Fixed         | 2.15%                 | Yes           |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                      | INDONESIA GOVERNMENT INTERNATIONAL BOND JPY 0.57% 05-27-26                                         | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |    700000000 | PA      | $4711927.51    | 0.05%             | 2026-05-27      | Fixed         | 0.57%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                      | INDONESIA TREASURY BOND IDR 7.125% 06-15-42                                                        | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  16300000000 | PA      | $1006384.40    | 0.01%             | 2042-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                      | INDONESIA TREASURY BOND IDR 6.375% 04-15-32                                                        | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  28868000000 | PA      | $1783181.47    | 0.02%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                            | ITALY BUONI POLIENNALI DEL TESORO EUR REG S (B) 2.5% 12-01-32                                      | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |        90000 | PA      | $101580.14     | 0.00%             | 2032-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                      | INDONESIA TREASURY BOND IDR 7.0% 02-15-33                                                          | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 258118000000 | PA      | $16269720.42   | 0.16%             | 2033-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                      | INDONESIA TREASURY BOND IDR 7.125% 06-15-38                                                        | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  10008000000 | PA      | $622081.43     | 0.01%             | 2038-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF IRELAND                                                          | IRELAND GOVT EUR REG S 3.00% 10-18-43                                                              | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |      6740000 | PA      | $7459083.07    | 0.07%             | 2043-10-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                            | ITALY BUONI POLIENNALI DEL TESORO EUR 144A LIFE/REG S 4.45% 09-01-43                               | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      2040000 | PA      | $2502789.50    | 0.02%             | 2043-09-01      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| INDIA (REPUBLIC OF)                                                          | INDIA GOVT INR 7.3% 06-19-53                                                                       | CUSIP: N/A<br>LEI: 335800IV7VCDQGIOI391       | Long             | DBT              | NUSS              | IN        |    510030000 | PA      | $5816101.19    | 0.06%             | 2053-06-19      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                      | INDONESIA TREASURY BOND IDR 6.625% 02-15-34                                                        | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 160502000000 | PA      | $9820815.45    | 0.10%             | 2034-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                            | ITALY BUONI POLIENNALI DEL TESORO EUR REG S (B) 4.2% 03-01-34                                      | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     10813000 | PA      | $13523681.66   | 0.13%             | 2034-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                      | INDONESIA TREASURY BOND IDR 8.375% 03-15-34                                                        | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |     29000000 | PA      | $1978.70       | 0.00%             | 2034-03-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                      | INDONESIA TREASURY BOND IDR 6.875% 04-15-29                                                        | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  40000000000 | PA      | $2519243.92    | 0.03%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                            | ITALY BUONI POLIENNALI DEL TESORO EUR 144A LIFE/REG S 3.5% 02-15-31                                | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |       650000 | PA      | $787241.38     | 0.01%             | 2031-02-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF IRELAND                                                          | IRELAND GOVERNMENT BOND EUR REG S 2.6% 10-18-34                                                    | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |      3840000 | PA      | $4385724.83    | 0.04%             | 2034-10-18      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                            | ITALY BUONI POLIENNALI DEL TESORO EUR REG S (B) 3.35% 07-01-29                                     | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      3080000 | PA      | $3718701.80    | 0.04%             | 2029-07-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| INDIA (REPUBLIC OF)                                                          | INDIA GOVERNMENT BOND INR 7.06% 10-10-46                                                           | CUSIP: N/A<br>LEI: 335800IV7VCDQGIOI391       | Long             | DBT              | NUSS              | IN        |    231870000 | PA      | $2620567.44    | 0.03%             | 2046-10-10      | Fixed         | 7.06%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                            | ITALY BUONI POLIENNALI DEL TESORO EUR REG S (B) 3.45% 07-15-31                                     | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |       780000 | PA      | $941055.01     | 0.01%             | 2031-07-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPAN GOVERNMENT TWENTY YEAR BOND JPY 0.6% 06-20-37                                                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   1581700000 | PA      | $9287617.05    | 0.09%             | 2037-06-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPAN GOVERNMENT TWENTY YEAR BOND JPY 0.6% 09-20-37                                                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   2020000000 | PA      | $11787793.08   | 0.12%             | 2037-09-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPAN GOVERNMENT TEN YEAR BOND JPY 0.1% 09-20-28                                                   | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   4711250000 | PA      | $30997148.26   | 0.31%             | 2028-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPAN GOVERNMENT TEN YEAR BOND JPY 0.1% 03-20-30                                                   | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   1035600000 | PA      | $6669555.32    | 0.07%             | 2030-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPAN GOVERNMENT FORTY YEAR BOND JPY 0.5% 03-20-60                                                 | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |     60000000 | PA      | $187043.31     | 0.00%             | 2060-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPAN GOVERNMENT THIRTY YEAR BOND JPY 0.6% 06-20-50                                                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   5218850000 | PA      | $21051355.55   | 0.21%             | 2050-06-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPANESE GOVERNMENT CPI LINKED BOND JPY I/L 0.005% 03-10-31                                        | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   1336389866 | PA      | $9307765.06    | 0.09%             | 2031-03-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPAN GOVERNMENT TEN YEAR BOND JPY 0.1% 06-20-31                                                   | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    500000000 | PA      | $3158417.01    | 0.03%             | 2031-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPAN GOVERNMENT THIRTY YEAR BOND JPY 0.7% 12-20-51                                                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   6733600000 | PA      | $26616490.85   | 0.26%             | 2051-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPAN GOVERNMENT THIRTY YEAR BOND JPY 1.0% 03-20-52                                                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   1353400000 | PA      | $5814051.19    | 0.06%             | 2052-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPAN GOVERNMENT TWENTY YEAR BOND JPY 1.1% 09-20-42                                                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   4065000000 | PA      | $22588849.17   | 0.22%             | 2042-09-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPAN GOVERNMENT THIRTY YEAR BOND JPY 1.4% 09-20-52                                                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    105000000 | PA      | $498837.51     | 0.00%             | 2052-09-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPAN GOVERNMENT THIRTY YEAR BOND JPY 1.6% 12-20-52                                                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   1894250000 | PA      | $9438407.88    | 0.09%             | 2052-12-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPAN GOVERNMENT THIRTY YEAR BOND JPY 1.2% 06-20-53                                                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   3636550000 | PA      | $16170764.20   | 0.16%             | 2053-06-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPAN GOVERNMENT TWENTY YEAR BOND JPY 1.1% 06-20-43                                                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    942700000 | PA      | $5150672.86    | 0.05%             | 2043-06-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPAN GOVERNMENT TWENTY YEAR BOND JPY 1.5% 09-20-43                                                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   6419100000 | PA      | $37381529.13   | 0.37%             | 2043-09-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPAN GOVERNMENT THIRTY YEAR BOND JPY 1.6% 12-20-53                                                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   2352150000 | PA      | $11568312.21   | 0.12%             | 2053-12-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPAN GOVERNMENT TWENTY YEAR BOND JPY 1.3% 12-20-43                                                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    523600000 | PA      | $2932549.47    | 0.03%             | 2043-12-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPAN GOVERNMENT TEN YEAR BOND JPY 0.8% 03-20-34                                                   | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    500000000 | PA      | $3183149.07    | 0.03%             | 2034-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPAN GOVERNMENT TWENTY YEAR BOND JPY 1.6% 03-20-44                                                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    500000000 | PA      | $2933705.24    | 0.03%             | 2044-03-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPAN GOVERNMENT THIRTY YEAR BOND JPY 2.1% 09-20-54                                                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  10896600000 | PA      | $60114954.70   | 0.60%             | 2054-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPAN GOVERNMENT THIRTY YEAR BOND JPY 2.3% 12-20-54                                                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    600000000 | PA      | $3461872.40    | 0.03%             | 2054-12-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPAN GOVERNMENT THIRTY YEAR BOND JPY 2.4% 03-20-55                                                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    720600000 | PA      | $4250509.42    | 0.04%             | 2055-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPAN GOVERNMENT TWENTY YEAR BOND JPY 2.4% 03-20-45                                                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  37641850000 | PA      | $247982883.87  | 2.47%             | 2045-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| MALAYSIA (GOVERNMENT)                                                        | MALAYSIA GOVERNMENT BOND MYR 3.757% 05-22-40                                                       | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     10030000 | PA      | $2392438.01    | 0.02%             | 2040-05-22      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| MALAYSIA (GOVERNMENT)                                                        | MALAYSIA GOVERNMENT BOND MYR 4.065% 06-15-50                                                       | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      2750000 | PA      | $668333.31     | 0.01%             | 2050-06-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                  | MEXICO GOVERNMENT INTERNATIONAL BOND 3.771% 05-24-61                                               | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      1300000 | PA      | $822510.00     | 0.01%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                  | MEXICO GOVERNMENT INTERNATIONAL BOND 3.75% 04-19-71                                                | CUSIP: 91087BAP5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      1260000 | PA      | $769230.00     | 0.01%             | 2071-04-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                  | MEXICAN UDIBONOS I/L MXN (TITLES) 2.75% 11-27-31                                                   | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |       307644 | PA      | $1521197.02    | 0.02%             | 2031-11-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MALAYSIA (GOVERNMENT)                                                        | MALAYSIA GOVERNMENT INVESTMENT ISSUE SUKUK MYR 4.417% 09-30-41                                     | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     18546000 | PA      | $4763605.21    | 0.05%             | 2041-09-30      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| MALAYSIA (GOVERNMENT)                                                        | MALAYSIA GOVERNMENT BOND MYR 3.582% 07-15-32                                                       | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      2000000 | PA      | $480198.65     | 0.00%             | 2032-07-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| MALAYSIA (GOVERNMENT)                                                        | MALAYSIA GOVERNMENT INVESTMENT ISSUE SUKUK MYR 5.357% 05-15-52                                     | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      3300000 | PA      | $957559.87     | 0.01%             | 2052-05-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                  | MEXICAN BONOS MXN 8.0% 07-31-53                                                                    | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |       696700 | PA      | $3314623.44    | 0.03%             | 2053-07-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                  | MEXICO GOVERNMENT INTERNATIONAL BOND 4.875% 05-19-33                                               | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       210000 | PA      | $203685.30     | 0.00%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 2.75% 02-15-28                                                         | CUSIP: 9128283W8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       310000 | PA      | $303921.09     | 0.00%             | 2028-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)            | UNITED KINGDOM GILT GBP REG S 1.625% 10-22-28                                                      | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     20610000 | PA      | $25950177.40   | 0.26%             | 2028-10-22      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)            | UNITED KINGDOM GILT GBP REG S 1.625% 10-22-71                                                      | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |       200000 | PA      | $103679.42     | 0.00%             | 2071-10-22      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 3.125% 05-15-48                                                        | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       800000 | PA      | $617063.12     | 0.01%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)            | UNITED KINGDOM GILT GBP REG S 1.75% 01-22-49                                                       | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |       610000 | PA      | $421765.26     | 0.00%             | 2049-01-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)            | UNITED KINGDOM GILT GBP REG S 0.875% 10-22-29                                                      | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |       660000 | PA      | $786612.37     | 0.01%             | 2029-10-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)            | UNITED KINGDOM GILT GBP REG S 1.25% 10-22-41                                                       | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |       550000 | PA      | $426318.03     | 0.00%             | 2041-10-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)            | UNITED KINGDOM GILT GBP REG S 0.5% 10-22-61                                                        | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |       540000 | PA      | $177901.95     | 0.00%             | 2061-10-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                         | WESTPAC BANKING CORP SUB 2.963% 11-16-40                                                           | CUSIP: 961214EQ2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |       400000 | PA      | $306415.20     | 0.00%             | 2040-11-16      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONAL LTD BERMUDA                                        | WEATHERFORD INTERNATIONAL LTD 144A LIFE SR UNSEC 8.625% 04-30-30                                   | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | US        |       618000 | PA      | $632186.81     | 0.01%             | 2030-04-30      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| WMG ACQUISITION CORP                                                         | WMG ACQUISITION CORP 144A LIFE SR SEC 1ST LIEN 3.75% 12-01-29                                      | CUSIP: 92933BAT1<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |       845000 | PA      | $806648.83     | 0.01%             | 2029-12-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| WARRIOR MET COAL INC                                                         | WARRIOR MET COAL INC 144A LIFE SR SEC 1ST LIEN 7.875% 12-01-28                                     | CUSIP: 93627CAB7<br>LEI: 549300152B1S9YKBYV79 | Long             | DBT              | CORP              | US        |       152000 | PA      | $154913.69     | 0.00%             | 2028-12-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                             | WELLS FARGO & CO SR UNSEC 4.611% 04-25-53/52                                                       | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      1283000 | PA      | $1127959.71    | 0.01%             | 2053-04-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                                     | WYNN RESORTS FINANCE LLC 144A LIFE SR UNSEC 7.125% 02-15-31                                        | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       277000 | PA      | $298376.37     | 0.00%             | 2031-02-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| WOLFSPEED INC                                                                | WOLFSPEED INC 144A LIFE SR SEC 1ST LIEN PIK 12.875% 06-23-30                                       | CUSIP: 977852AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       696727 | PA      | $762916.07     | 0.01%             | 2030-06-23      | Variable      | 12.88%                | Yes           |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                              | XCEL ENERGY INC SR UNSEC 5.5% 03-15-34                                                             | CUSIP: 98389BBB5<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |      3951000 | PA      | $4080083.12    | 0.04%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| XEROX HOLDINGS CORP                                                          | XEROX HOLDINGS CORP 144A LIFE SR UNSEC 8.875% 11-30-29                                             | CUSIP: 98421MAC0<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |       248000 | PA      | $135222.25     | 0.00%             | 2029-11-30      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                              | XCEL ENERGY INC SR UNSEC 5.6% 04-15-35                                                             | CUSIP: 98389BBE9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |      4067000 | PA      | $4219317.28    | 0.04%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| XAI CORP                                                                     | X.AI LLC SR SEC 1ST LIEN 12.5% 06-30-30                                                            | CUSIP: 983984AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       420000 | PA      | $441503.16     | 0.00%             | 2030-06-30      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| XEROX HOLDINGS CORP                                                          | XEROX HOLDINGS CORP 144A LIFE SR UNSEC 5.5% 08-15-28                                               | CUSIP: 98421MAB2<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |       212000 | PA      | $125083.60     | 0.00%             | 2028-08-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| XIAOMI BEST TIME INTERNATIONAL LTD                                           | XIAOMI BEST TIME INTERNATIONAL LTD REG S SR UNSEC 4.1% 07-14-51                                    | CUSIP: N/A<br>LEI: 254900IGJCVEY8WNJT74       | Long             | DBT              | CORP              | HK        |       200000 | PA      | $163913.20     | 0.00%             | 2051-07-14      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                              | XCEL ENERGY INC SR UNSEC 2.35% 11-15-31                                                            | CUSIP: 98388MAC1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |       535000 | PA      | $471464.47     | 0.00%             | 2031-11-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DE DEVELOPPEMENT                                            | AGENCE FRANCAISE DE DEVELOPPEMENT 2.75% 09-30-30                                                   | CUSIP: N/A<br>LEI: 9695008K5N8MKIT4XJ91       | Long             | DBT              | USGA              | FR        |      3000000 | PA      | $3494254.57    | 0.03%             | 2030-09-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AEROPUERTO INTERNACIONAL DE TOCUMEN SA                                       | AEROPUERTO INTERNACIONAL DE TOCUMEN SA 144A LIFE SR SEC 1ST LIEN SF 5.125% 08-11-61                | CUSIP: 00787CAE2<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |      4875000 | PA      | $3890518.13    | 0.04%             | 2061-08-11      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| BANK NEDERLANDSE GEMEENTEN NV                                                | BNG BANK N.V. EUR REG S SR UNSEC 3.0% 04-23-30                                                     | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | USGA              | NL        |       410000 | PA      | $490595.88     | 0.00%             | 2030-04-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK NEDERLANDSE GEMEENTEN NV                                                | BNG BANK NV 2.75% 04-05-29                                                                         | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | USGA              | NL        |       340000 | PA      | $403758.35     | 0.00%             | 2029-04-05      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOWEGO                                                  | BANK GOSPODARSTWA KRAJOWEGO 4.25% 09-13-44                                                         | CUSIP: N/A<br>LEI: 259400BCOV9JJIGLYF05       | Long             | DBT              | USGA              | PL        |      1120000 | PA      | $1281960.04    | 0.01%             | 2044-09-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORPORATION                                                  | CITGO PETROLEUM CORP 144A LIFE SR SEC 1ST LIEN 8.375% 01-15-29                                     | CUSIP: 17302XAN6<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |       285000 | PA      | $296882.22     | 0.00%             | 2029-01-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                               | MARSH & MCLENNAN COS INC SR UNSEC 4.85% 11-15-31                                                   | CUSIP: 571748CB6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1023645.00    | 0.01%             | 2031-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| KOREA ELECTRIC POWER CORP                                                    | KOREA ELECTRIC POWER CORP 5.125% 04-23-34                                                          | CUSIP: N/A<br>LEI: 988400QG33WS7JEIV602       | Long             | DBT              | USGA              | KR        |       400000 | PA      | $415264.80     | 0.00%             | 2034-04-23      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| KOREA NATIONAL OIL CORP                                                      | KOREA NATIONAL OIL CORP 144A LIFE SR UNSEC 4.875% 04-03-28                                         | CUSIP: 50065WAP1<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | USGA              | KR        |       200000 | PA      | $203500.40     | 0.00%             | 2028-04-03      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                        | MOLINA HEALTHCARE INC 144A LIFE SR UNSEC 6.25% 01-15-33                                            | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |       200000 | PA      | $202403.80     | 0.00%             | 2033-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                               | MORGAN STANLEY SR UNSEC 5.516% 11-19-55/54                                                         | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      2057000 | PA      | $2080783.03    | 0.02%             | 2055-11-19      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| MPT OPERATING PARTNERSHIP LP                                                 | MPT OPERATING PARTNERSHIP LP SR UNSEC 5.0% 10-15-27                                                | CUSIP: 55342UAH7<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |      1678000 | PA      | $1627170.02    | 0.02%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                        | MINERAL RESOURCES LTD 144A LIFE SR UNSEC 8.125% 05-01-27                                           | CUSIP: 603051AA1<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |       276000 | PA      | $276163.12     | 0.00%             | 2027-05-01      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK (THE)                                                 | KOREA DEVELOPMENT BANK 6.75% 07-01-30                                                              | CUSIP: N/A<br>LEI: 549300ML2LNRZUCS7149       | Long             | DBT              | USGA              | KR        |    465000000 | PA      | $5166128.99    | 0.05%             | 2030-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCHAFTLICHE RENTENBANK                                               | LANDWIRTSCHAFTLICHE RENTENBANK GBP REG S SR UNSEC (B) 4.375% 01-10-30                              | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |       600000 | PA      | $811748.55     | 0.01%             | 2030-01-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HOLDINGS SCA                                                | MEDTRONIC GLOBAL HOLDINGS SCA EUR SR UNSEC 1.0% 07-02-31                                           | CUSIP: 58507LAN9<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |      7720000 | PA      | $8100950.60    | 0.08%             | 2031-07-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE LTD                                                    | MELCO RESORTS FINANCE LTD 144A LIFE SR UNSEC 5.625% 07-17-27                                       | CUSIP: 58547DAC3<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | HK        |      2607000 | PA      | $2601288.06    | 0.03%             | 2027-07-17      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| MAGYAR EXPORT IMPORT BANK ZRT                                                | MAGYAR EXPORT-IMPORT BAN EUR REG S SR UNSEC 6.0% 05-16-29                                          | CUSIP: N/A<br>LEI: 529900O4UGETQ9Q3AA63       | Long             | DBT              | USGA              | HU        |      3130000 | PA      | $3978757.69    | 0.04%             | 2029-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MTR CORPORATION CI LTD                                                       | MTR CORP CI LTD PRP REG S SUB (H) 5.625% 12-31-79/12-24-35                                         | CUSIP: N/A<br>LEI: 254900SEVE6JAZLGDW04       | Long             | DBT              | CORP              | HK        |      5000000 | PA      | $5215425.00    | 0.05%             | 2079-12-31      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| MPT OPERATING PARTNERSHIP LP                                                 | MPT OPERATING PARTNERSHIP LP SR UNSEC 4.625% 08-01-29                                              | CUSIP: 55342UAJ3<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |        35000 | PA      | $29236.87      | 0.00%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MOOG INC                                                                     | MOOG INC 144A LIFE SR UNSEC 4.25% 12-09-27                                                         | CUSIP: 615394AM5<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |       770000 | PA      | $759651.20     | 0.01%             | 2027-12-09      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                               | MARSH & MCLENNAN COS INC SR UNSEC 2.25% 11-15-30                                                   | CUSIP: 571748BN1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |       101000 | PA      | $91590.13      | 0.00%             | 2030-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                        | MOLINA HEALTHCARE INC 144A LIFE SR UNSEC 4.375% 06-15-28                                           | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |       490000 | PA      | $478317.91     | 0.00%             | 2028-06-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                                          | NOVA CHEMICALS CORP 144A LIFE SR UNSEC 9.0% 02-15-30                                               | CUSIP: 66977WAU3<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |       575000 | PA      | $617202.13     | 0.01%             | 2030-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                                          | NOVA CHEMICALS CORP 144A LIFE SR UNSEC 7.0% 12-01-31                                               | CUSIP: 66977WAV1<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |       230000 | PA      | $242519.59     | 0.00%             | 2031-12-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE LTD                                                    | MELCO RESORTS FINANCE LTD 144A LIFE SR UNSEC 5.75% 07-21-28                                        | CUSIP: 58547DAE9<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | HK        |      1000000 | PA      | $999087.00     | 0.01%             | 2028-07-21      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                  | MEXICAN BONOS MXN 8.5% 05-31-29                                                                    | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |       508800 | PA      | $2815246.09    | 0.03%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MV24 CAPITAL BV                                                              | MV24 CAPITAL BV REG S SR SEC 1ST LIEN SF 6.748% 06-01-34                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | NL        |      7616128 | PA      | $7566303.29    | 0.08%             | 2034-06-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| MEITUAN                                                                      | MEITUAN 144A LIFE SR UNSEC 3.05% 10-28-30                                                          | CUSIP: 58533EAC7<br>LEI: 21380033K525E5JLIA77 | Long             | DBT              | CORP              | CN        |       315000 | PA      | $293636.70     | 0.00%             | 2030-10-28      | Fixed         | 3.05%                 | Yes           |                  2 | On Loan: No      |
| OESTERREICHISCHE KONTROLLBANK AG                                             | OESTERREICHISCHE KONTROLLBANK AG GBP REG S SR UNSEC (B) 4.5% 10-22-29                              | CUSIP: N/A<br>LEI: 5299000OVRLMF858L016       | Long             | DBT              | CORP              | AT        |       600000 | PA      | $815673.51     | 0.01%             | 2029-10-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OLEODUCTO CENTRAL SA (OCENSA)                                                | OLEODUCTO CENTRAL SA REG S SR UNSEC 4.0% 07-14-27                                                  | CUSIP: N/A<br>LEI: 254900W4CPYCQFVH5E92       | Long             | DBT              | CORP              | CO        |      1598000 | PA      | $1572384.06    | 0.02%             | 2027-07-14      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                               | MORGAN STANLEY SR UNSEC 1.593% 05-04-27/26                                                         | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      5386000 | PA      | $5301913.77    | 0.05%             | 2027-05-04      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESORTS INC                                               | MARRIOTT OWNERSHIP RESORTS INC 144A LIFE SR UNSEC 4.5% 06-15-29                                    | CUSIP: 57164PAH9<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |       430000 | PA      | $415227.78     | 0.00%             | 2029-06-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| OCP SA                                                                       | OCP SA REG S SR UNSEC 3.75% 06-23-31                                                               | CUSIP: N/A<br>LEI: 213800D26TAPVTCVWG40       | Long             | DBT              | CORP              | MA        |      3400000 | PA      | $3196479.40    | 0.03%             | 2031-06-23      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                          | PETROLEOS MEXICANOS SR UNSEC 6.875% 10-16-25                                                       | CUSIP: 71654QDH2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      2884000 | PA      | $2882209.04    | 0.03%             | 2025-10-16      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MPT OPERATING PARTNERSHIP LP / MPT FINANCE CORP                              | MPT OPERATING PARTNERSHIP LP EUR SR UNSEC 0.993% 10-15-26                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |       225000 | PA      | $253432.35     | 0.00%             | 2026-10-15      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                          | MEDLINE BORROWER LP 144A LIFE SR UNSEC 5.25% 10-01-29                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |       445000 | PA      | $441481.39     | 0.00%             | 2029-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                           | METROPOLITAN LIFE GLOBAL FUNDING I GIC 144A LIFE SR SEC 1ST LIEN 1.875% 01-11-27                   | CUSIP: 59217GER6<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1461354.00    | 0.01%             | 2027-01-11      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| MISC CAPITAL TWO (LABUAN) LTD                                                | MISC CAPITAL TWO LABUAN LTD REG S SR UNSEC 3.75% 04-06-27                                          | CUSIP: N/A<br>LEI: 9845000ED8376T875113       | Long             | DBT              | CORP              | MY        |       500000 | PA      | $494956.50     | 0.00%             | 2027-04-06      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| MISC CAPITAL TWO (LABUAN) LTD                                                | MISC CAPITAL TWO LABUAN LTD 144A LIFE SR UNSEC 3.75% 04-06-27                                      | CUSIP: 60475DAB7<br>LEI: 9845000ED8376T875113 | Long             | DBT              | CORP              | MY        |     10209000 | PA      | $10106021.82   | 0.10%             | 2027-04-06      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                        | MINERAL RESOURCES LTD 144A LIFE SR UNSEC 8.0% 11-01-27                                             | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |       661000 | PA      | $674311.88     | 0.01%             | 2027-11-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| MINEJESA CAPITAL BV                                                          | MINEJESA CAPITAL BV 144A LIFE SR SEC 1ST LIEN SF 5.625% 08-10-37                                   | CUSIP: 602736AB6<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $298269.00     | 0.00%             | 2037-08-10      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| METLIFE INC                                                                  | METLIFE INC SR UNSEC 5.0% 07-15-52                                                                 | CUSIP: 59156RCC0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |       230000 | PA      | $215208.01     | 0.00%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                               | MCDONALD'S CORP EUR REG S SR UNSEC 4.0% 03-07-30                                                   | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |      1100000 | PA      | $1352945.05    | 0.01%             | 2030-03-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL AND GAS INC                                                     | NORTHERN OIL & GAS INC 144A LIFE SR UNSEC 7.875% 10-15-33                                          | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |       395000 | PA      | $393683.86     | 0.00%             | 2033-10-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| NICKEL INDUSTRIES LTD                                                        | NICKEL INDUSTRIES LTD 144A LIFE SR UNSEC 9.0% 09-30-30                                             | CUSIP: 653890AB9<br>LEI: 54930007K0WX53TSIK16 | Long             | DBT              | CORP              | AU        |      2305000 | PA      | $2340287.25    | 0.02%             | 2030-09-30      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                                      | NYKREDIT REALKREDIT A/S 2.0% 07-01-37                                                              | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | ABS-CBDO         | CORP              | DK        |     12883194 | PA      | $1950657.88    | 0.02%             | 2037-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 3.0% 08-15-52                                                          | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1843000 | PA      | $1347983.65    | 0.01%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| THAILAND (KINGDOM OF)                                                        | THAILAND GVT THB BOND 3.45% 06-17-43                                                               | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |     79264000 | PA      | $3001963.51    | 0.03%             | 2043-06-17      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.125% 09-30-27                                                        | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     14282500 | PA      | $14421977.18   | 0.14%             | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| THAILAND (KINGDOM OF)                                                        | THAILAND GOVERNMENT BOND THB 3.35% 06-17-33                                                        | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |     26000000 | PA      | $918335.15     | 0.01%             | 2033-06-17      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.5% 11-15-25                                                          | CUSIP: 91282CFW6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        28700 | PA      | $28715.14      | 0.00%             | 2025-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.0% 11-15-52                                                          | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      5190500 | PA      | $4591550.56    | 0.05%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 3.875% 11-30-27                                                        | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      5250000 | PA      | $5278387.80    | 0.05%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 3.875% 12-31-29                                                        | CUSIP: 91282CGB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2000000 | PA      | $2013037.20    | 0.02%             | 2029-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 3.625% 02-15-53                                                        | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       383300 | PA      | $316909.22     | 0.00%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 3.875% 02-15-43                                                        | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       160000 | PA      | $145236.91     | 0.00%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 1.5% 02-15-53                                   | CUSIP: 912810TP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1008740 | PA      | $807662.09     | 0.01%             | 2053-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 3.625% 03-31-28                                                        | CUSIP: 91282CGT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |          200 | PA      | $200.07        | 0.00%             | 2028-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | MXN FWD SALE TO USD 10/8/2025                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-64029.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | MYR FWD PUR FROM USD 10/9/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $14229.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | MYR FWD SALE TO USD 10/8/2025                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-193249.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 3.875% 05-15-43                                                        | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     11170000 | PA      | $10119656.98   | 0.10%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 3.75% 05-31-30                                                         | CUSIP: 91282CHF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     11113600 | PA      | $11121902.97   | 0.11%             | 2030-05-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 3.625% 05-31-28                                                        | CUSIP: 91282CHE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       350000 | PA      | $350070.00     | 0.00%             | 2028-05-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TURKEY (REPUBLIC OF)                                                         | TURKIYE GOVERNMENT BOND TRY 17.3% 07-19-28                                                         | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |     84460000 | PA      | $1444485.44    | 0.01%             | 2028-07-19      | Fixed         | 17.30%                | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.125% 08-15-53                                                        | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       300000 | PA      | $271218.45     | 0.00%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 3.875% 08-15-33                                                        | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     38198000 | PA      | $37888302.08   | 0.38%             | 2033-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.375% 08-31-28                                                        | CUSIP: 91282CHX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      7970000 | PA      | $8132668.50    | 0.08%             | 2028-08-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.625% 09-30-30                                                        | CUSIP: 91282CHZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2880000 | PA      | $2993849.86    | 0.03%             | 2030-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| THAILAND (KINGDOM OF)                                                        | THAILAND GOVERNMENT BOND THB 4.0% 06-17-55                                                         | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |     81000000 | PA      | $3541035.12    | 0.04%             | 2055-06-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.75% 11-15-43                                                         | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       670000 | PA      | $677274.99     | 0.01%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TURKEY (REPUBLIC OF)                                                         | TURKIYE GOVERNMENT BOND TRY 31.08% 11-08-28                                                        | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |     25900000 | PA      | $586450.79     | 0.01%             | 2028-11-08      | Fixed         | 31.08%                | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.25% 01-31-26                                                         | CUSIP: 91282CJV4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     11091000 | PA      | $11100097.95   | 0.11%             | 2026-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.125% 02-15-27                                                        | CUSIP: 91282CKA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     11698600 | PA      | $11767628.76   | 0.12%             | 2027-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 2.25% 03-31-26                                                         | CUSIP: 9128286L9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        25000 | PA      | $24809.08      | 0.00%             | 2026-03-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 2.25% 08-15-49                                                         | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       256200 | PA      | $163502.25     | 0.00%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 1.625% 11-30-26                                                        | CUSIP: 912828YU8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        25100 | PA      | $24515.64      | 0.00%             | 2026-11-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 1.375% 08-15-50                                                        | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1835000 | PA      | $922419.64     | 0.01%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 0.625% 08-15-30                                                        | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        20000 | PA      | $17244.25      | 0.00%             | 2030-08-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 0.25% 10-31-25                                                         | CUSIP: 91282CAT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        25000 | PA      | $24921.39      | 0.00%             | 2025-10-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 1.125% 02-29-28                                                        | CUSIP: 91282CBP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      8937500 | PA      | $8428572.83    | 0.08%             | 2028-02-29      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 1.25% 03-31-28                                                         | CUSIP: 91282CBS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1244000 | PA      | $1174301.04    | 0.01%             | 2028-03-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 0.75% 03-31-26                                                         | CUSIP: 91282CBT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2000000 | PA      | $1970000.00    | 0.02%             | 2026-03-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 0.75% 04-30-26                                                         | CUSIP: 91282CBW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1156000 | PA      | $1135928.03    | 0.01%             | 2026-04-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 1.625% 05-15-31                                                        | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2810000 | PA      | $2502419.37    | 0.02%             | 2031-05-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 2.375% 05-15-51                                                        | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2239300 | PA      | $1440641.79    | 0.01%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 1.25% 05-31-28                                                         | CUSIP: 91282CCE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1715000 | PA      | $1612279.22    | 0.02%             | 2028-05-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 2.0% 08-15-51                                                          | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     37600000 | PA      | $22027805.84   | 0.22%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 1.25% 08-15-31                                                         | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1114000 | PA      | $963725.30     | 0.01%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 1.125% 08-31-28                                                        | CUSIP: 91282CCV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     10000000 | PA      | $9312633.00    | 0.09%             | 2028-08-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 1.375% 11-15-31                                                        | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2800000 | PA      | $2423968.68    | 0.02%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 1.875% 11-15-51                                                        | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2099000 | PA      | $1187742.24    | 0.01%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| DSG TOPCO INC                                                                | DSG TOPCO INC (DRS) (NOT LISTED OR TRADING)                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         1681 | NS      | $19174.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENDO LP                                                                      | ENDO LP (NOT LISTED OR TRADING)                                                                    | CUSIP: 292ESCB09<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       805000 | NS      | $0.08          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ENDO LP                                                                      | ENDO LP CL A1 144A (NOT LISTED OR TRADING)                                                         | CUSIP: 29281F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        45666 | NS      | $29112.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ACR III LSC HOLDINGS LLC                                                     | ACR III LSC HOLDINGS LLC PFD SER B 144A (DRS) (NOT LISTED OR TRADING)                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          277 | NS      | $453557.14     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_24-1                                       | HERTZ 2024-1A A 144A 5.44% 01-25-29                                                                | CUSIP: 42806MCK3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1689000 | PA      | $1725367.55    | 0.02%             | 2029-01-25      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_25-1                                   | HERTZ 2025-1A A 144A 4.91% 09-25-29                                                                | CUSIP: 42806MCT4<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |      7096000 | PA      | $7168812.06    | 0.07%             | 2029-09-25      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST LADAR_23-1A                                       | LADAR 2023-1A A3 144A 5.48% 06-15-27                                                               | CUSIP: 505710AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       231410 | PA      | $231510.29     | 0.00%             | 2027-06-15      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| USCLN 2025-SUP1                                                              | USCLN 2025-SUP1 B 144A 5.582% 02-25-32                                                             | CUSIP: 90357PBC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3993056 | PA      | $4005434.26    | 0.04%             | 2032-02-25      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| USCLN 2025-SUP2                                                              | USCLN 2025-SUP2 B1 144A 4.8175% 09-25-32                                                           | CUSIP: 90355PAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       645000 | PA      | $645811.41     | 0.01%             | 2032-09-25      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-1                             | WLAKE 2023-1A B 144A 5.41% 01-18-28                                                                | CUSIP: 96042XAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        90560 | PA      | $90604.02      | 0.00%             | 2028-01-18      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| WEF 2024-1A                                                                  | WEF 2024-1A A2 144A 4.99% 09-20-32                                                                 | CUSIP: 97415AAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       797685 | PA      | $802620.32     | 0.01%             | 2032-09-20      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| ONDECK ASSET SECURITIZATION TRUST LLC ONDK_24-1                              | ONDK 2024-1A B 144A 7.15% 06-17-31                                                                 | CUSIP: 67118NAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3192000 | PA      | $3229962.46    | 0.03%             | 2031-06-17      | Fixed         | 7.15%                 | Yes           |                  2 | On Loan: No      |
| ONDECK ASSET SECURITIZATION TRUST LLC ONDK_24-1                              | ONDK 2024-1A A 144A 6.27% 06-17-31                                                                 | CUSIP: 67118NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1780000 | PA      | $1792285.56    | 0.02%             | 2031-06-17      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                                                       | PENN NATIONAL GAMING CV SR UNSEC 2.75% 05-15-26                                                    | CUSIP: 707569AU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        87000 | PA      | $90066.75      | 0.00%             | 2026-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                       | CENTERPOINT ENERGY INC CV 144A LIFE SR UNSEC 3.0% 08-01-28                                         | CUSIP: 15189TBQ9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |       362000 | PA      | $368008.11     | 0.00%             | 2028-08-01      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                             | VENTAS REALTY LP CV 3.75% 6/1/2026                                                                 | CUSIP: 92277GAZ0<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |       244000 | PA      | $315736.00     | 0.00%             | 2026-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AIRBNB INC                                                                   | AIRBNB INC CV SR UNSEC 0.0% 03-15-26                                                               | CUSIP: 009066AB7<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |       543000 | PA      | $532140.00     | 0.01%             | 2026-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                                          | AXON ENTERPRISE INC CV SR UNSEC 0.5% 12-15-27                                                      | CUSIP: 05464CAB7<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |        90000 | PA      | $282487.50     | 0.00%             | 2027-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                                          | COINBASE GLOBAL INC CV SR UNSEC 0.5% 06-01-26                                                      | CUSIP: 19260QAB3<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |       150000 | PA      | $166875.00     | 0.00%             | 2026-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                | CARNIVAL CORP CV SR UNSEC 5.75% 12-01-27                                                           | CUSIP: 143658BV3<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |       195000 | PA      | $436007.33     | 0.00%             | 2027-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                             | DUKE ENERGY CORP 4.125% 04-15-26                                                                   | CUSIP: 26441CBY0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |       230000 | PA      | $247192.50     | 0.00%             | 2026-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                | ECHOSTAR CORP CV SR UNSEC PIK 3.875% 11-30-30                                                      | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |       327922 | PA      | $807507.93     | 0.01%             | 2030-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HALOZYME THERAPEUTICS INC                                                    | HALOZYME THERAPEUTICS INC CV SR UNSEC 1.0% 08-15-28                                                | CUSIP: 40637HAF6<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |       236000 | PA      | $332170.00     | 0.00%             | 2028-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT VACATIONS WORLDWIDE CORP                                            | MARRIOTT VACATIONS WORLDWIDE CORP CV SR UNSEC 3.25% 12-15-27                                       | CUSIP: 57164YAF4<br>LEI: 549300WA6BT5H4F7IO94 | Long             | DBT              | CORP              | US        |       236000 | PA      | $225545.20     | 0.00%             | 2027-12-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SPOTIFY USA INC                                                              | SPOTIFY USA INC CV SR UNSEC 0.0% 03-15-26                                                          | CUSIP: 84921RAB6<br>LEI: 2138008WM218QBKRII94 | Long             | DBT              | CORP              | US        |       235000 | PA      | $321715.00     | 0.00%             | 2026-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                             | WELLTOWER OP LLC CV 144A SR UNSEC 2.75% 05-15-28                                                   | CUSIP: 95041AAB4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |       186000 | PA      | $348471.00     | 0.00%             | 2028-05-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                                             | LAMAR MEDIA CORP SR UNSEC 3.625% 01-15-31                                                          | CUSIP: 513075BZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       810000 | PA      | $754300.35     | 0.01%             | 2031-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| OWENS & MINOR INC                                                            | OWENS & MINOR INC 144A LIFE SR UNSEC 6.625% 04-01-30                                               | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |       748000 | PA      | $617803.12     | 0.01%             | 2030-04-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                        | MINERAL RESOURCES LTD 144A LIFE SR UNSEC 8.5% 05-01-30                                             | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |       100000 | PA      | $104099.00     | 0.00%             | 2030-05-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                                                   | SANTANDER HOLDINGS USA INC SR UNSEC 3.244% 10-05-26                                                | CUSIP: 80282KAZ9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |      7197000 | PA      | $7127880.01    | 0.07%             | 2026-10-05      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| SSTRT 2025-A                                                                 | SSTRT 2025-A B 144A 5.038% 07-25-31                                                                | CUSIP: 81378RAB0<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | US        |       477707 | PA      | $482382.38     | 0.00%             | 2031-07-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| SCF EQUIPMENT TRUST LLC SCFET_25-1                                           | SCFET 2025-1A A3 144A 5.11% 11-21-33                                                               | CUSIP: 78437DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9743000 | PA      | $9984304.88    | 0.10%             | 2033-11-21      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| STEELE CREEK CLO LTD STCR_19-2A                                              | STCR 2019-2A ARR CLO 144A FRN 07-15-32                                                             | CUSIP: 85817EAU7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4776108 | PA      | $4775993.56    | 0.05%             | 2032-07-15      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| SMB 2025-A                                                                   | SMB 2025-A A1A 144A 5.13% 04-15-54                                                                 | CUSIP: 83207EAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3637182 | PA      | $3707346.74    | 0.04%             | 2054-04-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| SSTRT 2025-B                                                                 | SSTRT 2025-B B 144A 4.925% 12-29-32                                                                | CUSIP: 81378WAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4281267 | PA      | $4319657.52    | 0.04%             | 2032-12-29      | Fixed         | 4.92%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_20-1                                            | SORT 2020-1 A1 144A 1.69% 07-15-60                                                                 | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3163065 | PA      | $2734197.50    | 0.03%             | 2060-07-15      | Fixed         | 1.69%                 | Yes           |                  2 | On Loan: No      |
