# EDGAR Filing Document

**Accession Number:** 0000812303
**File Stem:** 0001145549-23-011764
**Filing Date:** 2023-2
**Character Count:** 906933
**Document Hash:** c87b7735e1e52ac0f438e6ffcb2967ff
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-011764.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001145549-23-011764

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** CAPITAL WORLD BOND FUND
- **CENTRAL INDEX KEY:** 0000812303
- **IRS NUMBER:** 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:** 23675711

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

**MAIL ADDRESS:**
- **STREET 1:** 333 S HOPE ST - 55TH FL (MICG)
- **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           |

## 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:** 2022-12-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $13516318530.61

**Total Liabilities:** $3982043935.18

**Net Assets:** $9534274595.43

**Delayed Delivery Securities:** $524360.84

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -5082.350000000000 | **1-Year:** -112096.250000000000 | **5-Year:** -490793.550000000000 | **10-Year:** -639311.830000000000 | **30-Year:** -358591.970000000000

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

- **3-Month:** -2113.010000000000 | **1-Year:** -50118.360000000000 | **5-Year:** -62553.330000000000 | **10-Year:** -61809.700000000000 | **30-Year:** -14147.460000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000025175 | -0.06%               | 5.82%                | 0.06%                |
| Class ID C000025176 | -0.20%               | 5.82%                | -0.02%               |
| Class ID C000025177 | -0.13%               | 5.76%                | -0.03%               |
| Class ID C000025178 | -0.13%               | 5.83%                | 0.02%                |
| Class ID C000025179 | -0.07%               | 5.89%                | -0.03%               |
| Class ID C000025180 | -0.07%               | 5.94%                | -0.02%               |
| Class ID C000025182 | -0.13%               | 5.79%                | -0.06%               |
| Class ID C000025183 | -0.13%               | 5.90%                | -0.00%               |
| Class ID C000025184 | -0.07%               | 5.86%                | -0.01%               |
| Class ID C000025186 | -0.13%               | 5.80%                | -0.09%               |
| Class ID C000025187 | -0.07%               | 5.84%                | -0.04%               |
| Class ID C000025188 | -0.13%               | 5.91%                | -0.02%               |
| Class ID C000068532 | -0.07%               | 5.89%                | 0.09%                |
| Class ID C000077921 | -0.06%               | 5.88%                | 0.06%                |
| Class ID C000148402 | -0.13%               | 5.84%                | -0.02%               |
| Class ID C000164817 | -0.07%               | 5.89%                | 0.08%                |
| Class ID C000180005 | -0.07%               | 5.89%                | 0.06%                |
| Class ID C000189438 | -0.07%               | 5.89%                | -0.01%               |
| Class ID C000189439 | -0.07%               | 5.89%                | 0.01%                |
| Class ID C000224631 | -0.06%               | 5.88%                | 0.02%                |
| Class ID C000224632 | -0.00%               | 5.89%                | 0.05%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-205608263.44           | $229145579.56                              |
| Month 2  | $-165587550.45           | $607523323.41                              |
| Month 3  | $-61712362.92            | $14506598.47                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC SR UNSEC 1.589% 05-24-27/26                                                  | CUSIP: 404280CM9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      1371000 | PA      | $1183676.16   | 0.01%             | 2027-05-24      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC SR UNSEC 2.375% 03-15-51                                                        | CUSIP: 437076CG5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |       839000 | PA      | $504221.38    | 0.01%             | 2051-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                                             | HILCORP ENERGY I LP 144A LIFE SR UNSEC 5.75% 02-01-29                                          | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       410000 | PA      | $365519.92    | 0.00%             | 2029-02-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                                             | HILCORP ENERGY I LP 144A LIFE SR UNSEC 6.0% 02-01-31                                           | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1000000 | PA      | $866309.00    | 0.01%             | 2031-02-01      | Fixed         | 6.00%                 | 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        |       215000 | PA      | $180373.18    | 0.00%             | 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        |       165000 | PA      | $133734.81    | 0.00%             | 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: N/A                  | Long             | DBT              | CORP              | US        |       830000 | PA      | $697672.27    | 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        |      4375000 | PA      | $3571102.50   | 0.04%             | 2028-06-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                         | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 0.875% 06-14-24                                     | CUSIP: 44891ABV8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      8710000 | PA      | $8128659.76   | 0.09%             | 2024-06-14      | Fixed         | 0.88%                 | 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        |      6775000 | PA      | $5877834.18   | 0.06%             | 2026-06-15      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| HEALTHEQUITY INC                                                                | HEALTHEQUITY INC 144A LIFE SR UNSEC 4.5% 10-01-29                                              | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |       370000 | PA      | $323805.50    | 0.00%             | 2029-10-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| HARBOUR ENERGY PLC                                                              | HARBOUR ENERGY PLC 144A LIFE SR UNSEC 5.5% 10-15-26                                            | CUSIP: 411618AB7<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |       480000 | PA      | $431056.80    | 0.00%             | 2026-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC SR UNSEC 2.871% 11-22-32/31                                                  | CUSIP: 404280CY3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      1229000 | PA      | $942191.96    | 0.01%             | 2032-11-22      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY PARTNERS LLC                                            | HOWARD MIDSTREAM ENERGY PARTNERS LLC 144A LIFE SR UNSEC 6.75% 01-15-27                         | CUSIP: 442722AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       250000 | PA      | $239949.00    | 0.00%             | 2027-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| HOLDING DINFRASTRUCTURES DE TRANSPORT SAS                                       | HOLDING D'INFRASTRUCTURES DE TRANSPORT SASU EUR REG S SR UNSEC (B) 1.475% 01-18-31             | CUSIP: N/A<br>LEI: 9695004S3RCE0Q5V8G28       | Long             | DBT              | CORP              | FR        |      1100000 | PA      | $921412.21    | 0.01%             | 2031-01-18      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                      | HUMANA INC SR UNSEC 3.7% 03-23-29                                                              | CUSIP: 444859BT8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |       582000 | PA      | $534054.26    | 0.01%             | 2029-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATIONS LP                                                    | HESS MIDSTREAM OPERATIONS LP 144A LIFE SR UNSEC 5.5% 10-15-30                                  | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       190000 | PA      | $174079.14    | 0.00%             | 2030-10-15      | Fixed         | 5.50%                 | 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: N/A                  | Long             | DBT              | CORP              | US        |       660000 | PA      | $587875.86    | 0.01%             | 2030-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                                             | HILCORP ENERGY I LP 144A LIFE SR UNSEC 6.25% 04-15-32                                          | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        70000 | PA      | $60507.02     | 0.00%             | 2032-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC SR UNSEC 5.402% 08-11-33/32                                                  | CUSIP: 404280DH9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      2500000 | PA      | $2322117.50   | 0.02%             | 2033-08-11      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC SUB 8.113% 11-03-33/32                                                       | CUSIP: 404280DS5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      4000000 | PA      | $4244360.00   | 0.04%             | 2033-11-03      | Variable      | 8.11%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                                     | HONEYWELL INTERNATIONAL INC SR UNSEC 4.95% 02-15-28                                            | CUSIP: 438516CJ3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |       500000 | PA      | $507400.00    | 0.01%             | 2028-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                                     | HONEYWELL INTERNATIONAL INC SR UNSEC 5.0% 02-15-33                                             | CUSIP: 438516CK0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |       750000 | PA      | $766379.25    | 0.01%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IBERDROLA INTERNATIONAL BV                                                      | IBERDROLA INTERNATIONAL BV EUR PRP REG S SUB (H) (B) 1.875% 12-31-49/05-22-23                  | CUSIP: N/A<br>LEI: 549300ZMLFJKWC63XN87       | Long             | DBT              | CORP              | NL        |      1600000 | PA      | $1702717.71   | 0.02%             | 2049-12-31      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                                               | ITC HOLDINGS CORP SR UNSEC 3.35% 11-15-27                                                      | CUSIP: 465685AP0<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |       889000 | PA      | $820002.04    | 0.01%             | 2027-11-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| INDONESIA ASAHAN ALUMINIUM PERSERO PT                                           | INDONESIA ASAHAN ALUMINIUM PERSERO PT 144A LIFE SR UNSEC 6.53% 11-15-28                        | CUSIP: 74445PAC6<br>LEI: 2549008P48EB9SN2OI80 | Long             | DBT              | CORP              | ID        |      1030000 | PA      | $1043625.87   | 0.01%             | 2028-11-15      | Fixed         | 6.53%                 | Yes           |                  2 | On Loan: No      |
| IQVIA INC                                                                       | IQVIA INC 144A LIFE SR UNSEC 5.0% 05-15-27                                                     | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |       630000 | PA      | $601965.00    | 0.01%             | 2027-05-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                                        | IHEARTCOMMUNICATIONS INC 144A LIFE SR SEC 1ST LIEN 5.25% 08-15-27                              | CUSIP: 45174HBE6<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |       500000 | PA      | $424331.50    | 0.00%             | 2027-08-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                             | INTESA SANPAOLO SPA 144A LIFE SR UNSEC 3.25% 09-23-24                                          | CUSIP: 46115HBJ5<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      7125000 | PA      | $6762472.88   | 0.07%             | 2024-09-23      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                   | INTERCONTINENTAL EXCHANGE INC SR UNSEC 3.0% 06-15-50                                           | CUSIP: 45866FAL8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |       475000 | PA      | $322000.13    | 0.00%             | 2050-06-15      | Fixed         | 3.00%                 | 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        |      4150000 | PA      | $3401045.35   | 0.04%             | 2030-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECHNOLOGY PLC                                               | INTERNATIONAL GAME TECHNOLOGY PLC 144A LIFE SR SEC 1ST LIEN 5.25% 01-15-29                     | CUSIP: 460599AE3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |       620000 | PA      | $578794.18    | 0.01%             | 2029-01-15      | Fixed         | 5.25%                 | Yes           |                  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        |      1187000 | PA      | $1034179.69   | 0.01%             | 2030-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                   | INTERCONTINENTAL EXCHANGE INC SR UNSEC 2.65% 09-15-40                                          | CUSIP: 45866FAP9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |       300000 | PA      | $208742.10    | 0.00%             | 2040-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECHNOLOGY PLC                                               | INTERNATIONAL GAME TECHNOLOGY PLC 144A LIFE SR SEC 1ST LIEN 4.125% 04-15-26                    | CUSIP: 460599AF0<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |       700000 | PA      | $653767.80    | 0.01%             | 2026-04-15      | Fixed         | 4.12%                 | 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        |       580000 | PA      | $482990.36    | 0.01%             | 2031-06-09      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC                                          | INTERNATIONAL FLAVORS & FRAGRANCES INC 144A LIFE SR UNSEC 3.468% 12-01-50                      | CUSIP: 459506AS0<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1362482.00   | 0.01%             | 2050-12-01      | Fixed         | 3.47%                 | 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        |       545000 | PA      | $459061.68    | 0.00%             | 2031-06-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                       | INVITATION HOMES OPERATING PARTNERSHIP LP SR UNSEC 2.0% 08-15-31                               | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |      1220000 | PA      | $904439.68    | 0.01%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                               | ILIAD HOLDING SASU 144A LIFE SR SEC 1ST LIEN 6.5% 10-15-26                                     | CUSIP: 449691AA2<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |       375000 | PA      | $348444.00    | 0.00%             | 2026-10-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                       | INVITATION HOMES OPERATING PARTNERSHIP LP SR UNSEC 2.3% 11-15-28                               | CUSIP: 46188BAB8<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |       754000 | PA      | $624861.67    | 0.01%             | 2028-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                       | INVITATION HOMES OPERATING PARTNERSHIP LP SR UNSEC 2.7% 01-15-34                               | CUSIP: 46188BAC6<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |       814000 | PA      | $595915.56    | 0.01%             | 2034-01-15      | Fixed         | 2.70%                 | 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        |       310000 | PA      | $257964.95    | 0.00%             | 2032-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                   | INTERCONTINENTAL EXCHANGE INC SR UNSEC 4.0% 09-15-27                                           | CUSIP: 45866FAU8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     15260000 | PA      | $14758625.07  | 0.15%             | 2027-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                   | INTERCONTINENTAL EXCHANGE INC SR UNSEC 4.35% 06-15-29                                          | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      3950000 | PA      | $3824314.95   | 0.04%             | 2029-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                   | INTERCONTINENTAL EXCHANGE INC SR UNSEC 4.6% 03-15-33                                           | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      1395000 | PA      | $1336492.31   | 0.01%             | 2033-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                                            | TENCENT HOLDINGS LTD REG S SR UNSEC 3.24% 06-03-50                                             | CUSIP: 88032XAV6<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | CN        |      1482000 | PA      | $939679.88    | 0.01%             | 2050-06-03      | Fixed         | 3.24%                 | Yes           |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                                            | TENCENT HOLDINGS LTD REG S SR UNSEC 1.81% 01-26-26                                             | CUSIP: 88032XAT1<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | CN        |       600000 | PA      | $541249.80    | 0.01%             | 2026-01-26      | Fixed         | 1.81%                 | Yes           |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                           | TENET HEALTHCARE CORP 144A SR SEC 1ST LIEN 4.625% 06-15-28                                     | CUSIP: 88033GDG2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |       350000 | PA      | $313719.35    | 0.00%             | 2028-06-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                   | TRANSDIGM INC SUB 5.5% 11-15-27                                                                | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       505000 | PA      | $475245.40    | 0.00%             | 2027-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL CO LTD                                                    | TAKEDA PHARMACEUTICAL CO LTD EUR SR UNSEC 0.75% 07-09-27                                       | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | DBT              | CORP              | JP        |      3230000 | PA      | $3041177.61   | 0.03%             | 2027-07-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                                                        | TK ELEVATOR US NEWCO INC 144A LIFE SR SEC 1ST LIEN 5.25% 07-15-27                              | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |       300000 | PA      | $266880.00    | 0.00%             | 2027-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                           | TENET HEALTHCARE CORP 144A SR UNSEC 6.125% 10-01-28                                            | CUSIP: 88033GDJ6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |       175000 | PA      | $157050.25    | 0.00%             | 2028-10-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                        | TOYOTA MOTOR CREDIT CORP SR UNSEC 1.9% 04-06-28                                                | CUSIP: 89236TJF3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      1067000 | PA      | $929633.35    | 0.01%             | 2028-04-06      | Fixed         | 1.90%                 | 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        |      2035000 | PA      | $1499463.30   | 0.02%             | 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        |      3782000 | PA      | $2686660.94   | 0.03%             | 2051-04-22      | Fixed         | 3.84%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC SR UNSEC 1.5% 02-15-26                                                        | CUSIP: 87264ABZ7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      9025000 | PA      | $8091300.58   | 0.08%             | 2026-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC SR UNSEC 3.0% 02-15-41                                                        | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      1376000 | PA      | $976152.29    | 0.01%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC SR UNSEC 2.55% 02-15-31                                                       | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      7889000 | PA      | $6463804.82   | 0.07%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC SR UNSEC 3.875% 04-15-30                                                      | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      1064000 | PA      | $966283.30    | 0.01%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC SR UNSEC 2.05% 02-15-28                                                       | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      1275000 | PA      | $1097178.30   | 0.01%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  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      | $436762.50    | 0.00%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC (FINANCE I) BV                                         | THERMO FISHER SCIENTIFIC FINANCE I BV EUR SR UNSEC 1.625% 10-18-41                             | CUSIP: N/A<br>LEI: 549300SM0PJC1F3RPL91       | Long             | DBT              | CORP              | NL        |       530000 | PA      | $382320.90    | 0.00%             | 2041-10-18      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC (FINANCE I) BV                                         | THERMO FISHER SCIENTIFIC FINANCE I BV EUR SR UNSEC 0.8% 10-18-30                               | CUSIP: N/A<br>LEI: 549300SM0PJC1F3RPL91       | Long             | DBT              | CORP              | NL        |       913000 | PA      | $794015.52    | 0.01%             | 2030-10-18      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                  | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 4.75% 05-09-27                         | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |       685000 | PA      | $620027.75    | 0.01%             | 2027-05-09      | Fixed         | 4.75%                 | 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        |      1790000 | PA      | $1596406.13   | 0.02%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  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        |       800277 | PA      | $707925.03    | 0.01%             | 2033-12-01      | Fixed         | 9.75%                 | Yes           |                  3 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                         | TALEN ENERGY SUPPLY LLC SR UNSEC BACKSTOP (UNFUNDED) (RIGHTS) 0.0% 05-25-23                    | CUSIP: N/A<br>LEI: K5K33XN0PQAU1XF7NN66       | Long             | DBT              | CORP              | US        |       282331 | PA      | $375500.23    | 0.00%             | 2023-05-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC SR UNSEC 3.4% 10-15-52                                                        | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       650000 | PA      | $439682.10    | 0.00%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CHILE (REPUBLIC OF)                                                             | CHILE GVT BD CHILE 4.34% 03-07-42                                                              | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |       715000 | PA      | $606778.32    | 0.01%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                                          | CHINA GOVT BOND CNY 3.32% 04-15-52                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      3790000 | PA      | $556633.93    | 0.01%             | 2052-04-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO SR UNSEC 4.875% 05-01-25                                                             | CUSIP: 097023CT0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      2337000 | PA      | $2321208.89   | 0.02%             | 2025-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO SR UNSEC 5.805% 05-01-50                                                             | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      1713000 | PA      | $1596980.22   | 0.02%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO SR UNSEC 5.15% 05-01-30                                                              | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      2977000 | PA      | $2911779.88   | 0.03%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND CO                                                         | BECTON DICKINSON AND CO SR UNSEC 2.823% 05-20-30                                               | CUSIP: 075887CJ6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      1950000 | PA      | $1678138.80   | 0.02%             | 2030-05-20      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| BOXER PARENT CO INC                                                             | BOXER PARENT CO INC 144A LIFE SR SEC 2ND LIEN 9.125% 03-01-26                                  | CUSIP: 103186AC6<br>LEI: 5493006T045HLTF7YX04 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $944995.00    | 0.01%             | 2026-03-01      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                                          | BOSTON SCIENTIFIC CORP SR UNSEC 2.65% 06-01-30                                                 | CUSIP: 101137BA4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |      1151000 | PA      | $985862.58    | 0.01%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | BANK OF AMERICA CORP SR UNSEC 1.319% 06-19-26/25                                               | CUSIP: 06051GJD2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     15500000 | PA      | $13971436.50  | 0.15%             | 2026-06-19      | Variable      | 1.32%                 | 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        |      6083000 | PA      | $4681993.86   | 0.05%             | 2031-07-23      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                                                | BOYD GAMING CORP SR UNSEC 4.75% 12-01-27                                                       | CUSIP: 103304BU4<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |       805000 | PA      | $750936.20    | 0.01%             | 2027-12-01      | Fixed         | 4.75%                 | 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      | $1861555.80   | 0.02%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CANADA (GOVERNMENT OF)                                                          | CANADA GOVT CAD BOND 3.5% 03-01-28                                                             | CUSIP: 135087P57<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    129139000 | PA      | $95875693.03  | 1.01%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                          | COLOMBIA REP OF 5.0% 06-15-45                                                                  | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      1676000 | PA      | $1146477.86   | 0.01%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                                         | BOOZ ALLEN HAMILTON INC 144A LIFE SR UNSEC 3.875% 09-01-28                                     | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |       330000 | PA      | $292951.89    | 0.00%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO SR UNSEC 2.75% 02-01-26                                                              | CUSIP: 097023DA0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      8976000 | PA      | $8328327.74   | 0.09%             | 2026-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO SR UNSEC 3.625% 02-01-31                                                             | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      2932000 | PA      | $2576225.26   | 0.03%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | BRISTOL-MYERS SQUIBB CO SR UNSEC 1.45% 11-13-30                                                | CUSIP: 110122DQ8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |       649000 | PA      | $514546.02    | 0.01%             | 2030-11-13      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| CANADA (GOVERNMENT OF)                                                          | CANADA GOVT CAD BOND 2.25% 06-01-25                                                            | CUSIP: 135087D50<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     92350000 | PA      | $65836199.05  | 0.69%             | 2025-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                                                 | DOMINICAN REPUBLIC DOP REG S 8.9% 02-15-23                                                     | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |    833350000 | PA      | $14787151.87  | 0.16%             | 2023-02-15      | Fixed         | 8.90%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                                                 | DOMINICAN REPUBLIC REG S 5.875% 01-30-60                                                       | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |      3720000 | PA      | $2742272.40   | 0.03%             | 2060-01-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                                                 | DOMINICAN REPUBLIC 144A LIFE 5.5% 02-22-29                                                     | CUSIP: 25714PEP9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      2850000 | PA      | $2633003.85   | 0.03%             | 2029-02-22      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                                     | BAUSCH HEALTH COS INC 144A LIFE SR UNSEC 5.25% 02-15-31                                        | CUSIP: 071734AL1<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      1125000 | PA      | $546654.38    | 0.01%             | 2031-02-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| BLUE RACER MIDSTREAM LLC                                                        | BLUE RACER MIDSTREAM LLC 144A LIFE SR UNSEC 7.625% 12-15-25                                    | CUSIP: 095796AH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       890000 | PA      | $884481.11    | 0.01%             | 2025-12-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                        | EGYPT ARAB REP OF REG S EUR 4.75% 04-16-26                                                     | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |       680000 | PA      | $607470.31    | 0.01%             | 2026-04-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                        | EGYPT ARAB REP OF REG S EUR 5.625% 04-16-30                                                    | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |       504000 | PA      | $375766.49    | 0.00%             | 2030-04-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO SR UNSEC 2.196% 02-04-26                                                             | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       250000 | PA      | $227417.25    | 0.00%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY CO                                                    | BERKSHIRE HATHAWAY ENERGY CO SR UNSEC 2.85% 05-15-51                                           | CUSIP: 084659BC4<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |      2062000 | PA      | $1359488.97   | 0.01%             | 2051-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                        | EGYPT ARAB REP OF REG S 7.0529% 01-15-32                                                       | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |       560000 | PA      | $411241.60    | 0.00%             | 2032-01-15      | Fixed         | 7.05%                 | 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      | $722002.25    | 0.01%             | 2028-10-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 144A SR UNSEC 3.419% 04-15-33                                                     | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      5750000 | PA      | $4625794.50   | 0.05%             | 2033-04-15      | Fixed         | 3.42%                 | Yes           |                  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        |       983000 | PA      | $787089.08    | 0.01%             | 2034-04-15      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                        | EGYPT ARAB REP OF SR UNSEC REG S 8.75% 09-30-51                                                | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      1892000 | PA      | $1277478.40   | 0.01%             | 2051-09-30      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| ESTONIA (REPUBLIC OF)                                                           | ESTONIA REPUBLIC OF REG S 4.0% 10-12-32                                                        | CUSIP: N/A<br>LEI: 254900EIG0O7C6C9R437       | Long             | DBT              | NUSS              | EE        |      1010000 | PA      | $1110024.57   | 0.01%             | 2032-10-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                                                            | BWX TECHNOLOGIES INC 144A LIFE SR UNSEC 4.125% 04-15-29                                        | CUSIP: 05605HAC4<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |       685000 | PA      | $600499.77    | 0.01%             | 2029-04-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                              | BMW US CAPITAL LLC 144A LIFE SR UNSEC 2.55% 04-01-31                                           | CUSIP: 05565EBS3<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |       737000 | PA      | $610443.83    | 0.01%             | 2031-04-01      | Fixed         | 2.55%                 | Yes           |                  2 | On Loan: No      |
| ETHIOPIA FEDERAL DEMOCRATIC REPUBLIC OF (GOVERNMENT)                            | ETHIOPIA REP OF REG S 6.625% 12-11-24                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ET        |      7295000 | PA      | $4583448.50   | 0.05%             | 2024-12-11      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                            | FRANCE OAT EUR REG S 0.5% 05-25-25                                                             | CUSIP: N/A<br>LEI: 969500V9ABHOMOBO4Y36       | Long             | DBT              | NUSS              | FR        |      4860000 | PA      | $4932429.92   | 0.05%             | 2025-05-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                     | BNP PARIBAS SA 144A LIFE SR NON PREF 2.871% 04-19-32/31                                        | CUSIP: 09659W2P8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     10500000 | PA      | $8235349.50   | 0.09%             | 2032-04-19      | Variable      | 2.87%                 | Yes           |                  2 | On Loan: No      |
| BROADSTREET PARTNERS INC                                                        | BROADSTREET PARTNERS INC 144A LIFE SR UNSEC 5.875% 04-15-29                                    | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $852381.00    | 0.01%             | 2029-04-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                            | FRANCE OAT EUR 144A LIFE/REG S 1.75% 05-25-66                                                  | CUSIP: N/A<br>LEI: 969500V9ABHOMOBO4Y36       | Long             | DBT              | NUSS              | FR        |       320000 | PA      | $235445.22    | 0.00%             | 2066-05-25      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                            | FRANCE OAT EUR REG S 1.0% 05-25-27                                                             | CUSIP: N/A<br>LEI: 969500V9ABHOMOBO4Y36       | Long             | DBT              | NUSS              | FR        |       620000 | PA      | $615157.43    | 0.01%             | 2027-05-25      | Fixed         | 1.00%                 | No            |                  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        |      1025000 | PA      | $908476.98    | 0.01%             | 2029-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | BANK OF AMERICA CORP SR UNSEC 1.734% 07-22-27/26                                               | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     13616000 | PA      | $11945943.14  | 0.13%             | 2027-07-22      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                            | FRANCE OAT EUR 144A LIFE/REG S 2.0% 05-25-48                                                   | CUSIP: N/A<br>LEI: 969500V9ABHOMOBO4Y36       | Long             | DBT              | NUSS              | FR        |      1340000 | PA      | $1123156.19   | 0.01%             | 2048-05-25      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                            | FRANCE OAT EUR REG S 1.25% 05-25-34                                                            | CUSIP: N/A<br>LEI: 969500V9ABHOMOBO4Y36       | Long             | DBT              | NUSS              | FR        |      8560000 | PA      | $7497713.09   | 0.08%             | 2034-05-25      | Fixed         | 1.25%                 | No            |                  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      | $226506.80    | 0.00%             | 2031-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| BIP-V CHINOOK HOLDCO LLC                                                        | CQP HOLDCO LP 144A LIFE SR SEC 1ST LIEN 5.5% 06-15-31                                          | CUSIP: 12657NAA8<br>LEI: 254900KE9EMWN8JWL297 | Long             | DBT              | CORP              | US        |       815000 | PA      | $713434.70    | 0.01%             | 2031-06-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                            | FRANCE OAT EUR REG S 0.75% 05-25-52                                                            | CUSIP: N/A<br>LEI: 969500V9ABHOMOBO4Y36       | Long             | DBT              | NUSS              | FR        |     47480000 | PA      | $27352370.22  | 0.29%             | 2052-05-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                            | FRANCE OAT EUR 144A LIFE/REG S 0.5% 05-25-40                                                   | CUSIP: N/A<br>LEI: 969500V9ABHOMOBO4Y36       | Long             | DBT              | NUSS              | FR        |     24899695 | PA      | $16922654.03  | 0.18%             | 2040-05-25      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                  | BOMBARDIER INC 144A LIFE SR UNSEC 7.125% 06-15-26                                              | CUSIP: 097751BV2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |       370000 | PA      | $359652.58    | 0.00%             | 2026-06-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                                         | BOOZ ALLEN HAMILTON INC 144A LIFE SR UNSEC 4.0% 07-01-29                                       | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |       890000 | PA      | $784614.21    | 0.01%             | 2029-07-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                            | FRANCE OAT EUR REG S 0.0% 11-25-30                                                             | CUSIP: N/A<br>LEI: 969500V9ABHOMOBO4Y36       | Long             | DBT              | NUSS              | FR        |     75900000 | PA      | $64881946.60  | 0.68%             | 2030-11-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| QATAR (STATE OF)                                                                | STATE OF QATAR REG S 4.0% 03-14-29                                                             | CUSIP: N/A<br>LEI: 52990074F6OJOAXK4P65       | Long             | DBT              | NUSS              | QA        |       675000 | PA      | $664618.50    | 0.01%             | 2029-03-14      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                  | BOMBARDIER INC 144A LIFE SR UNSEC 6.0% 02-15-28                                                | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |       510000 | PA      | $472229.40    | 0.00%             | 2028-02-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                                                                     | BNP PARIBAS SA 144A LIFE SR NON PREF 2.159% 09-15-29/28                                        | CUSIP: 09659W2R4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      1200000 | PA      | $980390.40    | 0.01%             | 2029-09-15      | Variable      | 2.16%                 | Yes           |                  2 | On Loan: No      |
| QATAR (STATE OF)                                                                | STATE OF QATAR 144A LIFE 4.0% 03-14-29                                                         | CUSIP: 74727PBA8<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |      1661000 | PA      | $1635453.82   | 0.02%             | 2029-03-14      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| QATAR (STATE OF)                                                                | STATE OF QATAR 144A LIFE 4.4% 04-16-50                                                         | CUSIP: 74727PBE0<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |      2145000 | PA      | $1968578.04   | 0.02%             | 2050-04-16      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)               | UK CONV GILT GBP REG S 1.5% 07-31-53                                                           | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |       200000 | PA      | $138551.47    | 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        |     70490000 | PA      | $67492675.40  | 0.71%             | 2032-01-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BRITISH AMERICAN TOBACCO PLC                                                    | BRITISH AMERICAN TOBACCO PLC EUR PRP REG S SUB (H) (B) 3.0% 12-31-49/12-27-26                  | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | DBT              | CORP              | GB        |      4000000 | PA      | $3345832.76   | 0.04%             | 2049-12-31      | 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      | $6474165.00   | 0.07%             | 2027-10-19      | Variable      | 2.04%                 | Yes           |                  2 | On Loan: No      |
| UK CONV GILT                                                                    | UTD KINGDOM GILT GBP REG S 1.125% 10-22-73                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      1900000 | PA      | $1005626.49   | 0.01%             | 2073-10-22      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UKRAINE REPUBLIC OF (GOVERNMENT)                                                | UKRAINE GOVT UAH TAP 16.0% 09-27-23                                                            | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |     34420000 | PA      | $559417.07    | 0.01%             | 2023-09-27      | Fixed         | 16.00%                | No            |                  3 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC                                                  | BP CAPITAL MARKETS AMERICA INC SR UNSEC 2.721% 01-12-32                                        | CUSIP: 10373QBT6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |      3280000 | PA      | $2742608.08   | 0.03%             | 2032-01-12      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FINANCE CORP                                                 | BERKSHIRE HATHAWAY FINANCE CORP SR UNSEC 2.3% 03-15-27                                         | CUSIP: 084664CZ2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |      1340000 | PA      | $1239110.06   | 0.01%             | 2027-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | U S TREASURY BILL 11/2/2023                                                                    | CUSIP: 912796YT0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     20000000 | PA      | $19252560.00  | 0.20%             | 2023-11-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE REPUBLIC OF (GOVERNMENT)                                                | UKRAINE GOVT REG S 6.876% 05-21-31                                                             | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |      9540000 | PA      | $1836774.36   | 0.02%             | 2031-05-21      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FINANCE CORP                                                 | BERKSHIRE HATHAWAY FINANCE CORP SR UNSEC 2.875% 03-15-32                                       | CUSIP: 084664DA6<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |       532000 | PA      | $462380.88    | 0.00%             | 2032-03-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FINANCE CORP                                                 | BERKSHIRE HATHAWAY FINANCE CORP SR UNSEC 3.85% 03-15-52                                        | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |       770000 | PA      | $617822.59    | 0.01%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| UKRAINE REPUBLIC OF (GOVERNMENT)                                                | UKRAINE GOVT EUR 144A 6.75% 06-20-28                                                           | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |     13243000 | PA      | $2628579.11   | 0.03%             | 2028-06-20      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| UKRAINE REPUBLIC OF (GOVERNMENT)                                                | UKRAINE GOVT EUR 144A LIFE 4.375% 01-27-32                                                     | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |     15050000 | PA      | $2650526.46   | 0.03%             | 2032-01-27      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                                            | BANCO DE SABADELL SA EUR REG S SR NON PREF (B) 2.625% 03-24-26/25                              | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |      3600000 | PA      | $3625836.36   | 0.04%             | 2026-03-24      | Variable      | 2.62%                 | 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        |      5613000 | PA      | $5110642.11   | 0.05%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| UKRAINE REPUBLIC OF (GOVERNMENT)                                                | UKRAINE GOVT 144A LIFE SF 7.375% 09-25-34                                                      | CUSIP: 903724BM3<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       560000 | PA      | $106764.00    | 0.00%             | 2034-09-25      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| UKRAINE REPUBLIC OF (GOVERNMENT)                                                | UKRAINE GOVT EUR REG S 4.375% 01-27-32                                                         | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |      1800000 | PA      | $317006.49    | 0.00%             | 2032-01-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UKRAINE REPUBLIC OF (GOVERNMENT)                                                | UKRAINE GOVT GDP-LINKED REG S FRN 05-31-41                                                     | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |      1000000 | PA      | $290351.00    | 0.00%             | 2041-05-31      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| UKRAINE REPUBLIC OF (GOVERNMENT)                                                | UKRAINE GOVT REG S 7.75% 09-01-26                                                              | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |     12460000 | PA      | $2679647.60   | 0.03%             | 2026-09-01      | Fixed         | 7.75%                 | Yes           |                  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        |      4989000 | PA      | $3976173.13   | 0.04%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | BANK OF AMERICA CORP SR UNSEC 5.015% 07-22-33/32                                               | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      2712000 | PA      | $2582759.64   | 0.03%             | 2033-07-22      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| UKRAINE REPUBLIC OF (GOVERNMENT)                                                | UKRAINE GOVT REG S 8.994% 02-01-26                                                             | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |      4127000 | PA      | $923932.13    | 0.01%             | 2026-02-01      | Fixed         | 8.99%                 | Yes           |                  2 | On Loan: No      |