| SEACO_20-1                                                                   | SEACO 2020-1A A 144A 2.17% 10-17-40                                                                | CUSIP: 37959PAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3479713 | PA      | $3338130.76    | 0.03%             | 2040-10-17      | Fixed         | 2.17%                 | Yes           |                  2 | On Loan: No      |
| TRNTS 2018-9A                                                                | TRNTS 2018-9A ARRR CLO 144A FRN 01-20-32                                                           | CUSIP: 89641JAW6<br>LEI: 549300QFERVNPGSISO16 | Long             | ABS-O            | CORP              | US        |      1330278 | PA      | $1330349.97    | 0.01%             | 2032-01-20      | Variable      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| FIBER SOMA TRUST F/6185                                                      | FIBER SOMA TRUST F REG S SR UNSEC 4.375% 07-22-31                                                  | CUSIP: N/A<br>LEI: 549300PN33H8IMG2PD83       | Long             | DBT              | CORP              | MX        |      2800000 | PA      | $2423800.40    | 0.02%             | 2031-07-22      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| SUNOCO LP                                                                    | SUNOCO LP SR UNSEC 4.5% 04-30-30                                                                   | CUSIP: 86765LAZ0<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |       160000 | PA      | $154177.12     | 0.00%             | 2030-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                      | AMERICA MOVIL SAB DE CV MXN SR UNSEC 10.3% 01-30-34                                                | CUSIP: N/A<br>LEI: 5493000FNR3UCEAONM59       | Long             | DBT              | CORP              | MX        |    136070000 | PA      | $7932672.59    | 0.08%             | 2034-01-30      | Fixed         | 10.30%                | No            |                  2 | On Loan: No      |
| ALPHA BANK SA                                                                | ALPHA BANK SA EUR REG S SR UNSEC (B) 5.0% 05-12-30/29                                              | CUSIP: N/A<br>LEI: 213800DBQIB6VBNU5C64       | Long             | DBT              | CORP              | GR        |      1480000 | PA      | $1856335.96    | 0.02%             | 2030-05-12      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                                           | ARDONAGH FINCO LTD 144A LIFE SR SEC 1ST LIEN 7.75% 02-15-31                                        | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $418867.60     | 0.00%             | 2031-02-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| ARDONAGH GROUP FINANCE LTD                                                   | ARDONAGH GROUP FINANCE LTD 144A LIFE SR UNSEC 8.875% 02-15-32                                      | CUSIP: 039956AA5<br>LEI: 254900SRT1BTAJ76NW62 | Long             | DBT              | CORP              | GB        |      1045000 | PA      | $1099427.78    | 0.01%             | 2032-02-15      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| ABBVIE INC                                                                   | ABBVIE INC SR UNSEC 5.4% 03-15-54                                                                  | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      3302000 | PA      | $3285658.40    | 0.03%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                   | ABBVIE INC SR UNSEC 5.05% 03-15-34                                                                 | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     12931000 | PA      | $13310757.61   | 0.13%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                                        | AON NORTH AMERICA INC SR UNSEC 5.75% 03-01-54                                                      | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1084000 | PA      | $1092538.67    | 0.01%             | 2054-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                      | AMERICA MOVIL SAB DE CV MXN SR UNSEC 10.125% 01-22-29                                              | CUSIP: N/A<br>LEI: 5493000FNR3UCEAONM59       | Long             | DBT              | CORP              | MX        |     41210000 | PA      | $2344774.40    | 0.02%             | 2029-01-22      | Fixed         | 10.12%                | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                                                | AIB GROUP PLC 144A LIFE SR UNSEC 5.871% 03-28-35/34                                                | CUSIP: 00135TAE4<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |      8388000 | PA      | $8828210.63    | 0.09%             | 2035-03-28      | Variable      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                          | AMERICAN EXPRESS CO SR UNSEC 5.532% 04-25-30/29                                                    | CUSIP: 025816DU0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      3975000 | PA      | $4154630.25    | 0.04%             | 2030-04-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| ALLIANCE RESOURCE OPERATING PARTNERS LP                                      | ALLIANCE RESOURCE OPERATING PARTNERS LP 144A LIFE SR UNSEC 8.625% 06-15-29                         | CUSIP: 01879NAC9<br>LEI: 2549007036KGPSVTHP54 | Long             | DBT              | CORP              | US        |       102000 | PA      | $108047.27     | 0.00%             | 2029-06-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| AES ANDES SA                                                                 | AES ANDES SA REG S SUB (H) 8.15% 06-10-55/30                                                       | CUSIP: N/A<br>LEI: 549300IF4IFG0FS0RM26       | Long             | DBT              | CORP              | CL        |      1000000 | PA      | $1059377.00    | 0.01%             | 2055-06-10      | Variable      | 8.15%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                          | AMERICAN EXPRESS CO SR UNSEC 5.284% 07-26-35/34                                                    | CUSIP: 025816DW6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |       675000 | PA      | $696988.13     | 0.01%             | 2035-07-26      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| ACURIS FINANCE US INC                                                        | ACURIS FINANCE US INC 144A LIFE SR SEC 1ST LIEN 9.0% 08-01-29                                      | CUSIP: 00511BAE7<br>LEI: 213800PHEXJH1L7ZN896 | Long             | DBT              | CORP              | US        |       500000 | PA      | $522925.00     | 0.01%             | 2029-08-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                                         | AMENTUM HOLDINGS INC 144A LIFE SR UNSEC 7.25% 08-01-32                                             | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |       495000 | PA      | $514384.70     | 0.01%             | 2032-08-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                                            | ALLIANT HOLDINGS INTERMEDIATE LLC 144A LIFE SR SEC 1ST LIEN 6.5% 10-01-31                          | CUSIP: 01883LAG8<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |       425000 | PA      | $435065.28     | 0.00%             | 2031-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                                            | ALLIANT HOLDINGS INTERMEDIATE LLC 144A LIFE SR UNSEC 7.375% 10-01-32                               | CUSIP: 01883LAH6<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |       610000 | PA      | $629326.02     | 0.01%             | 2032-10-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                                                    | ALIBABA GROUP HOLDING LTD 144A SR UNSEC 5.25% 05-26-35                                             | CUSIP: 01609WBK7<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | HK        |       395000 | PA      | $413744.73     | 0.00%             | 2035-05-26      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                                                    | ALIBABA GROUP HOLDING LTD 144A SR UNSEC 5.625% 11-26-54                                            | CUSIP: 01609WBL5<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | HK        |       200000 | PA      | $209295.00     | 0.00%             | 2054-11-26      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                      | ARTHUR J GALLAGHER & CO SR UNSEC 5.0% 02-15-32                                                     | CUSIP: 04316JAM1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1531729.50    | 0.02%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                      | ARTHUR J GALLAGHER & CO SR UNSEC 5.15% 02-15-35                                                    | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      2500000 | PA      | $2531342.50    | 0.03%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                            | BROWN & BROWN INC SR UNSEC 6.25% 06-23-55                                                          | CUSIP: 115236AN1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $2106198.00    | 0.02%             | 2055-06-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO LLC                                                  | BEACH ACQUISITION BIDCO LLC 144A LIFE SR UNSEC PIK 10.0% 07-15-33                                  | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |       375000 | PA      | $405435.75     | 0.00%             | 2033-07-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| BROADCOM INC                                                                 | BROADCOM INC SR UNSEC 5.2% 07-15-35                                                                | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      5925000 | PA      | $6108597.98    | 0.06%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BUFFALO ENERGY MEXICO HOLDINGS SA DE CV                                      | BUFFALO ENERGY MEXICO HOLDINGS SA 144A LIFE SR SEC 1ST LIEN SF 7.875% 02-15-39                     | CUSIP: 11952AAA0<br>LEI: 254900881F7MS73FUK11 | Long             | DBT              | CORP              | MX        |      2872308 | PA      | $3108509.86    | 0.03%             | 2039-02-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| BLOCK INC                                                                    | BLOCK INC 144A LIFE SR UNSEC 5.625% 08-15-30                                                       | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |       415000 | PA      | $420771.82     | 0.00%             | 2030-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| BLOCK INC                                                                    | BLOCK INC 144A LIFE SR UNSEC 6.0% 08-15-33                                                         | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |        95000 | PA      | $97348.40      | 0.00%             | 2033-08-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| BHP BILLITON FINANCE (USA) LTD                                               | BHP BILLITON FINANCE USA LTD SR UNSEC 5.75% 09-05-55                                               | CUSIP: 055451BM9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |       767000 | PA      | $797785.08     | 0.01%             | 2055-09-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                             | BAT CAPITAL CORP SR UNSEC 4.625% 03-22-33                                                          | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      1716000 | PA      | $1698889.76    | 0.02%             | 2033-03-22      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                 | BROADCOM INC SR UNSEC 4.8% 02-15-36                                                                | CUSIP: 11135FCY5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      1774000 | PA      | $1769302.45    | 0.02%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                               | BRASKEM NETHERLANDS FINANCE BV REG S SR UNSEC 4.5% 01-10-28                                        | CUSIP: N/A<br>LEI: 2549000TLMHFQ74DS330       | Long             | DBT              | CORP              | NL        |       918000 | PA      | $397035.00     | 0.00%             | 2028-01-10      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                         | BANK OF AMERICA CORP SR UNSEC 3.419% 12-20-28/27                                                   | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |         3000 | PA      | $2954.75       | 0.00%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                                       | BP CAPITAL MARKETS PLC EUR REG S SR UNSEC (B) 1.231% 05-08-31                                      | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |      2200000 | PA      | $2344313.69    | 0.02%             | 2031-05-08      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                | BOEING CO SR UNSEC 2.7% 02-01-27                                                                   | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       525000 | PA      | $514492.13     | 0.01%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                         | BANK OF AMERICA CORP EUR REG S SR UNSEC 0.58% 08-08-29/28                                          | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |      3140000 | PA      | $3474107.27    | 0.03%             | 2029-08-08      | Variable      | 0.58%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                         | BOSTON PROPERTIES LP SR UNSEC 2.9% 03-15-30                                                        | CUSIP: 10112RBC7<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |       406000 | PA      | $377132.59     | 0.00%             | 2030-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                             | BAT CAPITAL CORP SR UNSEC 3.215% 09-06-26                                                          | CUSIP: 05526DBJ3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |         2000 | PA      | $1985.27       | 0.00%             | 2026-09-06      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| B&G FOODS INC                                                                | B&G FOODS INC SR UNSEC 5.25% 09-15-27                                                              | CUSIP: 05508WAB1<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |      1150000 | PA      | $1113962.45    | 0.01%             | 2027-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HONG KONG                                                   | BANGKOK BANK PCL REG S SUB 3.733% 09-25-34/29                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | HK        |     10480000 | PA      | $9923774.00    | 0.10%             | 2034-09-25      | Variable      | 3.73%                 | Yes           |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HONG KONG                                                   | BANGKOK BANK PCL 144A LIFE SUB 3.733% 09-25-34/29                                                  | CUSIP: 059895AT9<br>LEI: N/A                  | Long             | DBT              | CORP              | HK        |       290000 | PA      | $274608.25     | 0.00%             | 2034-09-25      | Variable      | 3.73%                 | Yes           |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                               | BRASKEM NETHERLANDS FINANCE BV REG S SR UNSEC 4.5% 01-31-30                                        | CUSIP: N/A<br>LEI: 2549000TLMHFQ74DS330       | Long             | DBT              | CORP              | NL        |     21957000 | PA      | $8291182.77    | 0.08%             | 2030-01-31      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO/THE                                                                | BOEING CO SR UNSEC 5.705% 05-01-40                                                                 | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $2041966.00    | 0.02%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                | BOEING CO SR UNSEC 5.04% 05-01-27                                                                  | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      2099000 | PA      | $2122204.45    | 0.02%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                | BOEING CO SR UNSEC 5.93% 05-01-60                                                                  | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      2579000 | PA      | $2578424.88    | 0.03%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                                  | BAUSCH HEALTH COS INC 144A LIFE SR SEC 1ST LIEN 11.0% 09-30-28                                     | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |       500000 | PA      | $520469.50     | 0.01%             | 2028-09-30      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                      | BPCE SA EUR REG S SR NON PREF (B) 4.5% 01-13-33                                                    | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      8800000 | PA      | $10940555.88   | 0.11%             | 2033-01-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BULGARIA (REPUBLIC OF)                                                       | BULGARIA GOVERNMENT INTERNATIONAL BOND EUR 144A LIFE 4.5% 01-27-33                                 | CUSIP: N/A<br>LEI: 529900PG0XCL4LICL838       | Long             | DBT              | NUSS              | BG        |      2788000 | PA      | $3564364.57    | 0.04%             | 2033-01-27      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                                         | BANCO DE SABADELL SA EUR REG S SR NON PREF (B) 5.25% 02-07-29/28                                   | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |     11800000 | PA      | $14662809.79   | 0.15%             | 2029-02-07      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                               | BRASKEM NETHERLANDS FINANCE BV REG S SR UNSEC 7.25% 02-13-33                                       | CUSIP: N/A<br>LEI: 2549000TLMHFQ74DS330       | Long             | DBT              | CORP              | NL        |      5283000 | PA      | $2031207.84    | 0.02%             | 2033-02-13      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                | BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE EUR REG S (B) 2.5% 07-04-44                               | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |       840000 | PA      | $896783.07     | 0.01%             | 2044-07-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                         | BOSTON PROPERTIES LP SR UNSEC 6.5% 01-15-34                                                        | CUSIP: 10112RBH6<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |      1276000 | PA      | $1376895.87    | 0.01%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BBVA MEXICO SA INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO BBVA MEXICO/TX | BBVA BANCOMER SA REG S SUB (H) 8.45% 06-29-38/33                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     20052000 | PA      | $22264858.51   | 0.22%             | 2038-06-29      | Variable      | 8.45%                 | Yes           |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                             | BAT CAPITAL CORP SR UNSEC 7.079% 08-02-43                                                          | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      2250000 | PA      | $2548046.25    | 0.03%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                             | BAT CAPITAL CORP SR UNSEC 6.421% 08-02-33                                                          | CUSIP: 054989AB4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      1288000 | PA      | $1414493.19    | 0.01%             | 2033-08-02      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                                         | BANCO DE SABADELL SA EUR REG S SR NON PREF (B) 5.5% 09-08-29/28                                    | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |      5000000 | PA      | $6318437.72    | 0.06%             | 2029-09-08      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                               | BRASKEM NETHERLANDS FINANCE BV REG S SR UNSEC 8.5% 01-12-31                                        | CUSIP: N/A<br>LEI: 2549000TLMHFQ74DS330       | Long             | DBT              | CORP              | NL        |     16756000 | PA      | $6545312.50    | 0.07%             | 2031-01-12      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                               | BRASKEM NETHERLANDS FINANCE BV 144A LIFE SR UNSEC 8.5% 01-12-31                                    | CUSIP: 10554TAH8<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |      3035000 | PA      | $1185546.88    | 0.01%             | 2031-01-12      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| B&G FOODS INC                                                                | B&G FOODS INC 144A LIFE SR SEC 1ST LIEN 8.0% 09-15-28                                              | CUSIP: 05508WAC9<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |       615000 | PA      | $596649.63     | 0.01%             | 2028-09-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                      | BPCE SA 144A LIFE SR NON PREF 6.714% 10-19-29/28                                                   | CUSIP: 05571AAR6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      3000000 | PA      | $3186219.00    | 0.03%             | 2029-10-19      | Variable      | 6.71%                 | Yes           |                  2 | On Loan: No      |
| BORR IHC LTD                                                                 | BORR IHC LTD 144A LIFE SR SEC 1ST LIEN SF 10.375% 11-15-30                                         | CUSIP: 100018AB6<br>LEI: 254900WQF2MM46DNLY83 | Long             | DBT              | CORP              | US        |       301335 | PA      | $302104.29     | 0.00%             | 2030-11-15      | Fixed         | 10.38%                | Yes           |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FINANCE SA                                               | CONSOLIDATED ENERGY FINANCE SA 144A LIFE SR UNSEC 12.0% 02-15-31                                   | CUSIP: 20914UAH9<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |       800000 | PA      | $733004.80     | 0.01%             | 2031-02-15      | Fixed         | 12.00%                | Yes           |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                           | CNX RESOURCES CORP 144A LIFE SR UNSEC 7.25% 03-01-32                                               | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |       895000 | PA      | $929168.42     | 0.01%             | 2032-03-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                            | CISCO SYSTEMS INC SR UNSEC 4.95% 02-26-31                                                          | CUSIP: 17275RBS0<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $3106191.00    | 0.03%             | 2031-02-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                            | CISCO SYSTEMS INC SR UNSEC 5.05% 02-26-34                                                          | CUSIP: 17275RBT8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |      2025000 | PA      | $2095478.10    | 0.02%             | 2034-02-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                            | CISCO SYSTEMS INC SR UNSEC 5.3% 02-26-54                                                           | CUSIP: 17275RBU5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |       412000 | PA      | $406978.54     | 0.00%             | 2054-02-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                       | CHUBB INA HOLDINGS LLC SR UNSEC 5.0% 03-15-34                                                      | CUSIP: 171239AK2<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |      5902000 | PA      | $6054608.01    | 0.06%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                 | CAIXABANK SA 144A LIFE SR NON PREF 5.673% 03-15-30/29                                              | CUSIP: 12803RAG9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      1584000 | PA      | $1643525.14    | 0.02%             | 2030-03-15      | Variable      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                         | CLEVELAND-CLIFFS INC 144A LIFE SR UNSEC 7.375% 05-01-33                                            | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |       134000 | PA      | $136903.78     | 0.00%             | 2033-05-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| CONSTELLATION OIL SERVICES HOLDING SA                                        | CONSTELLATION OIL SERVICES HOLDING SA 144A LIFE SR SEC 1ST LIEN SF 9.375% 11-07-29                 | CUSIP: 650921AA7<br>LEI: 54930059EGCX1QIQVD73 | Long             | DBT              | CORP              | LU        |       780000 | PA      | $800280.00     | 0.01%             | 2029-11-07      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                       | COLOMBIA GOVERNMENT INTERNATIONAL BOND 7.75% 11-07-36                                              | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      1180000 | PA      | $1238410.00    | 0.01%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                              | CVS HEALTH CORP SR UNSEC 6.25% 09-15-65                                                            | CUSIP: 126650EM8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |       425000 | PA      | $432590.93     | 0.00%             | 2065-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                              | CVS HEALTH CORP SR UNSEC 6.2% 09-15-55                                                             | CUSIP: 126650EL0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      2926000 | PA      | $3013589.81    | 0.03%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                         | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 5.85% 12-01-35                                | CUSIP: 161175CS1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |      1748000 | PA      | $1765355.89    | 0.02%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                         | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 6.7% 12-01-55                                 | CUSIP: 161175CT9<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |      1143000 | PA      | $1157406.37    | 0.01%             | 2055-12-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                              | CIGNA GROUP SR UNSEC 5.25% 01-15-36                                                                | CUSIP: 125523CZ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      3850000 | PA      | $3900573.60    | 0.04%             | 2036-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                              | CIGNA GROUP SR UNSEC 6.0% 01-15-56                                                                 | CUSIP: 125523DA5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |       575000 | PA      | $596906.35     | 0.01%             | 2056-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                             | PNC FINANCIAL SERVICES GROUP INC SR UNSEC 6.875% 10-20-34/33                                       | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      4055000 | PA      | $4595568.00    | 0.05%             | 2034-10-20      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| PIRAEUS BANK SA                                                              | PIRAEUS BANK SA EUR REG S SR UNSEC (B) 6.75% 12-05-29/28                                           | CUSIP: N/A<br>LEI: 213800OYHR1MPQ5VJL60       | Long             | DBT              | CORP              | GR        |      2460000 | PA      | $3210230.72    | 0.03%             | 2029-12-05      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                   | PACIFICORP SR SEC 1ST LIEN 5.8% 01-15-55                                                           | CUSIP: 695114DE5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      4133000 | PA      | $4054605.26    | 0.04%             | 2055-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| POSCO CO LTD                                                                 | POSCO 144A LIFE SR UNSEC 4.875% 01-23-27                                                           | CUSIP: 73730EAG8<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |      3520000 | PA      | $3546889.28    | 0.04%             | 2027-01-23      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                             | PNC FINANCIAL SERVICES GROUP INC SR UNSEC 5.676% 01-22-35/34                                       | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      1175000 | PA      | $1239489.88    | 0.01%             | 2035-01-22      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                  | PROLOGIS LP SR UNSEC 5.0% 03-15-34                                                                 | CUSIP: 74340XCJ8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |       185000 | PA      | $188093.20     | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                  | PROLOGIS LP SR UNSEC 5.25% 03-15-54                                                                | CUSIP: 74340XCK5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |        70000 | PA      | $67819.08      | 0.00%             | 2054-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                      | ARTHUR J GALLAGHER & CO SR UNSEC 5.55% 02-15-55                                                    | CUSIP: 04316JAP4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |       883000 | PA      | $863890.11     | 0.01%             | 2055-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AMBIPAR LUX SARL                                                             | AMBIPAR LUX SARL 144A LIFE SR UNSEC 10.875% 02-05-33                                               | CUSIP: 02319WAB7<br>LEI: 9845008C0E14F9BDEK55 | Long             | DBT              | CORP              | LU        |       200000 | PA      | $33622.00      | 0.00%             | 2033-02-05      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                        | QUIKRETE HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 6.38% 03-01-32                                     | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |       115000 | PA      | $119211.76     | 0.00%             | 2032-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                        | QUIKRETE HOLDINGS INC 144A LIFE SR UNSEC 6.75% 03-01-33                                            | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |       250000 | PA      | $260112.25     | 0.00%             | 2033-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ALBANIA (REPUBLIC OF)                                                        | ALBANIA GOVERNMENT INTERNATIONAL BOND EUR 144A LIFE 4.75% 02-14-35                                 | CUSIP: N/A<br>LEI: 254900EDM43U3SGRND29       | Long             | DBT              | NUSS              | AL        |     14200000 | PA      | $16836224.53   | 0.17%             | 2035-02-14      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN MEDICAL SYSTEMS EUROPE BV                                           | AMERICAN MEDICAL SYSTEMS EUROPE BV EUR SR UNSEC 3.25% 03-08-34                                     | CUSIP: N/A<br>LEI: 549300AA2JE6ZQ5D2493       | Long             | DBT              | CORP              | NL        |      3020000 | PA      | $3509465.57    | 0.03%             | 2034-03-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| STATE OF QUEENSLAND AUSTRALIA                                                | QUEENSLAND TREASURY CORP EUR 144A LIFE 3.25% 05-21-35                                              | CUSIP: N/A<br>LEI: 54930083BECHPLBYEW59       | Long             | DBT              | NUSS              | AU        |      2425000 | PA      | $2839187.72    | 0.03%             | 2035-05-21      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| QATAR ENERGY                                                                 | QATARENERGY 144A LIFE SR UNSEC 3.125% 07-12-41                                                     | CUSIP: 74730DAE3<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |     16050000 | PA      | $12389316.00   | 0.12%             | 2041-07-12      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                                          | AXON ENTERPRISE INC 144A LIFE SR UNSEC 6.125% 03-15-30                                             | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |       355000 | PA      | $365482.09     | 0.00%             | 2030-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                                          | AXON ENTERPRISE INC 144A LIFE SR UNSEC 6.25% 03-15-33                                              | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |       775000 | PA      | $799641.90     | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                                       | RADIOLOGY PARTNERS INC 144A LIFE SR SEC 2ND LIEN PIK 9.781% 02-15-30                               | CUSIP: 75041VAC8<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |      1299858 | PA      | $1272804.06    | 0.01%             | 2030-02-15      | Fixed         | 9.78%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                                        | ROMANIAN GOVERNMENT INTERNATIONAL BOND EUR 144A LIFE 5.375% 03-22-31                               | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |       900000 | PA      | $1076927.30    | 0.01%             | 2031-03-22      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                  | ROYAL CARIBBEAN CRUISES LTD 144A LIFE SR UNSEC 6.25% 03-15-32                                      | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |       325000 | PA      | $335625.55     | 0.00%             | 2032-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE SA                                                      | RAIZEN FUELS FINANCE SA 144A LIFE SR UNSEC 6.45% 03-05-34                                          | CUSIP: 75102XAB2<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |      7050000 | PA      | $6842990.85    | 0.07%             | 2034-03-05      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                           | SPAIN GOVERNMENT BOND EUR 0.0% 01-31-27                                                            | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      7212000 | PA      | $8239276.40    | 0.08%             | 2027-01-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                           | SPAIN GOVERNMENT BOND EUR REG S 144A 0.7% 04-30-32                                                 | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      2073000 | PA      | $2129210.00    | 0.02%             | 2032-04-30      | Fixed         | 0.70%                 | Yes           |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE SA                                                      | RAIZEN FUELS FINANCE SA 144A LIFE SR UNSEC 6.95% 03-05-54                                          | CUSIP: 75102XAC0<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |       935000 | PA      | $860791.86     | 0.01%             | 2054-03-05      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                                        | ROMANIAN GOVERNMENT INTERNATIONAL BOND EUR 144A LIFE 5.625% 05-30-37                               | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |       735000 | PA      | $828612.47     | 0.01%             | 2037-05-30      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC                                                                     | AT&T INC EUR SR UNSEC 3.6% 06-01-33                                                                | CUSIP: 00206RMV1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      2350000 | PA      | $2786883.58    | 0.03%             | 2033-06-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                             | AMERICAN INTERNATIONAL GROUP INC SR UNSEC 5.45% 05-07-35                                           | CUSIP: 026874DX2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |      2749000 | PA      | $2865455.89    | 0.03%             | 2035-05-07      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                           | SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 1.9% 10-31-52                                            | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      2680000 | PA      | $2060354.72    | 0.02%             | 2052-10-31      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| SASKATCHEWAN (PROVINCE OF)                                                   | PROVINCE OF SASKATCHEWAN CANADA 3.25% 06-08-27                                                     | CUSIP: 803854KQ0<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      1073000 | PA      | $1059097.35    | 0.01%             | 2027-06-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                                        | ROMANIAN GOVERNMENT INTERNATIONAL BOND EUR REG S 5.625% 05-30-37                                   | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      1516000 | PA      | $1709083.68    | 0.02%             | 2037-05-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                  | ROYAL CARIBBEAN CRUISES LTD 144A LIFE SR UNSEC 6.0% 02-01-33                                       | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |       450000 | PA      | $461646.45     | 0.00%             | 2033-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                             | AMERICAN INTERNATIONAL GROUP INC SR UNSEC 4.85% 05-07-30                                           | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1023643.00    | 0.01%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION COMPANY LLC                                                 | AEP TRANSMISSION CO LLC SR UNSEC 5.375% 06-15-35                                                   | CUSIP: 00115AAS8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |       275000 | PA      | $284707.50     | 0.00%             | 2035-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                           | SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 3.45% 07-30-43                                           | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      1365000 | PA      | $1528386.90    | 0.02%             | 2043-07-30      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                                           | SERBIA INTERNATIONAL BOND 144A LIFE 6.25% 05-26-28                                                 | CUSIP: 817477AG7<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      1962000 | PA      | $2048227.94    | 0.02%             | 2028-05-26      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                           | ATHENE HOLDING LTD SR UNSEC 6.625% 05-19-55                                                        | CUSIP: 04686JAL5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $3213432.00    | 0.03%             | 2055-05-19      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1 SARL / AGGREKO HOLDINGS INC                               | ALBION FINANCING 1 SARL 144A LIFE SR UNSEC 7.0% 05-21-30                                           | CUSIP: 01330AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |       200000 | PA      | $207360.00     | 0.00%             | 2030-05-21      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                           | SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 3.15% 04-30-33                                           | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      9075000 | PA      | $10797359.35   | 0.11%             | 2033-04-30      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                           | SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 3.9% 07-30-39                                            | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      3942000 | PA      | $4780291.09    | 0.05%             | 2039-07-30      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| AMPRION GMBH                                                                 | AMPRION GMBH EUR REG S SR UNSEC (B) 3.88% 06-05-36                                                 | CUSIP: N/A<br>LEI: 529900ZIV0ETYHYZM863       | Long             | DBT              | CORP              | DE        |      6100000 | PA      | $7220524.09    | 0.07%             | 2036-06-05      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AECOM                                                                        | AECOM 144A LIFE SR UNSEC 6.0% 08-01-33                                                             | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |        35000 | PA      | $35812.35      | 0.00%             | 2033-08-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                           | SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 3.55% 10-31-33                                           | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     26626000 | PA      | $32427200.66   | 0.32%             | 2033-10-31      | Fixed         | 3.55%                 | Yes           |                  2 | On Loan: No      |
| KINGDOM OF SAUDI ARABIA MINISTRY OF FINANCE                                  | SAUDI GOVERNMENT INTERNATIONAL BOND REG S 5.75% 01-16-54                                           | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |       205000 | PA      | $206256.45     | 0.00%             | 2054-01-16      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                       | ROPER TECHNOLOGIES INC SR UNSEC 4.75% 02-15-32                                                     | CUSIP: 776696AH9<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1011744.00    | 0.01%             | 2032-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FINANCE (USA) PLC                                                  | RIO TINTO FINANCE USA PLC SR UNSEC 5.25% 03-14-35                                                  | CUSIP: 76720AAU0<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |      1355000 | PA      | $1396869.50    | 0.01%             | 2035-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMERITEX HOLDCO INTERMEDIATE LLC                                             | AMERITEX HOLDCO INTERMEDIATE LLC 144A LIFE 7.625% 08-15-33                                         | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       225000 | PA      | $234390.15     | 0.00%             | 2033-08-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                        | ATHENE GLOBAL FUNDING GIC 144A LIFE SR UNSEC 5.543% 08-22-35                                       | CUSIP: 04685A4S7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      1361000 | PA      | $1379912.46    | 0.01%             | 2035-08-22      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                           | SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 3.25% 04-30-34                                           | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      4410000 | PA      | $5238666.07    | 0.05%             | 2034-04-30      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| SWEDEN (KINGDOM OF)                                                          | SWEDEN GOVERNMENT BOND SEK REG S 2.25% 05-11-35                                                    | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |      1990000 | PA      | $205013.08     | 0.00%             | 2035-05-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                         | ROYAL BANK OF CANADA SR UNSEC 4.971% 05-02-31/30                                                   | CUSIP: 78017DAH1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      7523000 | PA      | $7707245.79    | 0.08%             | 2031-05-02      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PROPERTIES LP                                                      | RHP HOTEL PROPERTIES LP 144A LIFE SR UNSEC 6.5% 06-15-33                                           | CUSIP: 749571AL9<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |        85000 | PA      | $87598.03      | 0.00%             | 2033-06-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                           | SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 4.0% 10-31-54                                            | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      1140000 | PA      | $1318307.29    | 0.01%             | 2054-10-31      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                           | SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 3.45% 10-31-34                                           | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      1185000 | PA      | $1424776.97    | 0.01%             | 2034-10-31      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC                                                                     | AT&T INC SR UNSEC 4.5% 05-15-35                                                                    | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      1406000 | PA      | $1359045.22    | 0.01%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                     | AT&T INC EUR SR UNSEC 3.15% 09-04-36                                                               | CUSIP: 00206REF5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       965000 | PA      | $1070151.58    | 0.01%             | 2036-09-04      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                                       | RADIOLOGY PARTNERS INC 144A LIFE SR SEC 1ST LIEN 8.5% 07-15-32                                     | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |       805000 | PA      | $834049.23     | 0.01%             | 2032-07-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                         | ROYAL BANK OF CANADA SR UNSEC 4.696% 08-06-31/30                                                   | CUSIP: 78017DAM0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      5402000 | PA      | $5475580.64    | 0.05%             | 2031-08-06      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                           | SPAIN GOVERNMENT BOND EUR 2.7% 01-31-30                                                            | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      1600000 | PA      | $1893586.74    | 0.02%             | 2030-01-31      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF SAUDI ARABIA MINISTRY OF FINANCE                                  | SAUDI GOVERNMENT INTERNATIONAL BOND 144A LIFE 5.625% 01-13-35                                      | CUSIP: 80413TBL2<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      1580000 | PA      | $1685750.98    | 0.02%             | 2035-01-13      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                                                    | ALIBABA GROUP HOLDING LTD SR UNSEC 4.2% 12-06-47                                                   | CUSIP: 01609WAV4<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | HK        |       500000 | PA      | $429713.00     | 0.00%             | 2047-12-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                                                    | ALIBABA GROUP HOLDING LTD SR UNSEC 4.0% 12-06-37                                                   | CUSIP: 01609WAU6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | HK        |       400000 | PA      | $369942.40     | 0.00%             | 2037-12-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                       | ROPER TECHNOLOGIES INC SR UNSEC 4.45% 09-15-30                                                     | CUSIP: 776696AL0<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $2008978.00    | 0.02%             | 2030-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                       | ROPER TECHNOLOGIES INC SR UNSEC 5.1% 09-15-35                                                      | CUSIP: 776696AM8<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |      8845000 | PA      | $8919766.79    | 0.09%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                           | SPAIN GOVERNMENT BOND EUR 2.4% 05-31-28                                                            | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |       710000 | PA      | $836966.49     | 0.01%             | 2028-05-31      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                           | SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 3.5% 01-31-41                                            | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |       860000 | PA      | $984263.22     | 0.01%             | 2041-01-31      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| REPSOL E&P CAPITAL MARKETS US LLC                                            | REPSOL E&P CAPITAL MARKETS US LLC 144A LIFE SR UNSEC 5.976% 09-16-35                               | CUSIP: 76026AAC1<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |      4625000 | PA      | $4714174.63    | 0.05%             | 2035-09-16      | Fixed         | 5.98%                 | Yes           |                  2 | On Loan: No      |
| REPSOL E&P CAPITAL MARKETS US LLC                                            | REPSOL E&P CAPITAL MARKETS US LLC 144A LIFE SR UNSEC 5.204% 09-16-30                               | CUSIP: 76026AAB3<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |      4674000 | PA      | $4709943.06    | 0.05%             | 2030-09-16      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                           | SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 3.2% 10-31-35                                            | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     11303000 | PA      | $13212468.52   | 0.13%             | 2035-10-31      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| THAILAND (KINGDOM OF)                                                        | THAILAND GVT THB BOND 2.875% 06-17-46                                                              | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |      8967000 | PA      | $313745.91     | 0.00%             | 2046-06-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICALS INC                                                | REGENERON PHARMACEUTICALS INC SR UNSEC 1.75% 09-15-30                                              | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |      5949000 | PA      | $5248653.98    | 0.05%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| RELIANCE INDUSTRIES LTD                                                      | RELIANCE INDUSTRIES LTD REG S SR UNSEC 6.25% 10-19-40                                              | CUSIP: N/A<br>LEI: 5493003UOETFYRONLG31       | Long             | DBT              | CORP              | IN        |       250000 | PA      | $277204.50     | 0.00%             | 2040-10-19      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                       | COLOMBIAN TES COP 7.0% 06-30-32                                                                    | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |    643700000 | PA      | $131675.06     | 0.00%             | 2032-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TURKEY (REPUBLIC OF)                                                         | TURKIYE GOVERNMENT INTERNATIONAL BOND 6.0% 01-14-41                                                | CUSIP: 900123BJ8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      2240000 | PA      | $1960562.24    | 0.02%             | 2041-01-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ANYWHERE REAL ESTATE GROUP LLC                                               | ANYWHERE REAL ESTATE GROUP LLC 144A LIFE SR UNSEC 5.75% 01-15-29                                   | CUSIP: 75606DAL5<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |       650000 | PA      | $627152.50     | 0.01%             | 2029-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| RHP HOTEL PROPERTIES LP                                                      | RHP HOTEL PROPERTIES LP 144A LIFE SR UNSEC 4.5% 02-15-29                                           | CUSIP: 749571AG0<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |       560000 | PA      | $549669.68     | 0.01%             | 2029-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                                                         | RLJ LODGING TRUST LP 144A LIFE SR SEC 1ST LIEN 3.75% 07-01-26                                      | CUSIP: 74965LAA9<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |        40000 | PA      | $39628.84      | 0.00%             | 2026-07-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| RTX CORP                                                                     | RTX CORP SR UNSEC 1.9% 09-01-31                                                                    | CUSIP: 75513ECM1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |       722000 | PA      | $628513.27     | 0.01%             | 2031-09-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 2.375% 11-15-49                                                        | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       257900 | PA      | $168718.28     | 0.00%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                     | RTX CORP SR UNSEC 2.82% 09-01-51                                                                   | CUSIP: 75513ECL3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |       750000 | PA      | $476867.25     | 0.00%             | 2051-09-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                                                         | RLJ LODGING TRUST LP 144A LIFE SR SEC 1ST LIEN 4.0% 09-15-29                                       | CUSIP: 74965LAB7<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |       440000 | PA      | $415856.76     | 0.00%             | 2029-09-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| AG ISSUER LLC                                                                | AG ISSUER LLC 144A LIFE SR SEC 1ST LIEN 6.25% 03-01-28                                             | CUSIP: 00119LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       762000 | PA      | $764044.45     | 0.01%             | 2028-03-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| AMGEN INC                                                                    | AMGEN INC SR UNSEC 2.2% 02-21-27                                                                   | CUSIP: 031162CT5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      1179000 | PA      | $1150798.32    | 0.01%             | 2027-02-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                     | RTX CORP SR UNSEC 3.03% 03-15-52                                                                   | CUSIP: 75513ECP4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |       500000 | PA      | $329929.50     | 0.00%             | 2052-03-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| ANYWHERE REAL ESTATE GROUP LLC                                               | ANYWHERE REAL ESTATE GROUP LLC 144A LIFE SR UNSEC 5.25% 04-15-30                                   | CUSIP: 75606DAQ4<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |       360000 | PA      | $336366.72     | 0.00%             | 2030-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| RELIANCE INDUSTRIES LTD                                                      | RELIANCE INDUSTRIES LTD REG S SR UNSEC 3.625% 01-12-52                                             | CUSIP: N/A<br>LEI: 5493003UOETFYRONLG31       | Long             | DBT              | CORP              | IN        |       250000 | PA      | $185393.00     | 0.00%             | 2052-01-12      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.5 SD8453 08-01-54                                                                      | CUSIP: 3132DWMA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1084612 | PA      | $1095273.84    | 0.01%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                              | CVS HEALTH CORP SR UNSEC 6.0% 06-01-63                                                             | CUSIP: 126650EA4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |        75000 | PA      | $73942.65      | 0.00%             | 2063-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                   | CAPITAL ONE FINANCIAL CORP SR UNSEC 6.377% 06-08-34/33                                             | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      2040000 | PA      | $2207288.16    | 0.02%             | 2034-06-08      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                                        | CIVITAS RESOURCES INC 144A LIFE SR UNSEC 8.75% 07-01-31                                            | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |       765000 | PA      | $784707.17     | 0.01%             | 2031-07-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| CSX CORP                                                                     | CSX CORP SR UNSEC 5.2% 11-15-33                                                                    | CUSIP: 126408HW6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |      2068000 | PA      | $2161810.68    | 0.02%             | 2033-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                 | CAIXABANK SA 144A LIFE SR NON PREF 6.84% 09-13-34/33                                               | CUSIP: 12803RAC8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |       600000 | PA      | $668893.20     | 0.01%             | 2034-09-13      | Variable      | 6.84%                 | Yes           |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                                        | CIVITAS RESOURCES INC 144A LIFE SR UNSEC 8.625% 11-01-30                                           | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |        55000 | PA      | $57003.38      | 0.00%             | 2030-11-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                         | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 6.65% 02-01-34                                | CUSIP: 161175CP7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |      3257000 | PA      | $3481729.74    | 0.03%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                       | COLOMBIA GOVERNMENT INTERNATIONAL BOND 8.0% 11-14-35                                               | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      5205000 | PA      | $5597977.50    | 0.06%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                             | CHS 144A LIFE SR SEC 1ST LIEN 10.875% 01-15-32                                                     | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |       360000 | PA      | $381724.92     | 0.00%             | 2032-01-15      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                           | CREDIT AGRICOLE SA GBP REG S SR NON PREF (B) 5.375% 01-15-29/28                                    | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      5900000 | PA      | $8039880.88    | 0.08%             | 2029-01-15      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                                               | COMMERZBANK AG EUR REG S SR NON PREF (B) 4.625% 01-17-31/30                                        | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      6800000 | PA      | $8456157.59    | 0.08%             | 2031-01-17      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                    | CAESARS ENTERTAINMENT INC 144A LIFE SR SEC 1ST LIEN 6.5% 02-15-32                                  | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |       315000 | PA      | $321493.10     | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                   | DOW CHEMICAL CO SR UNSEC 5.15% 02-15-34                                                            | CUSIP: 260543DJ9<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |         8000 | PA      | $8026.42       | 0.00%             | 2034-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                           | DEUTSCHE BANK AG SR NON PREF 2.311% 11-16-27/26                                                    | CUSIP: 251526CP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10009000 | PA      | $9791144.11    | 0.10%             | 2027-11-16      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                     | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 3.65% 04-07-27                         | CUSIP: 233853AM2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |      6025000 | PA      | $5978324.33    | 0.06%             | 2027-04-07      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                                                      | DARLING INGREDIENTS INC 144A LIFE SR UNSEC 6.0% 06-15-30                                           | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |       765000 | PA      | $773132.72     | 0.01%             | 2030-06-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                   | DOW CHEMICAL CO SR UNSEC 6.9% 05-15-53                                                             | CUSIP: 260543DH3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |        57000 | PA      | $60946.74      | 0.00%             | 2053-05-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                            | DISH NETWORK CORP 144A LIFE SR SEC 1ST LIEN 11.75% 11-15-27                                        | CUSIP: 25470MAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3555000 | PA      | $3765018.74    | 0.04%             | 2027-11-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                           | DEUTSCHE BANK AG SR NON PREF 7.146% 07-13-27/26                                                    | CUSIP: 25160PAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       714000 | PA      | $729345.29     | 0.01%             | 2027-07-13      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                           | DEUTSCHE BANK AG SR NON PREF 6.819% 11-20-29/28                                                    | CUSIP: 251526CU1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1604785.50    | 0.02%             | 2029-11-20      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| DEXIA SA                                                                     | DEXIA SA GBP REG S SR UNSEC (B) 4.125% 07-22-27                                                    | CUSIP: N/A<br>LEI: F4G136OIPBYND1F41110       | Long             | DBT              | CORP              | FR        |      2200000 | PA      | $2951853.48    | 0.03%             | 2027-07-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ENDO FINANCE HOLDINGS INC                                                    | ENDO FINANCE HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 8.5% 04-15-31                                  | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1140000 | PA      | $1224495.66    | 0.01%             | 2031-04-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| EQUIPMENTSHARECOM INC                                                        | EQUIPMENTSHARE.COM INC 144A LIFE SR SEC 2ND LIEN 8.625% 05-15-32                                   | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |       250000 | PA      | $270223.50     | 0.00%             | 2032-05-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| EUROBANK SA                                                                  | EUROBANK SA EUR REG S SR UNSEC (B) 4.875% 04-30-31/30                                              | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |     14468000 | PA      | $18153868.67   | 0.18%             | 2031-04-30      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| EATON CAPITAL ULC                                                            | EATON CAPITAL ULC EUR REG S SR UNSEC 3.802% 05-21-36                                               | CUSIP: N/A<br>LEI: 549300OLS85LSODKAF64       | Long             | DBT              | CORP              | IE        |      3000000 | PA      | $3568564.90    | 0.04%             | 2036-05-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                         | EDISON INTERNATIONAL SR UNSEC 5.45% 06-15-29                                                       | CUSIP: 281020BA4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      2714000 | PA      | $2736108.24    | 0.03%             | 2029-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HANESBRANDS INC                                                              | HANESBRANDS INC 144A LIFE SR UNSEC 9.0% 02-15-31                                                   | CUSIP: 410345AQ5<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |       363000 | PA      | $384706.67     | 0.00%             | 2031-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| HEINEKEN NV                                                                  | HEINEKEN NV EUR REG S SR UNSEC (B) 4.125% 03-23-35                                                 | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | DBT              | CORP              | NL        |       970000 | PA      | $1194346.39    | 0.01%             | 2035-03-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                      | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 5.6% 03-30-28                                           | CUSIP: 44891ACD7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      1600000 | PA      | $1645779.20    | 0.02%             | 2028-03-30      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                        | HUB INTERNATIONAL LTD 144A LIFE SR SEC 1ST LIEN 7.25% 06-15-30                                     | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |       198000 | PA      | $206646.66     | 0.00%             | 2030-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                                         | HEATHROW FUNDING LTD EUR REG S SR SEC 1ST LIEN 4.5% 07-11-35                                       | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | GB        |      1400000 | PA      | $1742063.38    | 0.02%             | 2035-07-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                      | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 6.5% 01-16-29                                           | CUSIP: 44891ACR6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |       853000 | PA      | $904493.90     | 0.01%             | 2029-01-16      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                                          | HILCORP ENERGY I LP 144A LIFE SR UNSEC 8.375% 11-01-33                                             | CUSIP: 431318BC7<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |        53000 | PA      | $55701.04      | 0.00%             | 2033-11-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                            | HSBC HOLDINGS PLC SUB 7.399% 11-13-34/33                                                           | CUSIP: 404280EC9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     16134000 | PA      | $18368429.93   | 0.18%             | 2034-11-13      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                      | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 5.3% 01-08-29                                           | CUSIP: 44891ACU9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |       975000 | PA      | $998928.45     | 0.01%             | 2029-01-08      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                      | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 5.4% 01-08-31                                           | CUSIP: 44891ACV7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |       234000 | PA      | $241390.42     | 0.00%             | 2031-01-08      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                          | INTESA SANPAOLO SPA 144A LIFE SR NON PREF 7.778% 06-20-54/53                                       | CUSIP: 46115HCB1<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     10000000 | PA      | $12020240.00   | 0.12%             | 2054-06-20      | Variable      | 7.78%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                          | JPMORGAN CHASE & CO SR UNSEC 5.571% 04-22-28/27                                                    | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      3417000 | PA      | $3492573.79    | 0.03%             | 2028-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP LLC                                                        | JANE STREET GROUP 144A LIFE SR SEC 1ST LIEN 7.125% 04-30-31                                        | CUSIP: 47077WAC2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |        90000 | PA      | $94470.93      | 0.00%             | 2031-04-30      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                          | JPMORGAN CHASE & CO SR UNSEC 4.603% 10-22-30/29                                                    | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      5355000 | PA      | $5419142.19    | 0.05%             | 2030-10-22      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                          | JPMORGAN CHASE & CO SR UNSEC 5.534% 11-29-45/44                                                    | CUSIP: 46647PES1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      1909000 | PA      | $1964404.91    | 0.02%             | 2045-11-29      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTERNATIONAL PLC / TYCO FIRE & SECURITY FINANCE SCA        | JOHNSON CONTROLS INTERNATIONAL PLC EUR SR UNSEC 3.125% 12-11-33                                    | CUSIP: 47837RAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000000 | PA      | $2291308.86    | 0.02%             | 2033-12-11      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                          | JPMORGAN CHASE & CO SR UNSEC 5.502% 01-24-36/35                                                    | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      8157000 | PA      | $8538217.40    | 0.08%             | 2036-01-24      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                            | JOHNSON & JOHNSON EUR SR UNSEC 3.35% 02-26-37                                                      | CUSIP: 478160DD3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      2550000 | PA      | $2968829.04    | 0.03%             | 2037-02-26      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                          | JPMORGAN CHASE & CO SR UNSEC 5.572% 04-22-36/35                                                    | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      5737000 | PA      | $6050016.46    | 0.06%             | 2036-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP LLC                                                        | JANE STREET GROUP 144A LIFE SR SEC 1ST LIEN 6.75% 05-01-33                                         | CUSIP: 47077WAE8<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |       710000 | PA      | $737983.94     | 0.01%             | 2033-05-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| JEFFERSON CAPITAL HOLDINGS LLC                                               | JEFFERSON CAPITAL HOLDINGS LLC 144A LIFE SR UNSEC 8.25% 05-15-30                                   | CUSIP: 472481AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       285000 | PA      | $298308.08     | 0.00%             | 2030-05-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| JERSEY CENTRAL POWER & LIGHT COMPANY                                         | JERSEY CENTRAL POWER & LIGHT CO SR UNSEC 5.1% 01-15-35                                             | CUSIP: 476556DF9<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |       600000 | PA      | $608449.20     | 0.01%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDINGS INC                                                | JH NORTH AMERICA HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 5.875% 01-31-31                            | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |       300000 | PA      | $304861.50     | 0.00%             | 2031-01-31      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/NV                                                   | ANHEUSER-BUSCH INBEV SA EUR REG S SR UNSEC 2.875% 04-02-32                                         | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |      1561000 | PA      | $1804857.12    | 0.02%             | 2032-04-02      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                             | AMERICAN INTERNATIONAL GROUP INC SR UNSEC 4.375% 06-30-50                                          | CUSIP: 026874DP9<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |      1773000 | PA      | $1506496.82    | 0.01%             | 2050-06-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDINGS INC                                                | JH NORTH AMERICA HOLDINGS INC 144A LIFE SR UNSEC 6.125% 07-31-32                                   | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |       235000 | PA      | $240908.84     | 0.00%             | 2032-07-31      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                          | JPMORGAN CHASE & CO SR UNSEC 3.109% 04-22-51/50                                                    | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      4126000 | PA      | $2855208.50    | 0.03%             | 2051-04-22      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                     | AT&T INC EUR SR UNSEC 2.05% 05-19-32                                                               | CUSIP: 00206RJV5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      6250000 | PA      | $6810407.23    | 0.07%             | 2032-05-19      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                     | AT&T INC EUR SR UNSEC 2.6% 05-19-38                                                                | CUSIP: 00206RJW3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       685000 | PA      | $695976.48     | 0.01%             | 2038-05-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                          | JPMORGAN CHASE & CO SR UNSEC 1.953% 02-04-32/31                                                    | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     10980000 | PA      | $9709196.76    | 0.10%             | 2032-02-04      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| NCR ATLEOS CORP                                                              | NCR ATLEOS CORP 144A LIFE SR SEC 1ST LIEN 9.5% 04-01-29                                            | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |       566000 | PA      | $613123.46     | 0.01%             | 2029-04-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT CORP                                                                 | NAVIENT CORP SR UNSEC 11.5% 03-15-31                                                               | CUSIP: 63938CAP3<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |       580000 | PA      | $654698.20     | 0.01%             | 2031-03-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                                        | NABORS INDUSTRIES INC 144A LIFE SR UNSEC 9.125% 01-31-30                                           | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |       285000 | PA      | $296616.60     | 0.00%             | 2030-01-31      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                    | OCCIDENTAL PETROLEUM CORP SR UNSEC 6.05% 10-01-54                                                  | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      1095000 | PA      | $1069401.09    | 0.01%             | 2054-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| OPAL BIDCO SAS                                                               | OPAL BIDCO SAS 144A LIFE SR SEC 1ST LIEN 6.5% 03-31-32                                             | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |       335000 | PA      | $343584.71     | 0.00%             | 2032-03-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES INC                                                     | ALBERTSONS COS INC 144A LIFE SR UNSEC 3.5% 03-15-29                                                | CUSIP: 013092AG6<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |       500000 | PA      | $474540.50     | 0.00%             | 2029-03-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| AIB GROUP PLC                                                                | AIB GROUP PLC EUR REG S SUB (B) 2.875% 05-30-31/26                                                 | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | DBT              | CORP              | IE        |      2300000 | PA      | $2703914.52    | 0.03%             | 2031-05-30      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                                                    | ALIBABA GROUP HOLDING LTD SR UNSEC 2.7% 02-09-41                                                   | CUSIP: 01609WAY8<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | HK        |       600000 | PA      | $447231.60     | 0.00%             | 2041-02-09      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ARETEC GROUP INC                                                             | ARETEC GROUP INC 144A LIFE SR UNSEC 7.5% 04-01-29                                                  | CUSIP: 040133AA8<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |      1257000 | PA      | $1264042.97    | 0.01%             | 2029-04-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC                                                  | ALLIED UNIVERSAL HOLDCO LLC 144A LIFE SR UNSEC 6.0% 06-01-29                                       | CUSIP: 019576AC1<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |       240000 | PA      | $236150.16     | 0.00%             | 2029-06-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC/ALLIED UNIVERSAL FINANCE CORP/ATLAS LUXCO 4 SARL | ALLIED UNIVERSAL HOLDCO LLC 144A LIFE SR SEC 1ST LIEN 4.625% 06-01-28                              | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       550000 | PA      | $539570.90     | 0.01%             | 2028-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                         | ONEMAIN FINANCE CORP SR UNSEC 7.125% 09-15-32                                                      | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       385000 | PA      | $398200.88     | 0.00%             | 2032-09-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                                           | OSAIC HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 6.75% 08-01-32                                        | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |       195000 | PA      | $201562.92     | 0.00%             | 2032-08-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                          | AMERICAN TOWER CORP EUR SR UNSEC 0.45% 01-15-27                                                    | CUSIP: 03027XBN9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |       125000 | PA      | $143165.56     | 0.00%             | 2027-01-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                    | AMGEN INC SR UNSEC 2.0% 01-15-32                                                                   | CUSIP: 031162CZ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      5845000 | PA      | $5075622.65    | 0.05%             | 2032-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                     | AT&T INC SR UNSEC 3.5% 09-15-53                                                                    | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      2147000 | PA      | $1486230.69    | 0.01%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                                                | AIA GROUP LTD EUR REG S SUB 0.88% 09-09-33/28                                                      | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | DBT              | CORP              | HK        |     17960000 | PA      | $19850175.53   | 0.20%             | 2033-09-09      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                               | 1261229 BC LTD 144A LIFE SR SEC 1ST LIEN 10.0% 04-15-32                                            | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      1280000 | PA      | $1313077.76    | 0.01%             | 2032-04-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| BLOCK INC                                                                    | BLOCK INC SR UNSEC 6.5% 05-15-32                                                                   | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |       780000 | PA      | $807916.98     | 0.01%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                      | BPCE SA 144A LIFE SR NON PREF 6.027% 05-28-36/35                                                   | CUSIP: 056121AB2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      2453000 | PA      | $2584718.74    | 0.03%             | 2036-05-28      | Variable      | 6.03%                 | Yes           |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                                   | BRAZILIAN GOVERNMENT INTERNATIONAL BOND 5.5% 11-06-30                                              | CUSIP: 105756CM0<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      2320000 | PA      | $2369880.00    | 0.02%             | 2030-11-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                   | DOW CHEMICAL CO SR UNSEC 5.6% 02-15-54                                                             | CUSIP: 260543DK6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |       711000 | PA      | $644232.12     | 0.01%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                   | DAVITA INC 144A LIFE SR UNSEC 6.875% 09-01-32                                                      | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |       925000 | PA      | $956289.05     | 0.01%             | 2032-09-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                           | DEUTSCHE BANK AG SR NON PREF 5.403% 09-11-35/34                                                    | CUSIP: 251526CY3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1020064.00    | 0.01%             | 2035-09-11      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM AG                                                          | DEUTSCHE TELEKOM AG EUR REG S SR UNSEC (B) 3.25% 06-04-35                                          | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | DBT              | CORP              | DE        |     11572000 | PA      | $13532251.28   | 0.13%             | 2035-06-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DIEBOLD NIXDORF INC                                                          | DIEBOLD NIXDORF INC 144A LIFE SR SEC 1ST LIEN 7.75% 03-31-30                                       | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |      1360000 | PA      | $1438015.04    | 0.01%             | 2030-03-31      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| DAI-ICHI LIFE INSURANCE CO LTD/THE                                           | DAI-ICHI LIFE INSURANCE CO LTD PRP 144A LIFE SUB (H) 6.2% 12-31-79/01-16-35                        | CUSIP: 23381LAA2<br>LEI: 3538001235ACEIORUV72 | Long             | DBT              | CORP              | JP        |      3000000 | PA      | $3120681.00    | 0.03%             | 2079-12-31      | Variable      | 6.20%                 | Yes           |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                   | DOW CHEMICAL CO SR UNSEC 5.95% 03-15-55                                                            | CUSIP: 260543DM2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |       750000 | PA      | $713176.50     | 0.01%             | 2055-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                       | DIAMONDBACK ENERGY INC SR UNSEC 5.55% 04-01-35                                                     | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      2197000 | PA      | $2256496.96    | 0.02%             | 2035-04-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                   | DAVITA INC 144A LIFE SR UNSEC 6.75% 07-15-33                                                       | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |       485000 | PA      | $500538.43     | 0.00%             | 2033-07-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                   | DOW CHEMICAL CO SR UNSEC 5.65% 03-15-36                                                            | CUSIP: 260543DP5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |       324000 | PA      | $325758.35     | 0.00%             | 2036-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                   | DOW CHEMICAL CO SR UNSEC 4.8% 01-15-31                                                             | CUSIP: 260543DN0<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |       500000 | PA      | $498095.00     | 0.00%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                        | DIRECTV FINANCING LLC 144A LIFE SR SEC 1ST LIEN 8.875% 02-01-30                                    | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       710000 | PA      | $702169.41     | 0.01%             | 2030-02-01      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                   | DOW CHEMICAL CO SR UNSEC 5.55% 11-30-48                                                            | CUSIP: 260543CR2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |       132000 | PA      | $120438.52     | 0.00%             | 2048-11-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                   | DOW CHEMICAL CO SR UNSEC 4.8% 05-15-49                                                             | CUSIP: 260543CV3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |       495000 | PA      | $404435.79     | 0.00%             | 2049-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DENMARK (KINGDOM OF)                                                         | DENMARK GOVERNMENT BOND DKK 4.5% 11-15-39                                                          | CUSIP: N/A<br>LEI: 549300PTO6LS1PTM6607       | Long             | DBT              | NUSS              | DK        |       830000 | PA      | $158333.20     | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                   | DOW CHEMICAL CO EUR SR UNSEC 1.125% 03-15-32                                                       | CUSIP: 260543DA8<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      9000000 | PA      | $9092049.84    | 0.09%             | 2032-03-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                   | DOW CHEMICAL CO EUR SR UNSEC 1.875% 03-15-40                                                       | CUSIP: 260543DB6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |       500000 | PA      | $426562.30     | 0.00%             | 2040-03-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                   | DAVITA INC 144A LIFE SR UNSEC 3.75% 02-15-31                                                       | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |       375000 | PA      | $343728.00     | 0.00%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                   | DOW CHEMICAL CO SR UNSEC 3.6% 11-15-50                                                             | CUSIP: 260543DD2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |       485000 | PA      | $328794.60     | 0.00%             | 2050-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                           | DEUTSCHE BANK AG SR NON PREF 3.547% 09-18-31/30                                                    | CUSIP: 251526CD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       576000 | PA      | $546160.90     | 0.01%             | 2031-09-18      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                             | DEUTSCHE BANK AG EUR REG S SR UNSEC (B) 1.75% 11-19-30/29                                          | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |     25900000 | PA      | $28754161.66   | 0.29%             | 2030-11-19      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| DUA CAPITAL LTD                                                              | DUA CAPITAL LTD SUKUK REG S SR UNSEC 2.78% 05-11-31                                                | CUSIP: N/A<br>LEI: 213800ILVLALFTITCB43       | Long             | DBT              | CORP              | MY        |      3500000 | PA      | $3219608.00    | 0.03%             | 2031-05-11      | Fixed         | 2.78%                 | Yes           |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                        | DIRECTV FINANCING LLC 144A LIFE SR SEC 1ST LIEN 5.875% 08-15-27                                    | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       384000 | PA      | $383859.07     | 0.00%             | 2027-08-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                        | HUB INTERNATIONAL LTD 144A LIFE SR UNSEC 7.375% 01-31-32                                           | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |       650000 | PA      | $677276.60     | 0.01%             | 2032-01-31      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| INTEL CORP                                                                   | INTEL CORP SR UNSEC 5.6% 02-21-54                                                                  | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      1309000 | PA      | $1257743.49    | 0.01%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| IRB INFRASTRUCTURE DEVELOPERS LTD                                            | IRB INFRASTRUCTURE DEVELOPERS LTD 144A LIFE SR SEC 1ST LIEN SF 7.11% 03-11-32                      | CUSIP: 449881AA9<br>LEI: 335800XGO3AITGW6AK27 | Long             | DBT              | CORP              | IN        |      4650000 | PA      | $4833456.45    | 0.05%             | 2032-03-11      | Fixed         | 7.11%                 | Yes           |                  2 | On Loan: No      |
| ION TRADING TECHNOLOGIES SARL                                                | ION TRADING TECHNOLOGIES SARL 144A LIFE SR SEC 1ST LIEN 9.5% 05-30-29                              | CUSIP: 46205YAB7<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | DBT              | CORP              | LU        |      1694000 | PA      | $1797628.76    | 0.02%             | 2029-05-30      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                  | IMPERIAL BRANDS FINANCE PLC 144A LIFE SR UNSEC 5.875% 07-01-34                                     | CUSIP: 45262BAH6<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |      2500000 | PA      | $2619132.50    | 0.03%             | 2034-07-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ITHACA ENERGY NORTH SEA PLC                                                  | ITHACA ENERGY NORTH SEA PLC 144A LIFE SR UNSEC 8.125% 10-15-29                                     | CUSIP: 46567TAC8<br>LEI: 213800BMMUN3AKWBIO91 | Long             | DBT              | CORP              | GB        |       225000 | PA      | $235634.85     | 0.00%             | 2029-10-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                            | IRON MOUNTAIN INC 144A LIFE SR UNSEC 6.25% 01-15-33                                                | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |       110000 | PA      | $112284.15     | 0.00%             | 2033-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| IQVIA INC                                                                    | IQVIA INC 144A LIFE SR UNSEC 6.25% 06-01-32                                                        | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |       380000 | PA      | $391168.58     | 0.00%             | 2032-06-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                  | IMPERIAL BRANDS FINANCE PLC 144A LIFE SR UNSEC 5.62% 07-01-35                                      | CUSIP: 45262BAK9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |       500000 | PA      | $510271.00     | 0.01%             | 2035-07-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP                                                         | ICAHN ENTERPRISES LP SR SEC 1ST LIEN 6.25% 05-15-26                                                | CUSIP: 451102BT3<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |        36000 | PA      | $35987.15      | 0.00%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP                                                         | ICAHN ENTERPRISES LP SR SEC 1ST LIEN 5.25% 05-15-27                                                | CUSIP: 451102BZ9<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |       390000 | PA      | $383655.09     | 0.00%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER AND LIGHT CO                                                | INTERSTATE POWER AND LIGHT CO SR UNSEC 2.3% 06-01-30                                               | CUSIP: 461070AS3<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |      1975000 | PA      | $1805464.03    | 0.02%             | 2030-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                            | IRON MOUNTAIN INC 144A LIFE SR UNSEC 5.25% 07-15-30                                                | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |       757000 | PA      | $749136.28     | 0.01%             | 2030-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| INDOFOOD CBP SUKSES MAKMUR TBK PT                                            | INDOFOOD CBP SUKSES MAKMUR TBK PT REG S SR UNSEC 3.398% 06-09-31                                   | CUSIP: N/A<br>LEI: 254900YKZW9GRKZZN285       | Long             | DBT              | CORP              | ID        |       480000 | PA      | $446856.96     | 0.00%             | 2031-06-09      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| INGLES MARKETS INC                                                           | INGLES MARKETS INC 144A LIFE SR UNSEC 4.0% 06-15-31                                                | CUSIP: 457030AK0<br>LEI: 549300XH5RYBMYP8TF26 | Long             | DBT              | CORP              | US        |       865000 | PA      | $813766.05     | 0.01%             | 2031-06-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP                                                         | ICAHN ENTERPRISES LP SR SEC 1ST LIEN 4.375% 02-01-29                                               | CUSIP: 451102CC9<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |       175000 | PA      | $151211.38     | 0.00%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                   | INTEL CORP SR UNSEC 3.05% 08-12-51                                                                 | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      5135000 | PA      | $3260560.68    | 0.03%             | 2051-08-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INFORMATION MANAGEMENT SERVICES INC                            | IRON MOUNTAIN INFORMATION MANAGEMENT SERVICES INC 144A LIFE SR UNSEC 5.0% 07-15-32                 | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1330000 | PA      | $1282673.28    | 0.01%             | 2032-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ING GROEP NV                                                                 | ING GROEP NV EUR REG S SR UNSEC (B) 5.25% 11-14-33/32                                              | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |      6100000 | PA      | $7993966.74    | 0.08%             | 2033-11-14      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                          | INTESA SANPAOLO SPA 144A SR PREF 7.0% 11-21-25                                                     | CUSIP: 46115HBU0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      1375000 | PA      | $1380055.88    | 0.01%             | 2025-11-21      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                          | INTESA SANPAOLO SPA 144A SR NON PREF 8.248% 11-21-33/32                                            | CUSIP: 46115HBV8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      1250000 | PA      | $1475680.00    | 0.01%             | 2033-11-21      | Variable      | 8.25%                 | Yes           |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                          | INTESA SANPAOLO SPA EUR REG S SR NON PREF (B) 5.625% 03-08-33                                      | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      3000000 | PA      | $4006519.59    | 0.04%             | 2033-03-08      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                    | IQVIA INC 144A LIFE SR UNSEC 6.5% 05-15-30                                                         | CUSIP: 46266TAD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |       200000 | PA      | $206874.60     | 0.00%             | 2030-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                            | LITHIA MOTORS INC 144A LIFE SR UNSEC 5.5% 10-01-30                                                 | CUSIP: 536797AJ2<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |       225000 | PA      | $224886.38     | 0.00%             | 2030-10-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| LIGHT AND WONDER INTERNATIONAL INC                                           | LIGHT & WONDER INTERNATIONAL INC 144A LIFE SR UNSEC 6.25% 10-01-33                                 | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |       525000 | PA      | $526244.25     | 0.01%             | 2033-10-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                                             | LAMAR MEDIA CORP 144A LIFE SR UNSEC 5.375% 11-01-33                                                | CUSIP: 513075CA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       180000 | PA      | $178900.92     | 0.00%             | 2033-11-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                                        | BATH & BODY WORKS INC SR UNSEC 6.875% 11-01-35                                                     | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |       328000 | PA      | $341678.26     | 0.00%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                                        | BATH & BODY WORKS INC SR UNSEC 6.75% 07-01-36                                                      | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |       315000 | PA      | $324608.13     | 0.00%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                                | LIVE NATION ENTERTAINMENT INC 144A LIFE SR UNSEC 4.75% 10-15-27                                    | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |       820000 | PA      | $815143.96     | 0.01%             | 2027-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                     | LLOYDS BANKING GROUP PLC GBP REG S SUB 2.707% 12-03-35/30                                          | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |      7000000 | PA      | $8291531.71    | 0.08%             | 2035-12-03      | Variable      | 2.71%                 | No            |                  2 | On Loan: No      |
| LEVI STRAUSS & CO                                                            | LEVI STRAUSS & CO 144A LIFE SR UNSEC 3.5% 03-01-31                                                 | CUSIP: 52736RBJ0<br>LEI: MB0UERO0RDFKU8258G77 | Long             | DBT              | CORP              | US        |       570000 | PA      | $529937.55     | 0.01%             | 2031-03-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS II LLC                                              | LCM INVESTMENTS HOLDINGS II LLC 144A LIFE SR UNSEC 4.875% 05-01-29                                 | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |      1091000 | PA      | $1069728.77    | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                            | LITHIA MOTORS INC 144A LIFE SR UNSEC 3.875% 06-01-29                                               | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |       320000 | PA      | $305896.00     | 0.00%             | 2029-06-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                                     | LAMB WESTON HOLDINGS INC 144A LIFE SR UNSEC 4.125% 01-31-30                                        | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |       290000 | PA      | $278796.72     | 0.00%             | 2030-01-31      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                     | MICROCHIP TECHNOLOGY INC SR UNSEC 5.05% 02-15-30                                                   | CUSIP: 595017BL7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |      4765000 | PA      | $4874123.27    | 0.05%             | 2030-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                  | MEXICO GOVERNMENT INTERNATIONAL BOND 7.375% 05-13-55                                               | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      1110000 | PA      | $1221566.10    | 0.01%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                  | MEXICO GOVERNMENT INTERNATIONAL BOND 6.875% 05-13-37                                               | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      3025000 | PA      | $3270025.00    | 0.03%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MPT OPERATING PARTNERSHIP LP                                                 | MPT OPERATING PARTNERSHIP LP 144A LIFE SR SEC 1ST LIEN 8.5% 02-15-32                               | CUSIP: 55342UAQ7<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |       888000 | PA      | $944234.38     | 0.01%             | 2032-02-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| MINERA MEXICO SA DE CV                                                       | MINERA MEXICO SA DE CV 144A LIFE SR UNSEC 5.625% 02-12-32                                          | CUSIP: 60284MAC6<br>LEI: 2549005BMA2EK49I0T98 | Long             | DBT              | CORP              | MX        |      3805000 | PA      | $3930565.00    | 0.04%             | 2032-02-12      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| MASTERCARD INC                                                               | MASTERCARD INC SR UNSEC 4.95% 03-15-32                                                             | CUSIP: 57636QBG8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |       925000 | PA      | $958784.70     | 0.01%             | 2032-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| 200 PARK FUNDING TRUST                                                       | 200 PARK FUNDING TRUST 144A LIFE SR UNSEC 5.74% 02-15-55                                           | CUSIP: 901928AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000000 | PA      | $3041883.00    | 0.03%             | 2055-02-15      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| MCDONALDS CORP                                                               | MCDONALD'S CORP SR UNSEC 4.95% 03-03-35                                                            | CUSIP: 58013MGA6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      1591000 | PA      | $1612718.74    | 0.02%             | 2035-03-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MEIJI YASUDA LIFE INSURANCE CO                                               | MEIJI YASUDA LIFE INSURANCE CO 144A LIFE SUB (H) 6.1% 06-11-55/35                                  | CUSIP: 585270AE1<br>LEI: 549300SLU4LP6YMRLK07 | Long             | DBT              | CORP              | JP        |      2500000 | PA      | $2603172.50    | 0.03%             | 2055-06-11      | Variable      | 6.10%                 | Yes           |                  2 | On Loan: No      |
| MARS INC                                                                     | MARS INC 144A LIFE SR UNSEC 4.8% 03-01-30                                                          | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      2935000 | PA      | $2991184.71    | 0.03%             | 2030-03-01      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| MARS INC                                                                     | MARS INC 144A LIFE SR UNSEC 5.2% 03-01-35                                                          | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      7526000 | PA      | $7696509.06    | 0.08%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| MARS INC                                                                     | MARS INC 144A LIFE SR UNSEC 5.7% 05-01-55                                                          | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     10737000 | PA      | $10883742.58   | 0.11%             | 2055-05-01      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                               | MORGAN STANLEY SR UNSEC 5.192% 04-17-31/30                                                         | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      2890000 | PA      | $2985202.38    | 0.03%             | 2031-04-17      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC                                                   | MONDELEZ INTERNATIONAL INC SR UNSEC 4.5% 05-06-30                                                  | CUSIP: 609207BG9<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |      2884000 | PA      | $2909122.52    | 0.03%             | 2030-05-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC                                                   | MONDELEZ INTERNATIONAL INC SR UNSEC 5.125% 05-06-35                                                | CUSIP: 609207BH7<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |      3890000 | PA      | $3966975.32    | 0.04%             | 2035-05-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                  | MEXICO GOVERNMENT INTERNATIONAL BOND 6.62% 01-29-38                                                | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       640000 | PA      | $674246.40     | 0.01%             | 2038-01-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                                                       | KAZAKHSTAN GOVERNMENT INTERNATIONAL BOND 144A LIFE 5.5% 07-01-37                                   | CUSIP: 486661BP5<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |      2200000 | PA      | $2256881.00    | 0.02%             | 2037-07-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                           | MITSUBISHI UFJ FINANCIAL GROUP INC SR UNSEC FRN 09-12-31                                           | CUSIP: 606822DM3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |       500000 | PA      | $501885.00     | 0.00%             | 2031-09-12      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                           | MITSUBISHI UFJ FINANCIAL GROUP INC SR UNSEC 4.527% 09-12-31/30                                     | CUSIP: 606822DN1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |       500000 | PA      | $502177.00     | 0.00%             | 2031-09-12      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                  | MEXICO GOVERNMENT INTERNATIONAL BOND EUR 3.5% 09-19-29                                             | CUSIP: 91087BBM1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      4390000 | PA      | $5202584.55    | 0.05%             | 2029-09-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                  | MEXICO GOVERNMENT INTERNATIONAL BOND 5.375% 03-22-33                                               | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      6160000 | PA      | $6163080.00    | 0.06%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                           | METROPOLITAN LIFE GLOBAL FUNDING I GIC 144A LIFE SR SEC 1ST LIEN 3.45% 12-18-26                    | CUSIP: 59217GBY4<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |       810000 | PA      | $805154.58     | 0.01%             | 2026-12-18      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| MINEJESA CAPITAL BV                                                          | MINEJESA CAPITAL BV REG S SR SEC 1ST LIEN SF 5.625% 08-10-37                                       | CUSIP: N/A<br>LEI: 549300KS7ERCP10BKC35       | Long             | DBT              | CORP              | NL        |       200000 | PA      | $198846.00     | 0.00%             | 2037-08-10      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| MINERVA LUXEMBOURG SA                                                        | MINERVA LUXEMBOURG SA REG S SR UNSEC 8.875% 09-13-33                                               | CUSIP: N/A<br>LEI: 222100NM3G3RCPGZ2Z17       | Long             | DBT              | CORP              | LU        |     14674000 | PA      | $16123703.16   | 0.16%             | 2033-09-13      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                        | MINERAL RESOURCES LTD 144A LIFE SR UNSEC 9.25% 10-01-28                                            | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |      1060000 | PA      | $1112002.54    | 0.01%             | 2028-10-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| M&T BANK CORP                                                                | M&T BANK CORP SR UNSEC 7.413% 10-30-29/28                                                          | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |      1574000 | PA      | $1710226.55    | 0.02%             | 2029-10-30      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                           | METROPOLITAN LIFE GLOBAL FUNDING I GIC 144A LIFE SR SEC 1ST LIEN 5.05% 01-08-34                    | CUSIP: 59217GFS3<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |       500000 | PA      | $511221.50     | 0.01%             | 2034-01-08      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                  | MEXICO GOVERNMENT INTERNATIONAL BOND 6.0% 05-07-36                                                 | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       420000 | PA      | $430332.00     | 0.00%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                  | MEXICO GOVERNMENT INTERNATIONAL BOND 6.4% 05-07-54                                                 | CUSIP: 91087BBA7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       910000 | PA      | $891354.10     | 0.01%             | 2054-05-07      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                          | NOMURA HOLDINGS INC SR UNSEC 5.783% 07-03-34                                                       | CUSIP: 65535HBV0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |      3712000 | PA      | $3934215.17    | 0.04%             | 2034-07-03      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                                        | NABORS INDUSTRIES INC 144A LIFE SR UNSEC 8.875% 08-15-31                                           | CUSIP: 62957HAQ8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |       155000 | PA      | $144470.85     | 0.00%             | 2031-08-15      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                            | NEWELL BRANDS INC SR UNSEC 6.375% 05-15-30                                                         | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       175000 | PA      | $173826.63     | 0.00%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NFE FINANCING LLC                                                            | NFE FINANCING LLC 144A LIFE SR SEC 1ST LIEN 12.0% 11-15-29                                         | CUSIP: 62909BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5406991 | PA      | $1595062.35    | 0.02%             | 2029-11-15      | Fixed         | 12.00%                | Yes           |                  2 | On Loan: No      |
| NIGERIA (FEDERAL REPUBLIC OF)                                                | NIGERIA GOVERNMENT INTERNATIONAL BOND REG S 10.375% 12-09-34                                       | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |       550000 | PA      | $612611.45     | 0.01%             | 2034-12-09      | Fixed         | 10.38%                | Yes           |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE CO                                                     | NIPPON LIFE INSURANCE CO 144A LIFE SUB (H) 6.5% 04-30-55/35                                        | CUSIP: 654579AP6<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |      2184000 | PA      | $2353679.33    | 0.02%             | 2055-04-30      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| NORTHERN STATES POWER COMPANY (MINNESOTA)                                    | NORTHERN STATES POWER CO SR SEC 1ST LIEN 5.05% 05-15-35                                            | CUSIP: 665772CZ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |      2300000 | PA      | $2347483.50    | 0.02%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                                 | NORFOLK SOUTHERN CORP SR UNSEC 5.1% 05-01-35                                                       | CUSIP: 655844CV8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |      2154000 | PA      | $2201689.56    | 0.02%             | 2035-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                            | NEWELL BRANDS INC 144A LIFE SR UNSEC 8.5% 06-01-28                                                 | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |        90000 | PA      | $95421.24      | 0.00%             | 2028-06-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT CORP                                                                 | NAVIENT CORP SR UNSEC 7.875% 06-15-32                                                              | CUSIP: 63938CAQ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |       515000 | PA      | $542556.62     | 0.01%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                        | TRUIST FINANCIAL CORP SR UNSEC 5.071% 05-20-31/30                                                  | CUSIP: 89788MAU6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      1484000 | PA      | $1521862.78    | 0.02%             | 2031-05-20      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                                          | NISSAN MOTOR CO LTD 144A LIFE SR UNSEC 7.5% 07-17-30                                               | CUSIP: 654922AB9<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |       650000 | PA      | $682647.55     | 0.01%             | 2030-07-17      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                                          | NISSAN MOTOR CO LTD 144A LIFE SR UNSEC 7.75% 07-17-32                                              | CUSIP: 654922AC7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |       750000 | PA      | $794256.00     | 0.01%             | 2032-07-17      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                                          | NISSAN MOTOR CO LTD 144A LIFE SR UNSEC 8.125% 07-17-35                                             | CUSIP: 654922AD5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |       435000 | PA      | $467242.20     | 0.00%             | 2035-07-17      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                                      | NYKREDIT REALKREDIT A/S REG S 2.5% 10-01-47                                                        | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | ABS-CBDO         | CORP              | DK        |      6597229 | PA      | $970336.01     | 0.01%             | 2047-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                            | NEWELL BRANDS INC SR UNSEC 7.125% 04-01-36                                                         | CUSIP: 651229AX4<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       325000 | PA      | $323864.45     | 0.00%             | 2036-04-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                            | NEWELL BRANDS INC SR UNSEC 7.5% 04-01-46                                                           | CUSIP: 651229AY2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       150000 | PA      | $132406.80     | 0.00%             | 2046-04-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                                          | NUSTAR LOGISTICS LP SR UNSEC 5.625% 04-28-27                                                       | CUSIP: 67059TAE5<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |       630000 | PA      | $634323.06     | 0.01%             | 2027-04-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                                          | NOVA CHEMICALS CORP 144A LIFE SR UNSEC 5.25% 06-01-27                                              | CUSIP: 66977WAR0<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $301111.20     | 0.00%             | 2027-06-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                                            | NEXSTAR MEDIA INC 144A LIFE SR UNSEC 5.625% 07-15-27                                               | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |       605000 | PA      | $604609.17     | 0.01%             | 2027-07-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| NBM US HOLDINGS INC                                                          | NBM US HOLDINGS INC REG S SR UNSEC 6.625% 08-06-29                                                 | CUSIP: N/A<br>LEI: 5493008K1QMSP0J8UC24       | Long             | DBT              | CORP              | US        |       510000 | PA      | $517376.13     | 0.01%             | 2029-08-06      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT CORP                                                                 | NAVIENT CORP SR UNSEC 5.0% 03-15-27                                                                | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |       380000 | PA      | $378592.10     | 0.00%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                                 | NEW YORK LIFE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 1.2% 08-07-30                           | CUSIP: 64952WDS9<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     11090000 | PA      | $9619987.23    | 0.10%             | 2030-08-07      | Fixed         | 1.20%                 | Yes           |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC                                       | INTERNATIONAL FLAVORS & FRAGRANCES INC 144A LIFE SR UNSEC 2.3% 11-01-30                            | CUSIP: 459506AQ4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |        55000 | PA      | $49231.27      | 0.00%             | 2030-11-01      | Fixed         | 2.30%                 | Yes           |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC                                       | INTERNATIONAL FLAVORS & FRAGRANCES INC 144A LIFE SR UNSEC 1.832% 10-15-27                          | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |       123000 | PA      | $117047.91     | 0.00%             | 2027-10-15      | Fixed         | 1.83%                 | Yes           |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                                            | NEXSTAR MEDIA INC 144A LIFE SR UNSEC 4.75% 11-01-28                                                | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |      1037000 | PA      | $1013016.26    | 0.01%             | 2028-11-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT CORP                                                                 | NAVIENT CORP SR UNSEC 4.875% 03-15-28                                                              | CUSIP: 63938CAL2<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |       935000 | PA      | $917449.12     | 0.01%             | 2028-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                            | NATWEST GROUP PLC EUR REG S SR UNSEC (B) 0.78% 02-26-30/29                                         | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |      8365000 | PA      | $9141683.40    | 0.09%             | 2030-02-26      | Variable      | 0.78%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                      | NEW FORTRESS ENERGY INC 144A LIFE SR SEC 1ST LIEN 6.5% 09-30-26                                    | CUSIP: 644393AB6<br>LEI: 254900EICTYTCHA5X705 | Long             | DBT              | CORP              | US        |       150000 | PA      | $37802.25      | 0.00%             | 2026-09-30      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                            | NATWEST GROUP PLC EUR REG S SUB (B) 1.043% 09-14-32/27                                             | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |      1190000 | PA      | $1352139.24    | 0.01%             | 2032-09-14      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                                        | NABORS INDUSTRIES INC 144A LIFE SR UNSEC 7.375% 05-15-27                                           | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |       124000 | PA      | $125963.29     | 0.00%             | 2027-05-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                                 | NORFOLK SOUTHERN CORP SR UNSEC 4.45% 03-01-33                                                      | CUSIP: 655844CQ9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |       707000 | PA      | $703281.18     | 0.01%             | 2033-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL AND GAS INC                                                     | NORTHERN OIL & GAS INC 144A LIFE SR UNSEC 8.75% 06-15-31                                           | CUSIP: 665530AB7<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |        10000 | PA      | $10343.45      | 0.00%             | 2031-06-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| NASDAQ INC                                                                   | NASDAQ INC EUR SR UNSEC 4.5% 02-15-32                                                              | CUSIP: 63111XAM3<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |      2730000 | PA      | $3436447.01    | 0.03%             | 2032-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                                 | NORFOLK SOUTHERN CORP SR UNSEC 5.35% 08-01-54                                                      | CUSIP: 655844CS5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |      1257000 | PA      | $1239351.72    | 0.01%             | 2054-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PARTY CITY HOLDINGS INC                                                      | PARTY CITY 2L TRUST ESCROW 0.0% 08-27-30                                                           | CUSIP: 702ESCAK0<br>LEI: 5493005PYM1JS6EZN307 | Long             | DBT              | CORP              | US        |       178508 | PA      | $3570.16       | 0.00%             | 2030-08-27      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| PECO ENERGY CO                                                               | PECO ENERGY CO SR SEC 1ST LIEN 4.88% 09-15-35                                                      | CUSIP: 693304BH9<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |      3230000 | PA      | $3248624.18    | 0.03%             | 2035-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PARK INTERMEDIATE HOLDINGS LLC                                               | PARK INTERMEDIATE HOLDINGS LLC 144A LIFE SR UNSEC 4.875% 05-15-29                                  | CUSIP: 70052LAC7<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |       320000 | PA      | $312253.44     | 0.00%             | 2029-05-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                  | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.0% 06-15-28                                          | CUSIP: 694308JW8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      7820000 | PA      | $7541944.26    | 0.07%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PRIO LUXEMBOURG HOLDING SARL                                                 | PRIO LUXEMBOURG HOLDING SARL REG S SR SEC 1ST LIEN 6.125% 06-09-26                                 | CUSIP: N/A<br>LEI: 2221003VQP4JY7T31H94       | Long             | DBT              | CORP              | LU        |      2940000 | PA      | $2938009.62    | 0.03%             | 2026-06-09      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| PACIFICORP                                                                   | PACIFICORP SR SEC 1ST LIEN 2.9% 06-15-52                                                           | CUSIP: 695114CY2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |       200000 | PA      | $122167.00     | 0.00%             | 2052-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                                   | PERFORMANCE FOOD GROUP INC 144A LIFE SR UNSEC 4.25% 08-01-29                                       | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |       500000 | PA      | $486236.00     | 0.00%             | 2029-08-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                  | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 4.4% 03-01-32                                          | CUSIP: 694308KC0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      1682000 | PA      | $1641642.09    | 0.02%             | 2032-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                              | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.75% 11-17-32                                            | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      9986000 | PA      | $10646394.15   | 0.11%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                   | PACIFICORP SR SEC 1ST LIEN 5.35% 12-01-53                                                          | CUSIP: 695114CZ9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      1058000 | PA      | $976872.56     | 0.01%             | 2053-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                  | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 6.15% 01-15-33                                         | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      1143000 | PA      | $1210622.17    | 0.01%             | 2033-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                         | FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 3.0% 11-25-34                              | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     32700000 | PA      | $37201991.59   | 0.37%             | 2034-11-25      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| FINLAND (REPUBLIC OF)                                                        | FINLAND GOVERNMENT BOND EUR 144A LIFE/REG S 2.5% 04-15-30                                          | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |       290000 | PA      | $341259.97     | 0.00%             | 2030-04-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| FINLAND (REPUBLIC OF)                                                        | FINLAND GOVERNMENT BOND EUR REG S 3.2% 04-15-45                                                    | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |       140000 | PA      | $156093.59     | 0.00%             | 2045-04-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                         | FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 3.2% 05-25-35                              | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |       390000 | PA      | $448057.99     | 0.00%             | 2035-05-25      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                         | FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 2.4% 09-24-28                              | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      3080000 | PA      | $3619310.39    | 0.04%             | 2028-09-24      | Fixed         | 2.40%                 | Yes           |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                | BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE EUR REG S (B) 0.0% 08-15-50                               | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     25740000 | PA      | $13672244.34   | 0.14%             | 2050-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                | BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE EUR REG S (B) 0.0% 02-15-30                               | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    124120000 | PA      | $132394378.33  | 1.32%             | 2030-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GABON REPUBLIC OF (GOVERNMENT)                                               | GABON GOVERNMENT INTERNATIONAL BOND REG S SF 6.625% 02-06-31                                       | CUSIP: N/A<br>LEI: 213800XA7X746GRPXA35       | Long             | DBT              | NUSS              | GA        |       326000 | PA      | $263390.72     | 0.00%             | 2031-02-06      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| HELLENIC REPUBLIC TREASURY BILL                                              | HELLENIC REPUBLIC GOVERNMENT BOND EUR 144A LIFE/REG S 1.5% 06-18-30                                | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |      4320000 | PA      | $4820522.69    | 0.05%             | 2030-06-18      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| HELLENIC REPUBLIC TREASURY BILL                                              | HELLENIC REPUBLIC GOVERNMENT BOND EUR REG S 144A 0.75% 06-18-31                                    | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |      9150000 | PA      | $9585530.35    | 0.10%             | 2031-06-18      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                | BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE EUR REG S (B) 0.0% 05-15-36                               | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |       830000 | PA      | $726665.69     | 0.01%             | 2036-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GEORGIA (REPUBLIC OF)                                                        | GEORGIA GOVERNMENT INTERNATIONAL BOND 144A LIFE 2.75% 04-22-26                                     | CUSIP: 37311PAB6<br>LEI: 2138007T8RLEVDMLQ257 | Long             | DBT              | NUSS              | GE        |      1127000 | PA      | $1103711.67    | 0.01%             | 2026-04-22      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                | BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE EUR REG S (B) 0.0% 08-15-31                               | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |       900000 | PA      | $922194.32     | 0.01%             | 2031-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                | DEUTSCHLAND REP EUR REG S (B) 0.0% 10-09-26                                                        | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      1500000 | PA      | $1726631.90    | 0.02%             | 2026-10-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GABON REPUBLIC OF (GOVERNMENT)                                               | GABON GOVERNMENT INTERNATIONAL BOND 144A LIFE SF 7.0% 11-24-31                                     | CUSIP: 362420AE1<br>LEI: 213800XA7X746GRPXA35 | Long             | DBT              | NUSS              | GA        |       790000 | PA      | $635110.23     | 0.01%             | 2031-11-24      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                | BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE EUR REG S (B) 0.0% 02-15-32                               | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |       390000 | PA      | $393610.16     | 0.00%             | 2032-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                | DEUTSCHLAND REP EUR REG S (B) 0.0% 04-16-27                                                        | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |         5000 | PA      | $5695.94       | 0.00%             | 2027-04-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                | BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE EUR REG S (B) 1.0% 05-15-38                               | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |       730000 | PA      | $683980.80     | 0.01%             | 2038-05-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                | BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE EUR REG S (B) 1.7% 08-15-32                               | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     31265000 | PA      | $34999482.62   | 0.35%             | 2032-08-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                | BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE EUR REG S (B) 2.1% 11-15-29                               | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     17701000 | PA      | $20689795.43   | 0.21%             | 2029-11-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                | BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE EUR REG S (B) 2.3% 02-15-33                               | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      2000000 | PA      | $2316118.88    | 0.02%             | 2033-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC TREASURY BILL                                              | HELLENIC REPUBLIC GOVERNMENT BOND EUR 144A LIFE/REG S 4.25% 06-15-33                               | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |       190000 | PA      | $240103.09     | 0.00%             | 2033-06-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                | DEUTSCHLAND REP EUR REG S (B) 2.2% 04-13-28                                                        | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      8141000 | PA      | $9598629.22    | 0.10%             | 2028-04-13      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM5                                                                | OBX 2024-NQM5 A1 144A 5.988% 03-25-28                                                              | CUSIP: 67448NAA6<br>LEI: 254900RDM4XSF0B1E373 | Long             | ABS-CBDO         | CORP              | US        |      4573413 | PA      | $4622156.18    | 0.05%             | 2028-03-25      | Variable      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| ONSLOW BAY FINANCIAL LLC OBX_24-NQM7                                         | OBX 2024-NQM7 A1 144A 6.243% 03-25-64                                                              | CUSIP: 67119FAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9191834 | PA      | $9320602.38    | 0.09%             | 2064-03-25      | Variable      | 6.24%                 | Yes           |                  2 | On Loan: No      |
| OBX 2025-NQM1                                                                | OBX 2025-NQM1 A1 144A 5.547% 12-25-64                                                              | CUSIP: 673914AC1<br>LEI: 2549007E8KF1RJ2ZV866 | Long             | ABS-CBDO         | CORP              | US        |      8652087 | PA      | $8731236.41    | 0.09%             | 2064-12-25      | Variable      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| OBX 2025-NQM3                                                                | OBX 2025-NQM3 A1 144A 5.648% 12-01-64                                                              | CUSIP: 67448YAC8<br>LEI: 254900MBGY6CR10DAX67 | Long             | ABS-CBDO         | CORP              | US        |     14567787 | PA      | $14727945.06   | 0.15%             | 2064-12-01      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| PROG 2025-SFR3                                                               | PROG 2025-SFR3 A 144A 3.39% 07-17-42                                                               | CUSIP: 74334BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       184000 | PA      | $174471.74     | 0.00%             | 2042-07-17      | Fixed         | 3.39%                 | Yes           |                  2 | On Loan: No      |
| PRPM 2025-RPL3                                                               | PRPM 2025-RPL3 A1 144A 3.25% 04-25-55                                                              | CUSIP: 69392NAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3910534 | PA      | $3773207.95    | 0.04%             | 2055-04-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| REALKREDIT DANMARK A/S                                                       | REALKREDIT DKK SR SEC REG S SF COVERED 1.0% 10-01-53                                               | CUSIP: N/A<br>LEI: 549300NLOMBOWE943Y30       | Long             | ABS-CBDO         | CORP              | DK        |     18348954 | PA      | $2257705.88    | 0.02%             | 2053-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC - STACR_20-DNA4                                                  | STACR 2020-DNA4 B2 144A FRN 08-25-50                                                               | CUSIP: 35565XBE9<br>LEI: 5493000ITFTMJUMPDE35 | Long             | ABS-CBDO         | CORP              | US        |      4000000 | PA      | $5365920.00    | 0.05%             | 2050-08-25      | Variable      | 14.47%                | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC - STACR 2020-DNA2                                                | STACR 2020-DNA2 B2 144A FRN 02-25-50                                                               | CUSIP: 35565KBE7<br>LEI: 5493007ZK0X40BI7UF30 | Long             | ABS-CBDO         | CORP              | US        |      1000000 | PA      | $1093879.00    | 0.01%             | 2050-02-25      | Variable      | 9.27%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC - STACR 2020-DNA1                                                | STACR 2020-DNA1 B2 144A FRN 01-25-50                                                               | CUSIP: 35565HBE4<br>LEI: 5493003FQV7GR462GO02 | Long             | ABS-CBDO         | CORP              | US        |      5000000 | PA      | $5572500.00    | 0.06%             | 2050-01-25      | Variable      | 9.72%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2020-HQA5                                      | STACR 2020-HQA5 B2 144A FRN 11-25-50                                                               | CUSIP: 35565TBE8<br>LEI: 5493000IT2BRJ2Q9YQ96 | Long             | ABS-CBDO         | CORP              | US        |      2100000 | PA      | $2577409.80    | 0.03%             | 2050-11-25      | Variable      | 11.76%                | Yes           |                  2 | On Loan: No      |
| STAR 2025-SFR5                                                               | STAR 2025-SFR5 A 144A FRN 02-17-42                                                                 | CUSIP: 85520CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1334239 | PA      | $1338664.76    | 0.01%             | 2042-02-17      | Variable      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| STACR 2025-DNA1                                                              | STACR 2025-DNA1 A1 144A FRN 01-25-45                                                               | CUSIP: 35564NFY4<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-CBDO         | CORP              | US        |      1705275 | PA      | $1707230.95    | 0.02%             | 2045-01-25      | Variable      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| SWCH 2025-DATA                                                               | SWCH 2025-DATA A 144A FRN 03-15-42                                                                 | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     41079000 | PA      | $40923844.62   | 0.41%             | 2042-03-15      | Variable      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| STACR 2025-DNA2                                                              | STACR 2025-DNA2 A1 144A FRN 05-25-45                                                               | CUSIP: 35564NHY2<br>LEI: 529900XX8WXEM4FBIH80 | Long             | ABS-CBDO         | CORP              | US        |      1730576 | PA      | $1735823.31    | 0.02%             | 2045-05-25      | Variable      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| TRICON RESIDENTIAL TRUST TCN_23-SFR1                                         | TCN 2023-SFR1 C 144A 5.1% 07-17-40                                                                 | CUSIP: 89616WAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       317000 | PA      | $316881.44     | 0.00%             | 2040-07-17      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| TRICON RESIDENTIAL TRUST TCN_23-SFR1                                         | TCN 2023-SFR1 B 144A 5.1% 07-17-40                                                                 | CUSIP: 89616WAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1467000 | PA      | $1474327.67    | 0.01%             | 2040-07-17      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-3                                             | TPMT 2024-3 A1A 144A FRN 07-25-65                                                                  | CUSIP: 89183FAP3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       945191 | PA      | $956467.03     | 0.01%             | 2065-07-25      | Variable      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| TCN 2024-SFR4                                                                | TCN 2024-SFR4 A 144A 4.3% 11-17-41                                                                 | CUSIP: 895975AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3219746 | PA      | $3195317.29    | 0.03%             | 2041-11-17      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| CDX EMERGING MARKET ISSUER                                                   | CDX EM S44 1.0% 09-22-25/12-20-30 ICE                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |            1 | NC      | $43263.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDX HIGH GRADE ISSUER                                                        | CDX NA IG S45 1.0% 09-22-25/12-20-30 ICE                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |            1 | NC      | $-103319.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDX HIGH YIELD ISSUER                                                        | CDX NA HY S45 5.0% 09-22-25/12-20-30 ICE                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |            1 | NC      | $2395.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CZK FWD PUR FROM USD 10/22/2025                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $1165.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CHF FWD PUR FROM USD 10/29/2025                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $53028.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CNH FWD PUR FROM USD 10/22/2025                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $17617.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CAD FWD PUR FROM USD 10/16/2025                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $727.53        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CZK FWD SALE TO USD 10/22/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-7461.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | DKK FWD PUR FROM USD 10/20/2025                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $631.47        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | DKK FWD SALE TO USD 10/20/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-9847.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | DKK FWD PUR FROM EUR 10/20/2025                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-1000.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | DKK FWD SALE TO EUR 10/20/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $3734.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD SALE TO USD 10/3/2025                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $460871.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD PUR FROM USD 12/17/2025                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $488280.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD SALE TO USD 12/17/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-2628.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD PUR FROM GBP 10/8/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $26921.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD PUR FROM USD 10/9/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $431900.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD SALE TO USD 10/8/2025                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-941769.01    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD PUR FROM CAD 10/8/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $549312.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD PUR FROM USD 10/9/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-15716.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD SALE TO USD 10/9/2025                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $154512.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD PUR FROM USD 10/8/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $474.38        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD SALE TO USD 10/8/2025                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-14.06        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD SALE TO USD 10/10/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $70559.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD PUR FROM USD 10/8/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-1094.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD PUR FROM USD 10/9/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-29404.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                            | BROWN & BROWN INC SR UNSEC 5.25% 06-23-32                                                          | CUSIP: 115236AL5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $2052296.00    | 0.02%             | 2032-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                            | BROWN & BROWN INC SR UNSEC 4.9% 06-23-30                                                           | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $2028466.00    | 0.02%             | 2030-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                            | BROWN & BROWN INC SR UNSEC 5.55% 06-23-35                                                          | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $2058942.00    | 0.02%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                | BOEING CO SR UNSEC 5.805% 05-01-50                                                                 | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      1765000 | PA      | $1764495.21    | 0.02%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                | BOEING CO SR UNSEC 5.15% 05-01-30                                                                  | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       421000 | PA      | $432155.66     | 0.00%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                         | BOSTON PROPERTIES LP SR UNSEC 3.25% 01-30-31                                                       | CUSIP: 10112RBD5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |       173000 | PA      | $160931.69     | 0.00%             | 2031-01-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                         | BANK OF AMERICA CORP SR UNSEC 1.898% 07-23-31/30                                                   | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      5557000 | PA      | $4965118.37    | 0.05%             | 2031-07-23      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                 | BROADCOM INC SR UNSEC 4.75% 04-15-29                                                               | CUSIP: 11135FBA8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      1950000 | PA      | $1990076.40    | 0.02%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                | BOEING CO SR UNSEC 2.75% 02-01-26                                                                  | CUSIP: 097023DA0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      9126000 | PA      | $9075031.29    | 0.09%             | 2026-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                | BOEING CO SR UNSEC 2.196% 02-04-26                                                                 | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       500000 | PA      | $496276.50     | 0.00%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                         | BOSTON PROPERTIES LP SR UNSEC 2.55% 04-01-32                                                       | CUSIP: 10112RBE3<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |       881000 | PA      | $762083.50     | 0.01%             | 2032-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                 | BROADCOM INC 144A SR UNSEC 3.469% 04-15-34                                                         | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      3875000 | PA      | $3537913.75    | 0.04%             | 2034-04-15      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| BOYNE USA INC                                                                | BOYNE USA INC 144A LIFE SR UNSEC 4.75% 05-15-29                                                    | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       765000 | PA      | $751045.64     | 0.01%             | 2029-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP PLC                                                    | BANK OF IRELAND GROUP PLC EUR REG S SUB 1.375% 08-11-31                                            | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | DBT              | CORP              | IE        |      4000000 | PA      | $4653788.62    | 0.05%             | 2031-08-11      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                                  | BAUSCH HEALTH COS INC 144A LIFE SR SEC 1ST LIEN 4.875% 06-01-28                                    | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |       450000 | PA      | $403143.75     | 0.00%             | 2028-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| BOYD GAMING CORP                                                             | BOYD GAMING CORP 144A LIFE SR UNSEC 4.75% 06-15-31                                                 | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |       260000 | PA      | $250857.36     | 0.00%             | 2031-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                         | BOSTON PROPERTIES LP SR UNSEC 2.45% 10-01-33                                                       | CUSIP: 10112RBF0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |      2737000 | PA      | $2240565.68    | 0.02%             | 2033-10-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BRITISH AMERICAN TOBACCO PLC                                                 | BRITISH AMERICAN TOBACCO PLC EUR PRP REG S SUB (H) (B) 3.0% 12-31-79/12-27-26                      | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | DBT              | CORP              | GB        |     25840000 | PA      | $30338513.84   | 0.30%             | 2079-12-31      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                      | BPCE SA 144A LIFE SR NON PREF 2.045% 10-19-27/26                                                   | CUSIP: 05583JAK8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      7500000 | PA      | $7322212.50    | 0.07%             | 2027-10-19      | Variable      | 2.04%                 | Yes           |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                             | BAT CAPITAL CORP SR UNSEC 5.65% 03-16-52                                                           | CUSIP: 05526DBV6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |       600000 | PA      | $574537.80     | 0.01%             | 2052-03-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                 | BROADCOM INC 144A SR UNSEC 4.0% 04-15-29                                                           | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      6163000 | PA      | $6136554.57    | 0.06%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                               | BNP PARIBAS SA EUR REG S SUB (B) 2.5% 03-31-32/27                                                  | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      1500000 | PA      | $1751207.70    | 0.02%             | 2032-03-31      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                | BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE EUR REG S (B) 3.25% 07-04-42                              | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |       320000 | PA      | $383095.71     | 0.00%             | 2042-07-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                                        | BANQUE FEDERATIVE DU CREDIT MUTUEL SA EUR REG S SUB (B) 3.875% 06-16-32/27                         | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      1500000 | PA      | $1787684.84    | 0.02%             | 2032-06-16      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                     | BAXTER INTERNATIONAL INC SR UNSEC 2.539% 02-01-32                                                  | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |      7119000 | PA      | $6243092.48    | 0.06%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                    | BLOCK INC SR UNSEC 3.5% 06-01-31                                                                   | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |       490000 | PA      | $456402.17     | 0.00%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.0 RQ0012 06-01-55                                                                      | CUSIP: 3142J6AN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1268388 | PA      | $1258936.06    | 0.01%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.0 SL1094 04-01-55                                                                      | CUSIP: 31427NGC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1016628 | PA      | $1010322.60    | 0.01%             | 2055-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.0 SL0326 02-01-55                                                                      | CUSIP: 31427MLG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |        26113 | PA      | $25977.69      | 0.00%             | 2055-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.0 SD8505 02-01-55                                                                      | CUSIP: 3132DWNW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       423510 | PA      | $420452.77     | 0.00%             | 2055-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.5 MA5700 05-01-55                                                                      | CUSIP: 31418FKN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        49350 | PA      | $49790.20      | 0.00%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.5 DC8674 02-01-55                                                                      | CUSIP: 3140AWT82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1566995 | PA      | $1581355.39    | 0.02%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS PAYFIX USD 3.9305% 09-23-25/09-23-55 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-10751.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS PAYFIX USD 3.3395% 09-23-25/09-23-27 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $502531.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX EUR 1.9308% 09-24-25/09-24-27 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $37994.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                              | SOFR 90DAY FUT OPT SFRZ5C C @ 97 12-12-25                                                          | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              |  | US        |          700 | NC      | $13125.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                              | SOFR 90DAY FUT OPT SFRZ5C C @ 97.5 12-12-25                                                        | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              |  | US        |          700 | NC      | $4375.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AVANTOR FUNDING INC                                                          | AVANTOR FUNDING INC 144A LIFE SR UNSEC 3.875% 11-01-29                                             | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |       810000 | PA      | $771043.05     | 0.01%             | 2029-11-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.0 SL0799 03-01-55                                                                      | CUSIP: 31427M3H2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       575316 | PA      | $571574.83     | 0.01%             | 2055-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 4.5 MA5671 04-01-55                                                                      | CUSIP: 31418FJR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4383350 | PA      | $4254176.57    | 0.04%             | 2055-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                              | SOFR 90DAY FUT OPT SFRZ5C C @ 98 12-12-25                                                          | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              |  | US        |         1600 | NC      | $10000.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                              | SOFR 90DAY FUT OPT SFRZ5P P @ 95.6875 12-12-25                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              |  | US        |          900 | NC      | $5625.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                                            | ALLIANT HOLDINGS INTERMEDIATE LLC 144A LIFE SR UNSEC 5.875% 11-01-29                               | CUSIP: 01883LAD5<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |       588000 | PA      | $587306.16     | 0.01%             | 2029-11-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                      | AMERICA MOVIL SAB DE CV MXN SR UNSEC 8.46% 12-18-36                                                | CUSIP: 02364WAM7<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |     15000000 | PA      | $773194.36     | 0.01%             | 2036-12-18      | Fixed         | 8.46%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 4.5 MA5644 03-01-55                                                                      | CUSIP: 31418FHW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4148300 | PA      | $4026058.37    | 0.04%             | 2055-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 SD8534 05-01-55                                                                      | CUSIP: 3132DWPT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1606291 | PA      | $1642086.96    | 0.02%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | GBP C USD P FX OPT @ 1.485 12-15-25                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     25000000 | PA      | $-2531.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASX LTD                                                                      | AUS GB 10YR FUT XMZ5 12-15-25                                                                      | CUSIP: N/A<br>LEI: 549300VSBVYUCBIQKT71       | N/A              | DIR              | CORP              | AU        |          178 | NC      | $15164.51      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AON CORP                                                                     | AON CORP SR UNSEC 3.9% 02-28-52                                                                    | CUSIP: 03740LAE2<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $758539.00     | 0.01%             | 2052-02-28      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN MEDICAL SYSTEMS EUROPE BV                                           | AMERICAN MEDICAL SYSTEMS EUROPE BV EUR SR UNSEC 1.375% 03-08-28                                    | CUSIP: N/A<br>LEI: 549300AA2JE6ZQ5D2493       | Long             | DBT              | CORP              | NL        |       940000 | PA      | $1074493.85    | 0.01%             | 2028-03-08      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| TMX GROUP LTD                                                                | CORRA 90DAY FUT CORM6 09-15-26                                                                     | CUSIP: N/A<br>LEI: 549300N65GFVKSHGJW59       | N/A              | DIR              | CORP              | CA        |          303 | NC      | $111651.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TMX GROUP LTD                                                                | CORRA 90DAY FUT CORH6 06-16-26                                                                     | CUSIP: N/A<br>LEI: 549300N65GFVKSHGJW59       | N/A              | DIR              | CORP              | CA        |        12385 | NC      | $7112996.87    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 MA5761 07-01-55                                                                      | CUSIP: 31418FMK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5886155 | PA      | $6017328.41    | 0.06%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 DD9889 07-01-55                                                                      | CUSIP: 3140BA7B6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       218313 | PA      | $223312.68     | 0.00%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TMX GROUP LTD                                                                | CAN GB 5YR FUT XQZ5 12-18-25                                                                       | CUSIP: N/A<br>LEI: 549300N65GFVKSHGJW59       | N/A              | DIR              | CORP              | CA        |          653 | NC      | $689280.63     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TMX GROUP LTD                                                                | CAN GB 10YR FUT CNZ5 12-18-25                                                                      | CUSIP: N/A<br>LEI: 549300N65GFVKSHGJW59       | N/A              | DIR              | CORP              | CA        |          225 | NC      | $430838.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 3.5 FS1230 04-01-52                                                                      | CUSIP: 3140XGLL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        25399 | PA      | $23285.76      | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 3.5 SD6584 09-01-52                                                                      | CUSIP: 3132DUJ57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       937641 | PA      | $857536.05     | 0.01%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALFA DESARROLLO SPA                                                          | ALFA DESARROLLO SPA REG S SR SEC 1ST LIEN SF 4.55% 09-27-51                                        | CUSIP: N/A<br>LEI: 2549006BJAN34R520038       | Long             | DBT              | CORP              | CL        |      9451051 | PA      | $7571473.24    | 0.08%             | 2051-09-27      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| AMGEN INC                                                                    | AMGEN INC SR UNSEC 4.2% 03-01-33                                                                   | CUSIP: 031162DJ6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1945814.00    | 0.02%             | 2033-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 FA1162 04-01-55                                                                      | CUSIP: 3140W1JG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       140683 | PA      | $143861.57     | 0.00%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 DD4459 04-01-55                                                                      | CUSIP: 3140B45V8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2953173 | PA      | $3019713.78    | 0.03%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AG                                                            | EURO-BOBL 5YR FUT OEZ5 12-08-25                                                                    | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              | CORP              | DE        |          808 | NC      | $-138858.39    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AG                                                            | EURO-BUND 10YR FUT RXZ5 12-08-25                                                                   | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              | CORP              | DE        |         3864 | NC      | $-3527740.41   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| AMPRION GMBH                                                                 | AMPRION GMBH EUR REG S SR UNSEC (B) 3.97% 09-22-32                                                 | CUSIP: N/A<br>LEI: 529900ZIV0ETYHYZM863       | Long             | DBT              | CORP              | DE        |      2600000 | PA      | $3170794.17    | 0.03%             | 2032-09-22      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                    | AMGEN INC SR UNSEC 5.25% 03-02-33                                                                  | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     13384000 | PA      | $13867818.22   | 0.14%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 QX8824 03-01-55                                                                      | CUSIP: 31426FYW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       218168 | PA      | $223081.04     | 0.00%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 RQ0041 08-01-55                                                                      | CUSIP: 3142J6BK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1226534 | PA      | $1253868.44    | 0.01%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD PUR FROM USD 10/16/2025                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $14096.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD SALE TO USD 10/16/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-3.50         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                    | AMGEN INC SR UNSEC 5.65% 03-02-53                                                                  | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     10268000 | PA      | $10248829.64   | 0.10%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AON CORP                                                                     | AON CORP SR UNSEC 5.35% 02-28-33                                                                   | CUSIP: 03740LAG7<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |      1181000 | PA      | $1235687.39    | 0.01%             | 2033-02-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD PUR FROM USD 10/17/2025                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $15405.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD SALE TO USD 10/17/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-9021.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 QJ3296 08-01-54                                                                      | CUSIP: 3133CTUV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |        99152 | PA      | $101476.36     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 DC3459 09-01-54                                                                      | CUSIP: 3140AQZZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        91981 | PA      | $94060.87      | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                             | AMERICAN INTERNATIONAL GROUP INC SR UNSEC 5.125% 03-27-33                                          | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |       289000 | PA      | $297491.11     | 0.00%             | 2033-03-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ALLWYN ENTERTAINMENT FINANCING (UK) PLC                                      | ALLWYN ENTERTAINMENT FINANCING UK PLC 144A LIFE SR SEC 1ST LIEN 7.875% 04-30-29                    | CUSIP: 02007VAA8<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $207669.40     | 0.00%             | 2029-04-30      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD PUR FROM USD 10/17/2025                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $84821.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD PUR FROM USD 12/18/2025                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-125178.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 DC3262 09-01-54                                                                      | CUSIP: 3140AQTU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       178958 | PA      | $183020.16     | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.5 CC0859 08-01-55                                                                      | CUSIP: 3140Y65V8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       726117 | PA      | $737929.69     | 0.01%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                     | AT&T INC EUR SR UNSEC 4.3% 11-18-34                                                                | CUSIP: 00206RMS8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      1450000 | PA      | $1791318.06    | 0.02%             | 2034-11-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                     | AT&T INC SR UNSEC 5.4% 02-15-34                                                                    | CUSIP: 00206RMT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      3577000 | PA      | $3718956.82    | 0.04%             | 2034-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD SALE TO USD 12/17/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $34812.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD SALE TO USD 10/20/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $9129.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALBANIA (REPUBLIC OF)                                                        | ALBANIA GOVERNMENT INTERNATIONAL BOND EUR REG S 5.9% 06-09-28                                      | CUSIP: N/A<br>LEI: 254900EDM43U3SGRND29       | Long             | DBT              | NUSS              | AL        |       510000 | PA      | $636185.35     | 0.01%             | 2028-06-09      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ALPHA BANK SA                                                                | ALPHA BANK SA EUR REG S SR UNSEC (B) 6.875% 06-27-29/28                                            | CUSIP: N/A<br>LEI: 213800DBQIB6VBNU5C64       | Long             | DBT              | CORP              | GR        |      2005000 | PA      | $2604623.36    | 0.03%             | 2029-06-27      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD PUR FROM USD 12/17/2025                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-299243.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD PUR FROM USD 10/10/2025                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-5047.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 CC0879 08-01-55                                                                      | CUSIP: 3140Y66R6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       881970 | PA      | $909789.64     | 0.01%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                                      | NYKREDIT REALKREDIT A/S REG S 1.0% 10-01-50                                                        | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | ABS-CBDO         | CORP              | DK        |     48033742 | PA      | $5936139.64    | 0.06%             | 2050-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD PUR FROM USD 10/8/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-72035.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD SALE TO USD 10/16/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $537.81        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NYMT 2024-CP1                                                                | NYMT 2024-CP1 A1 144A FRN 02-25-68                                                                 | CUSIP: 67118PAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3371704 | PA      | $3134949.88    | 0.03%             | 2068-02-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| NZES 2025-FHT1                                                               | NZES 2025-FHT1 A 144A 6.545% 03-25-32                                                              | CUSIP: 64832EAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2629777 | PA      | $2656203.98    | 0.03%             | 2032-03-25      | Variable      | 6.54%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD SALE TO USD 10/22/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $104792.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD PUR FROM USD 10/10/2025                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-1721.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                      | AMERICA MOVIL SAB DE CV MXN SR UNSEC 9.5% 01-27-31                                                 | CUSIP: 02364WBL8<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    299500000 | PA      | $16809990.47   | 0.17%             | 2031-01-27      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                                      | ATI INC SR UNSEC 7.25% 08-15-30                                                                    | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |       810000 | PA      | $850896.90     | 0.01%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                  | FNCL 7.0 UMBS TBA 10-01-55                                                                         | CUSIP: 01F0706A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     74124893 | PA      | $77542643.57   | 0.77%             | 2055-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                  | FNCL 2.5 UMBS TBA 10-01-55                                                                         | CUSIP: 01F0226A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1323231 | PA      | $1115023.25    | 0.01%             | 2055-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD PUR FROM SEK 12/17/2025                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-10812.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD PUR FROM USD 10/16/2025                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-447.25       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                  | FNCL 4.0 UMBS TBA 10-01-55                                                                         | CUSIP: 01F0406A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       743762 | PA      | $701067.83     | 0.01%             | 2055-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                  | FNCL 4.5 UMBS TBA 10-01-55                                                                         | CUSIP: 01F0426A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        82000 | PA      | $79547.54      | 0.00%             | 2055-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | GBP FWD PUR FROM USD 10/8/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-1659.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | GBP FWD PUR FROM USD 10/28/2025                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $12846.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                  | FNCL 5.5 UMBS TBA 10-01-55                                                                         | CUSIP: 01F0526A5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       761799 | PA      | $768193.54     | 0.01%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                  | FNCL 6.5 UMBS TBA 11-01-55                                                                         | CUSIP: 01F0626B2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2227000 | PA      | $2302998.60    | 0.02%             | 2055-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | GBP FWD PUR FROM USD 10/29/2025                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $27449.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | HUF FWD PUR FROM EUR 12/23/2025                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $14411.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                                                 | AMPRION GMBH EUR REG S SR UNSEC (B) 4.125% 09-07-34                                                | CUSIP: N/A<br>LEI: 529900ZIV0ETYHYZM863       | Long             | DBT              | CORP              | DE        |      8000000 | PA      | $9761737.35    | 0.10%             | 2034-09-07      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                                            | ALLIANT HOLDINGS INTERMEDIATE LLC 144A LIFE SR SEC 1ST LIEN 7.0% 01-15-31                          | CUSIP: 01883LAF0<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |       990000 | PA      | $1023677.82    | 0.01%             | 2031-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| UNIFORM MBS                                                                  | FNCL 2.5 UMBS TBA 11-01-55                                                                         | CUSIP: 01F0226B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       506052 | PA      | $426504.67     | 0.00%             | 2055-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                  | FNCL 5.5 UMBS TBA 11-01-55                                                                         | CUSIP: 01F0526B3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       368201 | PA      | $371018.47     | 0.00%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | HUF FWD PUR FROM EUR 10/8/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $25774.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | HUF FWD PUR FROM USD 10/8/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $144580.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BELGIUM (KINGDOM OF)                                                         | KINGDOM OF BELGIUM GOVERNMENT BOND EUR 144A LIFE/REG S 3.5% 06-22-55                               | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |       730000 | PA      | $757181.99     | 0.01%             | 2055-06-22      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                      | BRISTOL-MYERS SQUIBB CO SR UNSEC 5.2% 02-22-34                                                     | CUSIP: 110122EH7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     19789000 | PA      | $20528653.45   | 0.20%             | 2034-02-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| VERUS 2024-4                                                                 | VERUS 2024-4 A1 144A 6.218% 06-25-69                                                               | CUSIP: 92540GAA6<br>LEI: 213800WNY873LW1L3M73 | Long             | ABS-CBDO         | CORP              | US        |      3799731 | PA      | $3854041.01    | 0.04%             | 2069-06-25      | Variable      | 6.22%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2024-9                                                                 | VERUS 2024-9 A1 144A FRN 11-25-69                                                                  | CUSIP: 92540RAC8<br>LEI: 213800LFRCPWSTP6LX39 | Long             | ABS-CBDO         | CORP              | US        |      4991219 | PA      | $5028394.04    | 0.05%             | 2069-11-25      | Variable      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                          | HUF FWD PUR FROM USD 10/8/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $92727.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | HUF FWD PUR FROM USD 10/8/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $1074.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                      | BRISTOL-MYERS SQUIBB CO SR UNSEC 5.55% 02-22-54                                                    | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      1800000 | PA      | $1795262.40    | 0.02%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                      | BPCE SA EUR REG S SUB (B) 4.875% 02-26-36/31                                                       | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      6500000 | PA      | $8038730.92    | 0.08%             | 2036-02-26      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | HUF FWD PUR FROM USD 10/8/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-8194.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | HUF FWD SALE TO EUR 12/23/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-2138.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VERUS 2025-7                                                                 | VERUS 2025-7 A1 144A 5.129% 08-25-70                                                               | CUSIP: 924931AC2<br>LEI: 213800OVCAXDOBS94P47 | Long             | ABS-CBDO         | CORP              | US        |      1273881 | PA      | $1280429.09    | 0.01%             | 2070-08-25      | Variable      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| PUERTO RICO COMMONWEALTH OF (GOVERNMENT)                                     | COMMONWEALTH OF PUERTO RICO 0.0% 11-01-51                                                          | CUSIP: 74514L4C8<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |       315506 | PA      | $213361.26     | 0.00%             | 2051-11-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | HUF FWD SALE TO USD 10/8/2025                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-3660.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | HUF FWD SALE TO EUR 10/8/2025                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-7773.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BAYTEX ENERGY CORP                                                           | BAYTEX ENERGY CORP 144A LIFE SR UNSEC 7.375% 03-15-32                                              | CUSIP: 07317QAK1<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $195965.40     | 0.00%             | 2032-03-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                              | BAE SYSTEMS PLC 144A LIFE SR UNSEC 5.5% 03-26-54                                                   | CUSIP: 05523RAM9<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |       384000 | PA      | $390134.02     | 0.00%             | 2054-03-26      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| GRAND PARKWAY TRANSPORTATION CORP                                            | GRAND PARKWAY TRANSPORTATION CORP 3.236% 10-01-52                                                  | CUSIP: 38611TDL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      4760000 | PA      | $3360631.40    | 0.03%             | 2052-10-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO COMMONWEALTH OF (GOVERNMENT)                                     | COMMONWEALTH OF PUERTO RICO FRN 11-01-43                                                           | CUSIP: 74514L3T2<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |       414286 | PA      | $274464.29     | 0.00%             | 2043-11-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | HUF FWD SALE TO USD 10/8/2025                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-35064.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | HUF FWD SALE TO USD 12/23/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-13035.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                                         | BANCO DE SABADELL SA EUR REG S SUB (B) 5.125% 06-27-34/29                                          | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |      7900000 | PA      | $9831216.46    | 0.10%             | 2034-06-27      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| BORR IHC LTD                                                                 | BORR DRILLING LTD 144A LIFE SR SEC 1ST LIEN SF 10.0% 11-15-28                                      | CUSIP: 100018AA8<br>LEI: 254900WQF2MM46DNLY83 | Long             | DBT              | CORP              | US        |      1059390 | PA      | $1054906.90    | 0.01%             | 2028-11-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| CAPITAL GROUP CENTRAL CASH FUND                                              | CAPITAL GROUP CENTRAL CASH FUND                                                                    | CUSIP: 14020B102<br>LEI: 549300YD0SRETB6WWP29 | Long             | STIV             | RF                | US        |     10720586 | NS      | $1072058618.00 | 10.66%            |  |  |  | No            |                  1 | On Loan: No      |