| UKRAINE REPUBLIC OF (GOVERNMENT)                                                | UKRAINE GOVT REG S 7.75% 09-01-29                                                              | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |      2300000 | PA      | $497375.00    | 0.01%             | 2029-09-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY BOND 3.125% 08-15-44                                                               | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       940000 | PA      | $796387.74    | 0.01%             | 2044-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY BOND 4.5% 05-15-38                                                                 | CUSIP: 912810PX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1000000 | PA      | $1064640.80   | 0.01%             | 2038-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY BOND 4.5% 08-15-39                                                                 | CUSIP: 912810QC5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2269600 | PA      | $2411136.11   | 0.03%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY BOND 4.375% 11-15-39                                                               | CUSIP: 912810QD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1500000 | PA      | $1568454.75   | 0.02%             | 2039-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC SR UNSEC 5.304% 08-09-26/25                                                       | CUSIP: 06738EBZ7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     14450000 | PA      | $14356335.10  | 0.15%             | 2026-08-09      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC SR UNSEC 5.501% 08-09-28/27                                                       | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      8500000 | PA      | $8246292.00   | 0.09%             | 2028-08-09      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY BOND 2.5% 02-15-45                                                                 | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1900000 | PA      | $1436923.83   | 0.02%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY BOND 3.125% 11-15-41                                                               | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       100000 | PA      | $86547.80     | 0.00%             | 2041-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND CO                                                         | BECTON DICKINSON AND CO SR UNSEC 4.298% 08-22-32                                               | CUSIP: 075887CP2<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      2200000 | PA      | $2065901.20   | 0.02%             | 2032-08-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                              | BANCO SANTANDER SA SR NON PREF 5.147% 08-18-25                                                 | CUSIP: 05964HAR6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      7000000 | PA      | $6929517.00   | 0.07%             | 2025-08-18      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PILGRIMS PRIDE CORP                                                             | PILGRIM'S PRIDE CORP 144A LIFE SR UNSEC 5.875% 09-30-27                                        | CUSIP: 72147KAE8<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |       300000 | PA      | $291508.80    | 0.00%             | 2027-09-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                               | POST HOLDINGS INC 144A LIFE SR UNSEC 5.625% 01-15-28                                           | CUSIP: 737446AN4<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      1330000 | PA      | $1253930.65   | 0.01%             | 2028-01-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| PHILIPPINES (REPUBLIC OF)                                                       | PHILIPPINES REP OF 6.375% 01-15-32                                                             | CUSIP: 718286BD8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      2190000 | PA      | $2436085.92   | 0.03%             | 2032-01-15      | Fixed         | 6.38%                 | 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        |     10486000 | PA      | $9587486.12   | 0.10%             | 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      | $200297.25    | 0.00%             | 2047-12-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                                               | CLARIOS GLOBAL LP 144A LIFE SR UNSEC 8.5% 05-15-27                                             | CUSIP: 69867DAC2<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |       350000 | PA      | $342494.95    | 0.00%             | 2027-05-15      | Fixed         | 8.50%                 | Yes           |                  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      | $62658.19     | 0.00%             | 2029-06-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| POWER FINANCE CORPORATION LTD                                                   | POWER FINANCE CORP LTD REG S SR UNSEC 4.5% 06-18-29                                            | CUSIP: N/A<br>LEI: 3358003Q6D9LIJJZ1614       | Long             | DBT              | CORP              | IN        |       640000 | PA      | $592378.88    | 0.01%             | 2029-06-18      | Fixed         | 4.50%                 | Yes           |                  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      | $444430.00    | 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        |      5800000 | PA      | $4481014.58   | 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      | $373389.55    | 0.00%             | 2027-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| PATTERSON-UTI ENERGY INC.                                                       | PATTERSON-UTI ENERGY INC SR UNSEC 5.15% 11-15-29                                               | CUSIP: 703481AC5<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |        45000 | PA      | $40426.61     | 0.00%             | 2029-11-15      | Fixed         | 5.15%                 | No            |                  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      | $462681.38    | 0.00%             | 2030-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| PEPSICO INC                                                                     | PEPSICO INC SR UNSEC 3.625% 03-19-50                                                           | CUSIP: 713448EU8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |       264000 | PA      | $217023.84    | 0.00%             | 2050-03-19      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 2.1% 05-01-30                                         | CUSIP: 718172CP2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      3783000 | PA      | $3067770.89   | 0.03%             | 2030-05-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                             | PAYPAL HOLDINGS INC SR UNSEC 2.3% 06-01-30                                                     | CUSIP: 70450YAH6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |      3095000 | PA      | $2549574.34   | 0.03%             | 2030-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                             | PAYPAL HOLDINGS INC SR UNSEC 3.25% 06-01-50                                                    | CUSIP: 70450YAJ2<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |       196000 | PA      | $134081.25    | 0.00%             | 2050-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FIVE CORNERS FUNDING TRUST II                                                   | FIVE CORNERS FUNDING TRUST II 144A LIFE SR UNSEC 2.85% 05-15-30                                | CUSIP: 33834DAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3500000 | PA      | $2941816.50   | 0.03%             | 2030-05-15      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE BV                                                     | PETROBRAS GLOBAL FINANCE BV SR UNSEC 6.75% 06-03-50                                            | CUSIP: 71647NBG3<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |       176000 | PA      | $153910.42    | 0.00%             | 2050-06-03      | Fixed         | 6.75%                 | 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        |      1460000 | PA      | $1298326.90   | 0.01%             | 2027-06-10      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE LP                                                 | PLAINS ALL AMERICAN PIPELINE LP SR UNSEC 3.8% 09-15-30                                         | CUSIP: 72650RBN1<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |      1797000 | PA      | $1565963.30   | 0.02%             | 2030-09-15      | Fixed         | 3.80%                 | No            |                  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        |       400000 | PA      | $278000.00    | 0.00%             | 2050-06-23      | Fixed         | 3.45%                 | 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              | CN        |      1300000 | PA      | $1133917.20   | 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% 12-31-49/11-15-26                             | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       254000 | PA      | $219075.00    | 0.00%             | 2049-12-31      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                            | EDISON INTERNATIONAL PRP SUB (H) 5.0% 12-31-49/03-15-27                                        | CUSIP: 281020AT4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |       475000 | PA      | $398263.75    | 0.00%             | 2049-12-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| ENERGEAN PLC                                                                    | ENERGEAN PLC 144A LIFE SR SEC 1ST LIEN 6.5% 04-30-27                                           | CUSIP: 29280EAA7<br>LEI: 549300RVMKU0CYUZBB05 | Long             | DBT              | CORP              | GB        |       450000 | PA      | $419284.35    | 0.00%             | 2027-04-30      | Fixed         | 6.50%                 | Yes           |                  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      | $4744411.46   | 0.05%             | 2031-03-29      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS ESCROW CORP                                                            | ENTEGRIS ESCROW CORP 144A LIFE SR SEC 1ST LIEN 4.75% 04-15-29                                  | CUSIP: 29365BAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       195000 | PA      | $178220.64    | 0.00%             | 2029-04-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS LP                                                       | EQM MIDSTREAM PARTNERS LP 144A LIFE SR UNSEC 7.5% 06-01-30                                     | CUSIP: 26885BAN0<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |       306000 | PA      | $295259.40    | 0.00%             | 2030-06-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| EATON CORPORATION                                                               | EATON CORP SR UNSEC 4.7% 08-23-52                                                              | CUSIP: 278062AJ3<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |       291000 | PA      | $264960.45    | 0.00%             | 2052-08-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EATON CORPORATION                                                               | EATON CORP SR UNSEC 4.15% 03-15-33                                                             | CUSIP: 278062AH7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |       379000 | PA      | $353524.00    | 0.00%             | 2033-03-15      | Fixed         | 4.15%                 | No            |                  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        |       580000 | PA      | $454981.00    | 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 2.1% 08-01-27                                      | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      1800000 | PA      | $1539982.80   | 0.02%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                        | EQT CORP SR UNSEC 5.7% 04-01-28                                                                | CUSIP: 26884LAQ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |       701000 | PA      | $698176.37    | 0.01%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EDP FINANCE BV                                                                  | EDP FINANCE BV 144A LIFE SR UNSEC (B) 6.3% 10-11-27                                            | CUSIP: 26835PAJ9<br>LEI: 5299007L43AQDFOW5739 | Long             | DBT              | CORP              | NL        |      2730000 | PA      | $2812811.82   | 0.03%             | 2027-10-11      | Fixed         | 6.30%                 | Yes           |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                                   | ENEL FINANCE INTERNATIONAL NV 144A LIFE SR UNSEC 7.5% 10-14-32                                 | CUSIP: 29278GBA5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      1800000 | PA      | $1907614.80   | 0.02%             | 2032-10-14      | Fixed         | 7.50%                 | 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        |       925000 | PA      | $968115.18    | 0.01%             | 2029-11-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION LLC                                                    | FIRSTENERGY TRANSMISSION LLC 144A LIFE SR UNSEC 4.35% 01-15-25                                 | CUSIP: 33767BAB5<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |      5996000 | PA      | $5847461.09   | 0.06%             | 2025-01-15      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                      | FIRST QUANTUM MINERALS LTD 144A LIFE SR UNSEC 6.875% 03-01-26                                  | CUSIP: 335934AR6<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |       587000 | PA      | $556773.61    | 0.01%             | 2026-03-01      | Fixed         | 6.88%                 | 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        |     19545000 | PA      | $13299942.51  | 0.14%             | 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 2.5% 02-01-31                                      | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      6692000 | PA      | $5207493.56   | 0.05%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FS ENERGY AND POWER FUND                                                        | FS ENERGY AND POWER FUND 144A LIFE SR SEC 1ST LIEN 7.5% 08-15-23                               | CUSIP: 30264DAA7<br>LEI: 54930004XHN0QROEGZ58 | Long             | DBT              | CORP              | US        |       839000 | PA      | $841714.17    | 0.01%             | 2023-08-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| FISERV INC                                                                      | FISERV INC GBP SR UNSEC 2.25% 07-01-25                                                         | CUSIP: 337738AZ1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |       150000 | PA      | $169107.14    | 0.00%             | 2025-07-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 4.542% 08-01-26                                              | CUSIP: 345397ZW6<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       685000 | PA      | $632340.63    | 0.01%             | 2026-08-01      | Fixed         | 4.54%                 | 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        |      1740000 | PA      | $1443295.20   | 0.02%             | 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        |       755000 | PA      | $686503.38    | 0.01%             | 2028-06-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                        | FLORIDA POWER & LIGHT CO SR SEC 1ST LIEN 2.85% 04-01-25                                        | CUSIP: 341081FZ5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      1600000 | PA      | $1533332.80   | 0.02%             | 2025-04-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                           | JAPAN GVT 161 JPY BD 0.6% 06-20-37                                                             | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   2535250000 | PA      | $18328675.26  | 0.19%             | 2037-06-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                           | JAPAN GVT 162 JPY BD 0.6% 09-20-37                                                             | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  10420000000 | PA      | $75020268.36  | 0.79%             | 2037-09-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                                                   | STELLANTIS NV EUR REG S SR UNSEC (B) 4.5% 07-07-28                                             | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |      1500000 | PA      | $1610671.86   | 0.02%             | 2028-07-07      | Fixed         | 4.50%                 | 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        |      1240000 | PA      | $1112645.80   | 0.01%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                           | JAPAN GVT I/L 23 JPY 0.1% 03-10-28                                                             | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   7436927106 | PA      | $58866248.54  | 0.62%             | 2028-03-10      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                           | JAPAN GVT I/L 24 JPY 0.1% 03-10-29                                                             | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    646645843 | PA      | $5123399.66   | 0.05%             | 2029-03-10      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                      | FIRST QUANTUM MINERALS LTD 144A LIFE SR UNSEC 6.875% 10-15-27                                  | CUSIP: 335934AT2<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |      2555000 | PA      | $2402423.07   | 0.03%             | 2027-10-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| FRESNILLO PLC                                                                   | FRESNILLO PLC 144A LIFE SR UNSEC 4.25% 10-02-50                                                | CUSIP: 358070AB6<br>LEI: 549300JXWH1UV5J0XV81 | Long             | DBT              | CORP              | MX        |      2560000 | PA      | $2019952.64   | 0.02%             | 2050-10-02      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                            | FRONTIER COMMUNICATIONS HOLDINGS LLC 144A LIFE SR SEC 1ST LIEN 5.875% 10-15-27                 | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       815000 | PA      | $758577.55    | 0.01%             | 2027-10-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 4.0% 11-13-30                                                | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      1020000 | PA      | $839261.10    | 0.01%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                            | FRONTIER COMMUNICATIONS HOLDINGS LLC 144A LIFE SR SEC 1ST LIEN 5.0% 05-01-28                   | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       432000 | PA      | $377572.32    | 0.00%             | 2028-05-01      | Fixed         | 5.00%                 | Yes           |                  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        |       450000 | PA      | $372883.50    | 0.00%             | 2029-05-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 2.9% 02-16-28                                                | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       250000 | PA      | $206786.00    | 0.00%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION LLC                                                    | FIRSTENERGY TRANSMISSION LLC 144A LIFE SR UNSEC 2.866% 09-15-28                                | CUSIP: 33767BAD1<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |      3862000 | PA      | $3376959.83   | 0.04%             | 2028-09-15      | Fixed         | 2.87%                 | Yes           |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                            | FRONTIER COMMUNICATIONS HOLDINGS LLC SR SEC 1ST LIEN 5.875% 11-01-29                           | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       875000 | PA      | $678104.00    | 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        |       545000 | PA      | $451571.74    | 0.00%             | 2029-07-31      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                           | JAPAN GVT 67 JPY BD 0.6% 06-20-50                                                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   5218850000 | PA      | $31433590.06  | 0.33%             | 2050-06-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                           | JAPAN GVT 173 JPY BD 0.4% 06-20-40                                                             | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    462750000 | PA      | $3082241.50   | 0.03%             | 2040-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                        | FLORIDA POWER & LIGHT CO SR SEC 1ST LIEN 2.875% 12-04-51                                       | CUSIP: 341081GE1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      9093000 | PA      | $6141930.50   | 0.06%             | 2051-12-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                             | GENERAL ELECTRIC CO EUR REG S SR UNSEC (B) 4.125% 09-19-35                                     | CUSIP: N/A<br>LEI: 3C7474T6CDKPR9K6YT90       | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1063535.96   | 0.01%             | 2035-09-19      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                           | JAPAN GVT 362 JPY BD 0.10% 03-20-31                                                            | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   4272600000 | PA      | $31497044.64  | 0.33%             | 2031-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                           | JAPAN GVT 70 JPY BD 0.70% 03-20-51                                                             | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   2521150000 | PA      | $15469783.31  | 0.16%             | 2051-03-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | GOLDMAN SACHS GROUP INC SR UNSEC 3.2% 02-23-23                                                 | CUSIP: 38141GWT7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      2979000 | PA      | $2971701.45   | 0.03%             | 2023-02-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GRAY TELEVISION INC                                                             | GRAY TELEVISION INC 144A LIFE SR UNSEC 7.0% 05-15-27                                           | CUSIP: 389284AA8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |       290000 | PA      | $257634.55    | 0.00%             | 2027-05-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| GO DADDY OPERATING COMPANY LLC/GD FINANCE CO INC                                | GO DADDY OPERATING CO LLC 144A LIFE SR UNSEC 5.25% 12-01-27                                    | CUSIP: 38016LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       275000 | PA      | $260749.50    | 0.00%             | 2027-12-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                           | GENERAL DYNAMICS CORP SR UNSEC 3.625% 04-01-30                                                 | CUSIP: 369550BM9<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |      1518000 | PA      | $1414413.20   | 0.01%             | 2030-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                                          | GROUP 1 AUTOMOTIVE INC 144A LIFE SR UNSEC 4.0% 08-15-28                                        | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |       565000 | PA      | $479182.15    | 0.01%             | 2028-08-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| GARTNER INC                                                                     | GARTNER INC 144A LIFE SR UNSEC 3.75% 10-01-30                                                  | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |       343000 | PA      | $296181.19    | 0.00%             | 2030-10-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                             | GILEAD SCIENCES INC SR UNSEC 2.8% 10-01-50                                                     | CUSIP: 375558BT9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |       692000 | PA      | $445506.83    | 0.00%             | 2050-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP                                                               | GENESIS ENERGY LP SR UNSEC 8.0% 01-15-27                                                       | CUSIP: 37185LAM4<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |      1142000 | PA      | $1080126.44   | 0.01%             | 2027-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPERATING COMPANY LLC/GD FINANCE CO INC                                | GO DADDY OPERATING CO LLC 144A LIFE SR UNSEC 3.5% 03-01-29                                     | CUSIP: 38016LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       675000 | PA      | $565982.10    | 0.01%             | 2029-03-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | GOLDMAN SACHS GROUP INC EUR REG S SR UNSEC 1.0% 03-18-33                                       | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |     22674000 | PA      | $17527118.23  | 0.18%             | 2033-03-18      | Fixed         | 1.00%                 | No            |                  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      | $5789761.20   | 0.06%             | 2028-04-10      | Fixed         | 2.40%                 | No            |                  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        |      1035000 | PA      | $796391.10    | 0.01%             | 2031-08-12      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY COMPANY                                                     | SOUTHWESTERN ENERGY CO SR UNSEC 5.375% 03-15-30                                                | CUSIP: 845467AS8<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |       870000 | PA      | $795131.28    | 0.01%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCE US INC                                                       | STELLANTIS FINANCE US INC 144A LIFE SR UNSEC 1.711% 01-29-27                                   | CUSIP: 85855CAA8<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |      4000000 | PA      | $3437744.00   | 0.04%             | 2027-01-29      | Fixed         | 1.71%                 | Yes           |                  2 | On Loan: No      |