| CDX HIGH GRADE ISSUER                                                        | CDX NA IG S44 1.0% 03-20-25/06-20-30 ICE                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |            1 | NC      | $-19875.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | HUF FWD PUR FROM USD 10/27/2025                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $2165.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | HUF FWD SALE TO USD 10/8/2025                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-2254.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                           | BANCO SANTANDER SA GBP REG S SR NON PREF (B) 5.5% 06-11-29                                         | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      7600000 | PA      | $10489404.40   | 0.10%             | 2029-06-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOWEGO                                                  | BANK GOSPODARSTWA KRAJOWEGO-WARSAW 144A LIFE SR UNSEC 5.75% 07-09-34                               | CUSIP: 06237MAC7<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | USGA              | PL        |      2140000 | PA      | $2258748.60    | 0.02%             | 2034-07-09      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CDX HIGH YIELD ISSUER                                                        | CDX NA HY S44 5.0% 03-20-25/06-20-30 ICE                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |            1 | NC      | $-1794047.62   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ITRAXX CROSSOVER ISSUER                                                      | ITRAXX EUR XO S44 5.0% 09-22-25/12-20-30 ICE                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |            1 | NC      | $-13719.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | HUF FWD SALE TO USD 10/8/2025                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-2254.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | HUF FWD SALE TO USD 10/27/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-7129.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOWEGO                                                  | BANK GOSPODARSTWA KRAJOWEGO-WARSAW 144A LIFE SR UNSEC 6.25% 07-09-54                               | CUSIP: 06237MAD5<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | USGA              | PL        |      2310000 | PA      | $2412806.55    | 0.02%             | 2054-07-09      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC                                                                 | BROADCOM INC SR UNSEC 5.15% 11-15-31                                                               | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      4186000 | PA      | $4350723.29    | 0.04%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ITRAXX EUROPE ISSUER                                                         | ITRAXX EUR S44 1.0% 09-22-25/12-20-30 ICE                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |            1 | NC      | $-11616.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | FSWP: OIS RECFIX MXN 8.845% 11-22-24/11-17-28 CME                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $44444.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | HUF FWD SALE TO USD 10/8/2025                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-9304.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | INR FWD SALE TO USD NDF 10/14/2025                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $154000.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                         | BOSTON PROPERTIES LP SR UNSEC 5.75% 01-15-35                                                       | CUSIP: 10112RBJ2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |      1555000 | PA      | $1590438.45    | 0.02%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO SOCIAL COOPERATIVO SA                                       | BANCO DE CREDITO SOCIAL COOPERATIVO SA EUR REG S SR UNSEC 4.125% 09-03-30/29                       | CUSIP: N/A<br>LEI: 95980020140005881190       | Long             | DBT              | CORP              | ES        |      6800000 | PA      | $8256297.65    | 0.08%             | 2030-09-03      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | ILS FWD PUR FROM USD 10/16/2025                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $13250.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IDR FWD SALE TO USD NDF 10/14/2025                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $142676.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | FSWP: OIS PAYFIX USD 3.62% 09-02-25/06-30-27 LCH                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-33803.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | FSWP: OIS PAYFIX USD 3.41338% 09-02-25/06-30-27 LCH                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $1429.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | INR FWD SALE TO USD NDF 10/14/2025                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $8867.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | PEN FWD SALE TO USD NDF 10/14/2025                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-2511.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IFS RECFIX EUR CPTFEMU 3.0825% 08-15-22/08-15-27 LCH                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $15056.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CLP FWD PUR FROM USD NDF 10/14/2025                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $13011.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | PLN FWD SALE TO USD 10/22/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $2275.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | PLN FWD SALE TO USD 10/8/2025                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-282.12       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CNH FWD PUR FROM USD 10/9/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-710295.15    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CAD FWD PUR FROM USD 10/16/2025                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-776275.19    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | PEN FWD PUR FROM USD NDF 10/30/2025                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $30419.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | PLN FWD SALE TO EUR 10/20/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-13.44        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CAD FWD PUR FROM USD 10/16/2025                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-21688.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CNH FWD SALE TO USD 12/17/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $116384.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | PLN FWD PUR FROM USD 10/20/2025                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $2346.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RON FWD SALE TO EUR 10/9/2025                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-1667.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RON FWD PUR FROM USD 10/8/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-17.41        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RON FWD SALE TO USD 10/8/2025                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $1664.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RON FWD SALE TO EUR 10/20/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $1628.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SEK FWD PUR FROM USD 12/17/2025                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-4378.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SGD FWD PUR FROM USD 10/8/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-12382.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SEK FWD SALE TO USD 10/9/2025                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $60742.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SEK FWD PUR FROM USD 10/8/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-114461.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SEK FWD PUR FROM USD 10/17/2025                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-8041.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SEK FWD PUR FROM USD 10/9/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $1556.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SEK FWD SALE TO USD 10/8/2025                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $2741.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SEK FWD PUR FROM EUR 10/8/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-3971.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SGD FWD SALE TO USD 12/17/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $18681.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SGD FWD PUR FROM USD 10/21/2025                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $1627.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | TRY FWD PUR FROM USD 10/24/2025                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $17461.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | TRY FWD PUR FROM USD 10/6/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $16661.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | THB FWD SALE TO USD 10/6/2025                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $3676.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | TRY FWD PUR FROM USD 10/3/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $299101.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | THB FWD SALE TO USD 10/9/2025                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $41661.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | TRY FWD PUR FROM USD 10/3/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $43894.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | THB FWD SALE TO USD 10/9/2025                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $336271.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | THB FWD PUR FROM USD 10/16/2025                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-641288.32    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | THB FWD SALE TO USD 10/9/2025                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $245351.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | THB FWD PUR FROM USD 12/17/2025                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-129375.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | THB FWD SALE TO USD 10/16/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $1930.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | THB FWD PUR FROM USD 10/29/2025                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-645.94       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | THB FWD SALE TO USD 12/17/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $132654.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZAR FWD PUR FROM USD 10/9/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $158184.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZAR FWD PUR FROM USD 10/8/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $43769.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZAR FWD SALE TO USD 10/8/2025                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-2494.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BIOCON BIOLOGICS GLOBAL PLC                                                  | BIOCON BIOLOGICS GLOBAL PLC 144A LIFE SR SEC 1ST LIEN 6.67% 10-09-29                               | CUSIP: 090978AA5<br>LEI: 254900PMQN51VACG2D55 | Long             | DBT              | CORP              | GB        |     17299000 | PA      | $16812206.14   | 0.17%             | 2029-10-09      | Fixed         | 6.67%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO/THE                                                                | BOEING CO SR UNSEC 7.008% 05-01-64                                                                 | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      1337000 | PA      | $1548915.84    | 0.02%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CNH FWD PUR FROM USD 10/17/2025                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-2950.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CZK FWD PUR FROM USD 10/22/2025                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-23987.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CNH FWD PUR FROM USD 10/22/2025                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-655.97       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CNH FWD PUR FROM USD 12/23/2025                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-92100.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CZK FWD PUR FROM USD 10/22/2025                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-4852.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CAD FWD PUR FROM USD 10/16/2025                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-765417.73    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CZK FWD PUR FROM USD 10/22/2025                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-9545.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CNH FWD PUR FROM USD 10/24/2025                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-2861.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CNH FWD SALE TO USD 12/17/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-7216.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | COP FWD PUR FROM USD NDF 10/30/2025                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-1047.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                | BOEING CO SR UNSEC 6.528% 05-01-34                                                                 | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      2942000 | PA      | $3254616.92    | 0.03%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                | BOEING CO SR UNSEC 6.388% 05-01-31                                                                 | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       450000 | PA      | $490336.20     | 0.00%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                | BOEING CO SR UNSEC 6.858% 05-01-54                                                                 | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      1644000 | PA      | $1876565.17    | 0.02%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                      | BPCE SA 144A LIFE SR NON PREF 6.293% 01-14-36/35                                                   | CUSIP: 05571ABA2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5353185.00    | 0.05%             | 2036-01-14      | Variable      | 6.29%                 | Yes           |                  2 | On Loan: No      |
| BELGIUM (KINGDOM OF)                                                         | KINGDOM OF BELGIUM GOVERNMENT BOND EUR 144A LIFE/REG S 3.1% 06-22-35                               | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |      1275000 | PA      | $1478034.68    | 0.01%             | 2035-06-22      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP                                                 | BANK OF NEW YORK MELLON CORP SR UNSEC 4.942% 02-11-31/30                                           | CUSIP: 06406RCB1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      8228000 | PA      | $8453998.48    | 0.08%             | 2031-02-11      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | COP FWD SALE TO USD NDF 10/30/2025                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $5351.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CZK FWD PUR FROM EUR 10/22/2025                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-341.90       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD SALE TO USD 10/10/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-5182.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD PUR FROM USD 10/10/2025                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $3158.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD PUR FROM USD 10/6/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $95891.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD PUR FROM USD 10/9/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $234636.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD PUR FROM USD 10/7/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $202696.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD PUR FROM USD 12/17/2025                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $8276.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD SALE TO USD 12/17/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-3357.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD SALE TO USD 12/17/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-37961.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZAR FWD SALE TO USD 10/8/2025                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-4815.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 2.95% 02-01-51                                       | CUSIP: 842400GY3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      6229000 | PA      | $3815854.26    | 0.04%             | 2051-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                                                 | SK HYNIX INC 144A LIFE SR UNSEC 1.5% 01-19-26                                                      | CUSIP: 78392BAB3<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |       252000 | PA      | $249845.90     | 0.00%             | 2026-01-19      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| SK HYNIX INC                                                                 | SK HYNIX INC 144A LIFE SR UNSEC 2.375% 01-19-31                                                    | CUSIP: 78392BAC1<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |       294000 | PA      | $263893.52     | 0.00%             | 2031-01-19      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                              | SANDS CHINA LTD SR UNSEC 4.375% 06-18-30                                                           | CUSIP: 80007RAL9<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | MO        |       200000 | PA      | $196788.40     | 0.00%             | 2030-06-18      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                              | SANDS CHINA LTD SR UNSEC 3.8% 01-08-26                                                             | CUSIP: 80007RAK1<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | MO        |      1000000 | PA      | $998006.00     | 0.01%             | 2026-01-08      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                                      | SENSATA TECHNOLOGIES BV 144A LIFE SR UNSEC 4.0% 04-15-29                                           | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |       620000 | PA      | $595734.44     | 0.01%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC                                                       | SCIH SALT HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 4.875% 05-01-28                                   | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       360000 | PA      | $352082.88     | 0.00%             | 2028-05-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC                                                       | SCIH SALT HOLDINGS INC 144A LIFE SR UNSEC 6.625% 05-01-29                                          | CUSIP: 78433BAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       860000 | PA      | $843909.40     | 0.01%             | 2029-05-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                          | SIRIUS XM RADIO LLC 144A LIFE SR UNSEC 4.0% 07-15-28                                               | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $967099.00     | 0.01%             | 2028-07-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| SUNOCO LP                                                                    | SUNOCO LP SR UNSEC 4.5% 05-15-29                                                                   | CUSIP: 86765LAT4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      1375000 | PA      | $1342382.25    | 0.01%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                          | SIRIUS XM RADIO LLC 144A LIFE SR UNSEC 3.125% 09-01-26                                             | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |       250000 | PA      | $246794.00     | 0.00%             | 2026-09-01      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                          | SIRIUS XM RADIO LLC 144A SR UNSEC 3.875% 09-01-31                                                  | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      2106000 | PA      | $1909946.14    | 0.02%             | 2031-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| SUMMIT DIGITEL INFRASTRUCTURE PVT LTD                                        | SUMMIT DIGITEL INFRASTRUCTURE LTD 144A LIFE SR SEC 1ST LIEN 2.875% 08-12-31                        | CUSIP: 86608CAA6<br>LEI: 3358004TNI1SSIQ9BQ37 | Long             | DBT              | CORP              | IN        |       235000 | PA      | $211993.97     | 0.00%             | 2031-08-12      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                                                         | SONIC AUTOMOTIVE INC 144A LIFE SR UNSEC 4.625% 11-15-29                                            | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |       400000 | PA      | $388762.00     | 0.00%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                                                         | SONIC AUTOMOTIVE INC 144A LIFE SR UNSEC 4.875% 11-15-31                                            | CUSIP: 83545GBE1<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |       630000 | PA      | $602889.21     | 0.01%             | 2031-11-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| SOUTHWESTERN ELECTRIC POWER COMPANY                                          | SOUTHWESTERN ELECTRIC POWER CO SR UNSEC 3.25% 11-01-51                                             | CUSIP: 845437BT8<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |       675000 | PA      | $450432.90     | 0.00%             | 2051-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| STILLWATER MINING COMPANY                                                    | STILLWATER MINING CO REG S SR UNSEC 4.0% 11-16-26                                                  | CUSIP: N/A<br>LEI: 6354007DPCY4ZN2MRR73       | Long             | DBT              | CORP              | US        |      9642000 | PA      | $9552232.98    | 0.09%             | 2026-11-16      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT CORP                                                                 | NAVIENT CORP SR UNSEC 5.625% 08-01-33                                                              | CUSIP: 78442FAZ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |       255000 | PA      | $232834.38     | 0.00%             | 2033-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FINANCE BV                                               | SHELL INTERNATIONAL FINANCE BV SR UNSEC 3.0% 11-26-51                                              | CUSIP: 822582CL4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |      2500000 | PA      | $1664090.00    | 0.02%             | 2051-11-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 3.45% 02-01-52                                       | CUSIP: 842400HN6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      5983000 | PA      | $3984905.35    | 0.04%             | 2052-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                              | SANDS CHINA LTD SR UNSEC 3.25% 08-08-31                                                            | CUSIP: 80007RAS4<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | MO        |      1000000 | PA      | $922421.00     | 0.01%             | 2031-08-08      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                                                 | SK HYNIX INC REG S SR UNSEC 6.5% 01-17-33                                                          | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | DBT              | CORP              | KR        |       400000 | PA      | $441515.60     | 0.00%             | 2033-01-17      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                                           | SERBIA INTERNATIONAL BOND 144A LIFE 6.5% 09-26-33                                                  | CUSIP: 817477AH5<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      1378000 | PA      | $1498919.50    | 0.01%             | 2033-09-26      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                       | STANDARD CHARTERED PLC REG S SUB 4.866% 03-15-33/28                                                | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | DBT              | CORP              | GB        |      1200000 | PA      | $1203770.40    | 0.01%             | 2033-03-15      | Variable      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| SUNCORP GROUP LTD                                                            | SUNCORP GROUP LTD AUD SUB (H) FRN 12-01-38                                                         | CUSIP: N/A<br>LEI: 549300BVOKRTHDIWVT46       | Long             | DBT              | CORP              | AU        |       450000 | PA      | $308740.62     | 0.00%             | 2038-12-01      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                                      | SASOL FINANCING USA LLC REG S SR UNSEC 8.75% 05-03-29                                              | CUSIP: N/A<br>LEI: 549300XRB1PFMESFEL85       | Long             | DBT              | CORP              | US        |      8550000 | PA      | $8876319.30    | 0.09%             | 2029-05-03      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| SEADRILL FINANCE LTD                                                         | SEADRILL FINANCE LTD 144A LIFE SR SEC 2ND LIEN 8.375% 08-01-30                                     | CUSIP: 81172QAA2<br>LEI: 213800WMN3OHFUDHD642 | Long             | DBT              | CORP              | BM        |       550000 | PA      | $571457.70     | 0.01%             | 2030-08-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| SOUTH AFRICA (REPUBLIC OF)                                                   | REPUBLIC OF SOUTH AFRICA GOVERNMENT BOND ZAR 6.5% 02-28-41                                         | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |     15384700 | PA      | $645342.29     | 0.01%             | 2041-02-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                     | SERVICE PROPERTIES TRUST 144A LIFE SR SEC 1ST LIEN 8.625% 11-15-31                                 | CUSIP: 81761LAC6<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      1569000 | PA      | $1671720.86    | 0.02%             | 2031-11-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                                                         | SAMARCO MINERACAO SA REG S SR UNSEC PIK 9.0% 06-30-31/12-30-25                                     | CUSIP: N/A<br>LEI: 529900U8HKV15GJC4O60       | Long             | DBT              | CORP              | BR        |     24102287 | PA      | $24242441.80   | 0.24%             | 2031-06-30      | Variable      | 9.00%                 | Yes           |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                                                         | SAMARCO MINERACAO SA 144A LIFE SR UNSEC PIK 9.0% 06-30-31/12-30-25                                 | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |      3067713 | PA      | $3085551.75    | 0.03%             | 2031-06-30      | Variable      | 9.00%                 | Yes           |                  2 | On Loan: No      |
| SATS TREASURY PTE LTD                                                        | SATS TREASURY PTE LTD REG S SR UNSEC 4.828% 01-23-29                                               | CUSIP: N/A<br>LEI: 254900I8S3NS01XMTR57       | Long             | DBT              | CORP              | SG        |       200000 | PA      | $204108.20     | 0.00%             | 2029-01-23      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| CAPITAL GROUP CENTRAL CORPORATE BOND FUND                                    | CAPITAL GROUP CENTRAL CORPORATE BOND FUND CL M (CCBF CL M)                                         | CUSIP: 14020L100<br>LEI: N/A                  | Long             | EC               | RF                | US        |        25982 | NS      | $221889.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTERA INFRASTRUCTURE LP                                                     | ALTERA INFRASTRUCTURE LP (NEW) (DRS) (NOT LISTED OR TRADING)                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |           77 | NS      | $3076.32       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| AIMBRIDGE TOPCO LLC                                                          | AIMBRIDGE TOPCO LLC (DRS) (NOT LISTED OR TRADING)                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         3074 | NS      | $238019.82     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| AUSTRIA (REPUBLIC OF)                                                        | REPUBLIC OF AUSTRIA GOVERNMENT BOND EUR 144A LIFE/REG S (B) 3.45% 10-20-30                         | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |       630000 | PA      | $772146.61     | 0.01%             | 2030-10-20      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| ARETEC GROUP INC                                                             | ARETEC GROUP INC 144A LIFE SR SEC 1ST LIEN 10.0% 08-15-30                                          | CUSIP: 04020JAA4<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |       612000 | PA      | $667540.84     | 0.01%             | 2030-08-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| AMS-OSRAM AG                                                                 | AMS-OSRAM AG 144A LIFE SR UNSEC 12.25% 03-30-29                                                    | CUSIP: 03217CAB2<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |       335000 | PA      | $360822.47     | 0.00%             | 2029-03-30      | Fixed         | 12.25%                | Yes           |                  2 | On Loan: No      |
| BHP BILLITON FINANCE (USA) LTD                                               | BHP BILLITON FINANCE USA LTD SR UNSEC 5.3% 02-21-35                                                | CUSIP: 055451BL1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |      2320000 | PA      | $2415426.24    | 0.02%             | 2035-02-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                             | BAT CAPITAL CORP SR UNSEC 5.625% 08-15-35                                                          | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     26699000 | PA      | $27758256.13   | 0.28%             | 2035-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                                                         | TALOS PRODUCTION INC 144A LIFE SR SEC 2ND LIEN 9.375% 02-01-31                                     | CUSIP: 87485LAE4<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |       620000 | PA      | $646239.02     | 0.01%             | 2031-02-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                                                         | TALOS PRODUCTION INC 144A LIFE SR SEC 2ND LIEN 9.0% 02-01-29                                       | CUSIP: 87485LAD6<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |       850000 | PA      | $879548.55     | 0.01%             | 2029-02-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                             | BAT CAPITAL CORP SR UNSEC 6.25% 08-15-55                                                           | CUSIP: 05526DCD5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |       211000 | PA      | $220784.49     | 0.00%             | 2055-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                 | BARCLAYS PLC EUR REG S SUB 4.616% 03-26-37/32                                                      | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      8990000 | PA      | $10948379.06   | 0.11%             | 2037-03-26      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                | TRANSDIGM INC 144A LIFE SR SEC 1ST LIEN 6.375% 03-01-29                                            | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       300000 | PA      | $307095.30     | 0.00%             | 2029-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                | TRANSDIGM INC 144A LIFE SR SEC 1ST LIEN 6.625% 03-01-32                                            | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       275000 | PA      | $283468.63     | 0.00%             | 2032-03-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| BLACKROCK INC                                                                | BLACKROCK INC EUR SR UNSEC 3.75% 07-18-35                                                          | CUSIP: N/A<br>LEI: 529900VBK42Y5HHRMD23       | Long             | DBT              | CORP              | US        |      1980000 | PA      | $2386147.02    | 0.02%             | 2035-07-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                     | TOTALENERGIES CAPITAL SA SR UNSEC 5.488% 04-05-54                                                  | CUSIP: 89157XAB7<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |      3735000 | PA      | $3697982.42    | 0.04%             | 2054-04-05      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNATIONAL LTD                                                 | TRANSOCEAN INTERNATIONAL LTD 144A LIFE SR UNSEC 8.5% 05-15-31                                      | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | US        |       415000 | PA      | $407015.82     | 0.00%             | 2031-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| TRANSOCEAN INTERNATIONAL LTD                                                 | TRANSOCEAN INTERNATIONAL LTD 144A LIFE SR UNSEC 8.25% 05-15-29                                     | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | US        |       185000 | PA      | $182538.76     | 0.00%             | 2029-05-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                             | T-MOBILE USA INC EUR SR UNSEC 3.85% 05-08-36                                                       | CUSIP: 87264ADK8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      1400000 | PA      | $1663701.41    | 0.02%             | 2036-05-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                        | TENET HEALTHCARE CORP SR SEC 1ST LIEN 6.75% 05-15-31                                               | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |       720000 | PA      | $745973.28     | 0.01%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TGS ASA                                                                      | TGS ASA 144A LIFE SR SEC 1ST LIEN 8.5% 01-15-30                                                    | CUSIP: 87243KAA7<br>LEI: 549300NUPLAXPB0WYH90 | Long             | DBT              | CORP              | NO        |       435000 | PA      | $448475.43     | 0.00%             | 2030-01-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                             | T-MOBILE USA INC EUR SR UNSEC 3.8% 02-11-45                                                        | CUSIP: N/A<br>LEI: 549300V2JRLO5DIFGE82       | Long             | DBT              | CORP              | US        |       840000 | PA      | $918659.98     | 0.01%             | 2045-02-11      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                             | T-MOBILE USA INC EUR SR UNSEC 3.5% 02-11-37                                                        | CUSIP: N/A<br>LEI: 549300V2JRLO5DIFGE82       | Long             | DBT              | CORP              | US        |      1180000 | PA      | $1344635.00    | 0.01%             | 2037-02-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN TITAN FINANCING LTD                                               | TRANSOCEAN TITAN FINANCING LTD 144A LIFE SR SEC 1ST LIEN SF 8.375% 02-01-28                        | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       973048 | PA      | $999613.77     | 0.01%             | 2028-02-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| GREENKO DUTCH BV                                                             | GREENKO DUTCH BV REG S SR SEC 1ST LIEN SF 3.85% 03-29-26                                           | CUSIP: N/A<br>LEI: 724500PT585P4JPVRP08       | Long             | DBT              | CORP              | NL        |      8918150 | PA      | $8843968.83    | 0.09%             | 2026-03-29      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| INDONESIA ASAHAN ALUMINIUM PT                                                | INDONESIA ASAHAN ALUMINIUM PT 144A LIFE SR UNSEC 5.45% 05-15-30                                    | CUSIP: 74445PAF9<br>LEI: 2549008P48EB9SN2OI80 | Long             | DBT              | CORP              | ID        |      2860000 | PA      | $2953313.22    | 0.03%             | 2030-05-15      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| KOREA ELECTRIC POWER CORP                                                    | KOREA ELECTRIC POWER CO 144A LIFE SR UNSEC 4.0% 06-14-27                                           | CUSIP: 500631AW6<br>LEI: 988400QG33WS7JEIV602 | Long             | DBT              | USGA              | KR        |       500000 | PA      | $498970.50     | 0.00%             | 2027-06-14      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                                       | CHINA GOVERNMENT BOND CNY 2.33% 08-15-44                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     39000000 | PA      | $5567613.03    | 0.06%             | 2044-08-15      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| CANADA (GOVERNMENT OF)                                                       | CANADIAN WHEN ISSUED GOVERNMENT BOND CAD 3.0% 02-01-27                                             | CUSIP: 135087S54<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      3000000 | PA      | $2170970.68    | 0.02%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                                       | CHINA GOVERNMENT BOND CNY 1.92% 01-15-55                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    198520000 | PA      | $25895071.01   | 0.26%             | 2055-01-15      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| CROATIA (REPUBLIC OF)                                                        | CROATIA GOVERNMENT INTERNATIONAL BOND EUR REG S 3.25% 02-11-37                                     | CUSIP: N/A<br>LEI: 74780000O00QGQ7CER13       | Long             | DBT              | NUSS              | HR        |      7080000 | PA      | $8126594.43    | 0.08%             | 2037-02-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COTE D IVOIRE (REPUBLIC OF)                                                  | IVORY COAST GOVERNMENT INTERNATIONAL BOND 144A LIFE SF 8.075% 04-01-36                             | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |       690000 | PA      | $716316.60     | 0.01%             | 2036-04-01      | Fixed         | 8.07%                 | Yes           |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                                       | CHINA GOVERNMENT BOND CNY 1.57% 05-15-32                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    233950000 | PA      | $32470917.12   | 0.32%             | 2032-05-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                                              | DOMINICAN REPUBLIC INTERNATIONAL BOND REG S 5.875% 01-30-60                                        | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |       670000 | PA      | $595931.50     | 0.01%             | 2060-01-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| DENMARK (KINGDOM OF)                                                         | DENMARK GOVERNMENT BOND DKK 0.25% 11-15-52                                                         | CUSIP: N/A<br>LEI: 549300PTO6LS1PTM6607       | Long             | DBT              | NUSS              | DK        |       590000 | PA      | $47439.32      | 0.00%             | 2052-11-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| DENMARK (KINGDOM OF)                                                         | DENMARK GOVERNMENT BOND DKK 2.25% 11-15-33                                                         | CUSIP: N/A<br>LEI: 549300PTO6LS1PTM6607       | Long             | DBT              | NUSS              | DK        |      1650000 | PA      | $257286.38     | 0.00%             | 2033-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                     | EGYPT GOVERNMENT INTERNATIONAL BOND REG S 8.7002% 03-01-49                                         | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |       795000 | PA      | $709002.47     | 0.01%             | 2049-03-01      | Fixed         | 8.70%                 | Yes           |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                     | EGYPT GOVERNMENT INTERNATIONAL BOND REG S 7.6003% 03-01-29                                         | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |       300000 | PA      | $311613.00     | 0.00%             | 2029-03-01      | Fixed         | 7.60%                 | Yes           |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                     | EGYPT GOVERNMENT INTERNATIONAL BOND REG S 8.15% 11-20-59                                           | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |       560000 | PA      | $469292.32     | 0.00%             | 2059-11-20      | Fixed         | 8.15%                 | Yes           |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                     | EGYPT GOVERNMENT INTERNATIONAL BOND REG S 7.0529% 01-15-32                                         | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |       440000 | PA      | $425154.40     | 0.00%             | 2032-01-15      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                     | EGYPT GOVERNMENT INTERNATIONAL BOND REG S 7.5% 02-16-61                                            | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |       390000 | PA      | $306271.68     | 0.00%             | 2061-02-16      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                     | EGYPT GOVERNMENT INTERNATIONAL BOND REG S 5.875% 02-16-31                                          | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      1185000 | PA      | $1105378.67    | 0.01%             | 2031-02-16      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| EUROPEAN UNION                                                               | EUROPEAN UNION REG S SR UNSEC EUR (B) 0.0% 10-04-28                                                | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |       800000 | PA      | $878030.67     | 0.01%             | 2028-10-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                     | EGYPT GOVERNMENT INTERNATIONAL BOND REG S 5.8% 09-30-27                                            | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |       815000 | PA      | $813431.13     | 0.01%             | 2027-09-30      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                     | EGYPT GOVERNMENT BOND EGP 25.318% 08-13-27                                                         | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    100903000 | PA      | $2159495.01    | 0.02%             | 2027-08-13      | Fixed         | 25.32%                | No            |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                     | EGYPT GOVERNMENT BOND EGP 24.458% 10-01-27                                                         | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     94950000 | PA      | $2018833.05    | 0.02%             | 2027-10-01      | Fixed         | 24.46%                | No            |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                     | EGYPT TREASURY BILLS EGP 0.0% 11-11-25                                                             | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     68250000 | PA      | $1387103.87    | 0.01%             | 2025-11-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                     | EGYPT TREASURY BILLS EGP 0.0% 01-20-26                                                             | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      1625000 | PA      | $31454.36      | 0.00%             | 2026-01-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                     | EGYPT TREASURY BILLS EGP 0.0% 03-03-26                                                             | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     14100000 | PA      | $265489.00     | 0.00%             | 2026-03-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                     | EGYPT TREASURY BILLS EGP 0.0% 01-06-26                                                             | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     24975000 | PA      | $488033.42     | 0.00%             | 2026-01-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.25% 02-15-54                                                         | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3025300 | PA      | $2792290.18    | 0.03%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.5% 02-15-44                                                          | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2498700 | PA      | $2444034.69    | 0.02%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.25% 02-28-31                                                         | CUSIP: 91282CKC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1900000 | PA      | $1943158.12    | 0.02%             | 2031-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 2.125% 02-15-54                                 | CUSIP: 912810TY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     23715710 | PA      | $21899044.75   | 0.22%             | 2054-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.125% 03-31-31                                                        | CUSIP: 91282CKF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1900000 | PA      | $1930981.78    | 0.02%             | 2031-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.5% 04-15-27                                                          | CUSIP: 91282CKJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1247000 | PA      | $1262504.57    | 0.01%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.875% 04-30-26                                                        | CUSIP: 91282CKK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     28654900 | PA      | $28830076.00   | 0.29%             | 2026-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.625% 04-30-29                                                        | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     54661900 | PA      | $56408850.59   | 0.56%             | 2029-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.375% 05-15-34                                                        | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     32438500 | PA      | $33191173.76   | 0.33%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.625% 05-15-54                                                        | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     24131400 | PA      | $23706957.63   | 0.24%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.5% 05-31-29                                                          | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1450000 | PA      | $1490873.04    | 0.01%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.25% 06-30-29                                                         | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       423600 | PA      | $432058.02     | 0.00%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.375% 07-15-27                                                        | CUSIP: 91282CKZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1096000 | PA      | $1109866.81    | 0.01%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TURKEY (REPUBLIC OF)                                                         | TURKIYE GOVERNMENT INTERNATIONAL BOND 7.125% 07-17-32                                              | CUSIP: 900123DL1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      8960000 | PA      | $9256468.48    | 0.09%             | 2032-07-17      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.375% 07-31-26                                                        | CUSIP: 91282CLB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1900000 | PA      | $1909388.66    | 0.02%             | 2026-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 3.875% 08-15-34                                                        | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3369500 | PA      | $3318521.82    | 0.03%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.25% 08-15-54                                                         | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       625700 | PA      | $577842.90     | 0.01%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 3.375% 09-15-27                                                        | CUSIP: 91282CLL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1500000 | PA      | $1493378.85    | 0.01%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TURKEY (REPUBLIC OF)                                                         | TURKIYE GOVERNMENT BOND TRY 36.0% 08-12-26                                                         | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |    143370000 | PA      | $3415152.38    | 0.03%             | 2026-08-12      | Fixed         | 36.00%                | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.125% 10-31-31                                                        | CUSIP: 91282CLU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       768200 | PA      | $779603.01     | 0.01%             | 2031-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.125% 10-31-26                                                        | CUSIP: 91282CLS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     19900000 | PA      | $19988228.64   | 0.20%             | 2026-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.125% 10-31-29                                                        | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     18228000 | PA      | $18520645.07   | 0.18%             | 2029-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.25% 11-15-34                                                         | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     11184800 | PA      | $11312376.07   | 0.11%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.5% 11-15-54                                                          | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       627300 | PA      | $603954.59     | 0.01%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TURKEY (REPUBLIC OF)                                                         | TURKIYE GOVERNMENT BOND TRY FRN 06-16-27                                                           | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |     53960000 | PA      | $1306909.91    | 0.01%             | 2027-06-16      | Variable      | 46.40%                | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.125% 11-30-31                                                        | CUSIP: 91282CLZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2270000 | PA      | $2302697.76    | 0.02%             | 2031-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.125% 11-30-29                                                        | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      5919000 | PA      | $6014721.48    | 0.06%             | 2029-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.25% 12-31-26                                                         | CUSIP: 91282CME8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3000000 | PA      | $3019551.90    | 0.03%             | 2026-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.75% 02-15-45                                                         | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1166800 | PA      | $1174274.99    | 0.01%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 2.375% 02-15-55                                 | CUSIP: 912810UH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     41620963 | PA      | $40650365.33   | 0.40%             | 2055-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.0% 03-31-30                                                          | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        88600 | PA      | $89624.44      | 0.00%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STATE OF VICTORIA AUSTRALIA                                                  | TREASURY CORP OF VICTORIA AUD 5.5% 09-15-39                                                        | CUSIP: N/A<br>LEI: 98450066F0AF9A5F9744       | Long             | DBT              | NUSS              | AU        |    139688000 | PA      | $93399307.84   | 0.93%             | 2039-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BRL FWD SALE TO USD NDF 11/24/2025                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-35998.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BRL FWD SALE TO USD NDF 12/17/2025                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-317736.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BRL FWD PUR FROM USD NDF 10/14/2025                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $3582558.54    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BRL FWD SALE TO USD NDF 10/14/2025                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-1515620.34   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BRL FWD SALE TO USD NDF 10/14/2025                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-94364.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BRL FWD SALE TO USD NDF 10/27/2025                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $6104.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BRL FWD SALE TO USD NDF 10/30/2025                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-687936.97    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CZK FWD PUR FROM EUR 11/7/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $220988.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CZK FWD PUR FROM USD 12/17/2025                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $499683.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CHF FWD SALE TO USD 10/6/2025                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-3630.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | COP FWD SALE TO USD NDF 12/17/2025                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-571499.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CAD FWD PUR FROM USD 12/17/2025                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-312536.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CNH FWD PUR FROM USD 12/17/2025                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-17832.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CNH FWD SALE TO USD 12/17/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $33.54         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CZK FWD PUR FROM EUR 10/8/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $1530.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CNH FWD PUR FROM USD 10/16/2025                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $71481.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CZK FWD PUR FROM USD 10/8/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $130897.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CNH FWD PUR FROM USD 10/15/2025                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-583.82       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CNH FWD PUR FROM USD 10/16/2025                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-54751.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CZK FWD PUR FROM USD 10/8/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $934.78        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                     | WARNERMEDIA HOLDINGS INC SR UNSEC 4.279% 03-15-32                                                  | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |       730000 | PA      | $669775.00     | 0.01%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                     | WARNERMEDIA HOLDINGS INC SR UNSEC 4.054% 03-15-29                                                  | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |       310000 | PA      | $299408.85     | 0.00%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                                               | WYNN MACAU LTD 144A LIFE SR UNSEC 6.75% 02-15-34                                                   | CUSIP: 98313RAL0<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | MO        |      5945000 | PA      | $6030738.79    | 0.06%             | 2034-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CANADA HOUSING TRUST NO.1                                                    | CANADA HOUSING TRUST NO.1 CAD 144A LIFE 2ND LIEN 2.85% 06-15-30                                    | CUSIP: 13509PKC6<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | USGA              | CA        |      2980000 | PA      | $2144103.26    | 0.02%             | 2030-06-15      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                                       | CHINA DEV BANK CNY UNSEC 3.43% 01-14-27                                                            | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | USGA              | CN        |      9380000 | PA      | $1347365.39    | 0.01%             | 2027-01-14      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| CAISSE AMORTISSEMENT DE LA DETTE SOCIALE                                     | CAISSE AMORTISSEMENT DE LA DETTE S 0.0% 02-25-28                                                   | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | USGA              | FR        |      2400000 | PA      | $2669882.69    | 0.03%             | 2028-02-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZAKHSTAN JSC                                           | DEVELOPMENT BANK OF KAZA KZT REG S SR UNSEC 10.95% 05-06-26                                        | CUSIP: N/A<br>LEI: 213800LCDPGJ1BI7KX98       | Long             | DBT              | USGA              | KZ        |    500000000 | PA      | $886798.55     | 0.01%             | 2026-05-06      | Fixed         | 10.95%                | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                     | ELECTRICITE DE FRANCE SA EUR PRP REG S SUB (H) (B) 7.5% 12-31-79/12-06-28                          | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |       600000 | PA      | $774646.17     | 0.01%             | 2079-12-31      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK OF INDIA                                                  | EXPORT-IMPORT BK INDIA REG S SR UNSEC 5.5% 01-18-33                                                | CUSIP: 30216KAG7<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | USGA              | IN        |      1000000 | PA      | $1052129.00    | 0.01%             | 2033-01-18      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                     | ELECTRICITE DE FRANCE SA EUR REG S SR UNSEC (B) 4.25% 01-25-32                                     | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |      9400000 | PA      | $11600278.05   | 0.12%             | 2032-01-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                     | ELECTRICITE DE FRANCE SA PRP 144A LIFE SUB (H) 9.125% 12-31-79/06-15-33                            | CUSIP: 28504KAA5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      3800000 | PA      | $4408847.40    | 0.04%             | 2079-12-31      | Variable      | 9.12%                 | Yes           |                  2 | On Loan: No      |
| CAIXABANK SA                                                                 | CAIXABANK SA 144A LIFE SR NON PREF 6.037% 06-15-35/34                                              | CUSIP: 12803RAH7<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      2075000 | PA      | $2206179.43    | 0.02%             | 2035-06-15      | Variable      | 6.04%                 | Yes           |                  2 | On Loan: No      |
| ECOPETROL SA                                                                 | ECOPETROL SA SR UNSEC 8.625% 01-19-29                                                              | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      8020000 | PA      | $8715374.10    | 0.09%             | 2029-01-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| EXPORT IMPORT BANK OF THAILAND                                               | EXPORT-IMPORT BANK OF THAILAND 5.354% 05-15-29                                                     | CUSIP: N/A<br>LEI: 549300ITFBNFH0H6FK36       | Long             | DBT              | USGA              | TH        |      8542000 | PA      | $8844660.14    | 0.09%             | 2029-05-16      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE LLC                                                  | CRESCENT ENERGY FINANCE LLC 144A LIFE SR UNSEC 7.625% 04-01-32                                     | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      1005000 | PA      | $998746.89     | 0.01%             | 2032-04-01      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP INC                                                 | CITIZENS FINANCIAL GROUP INC SR UNSEC 6.645% 04-25-35/34                                           | CUSIP: 174610BG9<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |      2187000 | PA      | $2407338.06    | 0.02%             | 2035-04-25      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK OF KOREA                                                  | EXPORT-IMPORT BANK OF KOREA 8.1% 10-16-30                                                          | CUSIP: N/A<br>LEI: 549300APVP4R32PI3Y06       | Long             | DBT              | USGA              | KR        |     33100000 | PA      | $388287.96     | 0.00%             | 2030-10-16      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK OF KOREA                                                  | EXPORT-IMPORT BANK OF KOREA 7.4% 02-05-30                                                          | CUSIP: N/A<br>LEI: 549300APVP4R32PI3Y06       | Long             | DBT              | USGA              | KR        |     17500000 | PA      | $199627.77     | 0.00%             | 2030-02-05      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                     | ELECTRICITE DE FRANCE SA EUR REG S SR UNSEC (B) 4.0% 05-07-37                                      | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |      3100000 | PA      | $3640337.51    | 0.04%             | 2037-05-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                     | ELECTRICITE DE FRANCE SA PRP REG S SUB (H) 9.125% 12-31-79/06-15-33                                | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |      3010000 | PA      | $3492271.23    | 0.03%             | 2079-12-31      | Variable      | 9.12%                 | Yes           |                  2 | On Loan: No      |
| CK HUTCHISON INTERNATIONAL 24 LTD                                            | CK HUTCHISON INTERNATIONAL 24 LTD 144A LIFE SR UNSEC 5.5% 04-26-34                                 | CUSIP: 17887UAB1<br>LEI: 254900GAYV1MAUETUO84 | Long             | DBT              | CORP              | HK        |       400000 | PA      | $420080.00     | 0.00%             | 2034-04-26      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| COUGAR JV SUBSIDIARY LLC                                                     | COUGAR JV SUBSIDIARY LLC 144A LIFE SR UNSEC 8.0% 05-15-32                                          | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       210000 | PA      | $223573.98     | 0.00%             | 2032-05-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                     | ELECTRICITE DE FRANCE SA EUR PRP REG S SUB (H) (B) 3.0% 12-31-79/12-03-27                          | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |       800000 | PA      | $926411.86     | 0.01%             | 2079-12-31      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                     | ELECTRICITE DE FRANCE SA EUR PRP REG S SUB (H) (B) 2.875% 12-31-79/03-15-27                        | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |      2600000 | PA      | $3016729.93    | 0.03%             | 2079-12-31      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                     | ELECTRICITE DE FRANCE SA EUR PRP REG S SUB (H) (B) 2.625% 12-31-79/06-01-28                        | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |      8600000 | PA      | $9847630.15    | 0.10%             | 2079-12-31      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                                        | FREEPORT INDONESIA PT REG S SR UNSEC 6.2% 04-14-52                                                 | CUSIP: N/A<br>LEI: 549300T4HTQHRKLNE619       | Long             | DBT              | CORP              | ID        |       200000 | PA      | $204756.20     | 0.00%             | 2052-04-14      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                              | CVS HEALTH CORP SR UNSEC 5.55% 06-01-31                                                            | CUSIP: 126650EC0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      6750000 | PA      | $7063017.75    | 0.07%             | 2031-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                              | CVS HEALTH CORP SR UNSEC 5.7% 06-01-34                                                             | CUSIP: 126650ED8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      1535000 | PA      | $1602536.93    | 0.02%             | 2034-06-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                              | CVS HEALTH CORP SR UNSEC 6.05% 06-01-54                                                            | CUSIP: 126650EF3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      5554000 | PA      | $5621875.43    | 0.06%             | 2054-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                 | COMCAST CORP SR UNSEC 5.65% 06-01-54                                                               | CUSIP: 20030NEK3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      1710000 | PA      | $1679380.74    | 0.02%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GREENKO WIND PROJECTS MAURITIUS LTD                                          | GREENKO WIND PROJECTS MAURITIUS LTD REG S SR UNSEC SF 7.25% 09-27-28                               | CUSIP: N/A<br>LEI: 254900MSUXE1FF83DP82       | Long             | DBT              | CORP              | MU        |       860000 | PA      | $875885.92     | 0.01%             | 2028-09-27      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| GRUPO ENERGIA BOGOTA SA ESP                                                  | GRUPO ENERGIA BOGOTA SA ESP 144A LIFE SR UNSEC 4.875% 05-15-30                                     | CUSIP: 40053XAA7<br>LEI: 529900LG618OWYVHI655 | Long             | DBT              | CORP              | CO        |      2300000 | PA      | $2294986.00    | 0.02%             | 2030-05-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CORP                                                    | CALIFORNIA RESOURCES CORP 144A LIFE SR UNSEC 8.25% 06-15-29                                        | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |       600000 | PA      | $626181.00     | 0.01%             | 2029-06-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE LLC                                                  | CRESCENT ENERGY FINANCE LLC 144A LIFE SR UNSEC 7.375% 01-15-33                                     | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |       135000 | PA      | $131552.78     | 0.00%             | 2033-01-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| CHINA HUANENG GROUP HONG KONG TREASURY MANAGEMENT HOLDING LTD                | CHINA HUANENG GROUP HONG KONG TREASURY MANAGEMENT HOLDING PRP REG S SUB (H) 5.3% 12-31-79/07-05-27 | CUSIP: N/A<br>LEI: 254900S9905REJFRBF91       | Long             | DBT              | CORP              | CN        |      1925000 | PA      | $1957101.30    | 0.02%             | 2079-12-31      | Variable      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP INC                                                 | CITIZENS FINANCIAL GROUP INC SR UNSEC 5.718% 07-23-32/31                                           | CUSIP: 174610BH7<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |      2765000 | PA      | $2887954.02    | 0.03%             | 2032-07-23      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                 | CAIXABANK SA EUR REG S SUB (B) 4.375% 08-08-36/31                                                  | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |     11300000 | PA      | $13704913.19   | 0.14%             | 2036-08-08      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO                                                                 | COCA-COLA CO SR UNSEC 4.65% 08-14-34                                                               | CUSIP: 191216DY3<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      2231000 | PA      | $2272240.04    | 0.02%             | 2034-08-14      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO                                                                 | COCA-COLA CO SR UNSEC 5.2% 01-14-55                                                                | CUSIP: 191216DZ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |       443000 | PA      | $434297.27     | 0.00%             | 2055-01-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO                                                                 | COCA-COLA CO EUR SR UNSEC 3.375% 08-15-37                                                          | CUSIP: 191216DW7<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      1425000 | PA      | $1650828.63    | 0.02%             | 2037-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL / CONNECT US FINCO LLC                                    | CONNECT FINCO SARL 144A LIFE SR SEC 1ST LIEN 9.0% 09-15-29                                         | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      1930000 | PA      | $2031624.15    | 0.02%             | 2029-09-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| CAMPBELL'S COMPANY/THE                                                       | CAMPBELL'S COMPANY SR UNSEC 4.75% 03-23-35                                                         | CUSIP: 134429BQ1<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |       795000 | PA      | $771383.73     | 0.01%             | 2035-03-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                         | CLEVELAND-CLIFFS INC 144A LIFE SR UNSEC 6.875% 11-01-29                                            | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      1028000 | PA      | $1048478.79    | 0.01%             | 2029-11-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| CONOCOPHILLIPS CO                                                            | CONOCOPHILLIPS CO SR UNSEC 5.5% 01-15-55                                                           | CUSIP: 20826FBM7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |       975000 | PA      | $955902.68     | 0.01%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                                                | COMMSCOPE LLC 144A LIFE SR SEC 1ST LIEN 9.5% 12-15-31                                              | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |       350000 | PA      | $362504.10     | 0.00%             | 2031-12-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                           | CANADIAN IMPERIAL BANK OF COMMERCE SR UNSEC 5.245% 01-13-31/30                                     | CUSIP: 13607PVQ4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      6122000 | PA      | $6324093.34    | 0.06%             | 2031-01-13      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                | CARNIVAL CORP 144A LIFE SR UNSEC 6.12% 02-15-33                                                    | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |       410000 | PA      | $420523.06     | 0.00%             | 2033-02-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                         | CLEVELAND-CLIFFS INC 144A LIFE SR UNSEC 7.5% 09-15-31                                              | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |       250000 | PA      | $257856.50     | 0.00%             | 2031-09-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                              | CMS ENERGY CORP SUB (H) 6.5% 06-01-55/35                                                           | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |       450000 | PA      | $466370.55     | 0.00%             | 2055-06-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                            | CISCO SYSTEMS INC SR UNSEC 5.1% 02-24-35                                                           | CUSIP: 17275RBZ4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     12883000 | PA      | $13330297.76   | 0.13%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                     | CSX CORP SR UNSEC 5.05% 06-15-35                                                                   | CUSIP: 126408HZ9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |       450000 | PA      | $459827.55     | 0.00%             | 2035-06-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CIKARANG LISTRINDO TBK PT                                                    | CIKARANG LISTRINDO TBK PT REG S SR UNSEC 5.65% 03-12-35                                            | CUSIP: N/A<br>LEI: 254900NPCIO562Z7FN53       | Long             | DBT              | CORP              | ID        |       200000 | PA      | $201831.00     | 0.00%             | 2035-03-12      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                  | CANADIAN PACIFIC RAILWAY CO SR UNSEC 5.2% 03-30-35                                                 | CUSIP: 13645RBK9<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |       546000 | PA      | $563148.22     | 0.01%             | 2035-03-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                  | CANADIAN PACIFIC RAILWAY CO SR UNSEC 4.8% 03-30-30                                                 | CUSIP: 13645RBJ2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      3557000 | PA      | $3644046.90    | 0.04%             | 2030-03-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP                                                         | CAPSTONE COPPER CORP 144A LIFE SR UNSEC 6.75% 03-31-33                                             | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |       150000 | PA      | $154633.35     | 0.00%             | 2033-03-31      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                       | COLOMBIA GOVERNMENT INTERNATIONAL BOND 7.375% 04-25-30                                             | CUSIP: 195325ER2<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     18270000 | PA      | $19472166.00   | 0.19%             | 2030-04-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                       | COLOMBIA GOVERNMENT INTERNATIONAL BOND 8.5% 04-25-35                                               | CUSIP: 195325ES0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      3325000 | PA      | $3687425.00    | 0.04%             | 2035-04-25      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                     | CONSTELLATION BRANDS INC SR UNSEC 4.8% 05-01-30                                                    | CUSIP: 21036PBS6<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |       481000 | PA      | $488032.70     | 0.00%             | 2030-05-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                  | CITIBANK NA SR UNSEC 4.914% 05-29-30                                                               | CUSIP: 17325FBP2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |      1375000 | PA      | $1413055.88    | 0.01%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                                        | CIVITAS RESOURCES INC 144A LIFE SR UNSEC 9.62% 06-15-33                                            | CUSIP: 17888HAD5<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |        95000 | PA      | $100415.67     | 0.00%             | 2033-06-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE LLC                                                  | CRESCENT ENERGY FINANCE LLC 144A LIFE SR UNSEC 8.375% 01-15-34                                     | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |       245000 | PA      | $248446.66     | 0.00%             | 2034-01-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                       | ROPER TECHNOLOGIES INC SR UNSEC 4.9% 10-15-34                                                      | CUSIP: 776696AJ5<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |      2675000 | PA      | $2679352.23    | 0.03%             | 2034-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                                           | ROCHE HOLDINGS INC 144A LIFE SR UNSEC 4.592% 09-09-34                                              | CUSIP: 771196CQ3<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |      2500000 | PA      | $2500745.00    | 0.02%             | 2034-09-09      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                         | ROYAL BANK OF CANADA SR UNSEC 5.153% 02-04-31/30                                                   | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     12050000 | PA      | $12419706.05   | 0.12%             | 2031-02-04      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                                         | SAUDI ARABIAN OIL CO 144A LIFE SR UNSEC 5.25% 07-17-34                                             | CUSIP: 80414L2N4<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |      1695000 | PA      | $1746007.64    | 0.02%             | 2034-07-17      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| INDIA (REPUBLIC OF)                                                          | INDIA GOVERNMENT BOND INR 7.18% 07-24-37                                                           | CUSIP: N/A<br>LEI: 335800IV7VCDQGIOI391       | Long             | DBT              | NUSS              | IN        |     49190000 | PA      | $570586.55     | 0.01%             | 2037-07-24      | Fixed         | 7.18%                 | No            |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                     | EGYPT GOVERNMENT INTERNATIONAL BOND REG S 8.5% 01-31-47                                            | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |       505000 | PA      | $446603.32     | 0.00%             | 2047-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                     | EGYPT GOVERNMENT INTERNATIONAL BOND REG S 6.588% 02-21-28                                          | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     11402000 | PA      | $11548561.31   | 0.11%             | 2028-02-21      | Fixed         | 6.59%                 | Yes           |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                     | EGYPT GOVERNMENT INTERNATIONAL BOND REG S 7.903% 02-21-48                                          | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |       259000 | PA      | $215821.59     | 0.00%             | 2048-02-21      | Fixed         | 7.90%                 | Yes           |                  2 | On Loan: No      |
| ANGOLA (REPUBLIC OF)                                                         | ANGOLAN GOVERNMENT INTERNATIONAL BOND REG S 8.25% 05-09-28                                         | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |       875000 | PA      | $881268.50     | 0.01%             | 2028-05-09      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| COMMONWEALTH OF AUSTRALIA                                                    | AUSTRALIA GOVERNMENT BOND AUD 1.5% 06-21-31                                                        | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     20000000 | PA      | $11673182.03   | 0.12%             | 2031-06-21      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH OF AUSTRALIA                                                    | AUSTRALIA GOVERNMENT BOND AUD 1.25% 05-21-32                                                       | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |      2300000 | PA      | $1284233.31    | 0.01%             | 2032-05-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AUSTRIA (REPUBLIC OF)                                                        | REPUBLIC OF AUSTRIA GOVERNMENT BOND EUR 144A LIFE/REG S (B) 0.75% 03-20-51                         | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |        80000 | PA      | $49551.30      | 0.00%             | 2051-03-20      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| AUSTRIA (REPUBLIC OF)                                                        | REPUBLIC OF AUSTRIA GOVERNMENT BOND EUR 144A LIFE/REG S 0.85% 06-30-20                             | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |        50000 | PA      | $18137.90      | 0.00%             | 2120-06-30      | Fixed         | 0.85%                 | Yes           |                  2 | On Loan: No      |
| ARGENTINA REPUBLIC OF GOVERNMENT                                             | ARGENTINE REPUBLIC GOVERNMENT INTERNATIONAL BOND SF 0.75% 07-09-30                                 | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      2589146 | PA      | $1751557.00    | 0.02%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH OF AUSTRALIA                                                    | AUSTRALIA GOVERNMENT BOND AUD REG S 1.75% 06-21-51                                                 | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |       884000 | PA      | $312143.03     | 0.00%             | 2051-06-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AUSTRIA (REPUBLIC OF)                                                        | REPUBLIC OF AUSTRIA GOVERNMENT BOND EUR 144A LIFE/REG S (B) 0.0% 02-20-31                          | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |     12975000 | PA      | $13288417.82   | 0.13%             | 2031-02-20      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| AUSTRIA (REPUBLIC OF)                                                        | REPUBLIC OF AUSTRIA GOVERNMENT BOND EUR 144A LIFE/REG S 0.7% 04-20-71                              | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |       200000 | PA      | $83700.14      | 0.00%             | 2071-04-20      | Fixed         | 0.70%                 | Yes           |                  2 | On Loan: No      |
| AUSTRIA (REPUBLIC OF)                                                        | REPUBLIC OF AUSTRIA GOVERNMENT BOND EUR 144A LIFE/REG S 0.9% 02-20-32                              | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |      1238000 | PA      | $1303276.26    | 0.01%             | 2032-02-20      | Fixed         | 0.90%                 | Yes           |                  2 | On Loan: No      |
| ANGOLA (REPUBLIC OF)                                                         | ANGOLAN GOVERNMENT INTERNATIONAL BOND REG S 8.75% 04-14-32                                         | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |       780000 | PA      | $747048.90     | 0.01%             | 2032-04-14      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| COMMONWEALTH OF AUSTRALIA                                                    | AUSTRALIA GOVERNMENT BOND AUD REG S 3.0% 11-21-33                                                  | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |      4849000 | PA      | $2959276.37    | 0.03%             | 2033-11-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH OF AUSTRALIA                                                    | AUSTRALIA GOVERNMENT BOND AUD REG S 3.75% 05-21-34                                                 | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     36250000 | PA      | $23237762.55   | 0.23%             | 2034-05-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH OF AUSTRALIA                                                    | AUSTRALIA GOVERNMENT BOND AUD REG S 3.5% 12-21-34                                                  | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     11350000 | PA      | $7088141.31    | 0.07%             | 2034-12-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AUSTRIA (REPUBLIC OF)                                                        | REPUBLIC OF AUSTRIA GOVERNMENT BOND EUR 144A LIFE/REG S (B) 2.9% 02-20-34                          | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |       670000 | PA      | $786813.30     | 0.01%             | 2034-02-20      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                             | ALTRIA GROUP INC EUR SR UNSEC 2.2% 06-15-27                                                        | CUSIP: 02209SAY9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      4275000 | PA      | $4997326.20    | 0.05%             | 2027-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.5% 11-15-33                                                          | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1053000 | PA      | $1088744.40    | 0.01%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.625% 11-15-26                                                        | CUSIP: 91282CJK8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3000000 | PA      | $3029490.60    | 0.03%             | 2026-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.75% 11-15-53                                                         | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2086700 | PA      | $2090445.42    | 0.02%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.5 DB7783 08-01-54                                                                      | CUSIP: 3140AHUH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        24929 | PA      | $25229.64      | 0.00%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.5 FS6767 01-01-54                                                                      | CUSIP: 3140XNQV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2440904 | PA      | $2549707.03    | 0.03%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.5 RJ0326 11-01-53                                                                      | CUSIP: 3142GQLG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       804078 | PA      | $835100.07     | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 FS8756 08-01-54                                                                      | CUSIP: 3140XQWS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1410348 | PA      | $1451534.55    | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 SD6029 08-01-54                                                                      | CUSIP: 3132DTVW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2221407 | PA      | $2285037.27    | 0.02%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 BU4916 08-01-54                                                                      | CUSIP: 3140M6PA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1717005 | PA      | $1759243.19    | 0.02%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 SD5813 07-01-54                                                                      | CUSIP: 3132DTN63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      3795697 | PA      | $3913997.27    | 0.04%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 FS8757 08-01-54                                                                      | CUSIP: 3140XQWT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3606624 | PA      | $3712316.08    | 0.04%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 BU4968 08-01-54                                                                      | CUSIP: 3140M6QW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       845502 | PA      | $864835.96     | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/NV                                                   | ANHEUSER-BUSCH INBEV SA EUR REG S SR UNSEC 1.125% 07-01-27                                         | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |       675000 | PA      | $776735.51     | 0.01%             | 2027-07-01      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                                    | ADOBE INC SR UNSEC 2.15% 02-01-27                                                                  | CUSIP: 00724PAC3<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |      6134000 | PA      | $6006038.63    | 0.06%             | 2027-02-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 FS8866 09-01-54                                                                      | CUSIP: 3140XQZ83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3645363 | PA      | $3749944.45    | 0.04%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 FS8758 08-01-54                                                                      | CUSIP: 3140XQWU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2109066 | PA      | $2160947.05    | 0.02%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.5 BU4946 09-01-54                                                                      | CUSIP: 3140M6P80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       219727 | PA      | $221955.15     | 0.00%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.5 QJ3044 09-01-54                                                                      | CUSIP: 3133CTLZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       440620 | PA      | $445156.48     | 0.00%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                           | CLEAR CHANNEL OUTDOOR HOLDINGS INC 144A LIFE SR UNSEC 7.5% 06-01-29                                | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |        25000 | PA      | $24308.45      | 0.00%             | 2029-06-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                                       | COMSTOCK RESOURCES INC 144A LIFE SR UNSEC 5.875% 01-15-30                                          | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |       340000 | PA      | $327709.00     | 0.00%             | 2030-01-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.5 RJ2474 09-01-54                                                                      | CUSIP: 3142GSXC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       300581 | PA      | $311674.93     | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.5 RJ2470 09-01-54                                                                      | CUSIP: 3142GSW87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       103020 | PA      | $106726.87     | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.5 RJ2411 09-01-54                                                                      | CUSIP: 3142GSVD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       200091 | PA      | $207887.96     | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.5 RJ2422 09-01-54                                                                      | CUSIP: 3142GSVQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       624955 | PA      | $632483.80     | 0.01%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CORELOGIC INC                                                                | CORELOGIC INC 144A LIFE SR SEC 1ST LIEN 4.5% 05-01-28                                              | CUSIP: 21871DAD5<br>LEI: 54930086CD8K2UIL0516 | Long             | DBT              | CORP              | US        |      1170000 | PA      | $1138207.59    | 0.01%             | 2028-05-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                     | CONSTELLATION BRANDS INC SR UNSEC 2.25% 08-01-31                                                   | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |      1859000 | PA      | $1639407.48    | 0.02%             | 2031-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                             | CCO HOLDINGS LLC 144A SR UNSEC 4.25% 01-15-34                                                      | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2107000 | PA      | $1822951.12    | 0.02%             | 2034-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CLARIVATE SCIENCE HOLDINGS CORP                                              | CLARIVATE SCIENCE HOLDINGS CORP 144A LIFE SR UNSEC 4.875% 07-01-29                                 | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       275000 | PA      | $260134.60     | 0.00%             | 2029-07-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| CHINA OIL AND GAS GROUP LTD                                                  | CHINA OIL & GAS GROUP LTD REG S SR SEC 1ST LIEN 4.7% 06-30-26                                      | CUSIP: N/A<br>LEI: 52990063CVI7GDV4JZ06       | Long             | DBT              | CORP              | HK        |      8131000 | PA      | $8078408.69    | 0.08%             | 2026-06-30      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| COMCAST CORP                                                                 | COMCAST CORP EUR SR UNSEC 0.0% 09-14-26                                                            | CUSIP: 20030NDX6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      6650000 | PA      | $7641704.14    | 0.08%             | 2026-09-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                 | COMCAST CORP EUR SR UNSEC 0.25% 09-14-29                                                           | CUSIP: 20030NDY4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      3705000 | PA      | $3941712.69    | 0.04%             | 2029-09-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                                          | COINBASE GLOBAL INC 144A LIFE SR UNSEC 3.375% 10-01-28                                             | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |      1200000 | PA      | $1139889.60    | 0.01%             | 2028-10-01      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.5 RJ2415 09-01-54                                                                      | CUSIP: 3142GSVH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2962220 | PA      | $3014645.40    | 0.03%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.5 RJ2408 09-01-54                                                                      | CUSIP: 3142GSVA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2687856 | PA      | $2718715.37    | 0.03%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                                          | COINBASE GLOBAL INC 144A LIFE SR UNSEC 3.625% 10-01-31                                             | CUSIP: 19260QAD9<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |       735000 | PA      | $656487.30     | 0.01%             | 2031-10-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| CANPACK SA                                                                   | CANPACK SA 144A LIFE SR UNSEC 3.875% 11-15-29                                                      | CUSIP: 13806CAA0<br>LEI: 259400TS8W5E4ILGVP08 | Long             | DBT              | CORP              | PL        |       255000 | PA      | $239501.10     | 0.00%             | 2029-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.5 CB9146 09-01-54                                                                      | CUSIP: 3140QVEU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4302879 | PA      | $4356927.42    | 0.04%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                | CARNIVAL CORP 144A LIFE SR UNSEC 6.0% 05-01-29                                                     | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |       370000 | PA      | $375759.42     | 0.00%             | 2029-05-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| COMPASS GROUP DIVERSIFIED HOLDINGS LLC                                       | COMPASS GROUP DIVERSIFIED HOLDINGS LLC 144A LIFE SR UNSEC 5.0% 01-15-32                            | CUSIP: 20451RAC6<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |       289987 | PA      | $260055.99     | 0.00%             | 2032-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                  | CANADIAN PACIFIC RAILWAY CO SR UNSEC 3.0% 12-02-41                                                 | CUSIP: 13645RBG8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |       540000 | PA      | $405008.10     | 0.00%             | 2041-12-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                  | CANADIAN PACIFIC RAILWAY CO SR UNSEC 3.1% 12-02-51                                                 | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      1683000 | PA      | $1141102.61    | 0.01%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                             | CCO HOLDINGS LLC 144A SR UNSEC 4.75% 02-01-32                                                      | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       816000 | PA      | $755303.47     | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                         | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 5.25% 04-01-53                                | CUSIP: 161175CK8<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |      4662000 | PA      | $3898140.62    | 0.04%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                     | CONSTELLATION BRANDS INC SR UNSEC 4.75% 05-09-32                                                   | CUSIP: 21036PBL1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |       813000 | PA      | $817865.81     | 0.01%             | 2032-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                     | CONSTELLATION BRANDS INC SR UNSEC 4.35% 05-09-27                                                   | CUSIP: 21036PBK3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |      1305000 | PA      | $1309387.41    | 0.01%             | 2027-05-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE LLC                                                  | CRESCENT ENERGY FINANCE LLC 144A LIFE SR UNSEC 9.25% 02-15-28                                      | CUSIP: 45344LAC7<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |       671000 | PA      | $697113.31     | 0.01%             | 2028-02-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                              | CVS HEALTH CORP SR UNSEC 5.125% 02-21-30                                                           | CUSIP: 126650DT4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      1225000 | PA      | $1256007.20    | 0.01%             | 2030-02-21      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 2.375% 05-15-27                                                        | CUSIP: 912828X88<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2160000 | PA      | $2116841.47    | 0.02%             | 2027-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 2.75% 08-15-47                                                         | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3455000 | PA      | $2504875.69    | 0.02%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 3.0% 02-15-48                                                          | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       672600 | PA      | $507820.73     | 0.01%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                              | CVS HEALTH CORP SR UNSEC 5.25% 02-21-33                                                            | CUSIP: 126650DU1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      1227000 | PA      | $1255771.92    | 0.01%             | 2033-02-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                                     | CLOUD SOFTWARE GROUP INC 144A LIFE SR SEC 2ND LIEN 9.0% 09-30-29                                   | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      2985000 | PA      | $3099447.89    | 0.03%             | 2029-09-30      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)            | UNITED KINGDOM GILT GBP REG S 0.625% 10-22-50                                                      | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |       260000 | PA      | $121898.10     | 0.00%             | 2050-10-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)            | UNITED KINGDOM GILT GBP REG S 0.625% 07-31-35                                                      | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      1708000 | PA      | $1565321.57    | 0.02%             | 2035-07-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                         | CLEVELAND-CLIFFS INC 144A LIFE SR UNSEC 6.75% 04-15-30                                             | CUSIP: 185899AN1<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |        38000 | PA      | $38651.89      | 0.00%             | 2030-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CK HUTCHISON INTERNATIONAL (23) LTD                                          | CK HUTCHISON INTERNATIONAL 23 LTD 144A LIFE SR UNSEC 4.75% 04-21-28                                | CUSIP: 12570FAA9<br>LEI: 2549003AJI1YI8883K46 | Long             | DBT              | CORP              | HK        |       330000 | PA      | $335005.44     | 0.00%             | 2028-04-21      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)            | UNITED KINGDOM GILT GBP REG S 1.125% 01-31-39                                                      | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      1200000 | PA      | $1013285.85    | 0.01%             | 2039-01-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)            | UNITED KINGDOM GILT GBP REG S 1.5% 07-31-53                                                        | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |       440000 | PA      | $256194.25     | 0.00%             | 2053-07-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)            | UK CONV GILT GBP REG S 1.0% 01-31-32                                                               | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     45590000 | PA      | $50246692.75   | 0.50%             | 2032-01-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)            | UNITED KINGDOM GILT GBP REG S 1.125% 10-22-73                                                      | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |        90000 | PA      | $37074.86      | 0.00%             | 2073-10-22      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)            | UTD KINGDOM GILT GBP REG S 3.75% 01-29-38                                                          | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      2320000 | PA      | $2767027.37    | 0.03%             | 2038-01-29      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)            | UNITED KINGDOM GILT GBP REG S 3.25% 01-31-33                                                       | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      4230000 | PA      | $5262763.76    | 0.05%             | 2033-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)            | UNITED KINGDOM GILT GBP REG S 3.75% 10-22-53                                                       | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      3090000 | PA      | $3111694.17    | 0.03%             | 2053-10-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 3.625% 05-15-26                                                        | CUSIP: 91282CHB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        84600 | PA      | $84500.86      | 0.00%             | 2026-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 3.625% 05-15-53                                                        | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      5547000 | PA      | $4581941.82    | 0.05%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)            | UNITED KINGDOM GILT GBP REG S 4.0% 10-22-63                                                        | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |       300000 | PA      | $308735.24     | 0.00%             | 2063-10-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)            | UNITED KINGDOM GILT GBP REG S 4.5% 06-07-28                                                        | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |       515000 | PA      | $701619.29     | 0.01%             | 2028-06-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)            | UNITED KINGDOM GILT GBP REG S 4.75% 10-22-43                                                       | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |       470000 | PA      | $588207.24     | 0.01%             | 2043-10-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)            | UNITED KINGDOM GILT GBP REG S 4.375% 07-31-54                                                      | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     31250000 | PA      | $35173715.89   | 0.35%             | 2054-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)            | UNITED KINGDOM GILT GBP REG S 4.125% 07-22-29                                                      | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     13700000 | PA      | $18457152.78   | 0.18%             | 2029-07-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)            | UNITED KINGDOM GILT GBP REG S 4.375% 01-31-40                                                      | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |       780000 | PA      | $969045.61     | 0.01%             | 2040-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)            | UNITED KINGDOM GILT GBP REG S 4.375% 03-07-30                                                      | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      8610000 | PA      | $11690011.90   | 0.12%             | 2030-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UKRAINE REPUBLIC OF (GOVERNMENT)                                             | UKRAINE GOVERNMENT BOND UAH 15.09% 02-04-26                                                        | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |      1747000 | PA      | $38669.49      | 0.00%             | 2026-02-04      | Fixed         | 15.09%                | No            |                  2 | On Loan: No      |
| UKRAINE REPUBLIC OF (GOVERNMENT)                                             | UKRAINE GOVERNMENT BOND UAH 15.2% 04-29-26                                                         | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |      1770000 | PA      | $38096.17      | 0.00%             | 2026-04-29      | Fixed         | 15.20%                | No            |                  2 | On Loan: No      |
| UKRAINE REPUBLIC OF (GOVERNMENT)                                             | UKRAINE GOVERNMENT BOND UAH 15.1% 06-24-26                                                         | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |      1298000 | PA      | $28188.42      | 0.00%             | 2026-06-24      | Fixed         | 15.10%                | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)            | UNITED KINGDOM GILT GBP REG S 4.5% 03-07-35                                                        | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |       310000 | PA      | $410506.78     | 0.00%             | 2035-03-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)            | UNITED KINGDOM GILT GBP REG S 5.375% 01-31-56                                                      | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |       700000 | PA      | $924643.36     | 0.01%             | 2056-01-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)            | UNITED KINGDOM GILT GBP REG S 4.75% 10-22-35                                                       | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      3760000 | PA      | $5045193.28    | 0.05%             | 2035-10-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.5% 08-15-39                                                          | CUSIP: 912810QC5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2269600 | PA      | $2286799.26    | 0.02%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.0 SD4977 11-01-53                                                                      | CUSIP: 3132DSQ62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     16955040 | PA      | $16889407.30   | 0.17%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.5 FS6873 01-01-54                                                                      | CUSIP: 3140XNT79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      6027094 | PA      | $6235408.82    | 0.06%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.5 MA5296 03-01-54                                                                      | CUSIP: 31418E3E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       446226 | PA      | $450865.93     | 0.00%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.5 SD8408 03-01-54                                                                      | CUSIP: 3132DWKV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      9028254 | PA      | $9121669.35    | 0.09%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.5 MA5271 02-01-54                                                                      | CUSIP: 31418E2D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       620919 | PA      | $627662.45     | 0.01%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.5 FS4191 03-01-53                                                                      | CUSIP: 3140XKUR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2593734 | PA      | $2636527.64    | 0.03%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.5 FS6809 02-01-54                                                                      | CUSIP: 3140XNR71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1407762 | PA      | $1425008.15    | 0.01%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 4.5 FS5520 01-01-53                                                                      | CUSIP: 3140XMD29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       875989 | PA      | $854004.03     | 0.01%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.5 RJ1415 05-01-54                                                                      | CUSIP: 3142GRSD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     12736368 | PA      | $12954096.62   | 0.13%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.5 RJ1448 05-01-54                                                                      | CUSIP: 3142GRTE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      8251684 | PA      | $8340893.23    | 0.08%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.5 CB8536 05-01-54                                                                      | CUSIP: 3140QUPW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4082036 | PA      | $4154279.56    | 0.04%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON INTERNATIONAL (23) LTD                                          | CK HUTCHISON INTERNATIONAL 23 LTD REG S SR UNSEC 4.875% 04-21-33                                   | CUSIP: N/A<br>LEI: 2549003AJI1YI8883K46       | Long             | DBT              | CORP              | HK        |       200000 | PA      | $202554.00     | 0.00%             | 2033-04-21      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                     | CONSTELLATION BRANDS INC SR UNSEC 4.9% 05-01-33                                                    | CUSIP: 21036PBP2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |      1556000 | PA      | $1571441.74    | 0.02%             | 2033-05-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 4.0 CB3528 05-01-52                                                                      | CUSIP: 3140QN4N9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1131664 | PA      | $1068270.46    | 0.01%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 4.0 FS1948 05-01-52                                                                      | CUSIP: 3140XHEW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       869692 | PA      | $821092.19     | 0.01%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 4.0 QE9001 08-01-52                                                                      | CUSIP: 3133BKAA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |        88909 | PA      | $84105.98      | 0.00%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.5 FS8131 06-01-54                                                                      | CUSIP: 3140XQA98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     10305988 | PA      | $10472461.09   | 0.10%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.5 RJ1768 06-01-54                                                                      | CUSIP: 3142GR6E5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      5066148 | PA      | $5148766.89    | 0.05%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 RJ1779 06-01-54                                                                      | CUSIP: 3142GR6R6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      9995126 | PA      | $10321946.15   | 0.10%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 RJ1785 06-01-54                                                                      | CUSIP: 3142GR6X3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     13159312 | PA      | $13551445.97   | 0.13%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 CB8755 06-01-54                                                                      | CUSIP: 3140QUWR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       641560 | PA      | $658843.11     | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.0 RJ1855 06-01-54                                                                      | CUSIP: 3142GSBZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1730527 | PA      | $1722355.31    | 0.02%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 RJ1859 06-01-54                                                                      | CUSIP: 3142GSB56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      6147152 | PA      | $6312750.48    | 0.06%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.5 RJ1857 06-01-54                                                                      | CUSIP: 3142GSB31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     31479724 | PA      | $31956201.33   | 0.32%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 FS8153 06-01-54                                                                      | CUSIP: 3140XQBX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      9778612 | PA      | $10088398.63   | 0.10%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS CO                                                            | CONOCOPHILLIPS CO SR UNSEC 5.3% 05-15-53                                                           | CUSIP: 20826FBE5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |      1122000 | PA      | $1070732.45    | 0.01%             | 2053-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                     | COREBRIDGE FINANCIAL INC SR UNSEC 3.9% 04-05-32                                                    | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |      5809000 | PA      | $5550487.88    | 0.06%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                | FORD MOTOR CREDIT CO LLC SR UNSEC 5.8% 03-08-29                                                    | CUSIP: 345397E58<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      9968000 | PA      | $10118068.24   | 0.10%             | 2029-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FORD OTOMOTIV SANAYI AS                                                      | FORD OTOMOTIV SANAYI AS 144A LIFE SR UNSEC 7.125% 04-25-29                                         | CUSIP: 345409AC0<br>LEI: 7890006XJG6ZE2H34671 | Long             | DBT              | CORP              | TR        |      1785000 | PA      | $1830874.50    | 0.02%             | 2029-04-25      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                | FORD MOTOR CREDIT CO LLC SR UNSEC 5.85% 05-17-27                                                   | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      2882000 | PA      | $2918682.10    | 0.03%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                                         | FIESTA PURCHASER INC 144A LIFE SR UNSEC 9.625% 09-15-32                                            | CUSIP: 31659AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       375000 | PA      | $405784.50     | 0.00%             | 2032-09-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                | FORD MOTOR CREDIT CO LLC SR UNSEC 6.054% 11-05-31                                                  | CUSIP: 345397G31<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      2037000 | PA      | $2082708.24    | 0.02%             | 2031-11-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                | FORD MOTOR CREDIT CO LLC SR UNSEC 6.5% 02-07-35                                                    | CUSIP: 345397G56<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      6300000 | PA      | $6475675.50    | 0.06%             | 2035-02-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                | FORD MOTOR CREDIT CO LLC SR UNSEC 5.875% 11-07-29                                                  | CUSIP: 345397G49<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      5200000 | PA      | $5292175.20    | 0.05%             | 2029-11-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                         | FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 3.75% 05-25-56                             | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      4010000 | PA      | $4215631.17    | 0.04%             | 2056-05-25      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| FORESTAR GROUP INC                                                           | FORESTAR GROUP INC 144A LIFE SR UNSEC 6.5% 03-15-33                                                | CUSIP: 346232AG6<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |       465000 | PA      | $476084.67     | 0.00%             | 2033-03-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARES INC                                                | FIRST CITIZENS BANCSHARES INC SR UNSEC 5.231% 03-12-31/30                                          | CUSIP: 31959XAC7<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |      1421000 | PA      | $1443561.22    | 0.01%             | 2031-03-12      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                | FORD MOTOR CREDIT CO LLC SR UNSEC 6.532% 03-19-32                                                  | CUSIP: 345397G98<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      1250000 | PA      | $1301267.50    | 0.01%             | 2032-03-19      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                                              | FAIR ISAAC CORP 144A LIFE SR UNSEC 6.0% 05-15-33                                                   | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |      1030000 | PA      | $1045391.29    | 0.01%             | 2033-05-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                                         | FLUTTER TREASURY DAC 144A LIFE 5.875% 06-04-31                                                     | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |       874000 | PA      | $887708.69     | 0.01%             | 2031-06-04      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                | FORD MOTOR CREDIT CO LLC EUR SR UNSEC 3.62% 07-27-28                                               | CUSIP: 345397H22<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      9850000 | PA      | $11593881.71   | 0.12%             | 2028-07-27      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                      | SIMON PROPERTY GROUP LP SR UNSEC 5.125% 10-01-35                                                   | CUSIP: 828807EA1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |      3452000 | PA      | $3493893.47    | 0.03%             | 2035-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                    | SUNOCO LP PRP 144A LIFE SUB (H) 7.875% 12-31-79/09-18-30                                           | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |       405000 | PA      | $411623.78     | 0.00%             | 2079-12-31      | Variable      | 7.88%                 | Yes           |                  2 | On Loan: No      |