| STELLANTIS FINANCE US INC                                                       | STELLANTIS FINANCE US INC 144A LIFE SR UNSEC 2.691% 09-15-31                                   | CUSIP: 85855CAB6<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |      3775000 | PA      | $2889271.75   | 0.03%             | 2031-09-15      | Fixed         | 2.69%                 | 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        |       350000 | PA      | $280702.80    | 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        |       360000 | PA      | $283505.40    | 0.00%             | 2031-11-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| SVB FINANCIAL GROUP                                                             | SVB FINANCIAL GROUP PRP SUB (H) 4.7% 12-31-49/11-15-31                                         | CUSIP: 78486QAQ4<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |      3070000 | PA      | $1948621.10   | 0.02%             | 2049-12-31      | Variable      | 4.70%                 | No            |                  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        |      1630000 | PA      | $1078716.07   | 0.01%             | 2051-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                             | SHERWIN-WILLIAMS CO SR UNSEC 2.2% 03-15-32                                                     | CUSIP: 824348BN5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |       750000 | PA      | $595110.75    | 0.01%             | 2032-03-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                             | SHERWIN-WILLIAMS CO SR UNSEC 2.9% 03-15-52                                                     | CUSIP: 824348BP0<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |       250000 | PA      | $156739.50    | 0.00%             | 2052-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY COMPANY                                                     | SOUTHWESTERN ENERGY CO SR UNSEC 4.75% 02-01-32                                                 | CUSIP: 845467AT6<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |       600000 | PA      | $513909.00    | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SINGAPORE AIRLINES LTD                                                          | SINGAPORE AIRLINES LTD REG S SR UNSEC 3.375% 01-19-29                                          | CUSIP: N/A<br>LEI: 549300ZG62N2599PWR15       | Long             | DBT              | CORP              | SG        |     18520000 | PA      | $16738746.40  | 0.18%             | 2029-01-19      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO/THE                                                       | SCOTTS MIRACLE-GRO CO SR UNSEC 4.375% 02-01-32                                                 | CUSIP: 810186AW6<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |       345000 | PA      | $260533.65    | 0.00%             | 2032-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES HOLDINGS LP                                                    | SCIENTIFIC GAMES HOLDINGS LP 144A LIFE SR UNSEC 6.625% 03-01-30                                | CUSIP: 80874DAA4<br>LEI: 549300W5GPFXXB6TQ330 | Long             | DBT              | CORP              | US        |       671000 | PA      | $567666.00    | 0.01%             | 2030-03-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| SUN COMMUNITIES OPERATING LP                                                    | SUN COMMUNITIES OPERATING LP SR UNSEC 4.2% 04-15-32                                            | CUSIP: 866677AH0<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |      2334000 | PA      | $2062028.32   | 0.02%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                                                 | SEALED AIR CORP 144A LIFE SR UNSEC 5.0% 04-15-29                                               | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |       300000 | PA      | $282433.50    | 0.00%             | 2029-04-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| SOUTH32 TREASURY (USA) LTD                                                      | SOUTH32 TREASURY LTD 144A LIFE SR UNSEC 4.35% 04-14-32                                         | CUSIP: 84055BAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |       945000 | PA      | $811079.33    | 0.01%             | 2032-04-14      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 4.7% 06-01-27                                    | CUSIP: 842400HQ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |       228000 | PA      | $223623.54    | 0.00%             | 2027-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| STE TRANSCORE HOLDINGS INC                                                      | STE TRANSCORE HOLDINGS INC REG S SR UNSEC 3.75% 05-05-32                                       | CUSIP: N/A<br>LEI: 2549005ISD49W0N6WG55       | Long             | DBT              | CORP              | US        |       300000 | PA      | $271664.10    | 0.00%             | 2032-05-05      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                 | SANDS CHINA LTD SR UNSEC 2.8% 03-08-27                                                         | CUSIP: 80007RAN5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | MO        |       600000 | PA      | $514674.00    | 0.01%             | 2027-03-08      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                               | STATE STREET CORP SR UNSEC 5.82% 11-04-28/27                                                   | CUSIP: 857477BY8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |       679000 | PA      | $702414.64    | 0.01%             | 2028-11-04      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.95% 11-01-32                                   | CUSIP: 842400HT3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |       750000 | PA      | $794873.25    | 0.01%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.85% 11-01-27                                   | CUSIP: 842400HS5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1031056.00   | 0.01%             | 2027-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                          | COLOMBIA COLTES COP 7.25% 10-18-34                                                             | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  20545400000 | PA      | $2801209.33   | 0.03%             | 2034-10-18      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CENTRAL BANK OF TUNISIA                                                         | CENTRAL BANK OF TUNISIA EUR 144A LIFE 6.375% 07-15-26                                          | CUSIP: N/A<br>LEI: 254900B5LFB16S9T2T11       | Long             | DBT              | NUSS              | TN        |      9500000 | PA      | $6447442.36   | 0.07%             | 2026-07-15      | Fixed         | 6.38%                 | Yes           |                  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        |    570100000 | PA      | $90784142.09  | 0.95%             | 2049-07-22      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| COSTA RICA (REPUBLIC OF)                                                        | COSTA RICA REP OF 144A LIFE SF 6.125% 02-19-31                                                 | CUSIP: 221597CP0<br>LEI: 549300DYYS8QPMR8OP36 | Long             | DBT              | NUSS              | CR        |      2480000 | PA      | $2417724.72   | 0.03%             | 2031-02-19      | Fixed         | 6.12%                 | Yes           |                  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      | $11035195.81  | 0.12%             | 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        |    121120000 | PA      | $17797358.90  | 0.19%             | 2050-03-16      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                          | TITULOS DE TESORERIA COP UNSEC 5.75% 11-03-27                                                  | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  52550400000 | PA      | $8222273.19   | 0.09%             | 2027-11-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                                          | CHINA GOVT BOND CNY 1.99% 04-09-25                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     20000000 | PA      | $2848859.99   | 0.03%             | 2025-04-09      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                                          | CHINA GOVT BOND CNY 2.85% 06-04-27                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      7320000 | PA      | $1060890.88   | 0.01%             | 2027-06-04      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                                          | CHINA GOVT BOND CNY 2.36% 07-02-23                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      7690000 | PA      | $1106627.91   | 0.01%             | 2023-07-02      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                          | TITULOS DE TESORERIA COP UNSEC 7.25% 10-26-50                                                  | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        | 112220200000 | PA      | $13173443.17  | 0.14%             | 2050-10-26      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                                          | CHINA GOVT BOND CNY 3.81% 09-14-50                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    309790000 | PA      | $48955572.21  | 0.51%             | 2050-09-14      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                                          | CHINA GOVT BOND CNY 3.72% 04-12-51                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     12000000 | PA      | $1873751.74   | 0.02%             | 2051-04-12      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                                          | CHINA GOVT BOND CNY 3.02% 05-27-31                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     18000000 | PA      | $2620645.89   | 0.03%             | 2031-05-27      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| CANADA (GOVERNMENT OF)                                                          | CANADA GOVT CAD BOND 0.75% 10-01-24                                                            | CUSIP: 135087M50<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    115050000 | PA      | $80294958.46  | 0.84%             | 2024-10-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                                      | BRAZIL NTNF BRL 10.0% 01-01-29                                                                 | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |        33000 | PA      | $5602675.28   | 0.06%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                                      | BRAZIL NTNF BRL 10.0% 01-01-25                                                                 | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |        30868 | PA      | $5593411.39   | 0.06%             | 2025-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| NEW ZEALAND (GOVERNMENT OF)                                                     | NEW ZEALAND GOVT BD NZD 2.0% 05-15-32                                                          | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |      1350000 | PA      | $697240.77    | 0.01%             | 2032-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY BOND 2.375% 11-15-49                                                               | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       100000 | PA      | $72817.67     | 0.00%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY BOND 2.0% 02-15-50                                                                 | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     18540000 | PA      | $12316752.36  | 0.13%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY BOND 1.5% 02-15-30                                                                 | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       240000 | PA      | $204539.86    | 0.00%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| THAILAND (KINGDOM OF)                                                           | THAILAND GVT THB BOND 3.625% 06-16-23                                                          | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |     40957000 | PA      | $1196050.84   | 0.01%             | 2023-06-16      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY BOND 0.625% 05-15-30                                                               | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     35267500 | PA      | $27921367.92  | 0.29%             | 2030-05-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY BOND 1.25% 05-15-50                                                                | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     12110000 | PA      | $6550710.74   | 0.07%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY BOND 1.125% 08-15-40                                                               | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3750000 | PA      | $2337975.00   | 0.02%             | 2040-08-15      | Fixed         | 1.12%                 | 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        |     12988000 | PA      | $303097.84    | 0.00%             | 2042-06-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY BOND 1.625% 11-15-50                                                               | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      5855000 | PA      | $3506728.71   | 0.04%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY BOND 1.875% 02-15-41                                                               | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     33996200 | PA      | $24080898.90  | 0.25%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY I/L 0.125% 12-15-51                                                                | CUSIP: 912810SV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     16808157 | PA      | $10841920.81  | 0.11%             | 2051-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY BOND 2.25% 05-15-41                                                                | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     35385000 | PA      | $26635842.90  | 0.28%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE WI 0.875% 06-30-26                                                            | CUSIP: 91282CCJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     44247000 | PA      | $39568140.81  | 0.42%             | 2026-06-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| THAILAND (KINGDOM OF)                                                           | THAILAND GVT THB BOND 1.0% 06-17-27                                                            | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |     44686000 | PA      | $1239797.13   | 0.01%             | 2027-06-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY BOND 1.75% 08-15-41                                                                | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3460000 | PA      | $2373990.08   | 0.02%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 0.125% 08-31-23                                                               | CUSIP: 91282CCU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      5500000 | PA      | $5336503.70   | 0.06%             | 2023-08-31      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 0.875% 09-30-26                                                               | CUSIP: 91282CCZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     50975000 | PA      | $45280011.83  | 0.47%             | 2026-09-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 1.125% 10-31-26                                                               | CUSIP: 91282CDG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     95220000 | PA      | $85166196.30  | 0.89%             | 2026-10-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY BOND 2.25% 02-15-52                                                                | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     51400000 | PA      | $35932640.04  | 0.38%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 1.875% 02-15-32                                                               | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    109350000 | PA      | $92743365.42  | 0.97%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                           | JAPAN GVT 176 JPY BD 0.5% 03-20-41                                                             | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    741900000 | PA      | $4970277.76   | 0.05%             | 2041-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                           | JAPAN GVT I/L 26 JPY 0.005% 03-10-31                                                           | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   2490569122 | PA      | $19732855.15  | 0.21%             | 2031-03-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                           | JAPAN GVT 363 JPY BD 0.1% 06-20-31                                                             | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    850000000 | PA      | $6260401.55   | 0.07%             | 2031-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                           | JAPAN GVT 73 JPY BD #73 0.7% 12-20-51                                                          | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   7338050000 | PA      | $44794143.27  | 0.47%             | 2051-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                           | JAPAN GVT 74 JPY BD 1.0% 03-20-52                                                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   3853400000 | PA      | $25448647.53  | 0.27%             | 2052-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                           | JAPAN GVT 367 JPY BD 0.2% 06-20-32                                                             | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   9112050000 | PA      | $67985446.62  | 0.71%             | 2032-06-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                           | JAPAN GVT 76 JPY BD 1.4% 09-20-52                                                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   1910000000 | PA      | $13927849.82  | 0.15%             | 2052-09-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                           | JAPAN GVT I/L 18 JPY 0.1% 03-10-24                                                             | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   2664180000 | PA      | $20756812.33  | 0.22%             | 2024-03-10      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                           | JAPAN GVT I/L 17 JPY 0.1% 09-10-23                                                             | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   1515100000 | PA      | $11729210.61  | 0.12%             | 2023-09-10      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BAHRAIN (KINGDOM OF)                                                            | BAHRAIN KINGDOM OF REG S 6.125% 08-01-23                                                       | CUSIP: N/A<br>LEI: 549300RODM1WN85LFQ95       | Long             | DBT              | NUSS              | BH        |      1000000 | PA      | $1000911.00   | 0.01%             | 2023-08-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| KOREA (REPUBLIC OF)                                                             | KOREA NDFB 2712 KRW (B) 2.375% 12-10-27                                                        | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |  28587150000 | PA      | $21174950.76  | 0.22%             | 2027-12-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SWEDEN (KINGDOM OF)                                                             | SWEDEN GOVT EUR 144A LIFE 0.125% 04-24-23                                                      | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |      3000000 | PA      | $3190376.66   | 0.03%             | 2023-04-24      | Fixed         | 0.12%                 | Yes           |                  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        |  21008450000 | PA      | $14485662.71  | 0.15%             | 2031-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LUXEMBOURG (GRAND DUCHY OF)                                                     | GRAND DUCHY OF LUX REG S EUR 0.0% 09-14-32                                                     | CUSIP: N/A<br>LEI: 22210065LIUFB00MNF63       | Long             | DBT              | NUSS              | LU        |       271000 | PA      | $217732.87    | 0.00%             | 2032-09-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LITHUANIA (REPUBLIC OF)                                                         | REPUBLIC OF LITHUANIA EUR REG S 4.125% 04-25-28                                                | CUSIP: N/A<br>LEI: 529900F7Y171QF1RSU09       | Long             | DBT              | NUSS              | LT        |      2450000 | PA      | $2693606.83   | 0.03%             | 2028-04-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                              | SPAIN GOVT EUR 144A LIFE/REG S 0.5% 04-30-30                                                   | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      2560000 | PA      | $2251051.18   | 0.02%             | 2030-04-30      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                              | SPAIN GOVT EUR 144A LIFE/REG S 1.0% 10-31-50                                                   | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      1000000 | PA      | $560093.69    | 0.01%             | 2050-10-31      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                              | SPAIN GOVT EUR 144A/REG S 0.8% 07-30-27                                                        | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     83500000 | PA      | $80741067.39  | 0.85%             | 2027-07-30      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| CORPORATE OFFICE PROPERTIES LP                                                  | CORPORATE OFFICE PROPERTIES LP SR UNSEC 2.0% 01-15-29                                          | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |       511000 | PA      | $392874.17    | 0.00%             | 2029-01-15      | Fixed         | 2.00%                 | 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        |       475000 | PA      | $351500.00    | 0.00%             | 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        |       625000 | PA      | $532281.25    | 0.01%             | 2029-07-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                        | CELANESE US HOLDINGS LLC EUR SR UNSEC 0.625% 09-10-28                                          | CUSIP: N/A<br>LEI: CD30XVRLT4QO00B1C706       | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1171742.93   | 0.01%             | 2028-09-10      | Fixed         | 0.62%                 | No            |                  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        |      7770000 | PA      | $7272764.75   | 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: N/A<br>LEI: 51M0QTTNCGUN7KFCFZ59       | Long             | DBT              | CORP              | US        |      8195000 | PA      | $6983368.58   | 0.07%             | 2029-09-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                       | CAESARS ENTERTAINMENT INC 144A LIFE SR UNSEC 4.625% 10-15-29                                   | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |       445000 | PA      | $362939.78    | 0.00%             | 2029-10-15      | Fixed         | 4.62%                 | Yes           |                  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        |        75000 | PA      | $39742.50     | 0.00%             | 2028-10-01      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| CATALENT PHARMA SOLUTIONS INC                                                   | CATALENT PHARMA SOLUTIONS INC 144A LIFE SR UNSEC 3.5% 04-01-30                                 | CUSIP: 14879EAK4<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |       115000 | PA      | $90949.48     | 0.00%             | 2030-04-01      | Fixed         | 3.50%                 | 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      | $201286.80    | 0.00%             | 2029-11-15      | Fixed         | 3.88%                 | Yes           |                  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        |       725000 | PA      | $484486.33    | 0.01%             | 2029-05-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| CORPORATE OFFICE PROPERTIES LP                                                  | CORPORATE OFFICE PROPERTIES LP SR UNSEC 2.9% 12-01-33                                          | CUSIP: 22003BAP1<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |      1075000 | PA      | $765547.28    | 0.01%             | 2033-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES INC                                                       | CONTINENTAL RESOURCES INC 144A LIFE SR UNSEC 2.875% 04-01-32                                   | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |      2487000 | PA      | $1845684.77   | 0.02%             | 2032-04-01      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC                                                          | CHUBB INA HOLDINGS INC SR UNSEC 2.85% 12-15-51                                                 | CUSIP: 171239AH9<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |       324000 | PA      | $215637.88    | 0.00%             | 2051-12-15      | Fixed         | 2.85%                 | No            |                  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        |       475000 | PA      | $377935.18    | 0.00%             | 2032-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| COVANTA HOLDING CORP                                                            | COVANTA HOLDING CORP 144A LIFE SR UNSEC 4.875% 12-01-29                                        | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |       145000 | PA      | $118982.65    | 0.00%             | 2029-12-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                     | CANADIAN PACIFIC RAILWAY CO SR UNSEC 2.45% 12-02-31                                            | CUSIP: 13645RBF0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      1307000 | PA      | $1085986.30   | 0.01%             | 2031-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                     | CANADIAN PACIFIC RAILWAY CO SR UNSEC 1.75% 12-02-26                                            | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      1408000 | PA      | $1256661.12   | 0.01%             | 2026-12-02      | Fixed         | 1.75%                 | No            |                  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        |      5202000 | PA      | $3943854.68   | 0.04%             | 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        |     16770000 | PA      | $11352334.11  | 0.12%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                                     | CHENIERE ENERGY PARTNERS LP SR UNSEC 4.0% 03-01-31                                             | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |       425000 | PA      | $362401.75    | 0.00%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CIENA CORP                                                                      | CIENA CORP 144A LIFE SR UNSEC 4.0% 01-31-30                                                    | CUSIP: 171779AL5<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | DBT              | CORP              | US        |       500000 | PA      | $440692.50    | 0.00%             | 2030-01-31      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CONOCOPHILLIPS CO                                                               | CONOCOPHILLIPS CO SR UNSEC 3.8% 03-15-52                                                       | CUSIP: 20826FAV8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |      2275000 | PA      | $1800421.35   | 0.02%             | 2052-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC                                         | CENTERPOINT ENERGY HOUSTON ELECTRIC LLC SR SEC 1ST LIEN 3.6% 03-01-52                          | CUSIP: 15189XAY4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |      1295000 | PA      | $1001569.84   | 0.01%             | 2052-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION OIL SERVICES HOLDING SA                                           | CONSTELLATION OIL SERVICES HOLDING SA SR SEC 1ST LIEN PIK 3.0% 12-31-26                        | CUSIP: 21038MAM5<br>LEI: 54930059EGCX1QIQVD73 | Long             | DBT              | CORP              | LU        |      2729310 | PA      | $1615410.36   | 0.02%             | 2026-12-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CDI ESCROW ISSUER INC                                                           | CDI ESCROW ISSUER INC 144A LIFE SR UNSEC 5.75% 04-01-30                                        | CUSIP: 12511VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       905000 | PA      | $812856.52    | 0.01%             | 2030-04-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| DH EUROPE FINANCE II SARL                                                       | DH EUROPE FINANCE II SARL EUR SR UNSEC 0.45% 03-18-28                                          | CUSIP: 23291KAB1<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |      1957000 | PA      | $1789606.09   | 0.02%             | 2028-03-18      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                      | DOW CHEMICAL CO/THE EUR SR UNSEC 1.875% 03-15-40                                               | CUSIP: 260543DB6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $711947.73    | 0.01%             | 2040-03-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC COMPANY                                                            | DTE ELECTRIC CO SR SEC 1ST LIEN 2.625% 03-01-31                                                | CUSIP: 23338VAM8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |      1033000 | PA      | $880861.83    | 0.01%             | 2031-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS LLC                                                    | DISCOVERY COMMUNICATIONS LLC SR UNSEC 3.625% 05-15-30                                          | CUSIP: 25470DBJ7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |      2669000 | PA      | $2205213.21   | 0.02%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                      | DAVITA INC 144A LIFE SR UNSEC 4.625% 06-01-30                                                  | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |       430000 | PA      | $346813.06    | 0.00%             | 2030-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| DIEBOLD NIXDORF INC                                                             | DIEBOLD NIXDORF INC 144A LIFE SR SEC 1ST LIEN 9.375% 07-15-25                                  | CUSIP: 253657AA8<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |       456000 | PA      | $310843.80    | 0.00%             | 2025-07-15      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                      | DOW CHEMICAL CO/THE SR UNSEC 3.6% 11-15-50                                                     | CUSIP: 260543DD2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $719110.00    | 0.01%             | 2050-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DIAMOND FOREIGN ASSET CO                                                        | DIAMOND OFFSHORE DRILLING SR UNSEC PIK UNFUNDED BACKSTOP 0.0% 03-22-27                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | KY        |       143602 | PA      | $136421.90    | 0.00%             | 2027-03-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                         | MERCEDES-BENZ FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 0.75% 03-01-24                      | CUSIP: 233851EB6<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |       667000 | PA      | $633611.98    | 0.01%             | 2024-03-01      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                | DUKE ENERGY CORP SR UNSEC 3.5% 06-15-51                                                        | CUSIP: 26441CBN4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      1589000 | PA      | $1110377.31   | 0.01%             | 2051-06-15      | Fixed         | 3.50%                 | No            |                  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        |       705000 | PA      | $632074.80    | 0.01%             | 2027-08-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                        | DUKE ENERGY PROGRESS LLC SR SEC 1ST LIEN 2.0% 08-15-31                                         | CUSIP: 26442UAL8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     10500000 | PA      | $8323486.50   | 0.09%             | 2031-08-15      | Fixed         | 2.00%                 | 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      | $8499172.38   | 0.09%             | 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 2.375% 12-14-28                    | CUSIP: 233853AG5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |      1100000 | PA      | $926426.60    | 0.01%             | 2028-12-14      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                        | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 2.5% 12-14-31                      | CUSIP: 233853AH3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |      2625000 | PA      | $2041690.88   | 0.02%             | 2031-12-14      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| DUN & BRADSTREET CORP (THE)                                                     | DUN & BRADSTREET CORP 144A LIFE SR UNSEC 5.0% 12-15-29                                         | CUSIP: 26483EAL4<br>LEI: RI37BMPWE56BCJ747E14 | Long             | DBT              | CORP              | US        |      1152000 | PA      | $987336.58    | 0.01%             | 2029-12-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD US BORROWER LLC                                             | CUSHMAN & WAKEFIELD US BORROWER LLC 144A LIFE SR SEC 1ST LIEN 6.75% 05-15-28                   | CUSIP: 23166MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       700000 | PA      | $669287.50    | 0.01%             | 2028-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP SR UNSEC 2.8% 01-15-51                                                            | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       200000 | PA      | $127102.00    | 0.00%             | 2051-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP SR UNSEC 1.95% 01-15-31                                                           | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       642000 | PA      | $520483.52    | 0.01%             | 2031-01-15      | Fixed         | 1.95%                 | 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      | $174393.00    | 0.00%             | 2050-05-08      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                                     | CHENIERE ENERGY PARTNERS LP SR UNSEC 4.5% 10-01-29                                             | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |       810000 | PA      | $730195.56    | 0.01%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CAESARS RESORT COLLECTION LLC                                                   | CAESARS RESORT COLLECTION LLC 144A LIFE SR SEC 1ST LIEN 5.75% 07-01-25                         | CUSIP: 12770RAA1<br>LEI: 549300V3UCT773B1KR38 | Long             | DBT              | CORP              | US        |      1040000 | PA      | $1019580.64   | 0.01%             | 2025-07-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                  | CANADIAN NATURAL RESOURCES LTD SR UNSEC 2.95% 07-15-30                                         | CUSIP: 136385BA8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     10338000 | PA      | $8736302.65   | 0.09%             | 2030-07-15      | Fixed         | 2.95%                 | No            |                  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        |       795000 | PA      | $639498.00    | 0.01%             | 2031-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                 | CHEVRON USA INC SR UNSEC 1.018% 08-12-27                                                       | CUSIP: 166756AL0<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |      3856000 | PA      | $3312959.52   | 0.03%             | 2027-08-12      | Fixed         | 1.02%                 | No            |                  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      | $4295588.00   | 0.05%             | 2031-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CORPORATE OFFICE PROPERTIES LP                                                  | CORPORATE OFFICE PROPERTIES LP SR UNSEC 2.25% 03-15-26                                         | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |      1048000 | PA      | $920101.03    | 0.01%             | 2026-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO                                                                    | COCA-COLA CO/THE SR UNSEC 1.375% 03-15-31                                                      | CUSIP: 191216DE7<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      1487000 | PA      | $1163341.07   | 0.01%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO                                                                    | COCA-COLA CO/THE SR UNSEC 2.5% 03-15-51                                                        | CUSIP: 191216DC1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |       710000 | PA      | $462788.65    | 0.00%             | 2051-03-15      | Fixed         | 2.50%                 | 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        |       725000 | PA      | $596680.80    | 0.01%             | 2030-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES INC                                                       | CONTINENTAL RESOURCES INC 144A LIFE SR UNSEC 5.75% 01-15-31                                    | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |       260000 | PA      | $242534.50    | 0.00%             | 2031-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                            | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 2.3% 02-01-32                             | CUSIP: 161175BX1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |      2900000 | PA      | $2142984.00   | 0.02%             | 2032-02-01      | Fixed         | 2.30%                 | 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      | $176841.99    | 0.00%             | 2051-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                             | CARRIER GLOBAL CORP SR UNSEC 3.377% 04-05-40                                                   | CUSIP: 14448CAR5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |       989000 | PA      | $754447.77    | 0.01%             | 2040-04-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                             | CARRIER GLOBAL CORP SR UNSEC 2.493% 02-15-27                                                   | CUSIP: 14448CAP9<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |       167000 | PA      | $150776.62    | 0.00%             | 2027-02-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                             | CARRIER GLOBAL CORP SR UNSEC 2.722% 02-15-30                                                   | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |       103000 | PA      | $86942.71     | 0.00%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP/THE                                                         | CHARLES SCHWAB CORP SR UNSEC 1.65% 03-11-31                                                    | CUSIP: 808513BG9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |       625000 | PA      | $488025.00    | 0.01%             | 2031-03-11      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| CRESTWOOD MIDSTREAM PARTNERS LP                                                 | CRESTWOOD MIDSTREAM PARTNERS LP 144A LIFE SR UNSEC 6.0% 02-01-29                               | CUSIP: 226373AR9<br>LEI: 549300VJQPPSEJPBNA66 | Long             | DBT              | CORP              | US        |       500000 | PA      | $459478.00    | 0.00%             | 2029-02-01      | 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        |       820000 | PA      | $789020.40    | 0.01%             | 2026-02-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                              | CREDIT AGRICOLE SA 144A LIFE SR UNSEC 1.247% 01-26-27/26                                       | CUSIP: 22535WAH0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      4588000 | PA      | $4017298.68   | 0.04%             | 2027-01-26      | Variable      | 1.25%                 | Yes           |                  2 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                                                          | CHESAPEAKE ENERGY CORP 144A LIFE SR UNSEC 5.875% 02-01-29                                      | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |       580000 | PA      | $550379.40    | 0.01%             | 2029-02-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                            | CLEVELAND-CLIFFS INC 144A LIFE SR UNSEC 4.625% 03-01-29                                        | CUSIP: 185899AK7<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |       143000 | PA      | $127119.14    | 0.00%             | 2029-03-01      | Fixed         | 4.62%                 | 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        |       818000 | PA      | $723468.65    | 0.01%             | 2031-03-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| CENTENE CORP                                                                    | CENTENE CORP SR UNSEC 2.5% 03-01-31                                                            | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |       615000 | PA      | $482404.77    | 0.01%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CMB INTERNATIONAL LEASING MANAGEMENT LTD                                        | CMB INTERNATIONAL LEASING MANAGEMENT LTD REG S SR UNSEC 3.625% 07-03-29                        | CUSIP: N/A<br>LEI: 5493003RO1EBM4E5IG13       | Long             | DBT              | CORP              | HK        |       960000 | PA      | $802909.44    | 0.01%             | 2029-07-03      | Fixed         | 3.62%                 | 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        |      1415000 | PA      | $1279598.65   | 0.01%             | 2029-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CIGNA CORP                                                                      | CIGNA CORP SR UNSEC 2.375% 03-15-31                                                            | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |       245000 | PA      | $201109.48    | 0.00%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                                                  | COMMONWEALTH BANK OF AUSTRALIA 144A LIFE SUB 2.688% 03-11-31                                   | CUSIP: 202712BN4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     17875000 | PA      | $13812924.13  | 0.14%             | 2031-03-11      | Fixed         | 2.69%                 | Yes           |                  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        |      1865000 | PA      | $1598474.72   | 0.02%             | 2029-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                                    | CHARLES RIVER LABORATORIES INTERNATIONAL INC 144A LIFE SR UNSEC 4.0% 03-15-31                  | CUSIP: 159864AJ6<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |       500000 | PA      | $433222.50    | 0.00%             | 2031-03-15      | Fixed         | 4.00%                 | 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        |       185000 | PA      | $153383.50    | 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        |       850000 | PA      | $653858.25    | 0.01%             | 2033-06-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC SR UNSEC 0.981% 05-01-25/24                                                      | CUSIP: 172967MX6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      8832000 | PA      | $8275080.58   | 0.09%             | 2025-05-01      | Variable      | 0.98%                 | No            |                  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        |        10000 | PA      | $7979.25      | 0.00%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC SR UNSEC 1.462% 06-09-27/26                                                      | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     26100000 | PA      | $22670199.00  | 0.24%             | 2027-06-09      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| CVR PARTNERS LP                                                                 | CVR PARTNERS LP 144A LIFE SR SEC 1ST LIEN 6.125% 06-15-28                                      | CUSIP: 12663QAC9<br>LEI: 529900LE0OS06MYQRP11 | Long             | DBT              | CORP              | US        |       380000 | PA      | $341395.04    | 0.00%             | 2028-06-15      | Fixed         | 6.12%                 | 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      | $292740.00    | 0.00%             | 2030-01-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                | CROWN CASTLE INC SR UNSEC 2.5% 07-15-31                                                        | CUSIP: 22822VAY7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      1074000 | PA      | $868175.42    | 0.01%             | 2031-07-15      | Fixed         | 2.50%                 | 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        |      1615000 | PA      | $1241119.43   | 0.01%             | 2028-05-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CENTERFIELD MEDIA PARENT INC                                                    | MILLENNIUM ESCROW CORP 144A LIFE SR SEC 1ST LIEN 6.625% 08-01-26                               | CUSIP: 60041CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       420000 | PA      | $269346.42    | 0.00%             | 2026-08-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                        | COREBRIDGE FINANCIAL INC 144A SR UNSEC 3.65% 04-05-27                                          | CUSIP: 21871XAC3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |       548000 | PA      | $511664.86    | 0.01%             | 2027-04-05      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                        | COREBRIDGE FINANCIAL INC 144A SR UNSEC 3.5% 04-04-25                                           | CUSIP: 21871XAA7<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |       157000 | PA      | $150645.58    | 0.00%             | 2025-04-04      | Fixed         | 3.50%                 | 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      | $1481433.38   | 0.02%             | 2031-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                                        | CONSUMERS ENERGY CO SR SEC 1ST LIEN 2.65% 08-15-52                                             | CUSIP: 210518DN3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |       301000 | PA      | $190843.93    | 0.00%             | 2052-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                                | PNC FINANCIAL SERVICES GROUP INC SR UNSEC 6.037% 10-28-33/32                                   | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      5155000 | PA      | $5383479.91   | 0.06%             | 2033-10-28      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.125% 11-17-27                                       | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      2143000 | PA      | $2162445.58   | 0.02%             | 2027-11-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.625% 11-17-29                                       | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      2577000 | PA      | $2620363.18   | 0.03%             | 2029-11-17      | Fixed         | 5.62%                 | 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      | $10211264.19  | 0.11%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| QATAR ENERGY                                                                    | QATARENERGY 144A LIFE SR UNSEC 2.25% 07-12-31                                                  | CUSIP: 74730DAC7<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |       932000 | PA      | $773728.69    | 0.01%             | 2031-07-12      | Fixed         | 2.25%                 | 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        |     16587000 | PA      | $12807585.70  | 0.13%             | 2041-07-12      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| QATAR ENERGY                                                                    | QATARENERGY 144A LIFE SR UNSEC 3.3% 07-12-51                                                   | CUSIP: 74730DAD5<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |      4710000 | PA      | $3489168.00   | 0.04%             | 2051-07-12      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                               | NATWEST GROUP PLC SR UNSEC 4.445% 05-08-30/29                                                  | CUSIP: 780097BL4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      8625000 | PA      | $7827601.50   | 0.08%             | 2030-05-08      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                                          | RADIOLOGY PARTNERS INC 144A LIFE SR UNSEC 9.25% 02-01-28                                       | CUSIP: 75041VAA2<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |      1414000 | PA      | $795988.68    | 0.01%             | 2028-02-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                     | ROYAL CARIBBEAN CRUISES LTD 144A LIFE SR SEC 1ST LIEN 11.5% 06-01-25                           | CUSIP: 780153AZ5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |       298000 | PA      | $320260.60    | 0.00%             | 2025-06-01      | Fixed         | 11.50%                | Yes           |                  2 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORP                                                      | RAYTHEON TECHNOLOGIES CORP EUR SR UNSEC 2.15% 05-18-30                                         | CUSIP: 75513EAB7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      1600000 | PA      | $1486217.91   | 0.02%             | 2030-05-18      | Fixed         | 2.15%                 | 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        |      7373000 | PA      | $5711251.14   | 0.06%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| RP ESCROW ISSUER LLC                                                            | RP ESCROW ISSUER LLC 144A LIFE SR SEC 1ST LIEN 5.25% 12-15-25                                  | CUSIP: 74969PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1025000 | PA      | $784023.53    | 0.01%             | 2025-12-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| ANYWHERE REAL ESTATE GROUP LLC                                                  | REALOGY GROUP LLC 144A LIFE SR UNSEC 5.75% 01-15-29                                            | CUSIP: 75606DAL5<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |       825000 | PA      | $625094.25    | 0.01%             | 2029-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORP                                                      | RAYTHEON TECHNOLOGIES CORP SR UNSEC 1.9% 09-01-31                                              | CUSIP: 75513ECM1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      1430000 | PA      | $1126333.78   | 0.01%             | 2031-09-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORP                                                      | RAYTHEON TECHNOLOGIES CORP SR UNSEC 2.82% 09-01-51                                             | CUSIP: 75513ECL3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |       750000 | PA      | $489278.25    | 0.01%             | 2051-09-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                        | AT&T INC CAD SR UNSEC 5.1% 11-25-48                                                            | CUSIP: 00206RGC0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       400000 | PA      | $263296.90    | 0.00%             | 2048-11-25      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                 | ASTRAZENECA PLC SR UNSEC 4.0% 01-17-29                                                         | CUSIP: 046353AT5<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |      1000000 | PA      | $961816.00    | 0.01%             | 2029-01-17      | Fixed         | 4.00%                 | 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        |       180000 | PA      | $146179.98    | 0.00%             | 2029-09-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| RIO TINTO FINANCE (USA) LTD                                                     | RIO TINTO FINANCE USA LTD SR UNSEC 2.75% 11-02-51                                              | CUSIP: 767201AT3<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |      1217000 | PA      | $810885.88    | 0.01%             | 2051-11-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORP                                                      | RAYTHEON TECHNOLOGIES CORP SR UNSEC 2.375% 03-15-32                                            | CUSIP: 75513ECN9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |       500000 | PA      | $406262.00    | 0.00%             | 2032-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORP                                                      | RAYTHEON TECHNOLOGIES CORP SR UNSEC 3.03% 03-15-52                                             | CUSIP: 75513ECP4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |       500000 | PA      | $341367.00    | 0.00%             | 2052-03-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDINGS LLC                                             | ASCENT RESOURCES UTICA HOLDINGS LLC 144A LIFE SR UNSEC 7.0% 11-01-26                           | CUSIP: 04364VAG8<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |      1025000 | PA      | $995858.23    | 0.01%             | 2026-11-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC                                              | ANHEUSER-BUSCH INBEV WORLDWIDE INC SR UNSEC 5.55% 01-23-49                                     | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |      1767000 | PA      | $1756825.61   | 0.02%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                                              | ROCHE HOLDINGS INC 144A LIFE SR UNSEC 1.93% 12-13-28                                           | CUSIP: 771196BW1<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $2569629.00   | 0.03%             | 2028-12-13      | Fixed         | 1.93%                 | Yes           |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                                              | ROCHE HOLDINGS INC 144A LIFE SR UNSEC 2.076% 12-13-31                                          | CUSIP: 771196BX9<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |      6500000 | PA      | $5305696.50   | 0.06%             | 2031-12-13      | Fixed         | 2.08%                 | Yes           |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                                                            | RANGE RESOURCES CORP SR UNSEC 8.25% 01-15-29                                                   | CUSIP: 75281ABJ7<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |       635000 | PA      | $655186.65    | 0.01%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                     | ROYAL CARIBBEAN CRUISES LTD 144A LIFE SR UNSEC 5.375% 07-15-27                                 | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |       300000 | PA      | $243285.30    | 0.00%             | 2027-07-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC                                              | ANHEUSER-BUSCH INBEV WORLDWIDE INC SR UNSEC 4.75% 01-23-29                                     | CUSIP: 035240AQ3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     12403000 | PA      | $12269494.11  | 0.13%             | 2029-01-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                              | AMERICAN HONDA FINANCE CORP SR UNSEC 3.55% 01-12-24                                            | CUSIP: 02665WCT6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $986682.00    | 0.01%             | 2024-01-12      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ANYWHERE REAL ESTATE GROUP LLC                                                  | REALOGY GROUP LLC 144A LIFE SR UNSEC 5.25% 04-15-30                                            | CUSIP: 75606DAQ4<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |       380000 | PA      | $277707.80    | 0.00%             | 2030-04-15      | Fixed         | 5.25%                 | 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        |      1195000 | PA      | $1054649.64   | 0.01%             | 2030-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| RYAN SPECIALTY GROUP LLC                                                        | RYAN SPECIALTY GROUP LLC 144A LIFE SR SEC 1ST LIEN 4.375% 02-01-30                             | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |       305000 | PA      | $264479.53    | 0.00%             | 2030-02-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                                           | ROMANIA GOVT BOND EUR 144A LIFE 5.0% 09-27-26                                                  | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      1270000 | PA      | $1371343.76   | 0.01%             | 2026-09-27      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                     | ROYAL CARIBBEAN CRUISES LTD 144A LIFE SR SEC 1ST LIEN 8.25% 01-15-29                           | CUSIP: 780153BS0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |       230000 | PA      | $231437.50    | 0.00%             | 2029-01-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                     | ROYAL CARIBBEAN CRUISES LTD 144A LIFE SR UNSEC 9.25% 01-15-29                                  | CUSIP: 780153BR2<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |      1139000 | PA      | $1171808.90   | 0.01%             | 2029-01-15      | Fixed         | 9.25%                 | 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        |      8550000 | PA      | $8240801.12   | 0.09%             | 2027-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ABERTIS INFRAESTRUCTURAS SA                                                     | ABERTIS INFRAESTRUCTURAS SA GBP REG S SR UNSEC (B) 3.375% 11-27-26                             | CUSIP: N/A<br>LEI: 549300GKFVWI02JQ5332       | Long             | DBT              | CORP              | ES        |      4500000 | PA      | $4931609.28   | 0.05%             | 2026-11-27      | Fixed         | 3.38%                 | 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        |      3275000 | PA      | $3178692.31   | 0.03%             | 2027-07-01      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                                                             | GTCR AP FINANCE INC 144A LIFE SR UNSEC 8.0% 05-15-27                                           | CUSIP: 40060QAA3<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |       486000 | PA      | $466297.56    | 0.00%             | 2027-05-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | ROYAL BANK OF CANADA SR UNSEC 6.0% 11-01-27                                                    | CUSIP: 78016FZU1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      2155000 | PA      | $2250378.15   | 0.02%             | 2027-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                     | EQUINOR ASA SR UNSEC 3.25% 11-10-24                                                            | CUSIP: 85771PAX0<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |      1050000 | PA      | $1024197.30   | 0.01%             | 2024-11-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC                                                     | ALLIED UNIVERSAL HOLDCO LLC 144A LIFE SR UNSEC 9.75% 07-15-27                                  | CUSIP: 019576AB3<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |       590000 | PA      | $514568.50    | 0.01%             | 2027-07-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| AG MERGER SUB II INC                                                            | ADVISOR GROUP HOLDINGS INC 144A LIFE SR UNSEC 10.75% 08-01-27                                  | CUSIP: 00791GAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1278000 | PA      | $1295601.89   | 0.01%             | 2027-08-01      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC EUR SR UNSEC 1.25% 11-18-31                                                         | CUSIP: N/A<br>LEI: FR5LCKFTG8054YNNRU85       | Long             | DBT              | CORP              | US        |      3520000 | PA      | $3138331.26   | 0.03%             | 2031-11-18      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                                               | ALLIANT HOLDINGS INTERMEDIATE LLC 144A LIFE SR UNSEC 6.75% 10-15-27                            | CUSIP: 01883LAA1<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |      1240000 | PA      | $1117252.40   | 0.01%             | 2027-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ARD FINANCE SA                                                                  | ARD FINANCE SA 144A LIFE SR SEC 1ST LIEN PIK 6.5% 06-30-27                                     | CUSIP: 00191AAD8<br>LEI: 6354006P6QPGGPVJW880 | Long             | DBT              | CORP              | LU        |       577396 | PA      | $402509.68    | 0.00%             | 2027-06-30      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES INC                                                        | ALBERTSONS COS INC 144A LIFE SR UNSEC 4.625% 01-15-27                                          | CUSIP: 013092AC5<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |       500000 | PA      | $465535.00    | 0.00%             | 2027-01-15      | Fixed         | 4.62%                 | Yes           |                  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      | $5591515.17   | 0.06%             | 2027-02-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| ADVISOR GROUP HOLDINGS INC                                                      | AG ISSUER LLC 144A LIFE SR SEC 1ST LIEN 6.25% 03-01-28                                         | CUSIP: 00119LAA9<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |      1830000 | PA      | $1684579.05   | 0.02%             | 2028-03-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC SR UNSEC 1.9% 02-21-25                                                               | CUSIP: 031162CV0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      3077000 | PA      | $2889232.23   | 0.03%             | 2025-02-21      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC SR UNSEC 2.2% 02-21-27                                                               | CUSIP: 031162CT5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      2359000 | PA      | $2119828.07   | 0.02%             | 2027-02-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                                        | ALTICE FRANCE HOLDING SA 144A LIFE SR SEC 1ST LIEN 10.5% 05-15-27                              | CUSIP: 02156TAB0<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |       665000 | PA      | $508492.25    | 0.01%             | 2027-05-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                                                      | ANGLO AMERICAN CAPITAL PLC 144A LIFE SR UNSEC 5.625% 04-01-30                                  | CUSIP: 034863AW0<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |      3850000 | PA      | $3831423.75   | 0.04%             | 2030-04-01      | Fixed         | 5.62%                 | 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        |       805000 | PA      | $800457.44    | 0.01%             | 2032-04-02      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC                                              | ANHEUSER-BUSCH INBEV WORLDWIDE INC SR UNSEC 4.5% 06-01-50                                      | CUSIP: 035240AT7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |      3400000 | PA      | $2992221.00   | 0.03%             | 2050-06-01      | Fixed         | 4.50%                 | 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      | $1509016.26   | 0.02%             | 2050-06-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                        | AT&T INC EUR SR UNSEC 1.6% 05-19-28                                                            | CUSIP: 00206RJU7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      2290000 | PA      | $2180014.78   | 0.02%             | 2028-05-19      | Fixed         | 1.60%                 | 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      | $5629443.01   | 0.06%             | 2032-05-19      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                        | AT&T INC SR UNSEC 2.75% 06-01-31                                                               | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     10851000 | PA      | $9019709.28   | 0.09%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                        | AT&T INC SR UNSEC 2.3% 06-01-27                                                                | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      1625000 | PA      | $1447732.00   | 0.02%             | 2027-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                                             | AVANTOR FUNDING INC 144A LIFE SR UNSEC 4.625% 07-15-28                                         | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |      1050000 | PA      | $956256.00    | 0.01%             | 2028-07-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC                                                                        | AT&T INC SR UNSEC 1.65% 02-01-28                                                               | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      4206000 | PA      | $3559230.76   | 0.04%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                        | AT&T INC SR UNSEC 2.25% 02-01-32                                                               | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      5900000 | PA      | $4639860.30   | 0.05%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                 | ASTRAZENECA PLC SR UNSEC 1.375% 08-06-30                                                       | CUSIP: 046353AW8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |       360000 | PA      | $285243.12    | 0.00%             | 2030-08-06      | Fixed         | 1.38%                 | No            |                  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        |      2185000 | PA      | $1838000.15   | 0.02%             | 2029-03-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC SR UNSEC 3.2% 11-21-29                                                              | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      1004000 | PA      | $907366.00    | 0.01%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP/THE                                                               | ALLSTATE CORP SR UNSEC 0.75% 12-15-25                                                          | CUSIP: 020002BH3<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |       440000 | PA      | $390749.92    | 0.00%             | 2025-12-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                                                             | ASSUREDPARTNERS INC 144A LIFE SR UNSEC 5.625% 01-15-29                                         | CUSIP: 04624VAB5<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |      1420000 | PA      | $1170561.38   | 0.01%             | 2029-01-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDINGS LLC                                             | ASCENT RESOURCES UTICA HOLDINGS LLC 144A LIFE SR UNSEC 8.25% 12-31-28                          | CUSIP: 04364VAR4<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |       592000 | PA      | $581050.96    | 0.01%             | 2028-12-31      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY COMPANY                                                     | SOUTHWESTERN ENERGY CO SR UNSEC 5.95% 01-23-25                                                 | CUSIP: 845467AL3<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |       350000 | PA      | $344444.80    | 0.00%             | 2025-01-23      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORPORATION                                                      | SPRINT CAPITAL CORP SR UNSEC 6.875% 11-15-28                                                   | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |       697000 | PA      | $725015.92    | 0.01%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                                    | SM ENERGY CO SR UNSEC 5.625% 06-01-25                                                          | CUSIP: 78454LAL4<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |       350000 | PA      | $336539.35    | 0.00%             | 2025-06-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SALLY HOLDINGS LLC                                                              | SALLY HOLDINGS LLC SR UNSEC 5.625% 12-01-25                                                    | CUSIP: 79546VAL0<br>LEI: 3GM3SMNQ8UJOJU9DFN26 | Long             | DBT              | CORP              | US        |       227000 | PA      | $219025.49    | 0.00%             | 2025-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                              | BANCO SANTANDER SA EUR REG S SUB (B) 3.25% 04-04-26                                            | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      7200000 | PA      | $7480608.58   | 0.08%             | 2026-04-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| STATE GRID OVERSEAS INVESTMENT (2016) LTD                                       | STATE GRID OVERSEAS INVESTMENT BVI LTD 144A LIFE SR UNSEC 3.5% 05-04-27                        | CUSIP: 857006AG5<br>LEI: 3003006V8BHG5158QO96 | Long             | DBT              | CORP              | VG        |       500000 | PA      | $477545.00    | 0.01%             | 2027-05-04      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| DTE ELECTRIC COMPANY                                                            | DTE ELECTRIC CO SR SEC 1ST LIEN 3.0% 03-01-32                                                  | CUSIP: 23338VAQ9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $865272.00    | 0.01%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                | DEUTSCHE BANK AG EUR REG S SUB (B) 4.0% 06-24-32/27                                            | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      4400000 | PA      | $4179443.13   | 0.04%             | 2032-06-24      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                             | SHERWIN-WILLIAMS CO SR UNSEC 3.45% 06-01-27                                                    | CUSIP: 824348AW6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |       892000 | PA      | $838043.81    | 0.01%             | 2027-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                             | SHERWIN-WILLIAMS CO SR UNSEC 4.5% 06-01-47                                                     | CUSIP: 824348AX4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |       500000 | PA      | $422009.50    | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | 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        |      1554000 | PA      | $1179692.68   | 0.01%             | 2031-01-28      | Fixed         | 5.95%                 | 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        |       776000 | PA      | $492293.62    | 0.01%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| POWER FINANCE CORPORATION LTD                                                   | POWER FINANCE CORP LTD REG S SR UNSEC 3.35% 05-16-31                                           | CUSIP: N/A<br>LEI: 3358003Q6D9LIJJZ1614       | Long             | DBT              | CORP              | IN        |      6950000 | PA      | $5775477.80   | 0.06%             | 2031-05-16      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE BV                                                     | PETROBRAS GLOBAL FINANCE BV SR UNSEC 5.5% 06-10-51                                             | CUSIP: 71647NBJ7<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |       124000 | PA      | $95240.31     | 0.00%             | 2051-06-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SINOPEC GROUP OVERSEAS DEVELOPMENT (2018) LTD                                   | SINOPEC GROUP OVERSEAS DEVELOPMENT 2018 LTD 144A LIFE SR UNSEC 2.3% 01-08-31                   | CUSIP: 82939GAS7<br>LEI: 549300C6OZZ8LTVR8209 | Long             | DBT              | CORP              | VG        |       500000 | PA      | $420955.00    | 0.00%             | 2031-01-08      | Fixed         | 2.30%                 | Yes           |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                     | UTD MEX ST GVT GLOBAL 4.4% 02-12-52                                                            | CUSIP: 91087BAS9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       860000 | PA      | $635468.62    | 0.01%             | 2052-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                                 | PANAMA GLOBAL 144A 3.75% 04-17-26                                                              | CUSIP: N/A<br>LEI: 549300SHS4T08CL0LP14       | Long             | DBT              | NUSS              | PA        |       411000 | PA      | $387577.11    | 0.00%             | 2026-04-17      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                                              | PERU GOVT PEN REG S GDN 6.85% 02-12-42                                                         | CUSIP: 715638BL5<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |       929000 | PA      | $216469.79    | 0.00%             | 2042-02-12      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA (COMMONWEALTH OF)                                                     | AUSTRALIA GOVT BD AUD REG S 2.75% 11-21-28                                                     | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     21890000 | PA      | $14102533.20  | 0.15%             | 2028-11-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY BOND 3.0% 02-15-48                                                                 | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      8165000 | PA      | $6727559.10   | 0.07%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 2.75% 02-15-28                                                                | CUSIP: 9128283W8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     13845000 | PA      | $13019707.86  | 0.14%             | 2028-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 2.875% 04-30-25                                                               | CUSIP: 9128284M9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        71800 | PA      | $69511.96     | 0.00%             | 2025-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                     | UTD MEX ST GVT GLOBAL JPY 0.6% 04-20-2023                                                      | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    700000000 | PA      | $5336918.62   | 0.06%             | 2023-04-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 2.875% 05-15-28                                                               | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     27630000 | PA      | $26089306.99  | 0.27%             | 2028-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK INTERNATIONAL FINANCE BV                                          | DAIMLER TRUCK INTERNATIONAL FINANCE BV EUR REG S SR UNSEC (B) 1.625% 04-06-27                  | CUSIP: N/A<br>LEI: 724500G15MVL6UCWXF95       | Long             | DBT              | CORP              | NL        |      5000000 | PA      | $4855170.47   | 0.05%             | 2027-04-06      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                        | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 3.5% 04-07-25                      | CUSIP: 233853AL4<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |      1600000 | PA      | $1536208.00   | 0.02%             | 2025-04-07      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY BOND 3.125% 05-15-48                                                               | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       800000 | PA      | $675667.20    | 0.01%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UK CONV GILT                                                                    | UTD KINGDOM GILT GBP REG S 1.625% 10-22-54                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |       590000 | PA      | $421477.45    | 0.00%             | 2054-10-22      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UK CONV GILT                                                                    | UTD KINGDOM GILT GBP REG S 0.875% 10-22-29                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |       660000 | PA      | $667688.58    | 0.01%             | 2029-10-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UKRAINE REPUBLIC OF (GOVERNMENT)                                                | UKRAINE GOVT UAH TAP 15.84% 02-26-25                                                           | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |    201785000 | PA      | $3385366.03   | 0.04%             | 2025-02-26      | Fixed         | 15.84%                | No            |                  2 | On Loan: No      |
| UKRAINE REPUBLIC OF (GOVERNMENT)                                                | UKRAINE GOVT UAH 144A GDN 15.84% 02-26-25                                                      | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |      9100000 | PA      | $152671.56    | 0.00%             | 2025-02-26      | Fixed         | 15.84%                | Yes           |                  2 | On Loan: No      |