| SUNOCO LP                                                                    | SUNOCO LP 144A LIFE SR UNSEC 5.875% 03-15-34                                                       | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |       145000 | PA      | $143835.22     | 0.00%             | 2034-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| VERALTO CORP                                                                 | VERALTO CORP EUR SR UNSEC 4.15% 09-19-31                                                           | CUSIP: N/A<br>LEI: 635400FJE6GSOJUSNY27       | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1222673.28    | 0.01%             | 2031-09-19      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                                                 | VERALTO CORP SR UNSEC 5.45% 09-18-33                                                               | CUSIP: 92338CAF0<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1569564.00    | 0.02%             | 2033-09-18      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| VERALLIA SAS                                                                 | VERALLIA SA EUR REG S SR UNSEC (B) 3.875% 11-04-32                                                 | CUSIP: N/A<br>LEI: 5299007YZU978DE0ZY32       | Long             | DBT              | CORP              | FR        |     33900000 | PA      | $39790424.56   | 0.40%             | 2032-11-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VARANASI AURANGABAD NH-2 TOLLWAY PVT LTD                                     | VARANASI AURANGABAD NH-2 TOLLWAY PVT LTD 144A LIFE SR SEC 1ST LIEN SF 5.9% 02-28-34                | CUSIP: 92213HAA0<br>LEI: 335800WU93PC1E28MY29 | Long             | DBT              | CORP              | IN        |       199500 | PA      | $208665.43     | 0.00%             | 2034-02-28      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                   | VERIZON COMMUNICATIONS INC SR UNSEC 5.25% 04-02-35                                                 | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       764000 | PA      | $777204.98     | 0.01%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                                         | FLUTTER TREASURY DAC GBP 144A LIFE 6.125% 06-04-31                                                 | CUSIP: N/A<br>LEI: 635400JE8VLL9UFVIC38       | Long             | DBT              | CORP              | IE        |       225000 | PA      | $305700.54     | 0.00%             | 2031-06-04      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                | FORD MOTOR CREDIT CO LLC SR UNSEC 5.73% 09-05-30                                                   | CUSIP: 345397H48<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       600000 | PA      | $605194.20     | 0.01%             | 2030-09-05      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                           | VENTURE GLOBAL PLAQUEMINES LNG LLC 144A LIFE SR SEC 1ST LIEN 7.5% 05-01-33                         | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |       520000 | PA      | $574930.20     | 0.01%             | 2033-05-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                           | VENTURE GLOBAL PLAQUEMINES LNG LLC 144A LIFE SR SEC 1ST LIEN 7.75% 05-01-35                        | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |       150000 | PA      | $169399.95     | 0.00%             | 2035-05-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                                           | VOYAGER PARENT LLC 144A LIFE SR SEC 1ST LIEN 9.25% 07-01-32                                        | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |      1380000 | PA      | $1460260.80    | 0.01%             | 2032-07-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| VAIL RESORTS INC                                                             | VAIL RESORTS INC 144A LIFE SR UNSEC 5.625% 07-15-30                                                | CUSIP: 91879QAQ2<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |       200000 | PA      | $201375.00     | 0.00%             | 2030-07-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                           | VENTURE GLOBAL PLAQUEMINES LNG LLC 144A LIFE SR SEC 1ST LIEN 6.5% 01-15-34                         | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |       750000 | PA      | $789961.50     | 0.01%             | 2034-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                           | VENTURE GLOBAL PLAQUEMINES LNG LLC 144A LIFE SR SEC 1ST LIEN 6.75% 01-15-36                        | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |       555000 | PA      | $589855.11     | 0.01%             | 2036-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                          | FS KKR CAPITAL CORP SR UNSEC 6.125% 01-15-31                                                       | CUSIP: 302635AQ0<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |       375000 | PA      | $371712.00     | 0.00%             | 2031-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                | FORD MOTOR CREDIT CO LLC SR UNSEC 5.113% 05-03-29                                                  | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      1900000 | PA      | $1886396.00    | 0.02%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| FXI HOLDINGS INC                                                             | FXI HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 12.25% 11-15-26                                         | CUSIP: 35166FAA0<br>LEI: 549300VLKCUZW3MSVS50 | Long             | DBT              | CORP              | US        |      1315000 | PA      | $1160356.00    | 0.01%             | 2026-11-15      | Fixed         | 12.25%                | Yes           |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                                              | FAIR ISAAC CORP 144A LIFE SR UNSEC 4.0% 06-15-28                                                   | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |       625000 | PA      | $608577.50     | 0.01%             | 2028-06-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                   | VERIZON COMMUNICATIONS INC EUR SR UNSEC 3.25% 10-29-32                                             | CUSIP: 9221ACM85<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      2500000 | PA      | $2918940.72    | 0.03%             | 2032-10-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                   | VERIZON COMMUNICATIONS INC EUR SR UNSEC 3.75% 08-06-37                                             | CUSIP: 9221ACN68<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      1700000 | PA      | $1969529.34    | 0.02%             | 2037-08-06      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                 | STRYKER CORP EUR SR UNSEC 1.0% 12-03-31                                                            | CUSIP: 863667AX9<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |      2410000 | PA      | $2502802.12    | 0.02%             | 2031-12-03      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                          | SIRIUS XM RADIO LLC 144A LIFE SR UNSEC 4.125% 07-01-30                                             | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      1019000 | PA      | $956433.40     | 0.01%             | 2030-07-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                         | VERISK ANALYTICS INC SR UNSEC 5.125% 02-15-36                                                      | CUSIP: 92345YAN6<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |      1710000 | PA      | $1726828.11    | 0.02%             | 2036-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                         | VERISK ANALYTICS INC SR UNSEC 4.5% 08-15-30                                                        | CUSIP: 92345YAM8<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |       352000 | PA      | $353209.82     | 0.00%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                                     | SENSATA TECHNOLOGIES INC 144A LIFE SR UNSEC 3.75% 02-15-31                                         | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |       160000 | PA      | $147805.44     | 0.00%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| SERVICENOW INC                                                               | SERVICENOW INC SR UNSEC 1.4% 09-01-30                                                              | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |      4324000 | PA      | $3787793.73    | 0.04%             | 2030-09-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                       | STANDARD CHARTERED PLC 144A LIFE SUB 3.265% 02-18-36/31                                            | CUSIP: 853254BU3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |       957000 | PA      | $878821.71     | 0.01%             | 2036-02-18      | Variable      | 3.27%                 | Yes           |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                           | VODAFONE GROUP PLC GBP SR UNSEC (B) 5.625% 12-04-25                                                | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |       540000 | PA      | $727322.29     | 0.01%             | 2025-12-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH AMERICAS INC                                                   | BAUSCH HEALTH AMERICAS INC 144A LIFE SR UNSEC 8.5% 01-31-27                                        | CUSIP: 91911XAW4<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | US        |      1240000 | PA      | $1228778.00    | 0.01%             | 2027-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN INTERNATIONAL FINANCE NV                                          | VOLKSWAGEN INTERNATIONAL FINANCE NV GBP REG S SR UNSEC (B) 3.375% 11-16-26                         | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |       700000 | PA      | $928730.10     | 0.01%             | 2026-11-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                                                   | VIASAT INC 144A LIFE SR SEC 1ST LIEN 5.625% 04-15-27                                               | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |       630000 | PA      | $627991.56     | 0.01%             | 2027-04-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                   | VERIZON COMMUNICATIONS INC EUR SR UNSEC 1.25% 04-08-30                                             | CUSIP: 92343VEW0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      6000000 | PA      | $6547233.06    | 0.07%             | 2030-04-08      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                   | VERIZON COMMUNICATIONS INC SR UNSEC 3.4% 03-22-41                                                  | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      1800000 | PA      | $1423002.60    | 0.01%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                   | VERIZON COMMUNICATIONS INC SR UNSEC 3.55% 03-22-51                                                 | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       794000 | PA      | $582596.71     | 0.01%             | 2051-03-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                            | VENTURE GLOBAL CALCASIEU PASS LLC 144A LIFE SR SEC 1ST LIEN 3.875% 08-15-29                        | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |       310000 | PA      | $297346.11     | 0.00%             | 2029-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                          | GBP FWD SALE TO USD 10/20/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $371157.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                            | VENTURE GLOBAL CALCASIEU PASS LLC 144A LIFE SR SEC 1ST LIEN 4.125% 08-15-31                        | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      1215000 | PA      | $1147595.45    | 0.01%             | 2031-08-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| VIATRIS INC                                                                  | VIATRIS INC SR UNSEC 4.0% 06-22-50                                                                 | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |      3528000 | PA      | $2408586.77    | 0.02%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | GBP FWD PUR FROM USD 10/20/2025                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-352202.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | GBP FWD SALE TO USD 12/17/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $234973.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                           | VICI PROPERTIES LP SR UNSEC 4.75% 02-15-28                                                         | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |       581000 | PA      | $586002.99     | 0.01%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                   | VERIZON COMMUNICATIONS INC EUR SR UNSEC 4.75% 10-31-34                                             | CUSIP: 92343VGS7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      1760000 | PA      | $2244257.44    | 0.02%             | 2034-10-31      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IDR FWD PUR FROM USD NDF 10/30/2025                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $60131.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | JPY FWD SALE TO USD 10/3/2025                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $1578619.49    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                            | VENTURE GLOBAL CALCASIEU PASS LLC 144A LIFE SR SEC 1ST LIEN 6.25% 01-15-30                         | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |       189000 | PA      | $197234.73     | 0.00%             | 2030-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                       | VENTURE GLOBAL LNG INC 144A LIFE SR SEC 1ST LIEN 8.125% 06-01-28                                   | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |       500000 | PA      | $517885.00     | 0.01%             | 2028-06-01      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                       | VENTURE GLOBAL LNG INC 144A LIFE SR SEC 1ST LIEN 8.375% 06-01-31                                   | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |        70000 | PA      | $73547.25      | 0.00%             | 2031-06-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| VIASAT INC                                                                   | VIASAT INC 144A LIFE SR UNSEC 7.5% 05-30-31                                                        | CUSIP: 92552VAR1<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |       575000 | PA      | $540298.75     | 0.01%             | 2031-05-30      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                          | JPY FWD SALE TO USD 10/10/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $562082.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | JPY FWD SALE TO USD 12/17/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $6704.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | JPY FWD PUR FROM USD 10/8/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $98574.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | JPY FWD PUR FROM USD 10/14/2025                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-2676.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | JPY FWD PUR FROM USD 10/8/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-222786.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | JPY FWD SALE TO USD 10/10/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $207754.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | JPY FWD PUR FROM USD 10/17/2025                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-819.63       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | JPY FWD PUR FROM EUR 10/20/2025                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-4562.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | JPY FWD PUR FROM USD 10/20/2025                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-712712.55    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | JPY FWD PUR FROM USD 10/20/2025                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-1657895.82   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                       | VENTURE GLOBAL LNG INC 144A LIFE SR SEC 1ST LIEN 9.5% 02-01-29                                     | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |       500000 | PA      | $551325.00     | 0.01%             | 2029-02-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                       | VENTURE GLOBAL LNG INC 144A LIFE SR SEC 1ST LIEN 9.875% 02-01-32                                   | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |       479000 | PA      | $521797.69     | 0.01%             | 2032-02-01      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                          | JPY FWD PUR FROM USD 10/22/2025                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-12.37        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | JPY FWD PUR FROM USD 12/15/2025                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $220136.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VERITIV OPERATING CO                                                         | VERITIV OPERATING CO 144A LIFE SR SEC 1ST LIEN 10.5% 11-30-30                                      | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |       235000 | PA      | $252502.33     | 0.00%             | 2030-11-30      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                             | WELLS FARGO & CO EUR REG S SR UNSEC 3.9% 07-22-32/31                                               | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |      1170000 | PA      | $1415788.60    | 0.01%             | 2032-07-22      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | JPY FWD PUR FROM USD 10/22/2025                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $73306.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | KRW FWD PUR FROM USD NDF 10/30/2025                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $18822.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | KRW FWD SALE TO USD NDF 10/30/2025                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-103542.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | MXN FWD SALE TO USD 10/14/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-432266.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                                                                | WOLFSPEED INC 144A LIFE SR SEC 1ST LIEN PIK 12.875% 06-23-30                                       | CUSIP: 977852AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       153595 | PA      | $168186.53     | 0.00%             | 2030-06-23      | Variable      | 12.88%                | Yes           |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                       | WESCO DISTRIBUTION INC 144A LIFE SR UNSEC 6.375% 03-15-33                                          | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      1005000 | PA      | $1042524.69    | 0.01%             | 2033-03-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                     | WARNERMEDIA HOLDINGS INC SR UNSEC 3.755% 03-15-27                                                  | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |       250000 | PA      | $246782.50     | 0.00%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                     | WARNERMEDIA HOLDINGS INC SR UNSEC 5.141% 03-15-52                                                  | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |       346000 | PA      | $258202.50     | 0.00%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                     | WARNERMEDIA HOLDINGS INC SR UNSEC 5.05% 03-15-42                                                   | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      2491000 | PA      | $1990172.00    | 0.02%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | MXN FWD SALE TO USD 10/6/2025                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-6470.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | MYR FWD SALE TO USD 12/17/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-55304.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNMDI4 3.5 BF0784 12-01-63                                                                         | CUSIP: 3140FX2S0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       472964 | PA      | $425327.65     | 0.00%             | 2063-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.5 SD8401 02-01-54                                                                      | CUSIP: 3132DWKN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       357730 | PA      | $361532.82     | 0.00%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 MA5295 03-01-54                                                                      | CUSIP: 31418E3D0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1593824 | PA      | $1632727.55    | 0.02%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 2.5 FS6631 07-01-52                                                                      | CUSIP: 3140XNLM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       519187 | PA      | $439531.96     | 0.00%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 2.0 FS9189 05-01-52                                                                      | CUSIP: 3140XRF75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      9045393 | PA      | $7339513.69    | 0.07%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 2.5 SI2108 04-01-51                                                                      | CUSIP: 3133USKV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2218514 | PA      | $1871445.05    | 0.02%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 2.5 FS7879 07-01-52                                                                      | CUSIP: 3140XPXH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1334940 | PA      | $1126101.58    | 0.01%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 2.5 QD3619 12-01-51                                                                      | CUSIP: 3133B1AU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1123715 | PA      | $948977.28     | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 2.5 SD3095 07-01-51                                                                      | CUSIP: 3132DQNL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1262074 | PA      | $1065435.42    | 0.01%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 2.5 FM9530 07-01-51                                                                      | CUSIP: 3140XDSU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       433264 | PA      | $365491.40     | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 4.5 SD8473 11-01-54                                                                      | CUSIP: 3132DWMW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |          249 | PA      | $242.01        | 0.00%             | 2054-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.0 MA5530 11-01-54                                                                      | CUSIP: 31418FEC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     12132735 | PA      | $12045161.02   | 0.12%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 4.5 RJ2851 11-01-54                                                                      | CUSIP: 3142GTEZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2920144 | PA      | $2836023.54    | 0.03%             | 2054-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.5 SD8493 12-01-54                                                                      | CUSIP: 3132DWNJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |        90687 | PA      | $91523.12      | 0.00%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FARM 2024-2                                                                  | FARM 2024-2 B 144A FRN 08-01-54                                                                    | CUSIP: 307910AE9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      2223279 | PA      | $2005174.89    | 0.02%             | 2054-08-01      | Variable      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 4.0 SD8484 11-01-54                                                                      | CUSIP: 3132DWM91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       342946 | PA      | $323510.69     | 0.00%             | 2054-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 4.0 SD5910 02-01-54                                                                      | CUSIP: 3132DTR77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1962436 | PA      | $1856729.17    | 0.02%             | 2054-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.0 MA5552 12-01-54                                                                      | CUSIP: 31418FE29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       355570 | PA      | $353003.32     | 0.00%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FMBT 2024-FBLU                                                               | FMBT 2024-FBLU A 144A FRN 12-15-29                                                                 | CUSIP: 34461WAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3404000 | PA      | $3409708.51    | 0.03%             | 2029-12-15      | Variable      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.5 MA5531 11-01-54                                                                      | CUSIP: 31418FED5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       823564 | PA      | $831296.87     | 0.01%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.5 SD8469 10-01-54                                                                      | CUSIP: 3132DWMS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       138797 | PA      | $140115.00     | 0.00%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.5 DC6842 12-01-54                                                                      | CUSIP: 3140AUS87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       195082 | PA      | $196941.85     | 0.00%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.5 SD8475 11-01-54                                                                      | CUSIP: 3132DWMY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      6874278 | PA      | $6939508.06    | 0.07%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MALLINCKRODT PLC                                                             | MALLINCKRODT PLC (NEW) (DRS) (NOT LISTED OR TRADING)                                               | CUSIP: N/A<br>LEI: 549300LMDE3RUP8Z3L60       | Long             | EC               | CORP              | IE        |            3 | NS      | $313.50        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                      | NEW FORTRESS ENERGY INC CL A (DRS)                                                                 | CUSIP: 644393100<br>LEI: 254900EICTYTCHA5X705 | Long             | EC               | CORP              | US        |        35169 | NS      | $77723.49      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VENATOR MATERIALS PLC                                                        | VENATOR MATERIALS PLC (1145 SHARES)                                                                | CUSIP: N/A<br>LEI: 549300WFXC4YL5IHX316       | Long             | EC               | CORP              | GB        |          706 | NS      | $0.00          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_23-2                                    | AESOP 2023-2A A 144A 5.2% 10-20-27                                                                 | CUSIP: 05377RGJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11562000 | PA      | $11664520.25   | 0.12%             | 2027-10-20      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_23-6                                    | AESOP 2023-6A A 144A 5.81% 12-20-29                                                                | CUSIP: 05377RHG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6513000 | PA      | $6792811.51    | 0.07%             | 2029-12-20      | Fixed         | 5.81%                 | Yes           |                  2 | On Loan: No      |
| ALLEG 2019-1A                                                                | ALLEG 2019-1A ARR CLO 144A FRN 04-20-32                                                            | CUSIP: 01750FAS5<br>LEI: 254900MQVJ2U7KN3HP03 | Long             | ABS-O            | CORP              | KY        |      2756091 | PA      | $2757366.96    | 0.03%             | 2032-04-20      | Variable      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| ACHV 2024-3AL                                                                | ACHV 2024-3AL C 144A 5.68% 12-26-31                                                                | CUSIP: 00092KAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       435774 | PA      | $440295.18     | 0.00%             | 2031-12-26      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| AERO CAPITAL SOLUTIONS FUND IV LP                                            | AERO CAPITAL SOLUTIONS INC TL (TSFR1M+300) FRN 11-17-29                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2950129 | PA      | $2928002.65    | 0.03%             | 2029-11-17      | Variable      | 7.61%                 | Yes           |                  3 | On Loan: No      |
| APOLLO AVIATION SECURITIZATION EQUITY TRUST AASET_25-1                       | AASET 2025-1A A 144A 5.943% 02-16-50                                                               | CUSIP: 00258PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3118280 | PA      | $3192482.42    | 0.03%             | 2050-02-16      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| AASET 2025-2A                                                                | AASET 2025-2A A 144A 5.522% 02-16-50                                                               | CUSIP: 00039NAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5702284 | PA      | $5773163.21    | 0.06%             | 2050-02-16      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| ARIVO ACCEPTANCE AUTO LOAN RECEIVABLES TRUST ARIVO_25-1                      | ARIVO 2025-1A A2 144A 4.92% 05-15-29                                                               | CUSIP: 039962AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       967000 | PA      | $968195.21     | 0.01%             | 2029-05-15      | Fixed         | 4.92%                 | Yes           |                  2 | On Loan: No      |
| BMO 2024-5C8                                                                 | BMO 2024-5C8 AS FRN 12-15-57                                                                       | CUSIP: 09661XAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7580000 | PA      | $7890545.02    | 0.08%             | 2057-12-15      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| CLAST 2025-1A                                                                | CLAST 2025-1A A 144A 5.783% 02-15-50                                                               | CUSIP: 14856VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4462880 | PA      | $4537700.49    | 0.05%             | 2050-02-15      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| EART 2023-5A                                                                 | EART 2023-5A B 6.58% 04-17-28                                                                      | CUSIP: 30168DAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       235016 | PA      | $236042.64     | 0.00%             | 2028-04-17      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE EQS_24-2M                                                     | EQS 2024-2M A 144A 5.7% 12-20-32                                                                   | CUSIP: 69121NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5839580 | PA      | $5932709.63    | 0.06%             | 2032-12-20      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| EVGRN 2025-CRT5                                                              | EVGRN 2025-CRT5 B 144A 5.24% 05-15-29                                                              | CUSIP: 30023JCX4<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-O            | CORP              | US        |       845000 | PA      | $855715.45     | 0.01%             | 2029-05-15      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| OWN EQUIPMENT FUND II LLC 25-1M                                              | EQS 2025-1M A 144A 5.48% 09-26-33                                                                  | CUSIP: 690912AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7544417 | PA      | $7624968.74    | 0.08%             | 2033-09-26      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| GCI FUNDING I LLC GCI_21-1                                                   | GCI 2021-1 A 144A 2.38% 06-18-46                                                                   | CUSIP: 36166VAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4949133 | PA      | $4597462.72    | 0.05%             | 2046-06-18      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_23-1                                   | HERTZ 2023-1A C 144A 6.91% 06-25-27                                                                | CUSIP: 42806MBU2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2000000 | PA      | $2015770.00    | 0.02%             | 2027-06-25      | Fixed         | 6.91%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST LADAR_23-4                                        | LADAR 2023-4A B 144A 6.39% 10-16-28                                                                | CUSIP: 50571AAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1250000 | PA      | $1277498.75    | 0.01%             | 2028-10-16      | Fixed         | 6.39%                 | Yes           |                  2 | On Loan: No      |
| LADAR 2024-3A                                                                | LADAR 2024-3A A3 144A 4.52% 03-15-29                                                               | CUSIP: 505709AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1493000 | PA      | $1499473.65    | 0.01%             | 2029-03-15      | Fixed         | 4.52%                 | Yes           |                  2 | On Loan: No      |
| MAGNE 2019-22A                                                               | MAGNE 2019-22A ARR CLO 144A FRN 07-15-36                                                           | CUSIP: 55954HAW2<br>LEI: 5493000081NBXWGGSW23 | Long             | ABS-O            | CORP              | US        |      3695000 | PA      | $3698266.38    | 0.04%             | 2036-07-15      | Variable      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_24-A                                  | MLANE 2024-A A1 144A 6.2% 08-15-29                                                                 | CUSIP: 60510MAY4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7007000 | PA      | $7072613.55    | 0.07%             | 2029-08-15      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_24-A                                  | MLANE 2024-A B 144A 6.59% 08-15-29                                                                 | CUSIP: 60510MBA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3460000 | PA      | $3486413.64    | 0.03%             | 2029-08-15      | Fixed         | 6.59%                 | Yes           |                  2 | On Loan: No      |
| MARATHON CLO LTD MCLO_19-2A                                                  | MCLO 2019-2A A1R2 CLO 144A FRN 01-20-33                                                            | CUSIP: 56578HAY2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     13148323 | PA      | $13099279.58   | 0.13%             | 2033-01-20      | Variable      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_25-B                                  | MLANE 2025-B A 144A 5.06% 09-15-31                                                                 | CUSIP: 60510MBU1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6618000 | PA      | $6637165.73    | 0.07%             | 2031-09-15      | Fixed         | 5.06%                 | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_25-B                                  | MLANE 2025-B D 144A 5.8% 09-15-31                                                                  | CUSIP: 60510MBX5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2500000 | PA      | $2508675.00    | 0.02%             | 2031-09-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| MMP 2025-A                                                                   | MMP 2025-A B 144A 5.72% 12-15-31                                                                   | CUSIP: 55317QAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1243000 | PA      | $1266384.56    | 0.01%             | 2031-12-15      | Fixed         | 5.72%                 | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_25-C                                  | MLANE 2025-C A 144A 4.78% 12-16-30                                                                 | CUSIP: 60510MCA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2924000 | PA      | $2933005.92    | 0.03%             | 2030-12-16      | Fixed         | 4.78%                 | Yes           |                  2 | On Loan: No      |
| NMEF 2025-A                                                                  | NMEF 2025-A A2 144A 4.72% 07-15-32                                                                 | CUSIP: 62919VAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3678452 | PA      | $3696844.22    | 0.04%             | 2032-07-15      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| NAVEL 2025-A                                                                 | NAVEL 2025-A A 144A 5.02% 07-15-55                                                                 | CUSIP: 63943EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2223453 | PA      | $2247855.67    | 0.02%             | 2055-07-15      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| PEAC 2025-1A                                                                 | PEAC 2025-1A A2 144A 4.94% 10-20-28                                                                | CUSIP: 69392HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3623000 | PA      | $3652096.31    | 0.04%             | 2028-10-20      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| PKAIR 2025-2                                                                 | PKAIR 2025-2 A 144A 4.75% 03-15-43                                                                 | CUSIP: 69291NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       250000 | PA      | $250658.75     | 0.00%             | 2043-03-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST SMB_23-C                                    | SMB 2023-C A1B 144A FRN 11-15-52                                                                   | CUSIP: 83207DAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3283182 | PA      | $3319362.93    | 0.03%             | 2052-11-15      | Variable      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                                           | OSAIC HOLDINGS INC 144A LIFE SR UNSEC 8.0% 08-01-33                                                | CUSIP: 00791GAC1<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |       299000 | PA      | $310136.85     | 0.00%             | 2033-08-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                         | ONEMAIN FINANCE CORP SR UNSEC 6.125% 05-15-30                                                      | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |        65000 | PA      | $65873.93      | 0.00%             | 2030-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                         | ONEMAIN FINANCE CORP SR UNSEC 6.5% 03-15-33                                                        | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       230000 | PA      | $230650.90     | 0.00%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                  | ORACLE CORP SR UNSEC 5.2% 09-26-35                                                                 | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      1925000 | PA      | $1936332.48    | 0.02%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                  | ORACLE CORP SR UNSEC 5.95% 09-26-55                                                                | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       575000 | PA      | $573629.20     | 0.01%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                  | ORACLE CORP SR UNSEC 4.45% 09-26-30                                                                | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      3350000 | PA      | $3349129.00    | 0.03%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                  | ORACLE CORP SR UNSEC 3.25% 11-15-27                                                                | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |         4000 | PA      | $3930.77       | 0.00%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ORANGE                                                                       | ORANGE SA EUR REG S SR UNSEC (B) 2.0% 01-15-29                                                     | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |       400000 | PA      | $460951.75     | 0.00%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                    | OCCIDENTAL PETROLEUM CORP SR UNSEC 6.6% 03-15-46                                                   | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |       380000 | PA      | $397598.94     | 0.00%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| OWENS & MINOR INC                                                            | OWENS & MINOR INC 144A LIFE SR UNSEC 4.5% 03-31-29                                                 | CUSIP: 690732AF9<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |       230000 | PA      | $184814.89     | 0.00%             | 2029-03-31      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| ORANGE                                                                       | ORANGE SA EUR REG S SR UNSEC (B) 3.875% 09-11-35                                                   | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |      6100000 | PA      | $7360707.30    | 0.07%             | 2035-09-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                            | POST HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 6.25% 02-15-32                                         | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |       833000 | PA      | $857430.22     | 0.01%             | 2032-02-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                              | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.25% 02-13-34                                            | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1032991.00    | 0.01%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                              | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.125% 02-13-31                                           | CUSIP: 718172DH9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       238000 | PA      | $246415.44     | 0.00%             | 2031-02-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                  | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 5.8% 05-15-34                                          | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       925000 | PA      | $958977.10     | 0.01%             | 2034-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER LLC                                                    | PANTHER ESCROW ISSUER LLC 144A LIFE SR SEC 1ST LIEN 7.125% 06-01-31                                | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       795000 | PA      | $827450.31     | 0.01%             | 2031-06-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| PIRAEUS BANK SA                                                              | PIRAEUS BANK SA EUR REG S SR UNSEC (B) 5.0% 04-16-30/29                                            | CUSIP: N/A<br>LEI: 213800OYHR1MPQ5VJL60       | Long             | DBT              | CORP              | GR        |      3930000 | PA      | $4913267.77    | 0.05%             | 2030-04-16      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| PARK INTERMEDIATE HOLDINGS LLC                                               | PARK INTERMEDIATE HOLDINGS LLC 144A LIFE SR UNSEC 7.0% 02-01-30                                    | CUSIP: 70052LAD5<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |       195000 | PA      | $201180.33     | 0.00%             | 2030-02-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                              | PHILIP MORRIS INTERNATIONAL INC EUR SR UNSEC 3.75% 01-15-31                                        | CUSIP: 718172DL0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      1700000 | PA      | $2054454.25    | 0.02%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                  | PROLOGIS LP SR UNSEC 5.0% 01-31-35                                                                 | CUSIP: 74340XCN9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |      1138000 | PA      | $1154044.66    | 0.01%             | 2035-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                        | TEXAS INSTRUMENTS INC SR UNSEC 5.1% 05-23-35                                                       | CUSIP: 882508CM4<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |      4700000 | PA      | $4848458.90    | 0.05%             | 2035-05-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS IV BV                                | TEVA PHARMACEUTICAL FINANCE NETHERLANDS IV BV SR UNSEC 5.75% 12-01-30                              | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $206174.80     | 0.00%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                               | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 6.0% 12-01-32                              | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $208442.20     | 0.00%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TAKEDA US FINANCING INC                                                      | TAKEDA US FINANCING INC SR UNSEC 5.9% 07-07-55                                                     | CUSIP: 87406BAB8<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |       868000 | PA      | $894898.45     | 0.01%             | 2055-07-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| TAKEDA US FINANCING INC                                                      | TAKEDA US FINANCING INC SR UNSEC 5.2% 07-07-35                                                     | CUSIP: 87406BAA0<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |      4510000 | PA      | $4585988.99    | 0.05%             | 2035-07-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COMPANIES INC                                                      | TRAVELERS COS INC SR UNSEC 5.05% 07-24-35                                                          | CUSIP: 89417EAT6<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |       383000 | PA      | $390021.16     | 0.00%             | 2035-07-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COMPANIES INC                                                      | TRAVELERS COS INC SR UNSEC 5.7% 07-24-55                                                           | CUSIP: 89417EAU3<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |       626000 | PA      | $648972.95     | 0.01%             | 2055-07-24      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TEXAS COMBINED TIRZ I LLC                                                    | TEXAS COMBINED TIRZ I LLC 144A LIFE 0.0% 12-07-62                                                  | CUSIP: 881935AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        98165 | PA      | $98164.87      | 0.00%             | 2062-12-07      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| TRANSDIGM INC                                                                | TRANSDIGM INC 144A LIFE SR SEC 1ST LIEN 6.25% 01-31-34                                             | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       535000 | PA      | $550602.74     | 0.01%             | 2034-01-31      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                | TRANSDIGM INC 144A LIFE SUB 6.75% 01-31-34                                                         | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       755000 | PA      | $781178.87     | 0.01%             | 2034-01-31      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| TOPBUILD CORP                                                                | TOPBUILD CORP 144A LIFE SR UNSEC 5.625% 01-31-34                                                   | CUSIP: 89055FAD5<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |       205000 | PA      | $204399.35     | 0.00%             | 2034-01-31      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| TRANSOCEAN INTERNATIONAL LTD                                                 | TRANSOCEAN INTERNATIONAL LTD SR UNSEC 6.8% 03-15-38                                                | CUSIP: 893830AT6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | US        |       625000 | PA      | $529796.25     | 0.01%             | 2038-03-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                               | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 3.15% 10-01-26                             | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |      6700000 | PA      | $6586589.10    | 0.07%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                               | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 4.1% 10-01-46                              | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |       855000 | PA      | $638838.90     | 0.01%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TNB GLOBAL VENTURES CAPITAL BHD                                              | TNB GLOBAL VENTURES CAPITAL BHD SUKUK REG S SR UNSEC 3.244% 10-19-26                               | CUSIP: N/A<br>LEI: 5493004U8XEGPFWIBZ14       | Long             | DBT              | CORP              | MY        |       500000 | PA      | $494487.50     | 0.00%             | 2026-10-19      | Fixed         | 3.24%                 | Yes           |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                                         | TENCENT HOLDINGS LTD REG S SR UNSEC 3.975% 04-11-29                                                | CUSIP: 88032XAN4<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | CN        |       250000 | PA      | $249782.75     | 0.00%             | 2029-04-11      | Fixed         | 3.98%                 | Yes           |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                                         | TENCENT HOLDINGS LTD 144A SR UNSEC 2.39% 06-03-30                                                  | CUSIP: 88032WAU0<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | CN        |       300000 | PA      | $278744.40     | 0.00%             | 2030-06-03      | Fixed         | 2.39%                 | Yes           |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL CO LTD                                                 | TAKEDA PHARMACEUTICAL CO LTD EUR SR UNSEC 0.75% 07-09-27                                           | CUSIP: 874060BA3<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |      3230000 | PA      | $3672959.11    | 0.04%             | 2027-07-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| TREEHOUSE FOODS INC                                                          | TREEHOUSE FOODS INC SR UNSEC 4.0% 09-01-28                                                         | CUSIP: 89469AAD6<br>LEI: 5493007M7EVHE470Q576 | Long             | DBT              | CORP              | US        |       430000 | PA      | $419091.33     | 0.00%             | 2028-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                                         | TENCENT HOLDINGS LTD REG S SR UNSEC 3.68% 04-22-41                                                 | CUSIP: 88032XBB9<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | CN        |      1535000 | PA      | $1320859.83    | 0.01%             | 2041-04-22      | Fixed         | 3.68%                 | Yes           |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                                         | TENCENT HOLDINGS LTD REG S SR UNSEC 3.84% 04-22-51                                                 | CUSIP: 88032XBC7<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | CN        |      4082000 | PA      | $3305142.33    | 0.03%             | 2051-04-22      | Fixed         | 3.84%                 | Yes           |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                | TRANSDIGM INC SUB 4.875% 05-01-29                                                                  | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       500000 | PA      | $493044.00     | 0.00%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                               | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 5.125% 05-09-29                            | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |      1220000 | PA      | $1227579.86    | 0.01%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                  | MEXICAN BONOS MXN 7.75% 05-29-31                                                                   | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |       366211 | PA      | $1950235.80    | 0.02%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                               | CZECH REPUBLIC GOVERNMENT BOND CZK REG S 0.95% 05-15-30                                            | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |     16950000 | PA      | $714121.73     | 0.01%             | 2030-05-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| CANADA (GOVERNMENT OF)                                                       | CANADIAN GOVERNMENT BOND CAD 2.75% 12-01-48                                                        | CUSIP: 135087D35<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     22100000 | PA      | $13809416.13   | 0.14%             | 2048-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                       | COLOMBIAN TES COP 7.25% 10-18-34                                                                   | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        | 150142000000 | PA      | $29658527.22   | 0.29%             | 2034-10-18      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                                       | CHINA GOVT BOND CNY 3.86% 07-22-49                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     13170000 | PA      | $2388827.40    | 0.02%             | 2049-07-22      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| COTE D IVOIRE (REPUBLIC OF)                                                  | IVORY COAST GOVERNMENT INTERNATIONAL BOND EUR REG S SF 6.875% 10-17-40                             | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |       700000 | PA      | $768748.57     | 0.01%             | 2040-10-17      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                                       | CHINA GOVT BOND CNY 3.13% 11-21-29                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     75090000 | PA      | $11239591.50   | 0.11%             | 2029-11-21      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                                       | CHINA GOVT BOND CNY 3.39% 03-16-50                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     16400000 | PA      | $2786273.25    | 0.03%             | 2050-03-16      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                               | CZECH REPUBLIC GOVERNMENT BOND CZK (B) 1.2% 03-13-31                                               | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |     28560000 | PA      | $1183858.60    | 0.01%             | 2031-03-13      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                               | CZECH REPUBLIC GOVERNMENT BOND CZK 1.75% 06-23-32                                                  | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |     15900000 | PA      | $655796.59     | 0.01%             | 2032-06-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                       | COLOMBIAN TES COP 7.0% 03-26-31                                                                    | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  26334400000 | PA      | $5616824.45    | 0.06%             | 2031-03-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                                       | CHINA GOVT BOND CNY 2.69% 08-12-26                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     99400000 | PA      | $14126768.30   | 0.14%             | 2026-08-12      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                               | CZECH REPUBLIC GOVERNMENT BOND CZK 1.95% 07-30-37                                                  | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |      9140000 | PA      | $333027.74     | 0.00%             | 2037-07-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| CHILE (REPUBLIC OF)                                                          | CHILE GOVERNMENT INTERNATIONAL BOND 4.0% 01-31-52                                                  | CUSIP: 168863DW5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |       335000 | PA      | $264985.00     | 0.00%             | 2052-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                                       | CHINA GOVT BOND CNY 2.75% 02-17-32                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     47600000 | PA      | $7100149.72    | 0.07%             | 2032-02-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CHILE (REPUBLIC OF)                                                          | CHILE GOVERNMENT INTERNATIONAL BOND 4.34% 03-07-42                                                 | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |       715000 | PA      | $633919.00     | 0.01%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                                       | CHINA GOVT BOND CNY 2.48% 04-15-27                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |       420000 | PA      | $59955.02      | 0.00%             | 2027-04-15      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                               | CZECH REPUBLIC GOVERNMENT BOND CZK 6.0% 02-26-26                                                   | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    163430000 | PA      | $7969650.01    | 0.08%             | 2026-02-26      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CANADA (GOVERNMENT OF)                                                       | CANADIAN GOVERNMENT BOND CAD 3.5% 03-01-28                                                         | CUSIP: 135087P57<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     60003000 | PA      | $44117459.05   | 0.44%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                       | COLOMBIAN TES COP 13.25% 02-09-33                                                                  | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |   2400400000 | PA      | $662614.51     | 0.01%             | 2033-02-09      | Fixed         | 13.25%                | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                                       | CHINA GOVT BOND CNY 2.88% 02-25-33                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     42140000 | PA      | $6382261.34    | 0.06%             | 2033-02-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                                       | CHINA GOVT BOND CNY 3.19% 04-15-53                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     52140000 | PA      | $8714439.84    | 0.09%             | 2053-04-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                               | CZECH REPUBLIC GOVERNMENT BOND CZK 4.9% 04-14-34                                                   | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |     23470000 | PA      | $1165533.52    | 0.01%             | 2034-04-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPAN GOVERNMENT FORTY YEAR BOND JPY 3.1% 03-20-65                                                 | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |     33000000 | PA      | $213535.45     | 0.00%             | 2065-03-20      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPAN GOVERNMENT TWO YEAR BOND JPY 0.7% 07-01-27                                                   | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   5293850000 | PA      | $35666412.74   | 0.35%             | 2027-07-01      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| KOREA (REPUBLIC OF)                                                          | KOREA TREASURY BOND KRW (B) 2.375% 12-10-27                                                        | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |  28587150000 | PA      | $20293748.94   | 0.20%             | 2027-12-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| KOREA (REPUBLIC OF)                                                          | KOREA NDFB 6809 KRW 2.0% 09-10-68                                                                  | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |   2000000000 | PA      | $1159330.03    | 0.01%             | 2068-09-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KOREA (REPUBLIC OF)                                                          | KOREA NDFB 3106 KRW 2.0% 06-10-31                                                                  | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |   5250000000 | PA      | $3584529.60    | 0.04%             | 2031-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KOREA (REPUBLIC OF)                                                          | KOREA NDFB 3212 KRW 4.25% 12-10-32                                                                 | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        | 117729040000 | PA      | $91183304.24   | 0.91%             | 2032-12-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF SAUDI ARABIA MINISTRY OF FINANCE                                  | SAUDI GOVERNMENT INTERNATIONAL BOND 144A LIFE 4.875% 07-18-33                                      | CUSIP: 80413TBD0<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |       595000 | PA      | $604305.80     | 0.01%             | 2033-07-18      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| KOREA (REPUBLIC OF)                                                          | KOREA TREASURY BOND KRW (B) 2.875% 09-10-44                                                        | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |   2000000000 | PA      | $1410467.20    | 0.01%             | 2044-09-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KOREA (REPUBLIC OF)                                                          | KOREA TREASURY BOND KRW (B) 2.625% 06-10-35                                                        | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |   8000000000 | PA      | $5546522.22    | 0.06%             | 2035-06-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF SAUDI ARABIA MINISTRY OF FINANCE                                  | KSA IJARAH SUKUK LTD 144A LIFE 4.875% 09-09-35                                                     | CUSIP: 50116FAB8<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      3095000 | PA      | $3113975.45    | 0.03%             | 2035-09-09      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| LUXEMBOURG (GRAND DUCHY OF)                                                  | STATE OF THE GRAND-DUCHY OF LUXEMBOURG EUR REG S (B) 0.0% 09-14-32                                 | CUSIP: N/A<br>LEI: 22210065LIUFB00MNF63       | Long             | DBT              | NUSS              | LU        |       271000 | PA      | $264680.72     | 0.00%             | 2032-09-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LITHUANIA (REPUBLIC OF)                                                      | LITHUANIA GOVERNMENT INTERNATIONAL BOND EUR REG S 3.5% 07-03-31                                    | CUSIP: N/A<br>LEI: 529900F7Y171QF1RSU09       | Long             | DBT              | NUSS              | LT        |      4910000 | PA      | $5929740.88    | 0.06%             | 2031-07-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LITHUANIA (REPUBLIC OF)                                                      | LITHUANIA GOVERNMENT INTERNATIONAL BOND EUR REG S 4.25% 09-10-45                                   | CUSIP: N/A<br>LEI: 529900F7Y171QF1RSU09       | Long             | DBT              | NUSS              | LT        |      3325000 | PA      | $3896022.03    | 0.04%             | 2045-09-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                  | MEXICAN BONOS MXN 7.5% 06-03-27                                                                    | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |        17000 | PA      | $92783.23      | 0.00%             | 2027-06-03      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                  | MEXICAN BONOS MXN 8.0% 11-07-47                                                                    | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |       174912 | PA      | $839250.96     | 0.01%             | 2047-11-07      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA (GOVERNMENT)                                                        | MALAYSIA GOVERNMENT BOND MYR 4.762% 04-07-37                                                       | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     15220000 | PA      | $4005400.58    | 0.04%             | 2037-04-07      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| MALAYSIA (GOVERNMENT)                                                        | MALAYSIA GOVERNMENT INVESTMENT ISSUE SUKUK MYR 4.895% 05-08-47                                     | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      8880000 | PA      | $2419628.56    | 0.02%             | 2047-05-08      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                  | MEXICAN BONOS MXN 10.0% 11-20-36                                                                   | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |       162200 | PA      | $959712.78     | 0.01%             | 2036-11-20      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| MALAYSIA (GOVERNMENT)                                                        | MALAYSIA GOVERNMENT INVESTMENT ISSUE SUKUK MYR 4.369% 10-31-28                                     | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      2545000 | PA      | $625842.62     | 0.01%             | 2028-10-31      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| MALAYSIA (GOVERNMENT)                                                        | MALAYSIA GOVERNMENT INVESTMENT ISSUE SUKUK MYR 4.467% 09-15-39                                     | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      5000000 | PA      | $1285456.81    | 0.01%             | 2039-09-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| MALAYSIA (GOVERNMENT)                                                        | MALAYSIA GOVERNMENT BOND MYR 3.828% 07-05-34                                                       | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     51373000 | PA      | $12544606.67   | 0.12%             | 2034-07-05      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                  | MEXICAN BONOS MXN 7.75% 11-13-42                                                                   | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |       762900 | PA      | $3628218.85    | 0.04%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF MOZAMBIQUE                                                       | MOZAMBIQUE INTERNATIONAL BOND REG S SF 9.0% 09-15-31                                               | CUSIP: N/A<br>LEI: 213800759WLKYIKPER73       | Long             | DBT              | NUSS              | MZ        |      1980000 | PA      | $1770167.52    | 0.02%             | 2031-09-15      | Variable      | 9.00%                 | Yes           |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)            | UNITED KINGDOM GILT GBP REG S 0.25% 07-31-31                                                       | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     15400000 | PA      | $16598743.88   | 0.17%             | 2031-07-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 3.375% 05-15-44                                                        | CUSIP: 