| UK CONV GILT                                                                    | UTD KINGDOM GILT GBP REG S 0.625% 06-07-25                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      2100000 | PA      | $2370345.95   | 0.02%             | 2025-06-07      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| UKRAINE REPUBLIC OF (GOVERNMENT)                                                | UKRAINE GOVT UAH TAP 10.0% 08-23-23                                                            | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |     17650000 | PA      | $286032.60    | 0.00%             | 2023-08-23      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| UK CONV GILT                                                                    | UTD KINGDOM GILT GBP REG S 0.125% 01-31-23                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      3700000 | PA      | $4463506.74   | 0.05%             | 2023-01-31      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UK CONV GILT                                                                    | UTD KINGDOM GILT GBP REG S 0.375% 10-22-30                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     26030000 | PA      | $24599292.62  | 0.26%             | 2030-10-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UK CONV GILT                                                                    | UTD KINGDOM GILT GBP REG S 0.5% 10-22-61                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      3470000 | PA      | $1498264.43   | 0.02%             | 2061-10-22      | Fixed         | 0.50%                 | 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        |      6550000 | PA      | $6131094.75   | 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        |      1540000 | PA      | $1507429.00   | 0.02%             | 2030-06-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| UK CONV GILT                                                                    | UTD KINGDOM GILT GBP REG S 0.125% 01-30-26                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      9370000 | PA      | $10216745.52  | 0.11%             | 2026-01-30      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UK CONV GILT                                                                    | UTD KINGDOM GILT GBP REG S UNSEC 0.625% 10-22-50                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      1190000 | PA      | $641753.21    | 0.01%             | 2050-10-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                                    | DNB BANK ASA 144A LIFE SR NON PREF FRN 10-09-26                                                | CUSIP: 23341CAC7<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |      1000000 | PA      | $1001067.00   | 0.01%             | 2026-10-09      | Variable      | 5.90%                 | Yes           |                  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        |      2010000 | PA      | $2072611.50   | 0.02%             | 2027-11-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| UK CONV GILT                                                                    | UTD KINGDOM GILT GBP REG S 0.625% 07-31-35                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      1708000 | PA      | $1391308.20   | 0.01%             | 2035-07-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| UK CONV GILT                                                                    | UTD KINGDOM GILT GBP REG S 0.25% 07-31-31                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     32480000 | PA      | $29432469.72  | 0.31%             | 2031-07-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UK CONV GILT                                                                    | UTD KINGDOM GILT GBP REG S 0.875% 01-31-46                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      1830000 | PA      | $1172870.34   | 0.01%             | 2046-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY BOND 2.75% 08-15-42                                                                | CUSIP: 912810QX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       100000 | PA      | $80668.28     | 0.00%             | 2042-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SERVICES                                                     | DISCOVER FINANCIAL SERVICES SR UNSEC 6.7% 11-29-32                                             | CUSIP: 254709AS7<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |       200000 | PA      | $203895.20    | 0.00%             | 2032-11-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                        | ELECTRICITE DE FRANCE SA 144A LIFE SR UNSEC 3.625% 10-13-25                                    | CUSIP: 268317AS3<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |       760000 | PA      | $733334.64    | 0.01%             | 2025-10-13      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY BOND 2.75% 11-15-42                                                                | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2300000 | PA      | $1849333.63   | 0.02%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY BOND 3.0% 05-15-45                                                                 | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1125000 | PA      | $930267.23    | 0.01%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UK CONV GILT                                                                    | UTD KINGDOM GILT REG S GBP 4.25% 12-07-27                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      9590000 | PA      | $11903953.84  | 0.12%             | 2027-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                                   | ENEL FINANCE INTERNATIONAL NV EUR REG S SR UNSEC (B) 1.0% 09-16-24                             | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |      4000000 | PA      | $4126362.08   | 0.04%             | 2024-09-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                                   | ENEL FINANCE INTERNATIONAL NV 144A LIFE SR UNSEC 3.5% 04-06-28                                 | CUSIP: 29278GAF5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      5800000 | PA      | $5084401.80   | 0.05%             | 2028-04-06      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                            | EDISON INTERNATIONAL SR UNSEC 4.125% 03-15-28                                                  | CUSIP: 281020AM9<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      4030000 | PA      | $3745921.27   | 0.04%             | 2028-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS LP                                                       | EQM MIDSTREAM PARTNERS LP SR UNSEC 6.5% 07-15-48                                               | CUSIP: 26885BAE0<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |       300000 | PA      | $225412.50    | 0.00%             | 2048-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                        | ELECTRICITE DE FRANCE SA 144A LIFE SR UNSEC 4.875% 01-22-44                                    | CUSIP: 268317AK0<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |       325000 | PA      | $262555.15    | 0.00%             | 2044-01-22      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| ELI LILLY AND CO                                                                | ELI LILLY & CO SR UNSEC 3.375% 03-15-29                                                        | CUSIP: 532457BV9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |       583000 | PA      | $546802.11    | 0.01%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                                                | EXXON MOBIL CORP SR UNSEC 2.44% 08-16-29                                                       | CUSIP: 30231GBE1<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |      3447000 | PA      | $3018703.36   | 0.03%             | 2029-08-16      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                        | EQT CORP SR UNSEC 7.25% 02-01-30                                                               | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |       212000 | PA      | $220225.60    | 0.00%             | 2030-02-01      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                                                | EXXON MOBIL CORP SR UNSEC 2.61% 10-15-30                                                       | CUSIP: 30231GBN1<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |      4110000 | PA      | $3600368.22   | 0.04%             | 2030-10-15      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| ENDO DAC                                                                        | ENDO DAC 144A LIFE SR UNSEC 6.0% 06-30-28                                                      | CUSIP: 29273DAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |       625000 | PA      | $34375.00     | 0.00%             | 2028-06-30      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| EQUINIX INC                                                                     | EQUINIX INC SR UNSEC 2.15% 07-15-30                                                            | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |      8862000 | PA      | $7069890.91   | 0.07%             | 2030-07-15      | Fixed         | 2.15%                 | 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      | $1826148.46   | 0.02%             | 2050-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS LP                                                       | EQM MIDSTREAM PARTNERS LP 144A LIFE SR UNSEC 6.5% 07-01-27                                     | CUSIP: 26885BAH3<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |      1200000 | PA      | $1149000.00   | 0.01%             | 2027-07-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                       | CAESARS ENTERTAINMENT INC 144A LIFE SR SEC 1ST LIEN 6.25% 07-01-25                             | CUSIP: 28470RAH5<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |       250000 | PA      | $243426.50    | 0.00%             | 2025-07-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                        | COREBRIDGE FINANCIAL INC 144A SR UNSEC 3.85% 04-05-29                                          | CUSIP: 21871XAE9<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |       746000 | PA      | $681004.75    | 0.01%             | 2029-04-05      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                        | COREBRIDGE FINANCIAL INC 144A SR UNSEC 3.9% 04-05-32                                           | CUSIP: 21871XAG4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |      5980000 | PA      | $5239173.68   | 0.05%             | 2032-04-05      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                       | CAESARS ENTERTAINMENT INC 144A LIFE SR UNSEC 8.125% 07-01-27                                   | CUSIP: 28470RAK8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |       350000 | PA      | $344613.50    | 0.00%             | 2027-07-01      | Fixed         | 8.12%                 | Yes           |                  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        |     12035000 | PA      | $9768568.80   | 0.10%             | 2030-09-17      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                        | COREBRIDGE FINANCIAL INC 144A SR UNSEC 4.4% 04-05-52                                           | CUSIP: 21871XAL3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |       390000 | PA      | $311014.47    | 0.00%             | 2052-04-05      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                        | COREBRIDGE FINANCIAL INC 144A SR UNSEC 4.35% 04-05-42                                          | CUSIP: 21871XAJ8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |       162000 | PA      | $133573.86    | 0.00%             | 2042-04-05      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| EDP - ENERGIAS DE PORTUGAL SA                                                   | EDP - ENERGIAS DE PORTUGAL SA EUR REG S SUB (H) 1.875% 08-02-81/26                             | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | DBT              | CORP              | PT        |      4000000 | PA      | $3682347.99   | 0.04%             | 2081-08-02      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                     | EQUINIX INC EUR SR UNSEC 1.0% 03-15-33                                                         | CUSIP: N/A<br>LEI: 549300EVUN2BTLJ3GT74       | Long             | DBT              | CORP              | US        |      5000000 | PA      | $3905247.79   | 0.04%             | 2033-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AETHON UNITED BR LP                                                             | AETHON UNITED BR LP 144A LIFE SR UNSEC 8.25% 02-15-26                                          | CUSIP: 00810GAC8<br>LEI: 5493007HPG2M9K9X5V41 | Long             | DBT              | CORP              | US        |       675000 | PA      | $670343.18    | 0.01%             | 2026-02-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC SR UNSEC 2.375% 02-08-41                                                             | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      1625000 | PA      | $1154983.38   | 0.01%             | 2041-02-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                     | EQUINIX INC EUR SR UNSEC 0.25% 03-15-27                                                        | CUSIP: N/A<br>LEI: 549300EVUN2BTLJ3GT74       | Long             | DBT              | CORP              | US        |      2820000 | PA      | $2615030.69   | 0.03%             | 2027-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ENDO LUXEMBOURG FINANCE COMPANY I SARL                                          | ENDO LUXEMBOURG FINANCE CO I SARL 144A LIFE SR SEC 1ST LIEN 6.125% 04-01-29                    | CUSIP: 29280BAA3<br>LEI: 222100B15VY0VVCTG251 | Long             | DBT              | CORP              | LU        |       805000 | PA      | $612181.57    | 0.01%             | 2029-04-01      | Fixed         | 6.12%                 | Yes           |                  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      | $784709.23    | 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      | $1272883.95   | 0.01%             | 2027-05-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| STUDIO CITY FINANCE LTD                                                         | STUDIO CITY FINANCE LTD 144A LIFE SR UNSEC 6.0% 07-15-25                                       | CUSIP: 86389QAE2<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |       635000 | PA      | $551564.18    | 0.01%             | 2025-07-15      | Fixed         | 6.00%                 | 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        |     10473000 | PA      | $8035608.24   | 0.08%             | 2030-09-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                                                       | ALIBABA GROUP HOLDING LTD SR UNSEC 2.125% 02-09-31                                             | CUSIP: 01609WAX0<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | CN        |       507000 | PA      | $404876.00    | 0.00%             | 2031-02-09      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                                                      | ANGLO AMERICAN CAPITAL PLC 144A LIFE SR UNSEC 2.25% 03-17-28                                   | CUSIP: 034863AZ3<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |      1698000 | PA      | $1430784.04   | 0.02%             | 2028-03-17      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY COMPANY                                                     | SOUTHWESTERN ENERGY CO SR UNSEC 8.375% 09-15-28                                                | CUSIP: 845467AP4<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |       202000 | PA      | $208606.61    | 0.00%             | 2028-09-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SKYMILES IP LTD                                                                 | DELTA AIR LINES INC 144A LIFE SR SEC 1ST LIEN SF 4.75% 10-20-28                                | CUSIP: 830867AB3<br>LEI: 2549008L7P4I8VB90936 | Long             | DBT              | CORP              | US        |       150000 | PA      | $141226.50    | 0.00%             | 2028-10-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                                                      | ANGLO AMERICAN CAPITAL PLC 144A LIFE SR UNSEC 2.875% 03-17-31                                  | CUSIP: 034863BA7<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |      1100000 | PA      | $900810.90    | 0.01%             | 2031-03-17      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | AMERICAN TOWER CORP SR UNSEC 1.6% 04-15-26                                                     | CUSIP: 03027XBL3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      1562000 | PA      | $1390567.38   | 0.01%             | 2026-04-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| STERICYCLE INC                                                                  | STERICYCLE INC 144A LIFE SR UNSEC 3.875% 01-15-29                                              | CUSIP: 858912AG3<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | DBT              | CORP              | US        |       295000 | PA      | $257775.43    | 0.00%             | 2029-01-15      | Fixed         | 3.88%                 | Yes           |                  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        |      3069000 | PA      | $1979566.38   | 0.02%             | 2051-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | AMERICAN TOWER CORP SR UNSEC 2.7% 04-15-31                                                     | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |       572000 | PA      | $466977.37    | 0.00%             | 2031-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AMERISOURCEBERGEN CORP                                                          | AMERISOURCEBERGEN CORP SR UNSEC 2.7% 03-15-31                                                  | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |      3838000 | PA      | $3195188.73   | 0.03%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FINANCIAL CORP SR UNSEC 4.927% 05-10-28/27                                         | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |       525000 | PA      | $509074.13    | 0.01%             | 2028-05-10      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| CALLON PETROLEUM COMPANY                                                        | CALLON PETROLEUM CO 144A LIFE SR UNSEC 7.5% 06-15-30                                           | CUSIP: 13123XBF8<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |       225000 | PA      | $206167.50    | 0.00%             | 2030-06-15      | Fixed         | 7.50%                 | Yes           |                  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        |       752000 | PA      | $652034.38    | 0.01%             | 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        |       694000 | PA      | $509499.41    | 0.01%             | 2031-01-19      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| NETFLIX INC                                                                     | NETFLIX INC EUR SR UNSEC 3.625% 05-15-27                                                       | CUSIP: N/A<br>LEI: 549300Y7VHGU0I7CE873       | Long             | DBT              | CORP              | US        |      3800000 | PA      | $3923298.15   | 0.04%             | 2027-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NGL ENERGY PARTNERS LP                                                          | NGL ENERGY PARTNERS LP SR UNSEC 7.5% 11-01-23                                                  | CUSIP: 62913TAJ1<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |       222000 | PA      | $216516.60    | 0.00%             | 2023-11-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP PLC                                                       | BANK OF IRELAND GROUP PLC 144A LIFE SR UNSEC 6.253% 09-16-26/25                                | CUSIP: 06279JAC3<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |       350000 | PA      | $347430.30    | 0.00%             | 2026-09-16      | Variable      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                                     | BAUSCH HEALTH COS INC 144A LIFE SR SEC 2ND LIEN 14.0% 10-15-30                                 | CUSIP: 071734AR8<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      1000000 | PA      | $598647.00    | 0.01%             | 2030-10-15      | Fixed         | 14.00%                | Yes           |                  2 | On Loan: No      |
| SIMMONS FOODS INC                                                               | SIMMONS FOODS INC 144A LIFE SR SEC 2ND LIEN 4.625% 03-01-29                                    | CUSIP: 82873MAA1<br>LEI: 5493002Z1TVWRIL6NM97 | Long             | DBT              | CORP              | US        |       882000 | PA      | $719061.97    | 0.01%             | 2029-03-01      | Fixed         | 4.62%                 | 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        |       280000 | PA      | $240784.60    | 0.00%             | 2028-05-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| NETFLIX INC                                                                     | NETFLIX INC SR UNSEC 4.875% 04-15-28                                                           | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |      1957000 | PA      | $1894055.05   | 0.02%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                     | NETFLIX INC 144A LIFE SR UNSEC 5.375% 11-15-29                                                 | CUSIP: 64110LAU0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |      1918000 | PA      | $1863864.45   | 0.02%             | 2029-11-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINANCE CO LLC                                              | BLACKSTONE HOLDINGS FINANCE CO LLC 144A LIFE SR UNSEC 5.9% 11-03-27                            | CUSIP: 09261BAJ9<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |      2435000 | PA      | $2457431.22   | 0.03%             | 2027-11-03      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINANCE CO LLC                                              | BLACKSTONE HOLDINGS FINANCE CO LLC 144A LIFE SR UNSEC 6.2% 04-22-33                            | CUSIP: 09261BAK6<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |       695000 | PA      | $702736.74    | 0.01%             | 2033-04-22      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| NETFLIX INC                                                                     | NETFLIX INC SR UNSEC 5.875% 11-15-28                                                           | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |      2750000 | PA      | $2794082.50   | 0.03%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                     | NETFLIX INC EUR REG S SR UNSEC 3.875% 11-15-29                                                 | CUSIP: N/A<br>LEI: 549300Y7VHGU0I7CE873       | Long             | DBT              | CORP              | US        |      3800000 | PA      | $3812778.47   | 0.04%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NBM US HOLDINGS INC                                                             | NBM US HOLDINGS INC REG S SR UNSEC 7.0% 05-14-26                                               | CUSIP: N/A<br>LEI: 5493008K1QMSP0J8UC24       | Long             | DBT              | CORP              | US        |      9816000 | PA      | $9763386.24   | 0.10%             | 2026-05-14      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| NEXSTAR ESCROW CORP                                                             | NEXSTAR MEDIA INC 144A LIFE SR UNSEC 5.625% 07-15-27                                           | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |       515000 | PA      | $473484.82    | 0.00%             | 2027-07-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| BALL CORP                                                                       | BALL CORP SR UNSEC 6.875% 03-15-28                                                             | CUSIP: 058498AY2<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |       665000 | PA      | $683932.55    | 0.01%             | 2028-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                   | DEUTSCHLAND REP EUR REG S (B) 2.5% 07-04-44                                                    | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      2990000 | PA      | $3202332.23   | 0.03%             | 2044-07-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                     | NETFLIX INC 144A LIFE SR UNSEC 4.875% 06-15-30                                                 | CUSIP: 64110LAV8<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |      1309000 | PA      | $1222971.21   | 0.01%             | 2030-06-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| NOVELIS CORP                                                                    | NOVELIS CORP 144A LIFE SR UNSEC 4.75% 01-30-30                                                 | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |       290000 | PA      | $257757.80    | 0.00%             | 2030-01-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CANADA (GOVERNMENT OF)                                                          | CANADA GOVT CAD BOND 3.5% 12-01-45                                                             | CUSIP: 135087ZS6<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      2970000 | PA      | $2253328.47   | 0.02%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA INC                                                                 | CRH AMERICA INC 144A LIFE SR UNSEC 5.125% 05-18-45                                             | CUSIP: 12626PAN3<br>LEI: 549300RN11MJ182CNF63 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $2661447.00   | 0.03%             | 2045-05-18      | Fixed         | 5.12%                 | 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      | $333321.94    | 0.00%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                           | NOVARTIS CAPITAL CORP SR UNSEC 2.2% 08-14-30                                                   | CUSIP: 66989HAR9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |      4000000 | PA      | $3411868.00   | 0.04%             | 2030-08-14      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                                        | CONSUMERS ENERGY CO SR SEC 1ST LIEN 3.25% 08-15-46                                             | CUSIP: 210518CZ7<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |      1162000 | PA      | $841986.36    | 0.01%             | 2046-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                | CCO HOLDINGS LLC 144A SR UNSEC 5.125% 05-01-27                                                 | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       800000 | PA      | $747416.00    | 0.01%             | 2027-05-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| NIKE INC                                                                        | NIKE INC SR UNSEC 3.375% 03-27-50                                                              | CUSIP: 654106AM5<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |      1680000 | PA      | $1323283.92   | 0.01%             | 2050-03-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                                    | NORFOLK SOUTHERN CORP SR UNSEC 3.05% 05-15-50                                                  | CUSIP: 655844CF3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |       816000 | PA      | $550241.86    | 0.01%             | 2050-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                  | CANADIAN NATURAL RESOURCES LTD SR UNSEC 3.85% 06-01-27                                         | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |      5473000 | PA      | $5162730.16   | 0.05%             | 2027-06-01      | Fixed         | 3.85%                 | No            |                  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        |      1425000 | PA      | $1300968.00   | 0.01%             | 2028-04-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| NEWCREST FINANCE PTY LTD                                                        | NEWCREST FINANCE PTY LTD 144A LIFE SR UNSEC 3.25% 05-13-30                                     | CUSIP: 65120FAD6<br>LEI: 549300I0XDZ4K7PDSS04 | Long             | DBT              | CORP              | AU        |      2143000 | PA      | $1793161.68   | 0.02%             | 2030-05-13      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| NORTHERN STATES POWER COMPANY (MINNESOTA)                                       | NORTHERN STATES POWER CO SR SEC 1ST LIEN 2.6% 06-01-51                                         | CUSIP: 665772CS6<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |       937000 | PA      | $598249.20    | 0.01%             | 2051-06-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                          | CREDIT SUISSE GROUP AG 144A LIFE SR UNSEC 3.869% 01-12-29/28                                   | CUSIP: 225401AF5<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |      3799000 | PA      | $3050631.19   | 0.03%             | 2029-01-12      | Variable      | 3.87%                 | Yes           |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC                                                          | CHUBB INA HOLDINGS INC EUR SR UNSEC 1.55% 03-15-28                                             | CUSIP: 171239AA4<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |      1040000 | PA      | $985324.56    | 0.01%             | 2028-03-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                                    | NEW YORK LIFE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 0.95% 06-24-25                      | CUSIP: 64952WDQ3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |       842000 | PA      | $763189.64    | 0.01%             | 2025-06-24      | Fixed         | 0.95%                 | Yes           |                  2 | On Loan: No      |