912810RG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1550400 | PA      | $1293858.41    | 0.01%             | 2044-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)            | UTD KINGDOM GILT GBP REG S 1.25% 07-31-51                                                          | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     24790000 | PA      | $13921546.66   | 0.14%             | 2051-07-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.375% 11-15-39                                                        | CUSIP: 912810QD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1000000 | PA      | $991953.10     | 0.01%             | 2039-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.625% 02-15-40                                                        | CUSIP: 912810QE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       250000 | PA      | $254414.08     | 0.00%             | 2040-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 2.5% 02-15-45                                                          | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1900000 | PA      | $1361475.40    | 0.01%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 3.125% 11-15-41                                                        | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       100000 | PA      | $83336.34      | 0.00%             | 2041-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 2.75% 08-15-42                                                         | CUSIP: 912810QX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       100000 | PA      | $77858.25      | 0.00%             | 2042-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 2.75% 11-15-42                                                         | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1480500 | PA      | $1147378.62    | 0.01%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 2.875% 05-15-43                                                        | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3119900 | PA      | $2444877.50    | 0.02%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 3.0% 05-15-45                                                          | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        30200 | PA      | $23501.44      | 0.00%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)            | UNITED KINGDOM GILT GBP REG S 4.25% 12-07-27                                                       | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      9590000 | PA      | $13013720.84   | 0.13%             | 2027-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 2.875% 08-15-45                                                        | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1250000 | PA      | $949978.63     | 0.01%             | 2045-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 2.5% 02-15-46                                                          | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2510000 | PA      | $1771455.59    | 0.02%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 2.875% 08-15-28                                                        | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1030000 | PA      | $1008926.61    | 0.01%             | 2028-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 3.0% 08-15-48                                                          | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       896200 | PA      | $673763.79     | 0.01%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 3.0% 10-31-25                                                          | CUSIP: 9128285J5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        10700 | PA      | $10689.76      | 0.00%             | 2025-10-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 MA5191 11-01-53                                                                      | CUSIP: 31418EXV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     13412060 | PA      | $13738951.77   | 0.14%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 4.5 CB4852 10-01-52                                                                      | CUSIP: 3140QQMA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      8958218 | PA      | $8733384.28    | 0.09%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 4.0 SD1883 06-01-52                                                                      | CUSIP: 3132DPCU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |        44495 | PA      | $41996.80      | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 CB5912 03-01-53                                                                      | CUSIP: 3140QRSA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5607530 | PA      | $5785030.88    | 0.06%             | 2053-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.0 BW9637 06-01-53                                                                      | CUSIP: 3140N2V73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     14275467 | PA      | $14229928.33   | 0.14%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 MA5166 10-01-53                                                                      | CUSIP: 31418EW48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     14851649 | PA      | $15218083.63   | 0.15%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.5 SD8362 09-01-53                                                                      | CUSIP: 3132DWJF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1025353 | PA      | $1036330.22    | 0.01%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 MA5139 09-01-53                                                                      | CUSIP: 31418EV98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3675536 | PA      | $3767640.87    | 0.04%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 SD8402 02-01-54                                                                      | CUSIP: 3132DWKP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     12058694 | PA      | $12340553.97   | 0.12%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 FS7031 02-01-54                                                                      | CUSIP: 3140XNY57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3388092 | PA      | $3495480.71    | 0.03%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 FS7503 02-01-54                                                                      | CUSIP: 3140XPKR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1503624 | PA      | $1538794.80    | 0.02%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 SD8447 07-01-54                                                                      | CUSIP: 3132DWL43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     10120355 | PA      | $10354135.64   | 0.10%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 MA5421 07-01-54                                                                      | CUSIP: 31418FAX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     16911642 | PA      | $17298140.75   | 0.17%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 SD5303 04-01-54                                                                      | CUSIP: 3132DS3L4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2447617 | PA      | $2521096.58    | 0.03%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.5 BU4699 07-01-54                                                                      | CUSIP: 3140M6GH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      6875909 | PA      | $6962985.27    | 0.07%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 BU4700 07-01-54                                                                      | CUSIP: 3140M6GJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5374708 | PA      | $5519497.04    | 0.05%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.5 QI8872 07-01-54                                                                      | CUSIP: 3133WF2D8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      3376837 | PA      | $3419601.12    | 0.03%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 QI8874 07-01-54                                                                      | CUSIP: 3133WF2F3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2202269 | PA      | $2258481.66    | 0.02%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.5 CB8872 07-01-54                                                                      | CUSIP: 3140QU2E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1510974 | PA      | $1575229.20    | 0.02%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.5 CB8725 06-01-54                                                                      | CUSIP: 3140QUVT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       983649 | PA      | $1018712.92    | 0.01%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 RJ1964 07-01-54                                                                      | CUSIP: 3142GSFE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      8045899 | PA      | $8337481.92    | 0.08%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.5 CB8876 07-01-54                                                                      | CUSIP: 3140QU2J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       440145 | PA      | $457551.58     | 0.00%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.5 CB8842 07-01-54                                                                      | CUSIP: 3140QUZG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     13226712 | PA      | $13394902.55   | 0.13%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.5 RJ1963 07-01-54                                                                      | CUSIP: 3142GSFD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      3450108 | PA      | $3490070.50    | 0.03%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 FS8318 07-01-54                                                                      | CUSIP: 3140XQG43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2665863 | PA      | $2750565.96    | 0.03%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 RJ1975 07-01-54                                                                      | CUSIP: 3142GSFR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      5628056 | PA      | $5778662.62    | 0.06%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 CB8858 07-01-54                                                                      | CUSIP: 3140QUZY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3667471 | PA      | $3774535.37    | 0.04%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.5 FS8317 07-01-54                                                                      | CUSIP: 3140XQG35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       247619 | PA      | $258040.63     | 0.00%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 SD8454 08-01-54                                                                      | CUSIP: 3132DWMB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      9420233 | PA      | $9635184.22    | 0.10%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 MA5445 08-01-54                                                                      | CUSIP: 31418FBP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     19071307 | PA      | $19507372.18   | 0.19%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 DB6878 06-01-54                                                                      | CUSIP: 3140AGUC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5972969 | PA      | $6113841.60    | 0.06%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 DB6901 07-01-54                                                                      | CUSIP: 3140AGU36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3681199 | PA      | $3769010.38    | 0.04%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CZK FWD PUR FROM EUR 10/14/2025                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $1045.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | COP FWD SALE TO USD NDF 10/14/2025                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-960.83       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPAN GOVERNMENT TWENTY YEAR BOND JPY 0.4% 06-20-40                                                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   2385650000 | PA      | $12527384.74   | 0.12%             | 2040-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPAN GOVERNMENT TEN YEAR BOND JPY 0.1% 03-20-31                                                   | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    902700000 | PA      | $5726268.31    | 0.06%             | 2031-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPAN GOVERNMENT THIRTY YEAR BOND JPY 0.7% 03-20-51                                                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   2521150000 | PA      | $10184552.68   | 0.10%             | 2051-03-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPAN GOVERNMENT TWENTY YEAR BOND JPY 0.5% 03-20-41                                                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    741900000 | PA      | $3869007.12    | 0.04%             | 2041-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                  | MEXICAN BONOS MXN 7.5% 05-26-33                                                                    | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |       355700 | PA      | $1835750.73    | 0.02%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MALAYSIA (GOVERNMENT)                                                        | MALAYSIA GOVERNMENT INVESTMENT ISSUE SUKUK MYR 4.291% 08-14-43                                     | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     62296000 | PA      | $15728359.67   | 0.16%             | 2043-08-14      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| MALAYSIA (GOVERNMENT)                                                        | MALAYSIA GOVERNMENT BOND MYR 4.457% 03-31-53                                                       | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      3500000 | PA      | $897280.74     | 0.01%             | 2053-03-31      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                  | MEXICO GOVERNMENT INTERNATIONAL BOND 6.338% 05-04-53                                               | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      3120000 | PA      | $3041220.00    | 0.03%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| MALAYSIA (GOVERNMENT)                                                        | MALAYSIA GOVERNMENT BOND MYR 4.054% 04-18-39                                                       | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     43036000 | PA      | $10642035.34   | 0.11%             | 2039-04-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MALAYSIA (GOVERNMENT)                                                        | MALAYSIA GOVERNMENT BOND MYR 4.18% 05-16-44                                                        | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |    257980000 | PA      | $64281738.17   | 0.64%             | 2044-05-16      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| MOROCCO (KINGDOM OF)                                                         | MOROCCO GOVERNMENT INTERNATIONAL BOND EUR 144A LIFE 4.75% 04-02-35                                 | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |       900000 | PA      | $1091879.89    | 0.01%             | 2035-04-02      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                  | MEXICO GOVERNMENT INTERNATIONAL BOND EUR 4.5% 03-19-34                                             | CUSIP: 91087BBN9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       595000 | PA      | $714463.00     | 0.01%             | 2034-03-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                                   | BRAZIL NOTAS DO TESOURO NACIONAL SERIE F BRL 10.0% 01-01-27                                        | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |         2865 | PA      | $514732.13     | 0.01%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| NETHERLANDS (KINGDOM OF)                                                     | NETHERLANDS GOVERNMENT BOND EUR 144A LIFE/REG S 2.75% 01-15-47                                     | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |       180000 | PA      | $193378.29     | 0.00%             | 2047-01-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                                   | BRAZIL NOTAS DO TESOURO NACIONAL SERIE F BRL 10.0% 01-01-29                                        | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |        10300 | PA      | $1776793.30    | 0.02%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| NIGERIA (FEDERAL REPUBLIC OF)                                                | NIGERIA GOVERNMENT INTERNATIONAL BOND REG S 8.25% 09-28-51                                         | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |       670000 | PA      | $605593.57     | 0.01%             | 2051-09-28      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| NETHERLANDS (KINGDOM OF)                                                     | NETHERLANDS GOVERNMENT BOND EUR 144A LIFE/REG S 2.0% 01-15-54                                      | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |       260000 | PA      | $228300.55     | 0.00%             | 2054-01-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| STATE OF NEW SOUTH WALES AUSTRALIA                                           | NEW SOUTH WALES TREASURY CORP AUD REG S 4.25% 02-20-36                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     44039200 | PA      | $27527507.33   | 0.27%             | 2036-02-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS (KINGDOM OF)                                                     | NETHERLANDS GOVERNMENT BOND EUR 144A LIFE/REG S 3.25% 01-15-44                                     | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |       240000 | PA      | $281462.05     | 0.00%             | 2044-01-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| NORWAY KINGDOM OF (GOVERNMENT)                                               | NORWAY GOVERNMENT BOND NOK 144A LIFE/REG S 3.625% 04-13-34                                         | CUSIP: N/A<br>LEI: 549300L0BT3FJTN9MX24       | Long             | DBT              | NUSS              | NO        |    222720000 | PA      | $21723499.37   | 0.22%             | 2034-04-13      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT INFLATION LINKED BOND                                 | NEW ZEALAND GOVERNMENT BOND NZD 5.0% 05-15-54                                                      | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |       192000 | PA      | $110438.76     | 0.00%             | 2054-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT INFLATION LINKED BOND                                 | NEW ZEALAND GOVERNMENT BOND NZD 4.5% 05-15-35                                                      | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |       654000 | PA      | $388367.73     | 0.00%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NORWAY KINGDOM OF (GOVERNMENT)                                               | NORWAY GOVERNMENT BOND NOK 144A LIFE/REG S 3.75% 06-12-35                                          | CUSIP: N/A<br>LEI: 549300L0BT3FJTN9MX24       | Long             | DBT              | NUSS              | NO        |     87140000 | PA      | $8533626.04    | 0.08%             | 2035-06-12      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| NETHERLANDS (KINGDOM OF)                                                     | NETHERLANDS GOVERNMENT BOND EUR 144A LIFE/REG S 2.5% 07-15-35                                      | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |       680000 | PA      | $773922.77     | 0.01%             | 2035-07-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| STATE OF NEW SOUTH WALES AUSTRALIA                                           | NEW SOUTH WALES TREASURY CORP AUD REG S 5.25% 02-24-38                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     28089000 | PA      | $18707489.34   | 0.19%             | 2038-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEWFOUNDLAND AND LABRADOR (PROVINCE OF)                                      | GOVERNMENT OF NEWFOUNDLAND AND LABRADOR CAD 4.0% 06-02-35                                          | CUSIP: 651333GR1<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      1500000 | PA      | $1094539.77    | 0.01%             | 2035-06-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NIGERIA (FEDERAL REPUBLIC OF)                                                | NIGERIA OMO BILL NGN 0.0% 12-16-25                                                                 | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |   1110235000 | PA      | $718054.62     | 0.01%             | 2025-12-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT INFLATION LINKED BOND                                 | NEW ZEALAND GOVERNMENT INFLATION LINKED BOND NZD I/L 3.25% 09-20-50                                | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |      9151156 | PA      | $5453000.37    | 0.05%             | 2050-09-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS (KINGDOM OF)                                                     | NETHERLANDS GOVERNMENT BOND EUR 144A LIFE/REG S 3.75% 01-15-42                                     | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |       150000 | PA      | $188002.51     | 0.00%             | 2042-01-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| PORTUGAL (REPUBLIC OF)                                                       | PORTUGAL OBRIGACOES DO TESOURO OT EUR 144A LIFE/REG S 2.125% 10-17-28                              | CUSIP: N/A<br>LEI: 549300P6U1FJ3IMP7K42       | Long             | DBT              | NUSS              | PT        |      1140000 | PA      | $1339091.56    | 0.01%             | 2028-10-17      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                        | PROVINCE OF ONTARIO CANADA CAD 4.45% 12-02-56                                                      | CUSIP: 68333ZBN6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      1000000 | PA      | $721153.98     | 0.01%             | 2056-12-02      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                        | PROVINCE OF ONTARIO CANADA EUR REG S (B) 3.25% 07-03-35                                            | CUSIP: N/A<br>LEI: C7PVKCRGLG18EBQGZV36       | Long             | DBT              | NUSS              | CA        |      3990000 | PA      | $4674795.46    | 0.05%             | 2035-07-03      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                        | PROVINCE OF ONTARIO CANADA CAD 3.95% 12-02-35                                                      | CUSIP: 68333ZBP1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      1500000 | PA      | $1093026.51    | 0.01%             | 2035-12-02      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                        | PROVINCE OF ONTARIO CANADA 3.9% 09-04-30                                                           | CUSIP: 683234EV6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |       890000 | PA      | $890744.57     | 0.01%             | 2030-09-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PORTUGAL (REPUBLIC OF)                                                       | PORTUGAL OBRIGACOES DO TESOURO OT EUR 144A LIFE/REG S 1.95% 06-15-29                               | CUSIP: N/A<br>LEI: 549300P6U1FJ3IMP7K42       | Long             | DBT              | NUSS              | PT        |        60000 | PA      | $69752.80      | 0.00%             | 2029-06-15      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| POLAND (REPUBLIC OF)                                                         | REPUBLIC OF POLAND GOVERNMENT BOND PLN 2.75% 10-25-29                                              | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     26990000 | PA      | $6918377.63    | 0.07%             | 2029-10-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PORTUGAL (REPUBLIC OF)                                                       | PORTUGAL OBRIGACOES DO TESOURO OT EUR 144A LIFE/REG S 0.475% 10-18-30                              | CUSIP: N/A<br>LEI: 549300P6U1FJ3IMP7K42       | Long             | DBT              | NUSS              | PT        |      2150000 | PA      | $2292389.33    | 0.02%             | 2030-10-18      | Fixed         | 0.47%                 | Yes           |                  2 | On Loan: No      |
| PHILIPPINES (REPUBLIC OF)                                                    | PHILIPPINE GOVERNMENT INTERNATIONAL BOND EUR 0.7% 02-03-29                                         | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |      3480000 | PA      | $3816189.37    | 0.04%             | 2029-02-03      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                              | PANAMA GOVERNMENT INTERNATIONAL BOND 2.252% 09-29-32                                               | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      1480000 | PA      | $1200946.00    | 0.01%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                                           | PERUVIAN GOVERNMENT INTERNATIONAL BOND 8.75% 11-21-33                                              | CUSIP: 715638AP7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |       830000 | PA      | $1044887.00    | 0.01%             | 2033-11-21      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| POLAND (REPUBLIC OF)                                                         | REPUBLIC OF POLAND GOVERNMENT BOND PLN 1.75% 04-25-32                                              | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |      6166000 | PA      | $1387756.72    | 0.01%             | 2032-04-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                                           | PERUVIAN GOVERNMENT INTERNATIONAL BOND 3.6% 01-15-72                                               | CUSIP: 715638DW9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      1100000 | PA      | $703202.50     | 0.01%             | 2072-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES (REPUBLIC OF)                                                    | PHILIPPINE GOVERNMENT INTERNATIONAL BOND 6.375% 10-23-34                                           | CUSIP: 718286BG1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      2320000 | PA      | $2618407.68    | 0.03%             | 2034-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES (REPUBLIC OF)                                                    | PHILIPPINE GOVERNMENT BOND PHP 6.75% 09-15-32                                                      | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |    371970000 | PA      | $6700988.42    | 0.07%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PORTUGAL (REPUBLIC OF)                                                       | PORTUGAL OBRIGACOES DO TESOURO OT EUR 144A LIFE/REG S 3.5% 06-18-38                                | CUSIP: N/A<br>LEI: 549300P6U1FJ3IMP7K42       | Long             | DBT              | NUSS              | PT        |      5340000 | PA      | $6332121.28    | 0.06%             | 2038-06-18      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| POLAND (REPUBLIC OF)                                                         | REPUBLIC OF POLAND GOVERNMENT BOND PLN 6.0% 10-25-33                                               | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     44930000 | PA      | $12968528.74   | 0.13%             | 2033-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PORTUGAL (REPUBLIC OF)                                                       | PORTUGAL OBRIGACOES DO TESOURO OT EUR 144A LIFE/REG S 2.875% 10-20-34                              | CUSIP: N/A<br>LEI: 549300P6U1FJ3IMP7K42       | Long             | DBT              | NUSS              | PT        |      1280000 | PA      | $1484490.61    | 0.01%             | 2034-10-20      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                              | PANAMA GOVERNMENT INTERNATIONAL BOND 7.5% 03-01-31                                                 | CUSIP: 698299BX1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     17620000 | PA      | $19392572.00   | 0.19%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                              | PANAMA GOVERNMENT INTERNATIONAL BOND SF 8.0% 03-01-38                                              | CUSIP: 698299BY9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      2420000 | PA      | $2760252.00    | 0.03%             | 2038-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| POLAND (REPUBLIC OF)                                                         | REPUBLIC OF POLAND GOVERNMENT BOND PLN 5.0% 10-25-34                                               | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |      5017000 | PA      | $1345397.72    | 0.01%             | 2034-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PORTUGAL (REPUBLIC OF)                                                       | PORTUGAL OBRIGACOES DO TESOURO OT EUR 144A LIFE/REG S 3.625% 06-12-54                              | CUSIP: N/A<br>LEI: 549300P6U1FJ3IMP7K42       | Long             | DBT              | NUSS              | PT        |      5660000 | PA      | $6284625.08    | 0.06%             | 2054-06-12      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                                           | PERU GOVERNMENT BOND PEN 144A LIFE/REG S 7.6% 08-12-39                                             | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |      1002000 | PA      | $315883.17     | 0.00%             | 2039-08-12      | Fixed         | 7.60%                 | Yes           |                  2 | On Loan: No      |
| PORTUGAL (REPUBLIC OF)                                                       | PORTUGAL OBRIGACOES DO TESOURO OT EUR 144A LIFE/REG S 3.0% 06-15-35                                | CUSIP: N/A<br>LEI: 549300P6U1FJ3IMP7K42       | Long             | DBT              | NUSS              | PT        |     12450000 | PA      | $14479538.06   | 0.14%             | 2035-06-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| PORTUGAL (REPUBLIC OF)                                                       | PORTUGAL OBRIGACOES DO TESOURO OT EUR 144A LIFE/REG S 3.375% 06-15-40                              | CUSIP: N/A<br>LEI: 549300P6U1FJ3IMP7K42       | Long             | DBT              | NUSS              | PT        |      4850000 | PA      | $5578118.66    | 0.06%             | 2040-06-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                                           | PERU GOVERNMENT BOND PEN 144A LIFE/REG S 6.85% 08-12-35                                            | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |     10274000 | PA      | $3126289.98    | 0.03%             | 2035-08-12      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| PORTUGAL (REPUBLIC OF)                                                       | PORTUGAL OBRIGACOES DO TESOURO OT EUR 144A LIFE/REG S 3.875% 02-15-30                              | CUSIP: N/A<br>LEI: 549300P6U1FJ3IMP7K42       | Long             | DBT              | NUSS              | PT        |       320000 | PA      | $399442.24     | 0.00%             | 2030-02-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| QUEBEC (PROVINCE OF)                                                         | PROVINCE OF QUEBEC CANADA EUR REG S (B) 0.25% 05-05-31                                             | CUSIP: N/A<br>LEI: 549300WN65YFEQH74Y36       | Long             | DBT              | NUSS              | CA        |      5980000 | PA      | $6112388.21    | 0.06%             | 2031-05-05      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| QUEBEC (PROVINCE OF)                                                         | PROVINCE OF QUEBEC CANADA EUR REG S (B) 0.5% 01-25-32                                              | CUSIP: N/A<br>LEI: 549300WN65YFEQH74Y36       | Long             | DBT              | NUSS              | CA        |      7700000 | PA      | $7809933.35    | 0.08%             | 2032-01-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| QUEBEC (PROVINCE OF)                                                         | PROVINCE OF QUEBEC CANADA GBP REG S (B) 2.25% 09-15-26                                             | CUSIP: N/A<br>LEI: 549300WN65YFEQH74Y36       | Long             | DBT              | NUSS              | CA        |     18480000 | PA      | $24413915.03   | 0.24%             | 2026-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| QUEBEC (PROVINCE OF)                                                         | PROVINCE OF QUEBEC CANADA EUR REG S (B) 3.35% 07-23-39                                             | CUSIP: N/A<br>LEI: 549300WN65YFEQH74Y36       | Long             | DBT              | NUSS              | CA        |     12870000 | PA      | $14751462.65   | 0.15%             | 2039-07-23      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA (REPUBLIC OF)                                                   | REPUBLIC OF SOUTH AFRICA GOVERNMENT BOND ZAR 8.875% 02-28-35                                       | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |     68820000 | PA      | $3914702.37    | 0.04%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA (REPUBLIC OF)                                                   | REPUBLIC OF SOUTH AFRICA GOVERNMENT BOND ZAR 9.0% 01-31-40                                         | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |     33145600 | PA      | $1758722.43    | 0.02%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA (REPUBLIC OF)                                                   | REPUBLIC OF SOUTH AFRICA GOVERNMENT INTERNATIONAL BOND 4.3% 10-12-28                               | CUSIP: 836205AU8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      1034000 | PA      | $1019317.20    | 0.01%             | 2028-10-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AUSTRIA (REPUBLIC OF)                                                        | REPUBLIC OF AUSTRIA GOVERNMENT BOND EUR 144A LIFE/REG S (B) 3.8% 01-26-62                          | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |       120000 | PA      | $143304.03     | 0.00%             | 2062-01-26      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| AUSTRIA (REPUBLIC OF)                                                        | REPUBLIC OF AUSTRIA GOVERNMENT BOND EUR 144A LIFE/REG S (B) 1.5% 11-02-86                          | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |        30000 | PA      | $16973.91      | 0.00%             | 2086-11-02      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| SENEGAL (REPUBLIC OF)                                                        | SENEGAL GOVERNMENT INTERNATIONAL BOND REG S SF 6.25% 05-23-33                                      | CUSIP: N/A<br>LEI: 549300NP14ZLQGWIUZ97       | Long             | DBT              | NUSS              | SN        |       570000 | PA      | $414314.19     | 0.00%             | 2033-05-23      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| AUSTRIA (REPUBLIC OF)                                                        | REPUBLIC OF AUSTRIA GOVERNMENT BOND EUR 144A LIFE/REG S 2.1% 09-20-17                              | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |        50000 | PA      | $34877.39      | 0.00%             | 2117-09-20      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| KENYA (REPUBLIC OF)                                                          | REPUBLIC OF KENYA GOVERNMENT INTERNATIONAL BOND REG S 8.25% 02-28-48                               | CUSIP: N/A<br>LEI: 549300VVURQQYU45PR87       | Long             | DBT              | NUSS              | KE        |       500000 | PA      | $454171.00     | 0.00%             | 2048-02-28      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| SOUTH AFRICA (REPUBLIC OF)                                                   | REPUBLIC OF SOUTH AFRICA GOVERNMENT BOND ZAR 7.0% 02-28-31                                         | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |      6000000 | PA      | $329568.50     | 0.00%             | 2031-02-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                                        | ROMANIAN GOVERNMENT INTERNATIONAL BOND 144A LIFE 7.625% 01-17-53                                   | CUSIP: 77586RAS9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       346000 | PA      | $370553.54     | 0.00%             | 2053-01-17      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                                        | ROMANIA GOVERNMENT BOND RON 7.2% 05-31-27                                                          | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      6700000 | PA      | $1550107.82    | 0.02%             | 2027-05-31      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA (REPUBLIC OF)                                                   | REPUBLIC OF SOUTH AFRICA GOVERNMENT BOND ZAR 8.75% 02-28-48                                        | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |     93820102 | PA      | $4694617.74    | 0.05%             | 2048-02-28      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA (REPUBLIC OF)                                                   | REPUBLIC OF SOUTH AFRICA GOVERNMENT BOND ZAR 8.25% 03-31-32                                        | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |     16951793 | PA      | $969289.19     | 0.01%             | 2032-03-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA (REPUBLIC OF)                                                   | REPUBLIC OF SOUTH AFRICA GOVERNMENT BOND ZAR 8.0% 01-31-30                                         | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |     11547600 | PA      | $671629.68     | 0.01%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA (REPUBLIC OF)                                                   | REPUBLIC OF SOUTH AFRICA GOVERNMENT INTERNATIONAL BOND 5.375% 07-24-44                             | CUSIP: 836205AS3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |       800000 | PA      | $651980.00     | 0.01%             | 2044-07-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF SAUDI ARABIA MINISTRY OF FINANCE                                  | SAUDI GOVERNMENT INTERNATIONAL BOND REG S 3.625% 03-04-28                                          | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |      2510000 | PA      | $2482716.30    | 0.02%             | 2028-03-04      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| SOUTH AFRICA (REPUBLIC OF)                                                   | REPUBLIC OF SOUTH AFRICA GOVERNMENT INTERNATIONAL BOND 5.875% 06-22-30                             | CUSIP: 836205AY0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |       800000 | PA      | $819500.00     | 0.01%             | 2030-06-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                           | SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 1.4% 07-30-28                                            | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      3575000 | PA      | $4101636.87    | 0.04%             | 2028-07-30      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                           | SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 1.45% 04-30-29                                           | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     10215000 | PA      | $11624150.45   | 0.12%             | 2029-04-30      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                           | SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 1.85% 07-30-35                                           | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |       130000 | PA      | $135447.01     | 0.00%             | 2035-07-30      | Fixed         | 1.85%                 | Yes           |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                           | SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 0.8% 07-30-27                                            | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     13890000 | PA      | $15937258.87   | 0.16%             | 2027-07-30      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                           | SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 1.25% 10-31-30                                           | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      1381000 | PA      | $1518485.95    | 0.02%             | 2030-10-31      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                           | SPAIN GOVERNMENT BOND EUR 0.0% 01-31-28                                                            | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      2370000 | PA      | $2647463.85    | 0.03%             | 2028-01-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SENEGAL (REPUBLIC OF)                                                        | SENEGAL GOVERNMENT INTERNATIONAL BOND EUR REG S SF 5.375% 06-08-37                                 | CUSIP: N/A<br>LEI: 549300NP14ZLQGWIUZ97       | Long             | DBT              | NUSS              | SN        |       260000 | PA      | $201451.11     | 0.00%             | 2037-06-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SWEDEN (KINGDOM OF)                                                          | SWEDEN GOVERNMENT BOND SEK REG S 1.375% 06-23-71                                                   | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |       540000 | PA      | $33082.63      | 0.00%             | 2071-06-23      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                           | SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 0.5% 10-31-31                                            | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |       478000 | PA      | $491773.16     | 0.00%             | 2031-10-31      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 2.0% 02-15-50                                                          | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     20560300 | PA      | $12294319.23   | 0.12%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 1.5% 02-15-30                                                          | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       240000 | PA      | $218895.14     | 0.00%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 0.5% 04-30-27                                                          | CUSIP: 912828ZN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       300000 | PA      | $285653.01     | 0.00%             | 2027-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 0.625% 05-15-30                                                        | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     17633700 | PA      | $15329650.78   | 0.15%             | 2030-05-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 1.25% 05-15-50                                                         | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     12110000 | PA      | $5941232.61    | 0.06%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 1.125% 08-15-40                                                        | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2473100 | PA      | $1560617.36    | 0.02%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| THAILAND (KINGDOM OF)                                                        | THAILAND GOVERNMENT BOND THB 1.585% 12-17-35                                                       | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |     65000000 | PA      | $2025770.05    | 0.02%             | 2035-12-17      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| TURKEY (REPUBLIC OF)                                                         | TURKIYE GOVERNMENT BOND TRY 12.6% 10-01-25                                                         | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |      3758300 | PA      | $90439.01      | 0.00%             | 2025-10-01      | Fixed         | 12.60%                | No            |                  2 | On Loan: No      |
| THAILAND (KINGDOM OF)                                                        | THAILAND GVT THB BOND 2.0% 06-17-42                                                                | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |     20009000 | PA      | $628386.52     | 0.01%             | 2042-06-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 1.875% 02-15-51                                                        | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1761900 | PA      | $1006046.49    | 0.01%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 1.875% 02-15-41                                                        | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     11035800 | PA      | $7762530.96    | 0.08%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 02-15-51                                 | CUSIP: 912810SV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     18190275 | PA      | $10087076.88   | 0.10%             | 2051-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 2.25% 05-15-41                                                         | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      7921600 | PA      | $5873845.01    | 0.06%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 1.75% 08-15-41                                                         | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      9092600 | PA      | $6172065.06    | 0.06%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 1.25% 09-30-28                                                         | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3000000 | PA      | $2798329.50    | 0.03%             | 2028-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 1.125% 10-31-26                                                        | CUSIP: 91282CDG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1550000 | PA      | $1507829.00    | 0.01%             | 2026-10-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 2.0% 11-15-41                                                          | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       668700 | PA      | $469864.13     | 0.00%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 2.25% 02-15-52                                                         | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     45870000 | PA      | $28453711.44   | 0.28%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 2.5% 03-31-27                                                          | CUSIP: 91282CEF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3852500 | PA      | $3787907.83    | 0.04%             | 2027-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 3.25% 05-15-42                                                         | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      4936500 | PA      | $4148957.45    | 0.04%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 2.625% 05-31-27                                                        | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2170000 | PA      | $2134213.23    | 0.02%             | 2027-05-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 3.25% 06-30-29                                                         | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1700000 | PA      | $1674748.71    | 0.02%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 2.75% 07-31-27                                                         | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3900000 | PA      | $3839202.90    | 0.04%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 3.875% 06-30-30                                                        | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    162257000 | PA      | $163264762.00  | 1.62%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.0% 07-31-32                                                          | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1200000 | PA      | $1205906.28    | 0.01%             | 2032-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.25% 08-15-35                                                         | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     48164000 | PA      | $48551570.89   | 0.48%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.875% 08-15-45                                                        | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       359200 | PA      | $367169.79     | 0.00%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 3.62% 08-31-27                                                         | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      4535800 | PA      | $4535977.35    | 0.05%             | 2027-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 3.625% 08-31-30                                                        | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     10231200 | PA      | $10180444.04   | 0.10%             | 2030-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 3.375% 09-15-28                                                        | CUSIP: 91282CNY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        35200 | PA      | $34959.38      | 0.00%             | 2028-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 3.5% 09-30-27                                                          | CUSIP: 91282CPB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       100000 | PA      | $99792.97      | 0.00%             | 2027-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 3.625% 09-30-30                                                        | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1666000 | PA      | $1657604.86    | 0.02%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| STATE OF VICTORIA AUSTRALIA                                                  | TREASURY CORP OF VICTORIA EUR REG S 3.625% 09-29-40                                                | CUSIP: N/A<br>LEI: 98450066F0AF9A5F9744       | Long             | DBT              | NUSS              | AU        |      3390000 | PA      | $3964149.19    | 0.04%             | 2040-09-29      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)            | UNITED KINGDOM GILT GBP REG S 4.25% 06-07-32                                                       | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      9100000 | PA      | $12208740.02   | 0.12%             | 2032-06-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)            | UNITED KINGDOM GILT GBP REG S 2.5% 07-22-65                                                        | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     22070000 | PA      | $15727630.42   | 0.16%             | 2065-07-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)            | UNITED KINGDOM GILT GBP REG S 3.5% 07-22-68                                                        | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |       170000 | PA      | $157162.32     | 0.00%             | 2068-07-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)            | UNITED KINGDOM GILT GBP REG S 1.75% 07-22-57                                                       | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |       410000 | PA      | $244755.57     | 0.00%             | 2057-07-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 2.25% 02-15-27                                                         | CUSIP: 912828V98<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      4550000 | PA      | $4464003.18    | 0.04%             | 2027-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 2.0% 11-15-26                                                          | CUSIP: 912828U24<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1500000 | PA      | $1471855.65    | 0.01%             | 2026-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)            | UNITED KINGDOM GILT GBP REG S 1.25% 07-22-27                                                       | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     16940000 | PA      | $21763129.84   | 0.22%             | 2027-07-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 2.375% 02-15-42                                                        | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1803500 | PA      | $1336802.89    | 0.01%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 2.875% 05-15-32                                                        | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      4278600 | PA      | $4022858.24    | 0.04%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 2.875% 05-15-52                                                        | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3157300 | PA      | $2253524.77    | 0.02%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.0% 11-15-42                                                          | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       245000 | PA      | $226646.49     | 0.00%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.0% 02-29-28                                                          | CUSIP: 91282CGP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3685000 | PA      | $3717840.72    | 0.04%             | 2028-02-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.375% 08-15-43                                                        | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       110600 | PA      | $106760.21     | 0.00%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.625% 09-15-26                                                        | CUSIP: 91282CHY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3840000 | PA      | $3872400.00    | 0.04%             | 2026-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.375% 11-30-30                                                        | CUSIP: 91282CJM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      7800000 | PA      | $8021507.52    | 0.08%             | 2030-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.375% 12-15-26                                                        | CUSIP: 91282CJP7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      6506500 | PA      | $6557826.53    | 0.07%             | 2026-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.0% 01-15-27                                                          | CUSIP: 91282CJT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        22000 | PA      | $22084.88      | 0.00%             | 2027-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                       | ASIAN DEVELOPMENT BANK 5.0% 04-29-35                                                               | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | NUSS              | PH        |    190200000 | PA      | $3285917.42    | 0.03%             | 2035-04-29      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                       | ASIAN DEVELOPMENT BANK INR SR UNSEC 6.72% 02-08-28                                                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | NUSS              | PH        |    918700000 | PA      | $10413759.58   | 0.10%             | 2028-02-08      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                               | EUROPEAN UNION REG S SR UNSEC EUR (B) 2.875% 12-06-27                                              | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |      3590000 | PA      | $4277455.16    | 0.04%             | 2027-12-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                               | EUROPEAN UNION 3.375% 10-05-54                                                                     | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |      3440000 | PA      | $3608106.24    | 0.04%             | 2054-10-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                               | EUROPEAN UNION 3.375% 10-04-39                                                                     | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |      1205000 | PA      | $1391090.11    | 0.01%             | 2039-10-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AG                                                            | EURO-SCHATZ 2YR FUT DUZ5 12-08-25                                                                  | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              | CORP              | DE        |         2129 | NC      | $327808.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AG                                                            | EURO-BUXL 30YR FUT UBZ5 12-08-25                                                                   | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              | CORP              | DE        |          528 | NC      | $-885641.14    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AG                                                            | FRA GB 10YR FUT OATZ5 12-08-25                                                                     | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              | CORP              | DE        |           50 | NC      | $36936.79      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AG                                                            | ITA GB 10YR FUT IKZ5 12-08-25                                                                      | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              | CORP              | DE        |          344 | NC      | $-528136.30    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AG                                                            | ITA GB 2YR FUT BTSZ5 12-08-25                                                                      | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              | CORP              | DE        |         2428 | NC      | $-194923.58    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN EXCHANGE GROUP INC                                                     | JPN GB 10YR FUT JBZ5 12-15-25                                                                      | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | N/A              | DIR              | CORP              | JP        |          745 | NC      | $4926391.22    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                              | SOFR 90DAY FUT SFRM6 09-15-26                                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |          142 | NC      | $-26806.76     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                              | SOFR 90DAY FUT SFRZ5 03-17-26                                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |            1 | NC      | $252.71        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                | SONIA 90DAY FUT SFIZ5 03-17-26                                                                     | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DIR              | CORP              | US        |         1010 | NC      | $22742.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                              | UST 5YR FUT FVZ5 12-31-25                                                                          | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |          938 | NC      | $-228817.06    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                              | UST 2YR FUT TUZ5 12-31-25                                                                          | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |         6805 | NC      | $-2174313.54   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                              | UST 20YR FUT USZ5 12-19-25                                                                         | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |         1669 | NC      | $4384495.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                              | UST 10YR FUT TYZ5 12-19-25                                                                         | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |         1963 | NC      | $681199.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                              | UST 30YR FUT ULTRA WNZ5 12-19-25                                                                   | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |           74 | NC      | $-18593.98     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                              | UST 10YR FUT ULTRA UXYZ5 12-19-25                                                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |         1510 | NC      | $-850020.27    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                | UKG 10YR FUT G Z5 12-29-25                                                                         | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DIR              | CORP              | US        |         3446 | NC      | $1759337.87    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TMX GROUP LTD                                                                | CAN GB 2YR FUT CVZ5 12-18-25                                                                       | CUSIP: N/A<br>LEI: 549300N65GFVKSHGJW59       | N/A              | DIR              | CORP              | CA        |         2717 | NC      | $779607.51     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | AUD FWD PUR FROM USD 11/12/2025                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $8631.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | AUD FWD SALE TO USD 12/17/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-386589.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | AUD FWD SALE TO USD 10/7/2025                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-308063.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | AUD FWD SALE TO USD 10/7/2025                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-147118.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | AUD FWD PUR FROM USD 10/17/2025                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $37416.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BRL FWD PUR FROM USD NDF 11/24/2025                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $57284.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-24

**Name of Applicant:** Capital World Bond Fund

**Signature:** Scott Lewis

**Name of Signer:** Scott Lewis

**Title:** Compliance Specialist Senior