| NFP CORP                                                                        | NFP CORP 144A LIFE SR UNSEC 6.875% 08-15-28                                                    | CUSIP: 65342RAD2<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |       748000 | PA      | $618206.29    | 0.01%             | 2028-08-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                                    | NEW YORK LIFE GLOBAL FUNDING 144A LIFE SR SEC 1ST LIEN 1.2% 08-07-30                           | CUSIP: 64952WDS9<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     11702000 | PA      | $8993560.40   | 0.09%             | 2030-08-07      | Fixed         | 1.20%                 | Yes           |                  2 | On Loan: No      |
| NCR CORP                                                                        | NCR CORP 144A LIFE SR UNSEC 5.25% 10-01-30                                                     | CUSIP: 62886EAZ1<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |       172000 | PA      | $142181.22    | 0.00%             | 2030-10-01      | Fixed         | 5.25%                 | 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        |       560000 | PA      | $451796.24    | 0.00%             | 2029-05-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                             | SIRIUS XM RADIO INC 144A LIFE SR UNSEC 4.0% 07-15-28                                           | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      1350000 | PA      | $1177497.00   | 0.01%             | 2028-07-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 3.65% 06-01-51                                   | CUSIP: 842400HF3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      3310000 | PA      | $2422678.37   | 0.03%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                                    | SM ENERGY CO SR UNSEC 6.5% 07-15-28                                                            | CUSIP: 78454LAW0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |       135000 | PA      | $129604.73    | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SA GLOBAL SUKUK LTD                                                             | SA GLOBAL SUKUK LTD 144A LIFE SR UNSEC 0.946% 06-17-24                                         | CUSIP: 78397PAA9<br>LEI: 5493007DFAVKU7UOGR47 | Long             | DBT              | CORP              | KY        |       955000 | PA      | $899310.13    | 0.01%             | 2024-06-17      | Fixed         | 0.95%                 | Yes           |                  2 | On Loan: No      |
| STELLANTIS NV                                                                   | STELLANTIS NV EUR REG S SR UNSEC (B) 1.25% 06-20-33                                            | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |     17865000 | PA      | $13474519.19  | 0.14%             | 2033-06-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CDK GLOBAL INC                                                                  | CENTRAL PARENT INC 144A LIFE SR SEC 1ST LIEN 7.25% 06-15-29                                    | CUSIP: 15477CAA3<br>LEI: 5493000L10CYRTHIJ385 | Long             | DBT              | CORP              | US        |       525000 | PA      | $514183.43    | 0.01%             | 2029-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                                     | CHENIERE ENERGY PARTNERS LP SR UNSEC 3.25% 01-31-32                                            | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |       509000 | PA      | $405193.01    | 0.00%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                        | CELANESE US HOLDINGS LLC SR UNSEC 6.379% 07-15-32                                              | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |       879000 | PA      | $838320.76    | 0.01%             | 2032-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                        | CELANESE US HOLDINGS LLC EUR SR UNSEC 4.777% 07-19-26                                          | CUSIP: N/A<br>LEI: CD30XVRLT4QO00B1C706       | Long             | DBT              | CORP              | US        |      3020000 | PA      | $3084469.10   | 0.03%             | 2026-07-19      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                                                   | STELLANTIS NV EUR REG S SR UNSEC (B) 0.75% 01-18-29                                            | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |      3000000 | PA      | $2573033.16   | 0.03%             | 2029-01-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPERATING LP                                                    | SUN COMMUNITIES OPERATING LP SR UNSEC 2.7% 07-15-31                                            | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |      1832000 | PA      | $1450465.85   | 0.02%             | 2031-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                         | NEW FORTRESS ENERGY INC 144A LIFE SR SEC 1ST LIEN 6.75% 09-15-25                               | CUSIP: 644393AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       970000 | PA      | $919676.40    | 0.01%             | 2025-09-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC.                                                            | NESTLE HOLDINGS INC 144A LIFE SR UNSEC 1.0% 09-15-27                                           | CUSIP: 641062AS3<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |      4275000 | PA      | $3628662.75   | 0.04%             | 2027-09-15      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| CSX CORP                                                                        | CSX CORP SR UNSEC 4.1% 11-15-32                                                                | CUSIP: 126408HU0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |      1825000 | PA      | $1716620.55   | 0.02%             | 2032-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                          | COLOMBIA REP OF 8.0% 04-20-33                                                                  | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |       290000 | PA      | $291231.63    | 0.00%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                       | SUNOCO LP SR UNSEC 4.5% 05-15-29                                                               | CUSIP: 86765LAT4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      1550000 | PA      | $1358024.75   | 0.01%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                  | SALESFORCE INC SR UNSEC 2.7% 07-15-41                                                          | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |       375000 | PA      | $269159.63    | 0.00%             | 2041-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC.                                                            | NESTLE HOLDINGS INC 144A LIFE SR UNSEC 0.625% 01-15-26                                         | CUSIP: 641062AR5<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |      6692000 | PA      | $5943874.55   | 0.06%             | 2026-01-15      | Fixed         | 0.62%                 | Yes           |                  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        |      1490000 | PA      | $1272087.50   | 0.01%             | 2031-08-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| DISCOVER BANK                                                                   | DISCOVER BANK SR UNSEC 3.45% 07-27-26                                                          | CUSIP: 25466AAJ0<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |       750000 | PA      | $691533.00    | 0.01%             | 2026-07-27      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| DIANJIAN INTERNATIONAL FINANCE LTD                                              | DIANJIAN INTERNATIONAL FINANCE LTD PRP REG S SR UNSEC (H) 4.6% 12-31-49/07-19-23               | CUSIP: N/A<br>LEI: 549300UN39CUV8F5DI82       | Long             | DBT              | CORP              | VG        |       405000 | PA      | $404392.50    | 0.00%             | 2049-12-31      | Variable      | 4.60%                 | Yes           |                  2 | On Loan: No      |
| SALESFORCE INC                                                                  | SALESFORCE INC SR UNSEC 1.95% 07-15-31                                                         | CUSIP: 79466LAJ3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |       875000 | PA      | $699830.25    | 0.01%             | 2031-07-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                  | SALESFORCE INC SR UNSEC 2.9% 07-15-51                                                          | CUSIP: 79466LAL8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |       600000 | PA      | $396015.00    | 0.00%             | 2051-07-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                               | VENTURE GLOBAL CALCASIEU PASS LLC 144A LIFE SR SEC 1ST LIEN 3.875% 11-01-33                    | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |       475000 | PA      | $388903.88    | 0.00%             | 2033-11-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| VISTRA CORP                                                                     | VISTRA CORP 144A LIFE PRP JR SUB (H) 7.0% 12-31-49/12-15-26                                    | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |       700000 | PA      | $637964.60    | 0.01%             | 2049-12-31      | Variable      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                                                         | DARLING INGREDIENTS INC 144A LIFE SR UNSEC 5.25% 04-15-27                                      | CUSIP: 237266AH4<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |       175000 | PA      | $168710.50    | 0.00%             | 2027-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| DIAMOND SPORTS GROUP LLC                                                        | DIAMOND SPORTS GROUP LLC 144A LIFE SR UNSEC 6.625% 08-15-27                                    | CUSIP: 25277LAC0<br>LEI: 5493002K6DHWNZH8YA34 | Long             | DBT              | CORP              | US        |      1240000 | PA      | $13950.00     | 0.00%             | 2027-08-15      | Fixed         | 6.62%                 | 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      | $708353.59    | 0.01%             | 2030-05-02      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| STATE GRID OVERSEAS INVESTMENT (2016) LTD                                       | STATE GRID OVERSEAS INVESTMENT BVI LTD EUR REG S SR UNSEC 1.375% 05-02-25                      | CUSIP: N/A<br>LEI: 3003006V8BHG5158QO96       | Long             | DBT              | CORP              | VG        |      2050000 | PA      | $2052965.63   | 0.02%             | 2025-05-02      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                                     | VISTRA CORP 144A LIFE PRP JR SUB (H) 8.0% 12-31-49/10-15-26                                    | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |       350000 | PA      | $334975.20    | 0.00%             | 2049-12-31      | Variable      | 8.00%                 | Yes           |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER COMPANY                                             | VIRGINIA ELECTRIC AND POWER CO SR UNSEC 2.4% 03-30-32                                          | CUSIP: 927804GG3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      3281000 | PA      | $2660034.66   | 0.03%             | 2032-03-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                             | SIRIUS XM RADIO INC 144A SR UNSEC 3.875% 09-01-31                                              | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      1480000 | PA      | $1157499.12   | 0.01%             | 2031-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                   | DEUTSCHLAND REP EUR REG S (B) 0.25% 02-15-27                                                   | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     10285000 | PA      | $10068600.58  | 0.11%             | 2027-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                                         | VZ SECURED FINANCING BV 144A LIFE SR SEC 1ST LIEN 5.0% 01-15-32                                | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $162886.20    | 0.00%             | 2032-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN INTERNATIONAL FINANCE NV                                             | VOLKSWAGEN INTERNATIONAL FINANCE NV EUR PRP REG S SUB (H) (B) 4.375% 12-31-71/03-28-31         | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |     12600000 | PA      | $11051257.26  | 0.12%             | 2171-12-31      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| CENTRAL BANK OF TUNISIA                                                         | CENTRAL BANK OF TUNISIA EUR REG S SR UNSEC 5.625% 02-17-24                                     | CUSIP: N/A<br>LEI: 254900B5LFB16S9T2T11       | Long             | DBT              | NUSS              | TN        |     15773000 | PA      | $13307001.34  | 0.14%             | 2024-02-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                   | DEUTSCHLAND REP EUR REG S (B) 1.25% 08-15-48                                                   | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      2170000 | PA      | $1809074.80   | 0.02%             | 2048-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                                          | SPIRIT AEROSYSTEMS INC SR UNSEC 4.6% 06-15-28                                                  | CUSIP: 85205TAK6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |       105000 | PA      | $84948.47     | 0.00%             | 2028-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                | SOCIETE GENERALE SA JPY SR UNSEC 0.804% 10-12-23                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |    100000000 | PA      | $757164.74    | 0.01%             | 2023-10-12      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                              | VICI PROPERTIES LP SR UNSEC 4.375% 05-15-25                                                    | CUSIP: 925650AA1<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |       996000 | PA      | $968737.49    | 0.01%             | 2025-05-15      | Fixed         | 4.38%                 | 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        |      2645000 | PA      | $2514173.01   | 0.03%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                     | BONOS MEXICAN MXN 10.0% 12-05-24                                                               | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |       229600 | PA      | $1181904.19   | 0.01%             | 2024-12-05      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                              | SPAIN GOVT EUR 144A LIFE/REG S 2.70% 10-31-48                                                  | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      4700000 | PA      | $4115341.37   | 0.04%             | 2048-10-31      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FINANCE BV                                                  | SHELL INTERNATIONAL FINANCE BV SR UNSEC 3.5% 11-13-23                                          | CUSIP: 822582BZ4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |      6611000 | PA      | $6534695.84   | 0.07%             | 2023-11-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                 | SANDS CHINA LTD SR UNSEC 5.9% 08-08-28                                                         | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | MO        |       275000 | PA      | $257857.33    | 0.00%             | 2028-08-08      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                              | VICI PROPERTIES LP SR UNSEC 4.95% 02-15-30                                                     | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |      1767000 | PA      | $1684422.79   | 0.02%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                              | VICI PROPERTIES LP SR UNSEC 5.125% 05-15-32                                                    | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |       905000 | PA      | $839726.88    | 0.01%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BELGIUM (KINGDOM OF)                                                            | BELGIUM KINGDOM EUR 144A LIFE/REG S 1.7% 06-22-50                                              | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |       765000 | PA      | $579510.99    | 0.01%             | 2050-06-22      | Fixed         | 1.70%                 | Yes           |                  2 | On Loan: No      |
| CENTRAL BANK OF TUNISIA                                                         | CENTRAL BANK OF TUNISIA JPY SR UNSEC 3.28% 08-09-27                                            | CUSIP: N/A<br>LEI: 254900B5LFB16S9T2T11       | Long             | DBT              | NUSS              | TN        |    700000000 | PA      | $2765650.72   | 0.03%             | 2027-08-09      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| SIAM COMMERCIAL BANK PUBLIC COMPANY LIMITED (CAYMAN ISLANDS BRANCH)             | SIAM COMMERCIAL BANK PCL REG S SR UNSEC 3.9% 02-11-24                                          | CUSIP: N/A<br>LEI: 54930068OELHUBHH1U03       | Long             | DBT              | CORP              | KY        |      1210000 | PA      | $1193813.83   | 0.01%             | 2024-02-11      | Fixed         | 3.90%                 | Yes           |                  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        |      5600000 | PA      | $5181512.00   | 0.05%             | 2049-04-02      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS INC                                                     | SURGERY CENTER HOLDINGS INC 144A LIFE SR UNSEC 10.0% 04-15-27                                  | CUSIP: 86881WAD4<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |       325000 | PA      | $331201.00    | 0.00%             | 2027-04-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 2.85% 08-01-29                                   | CUSIP: 842400GS6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      1100000 | PA      | $958353.00    | 0.01%             | 2029-08-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BELGIUM (KINGDOM OF)                                                            | BELGIUM KINGDOM EUR 144A LIFE/REG S 0.1% 06-22-30                                              | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |      2510000 | PA      | $2181678.68   | 0.02%             | 2030-06-22      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                                      | BRAZIL NTNB BRL 10.0% 01-01-31                                                                 | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |         3600 | PA      | $596464.92    | 0.01%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                             | SHERWIN-WILLIAMS CO SR UNSEC 2.95% 08-15-29                                                    | CUSIP: 824348BJ4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |       500000 | PA      | $438764.50    | 0.00%             | 2029-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FINANCE BV                                                  | SHELL INTERNATIONAL FINANCE BV SR UNSEC 2.375% 11-07-29                                        | CUSIP: 822582CD2<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |      3980000 | PA      | $3448558.56   | 0.04%             | 2029-11-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES INTERNATIONAL INC                                              | SCIENTIFIC GAMES INTERNATIONAL INC 144A LIFE SR UNSEC 7.0% 05-15-28                            | CUSIP: 80874YBC3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |       310000 | PA      | $296268.55    | 0.00%             | 2028-05-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| STRYKER CORP                                                                    | STRYKER CORP EUR SR UNSEC 0.25% 12-03-24                                                       | CUSIP: N/A<br>LEI: 5493002F0SC4JTBU5137       | Long             | DBT              | CORP              | US        |      2580000 | PA      | $2598731.48   | 0.03%             | 2024-12-03      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BELGIUM (KINGDOM OF)                                                            | BELGIUM KINGDOM EUR 144A LIFE/REG S 2.6% 06-22-24                                              | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |      4510000 | PA      | $4818194.72   | 0.05%             | 2024-06-22      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| BELGIUM (KINGDOM OF)                                                            | BELGIUM KINGDOM EUR 144A LIFE/REG S 0.35% 06-22-32                                             | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |      7560000 | PA      | $6270374.60   | 0.07%             | 2032-06-22      | Fixed         | 0.35%                 | Yes           |                  2 | On Loan: No      |
| BELGIUM (KINGDOM OF)                                                            | BELGIUM KINGDOM EUR 144A LIFE/REG S 1.4% 06-22-53                                              | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |      1890000 | PA      | $1285726.30   | 0.01%             | 2053-06-22      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                                      | BRAZIL NTNB BRL I/L 6.0% 08-15-26                                                              | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |        10962 | PA      | $2100065.02   | 0.02%             | 2026-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                    | STRYKER CORP EUR SR UNSEC 0.75% 03-01-29                                                       | CUSIP: N/A<br>LEI: 5493002F0SC4JTBU5137       | Long             | DBT              | CORP              | US        |      5230000 | PA      | $4678571.59   | 0.05%             | 2029-03-01      | Fixed         | 0.75%                 | 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      | $2013041.96   | 0.02%             | 2031-12-03      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                                      | BRAZIL LTN BRL 0.0% 07-01-25                                                                   | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |        59423 | PA      | $8374942.62   | 0.09%             | 2025-07-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                     | BONOS MEXICAN MXN 7.75% 05-29-31                                                               | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |      5618816 | PA      | $26704694.28  | 0.28%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO/THE                                                       | SCOTTS MIRACLE-GRO CO SR UNSEC 4.5% 10-15-29                                                   | CUSIP: 810186AS5<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |       720000 | PA      | $584496.00    | 0.01%             | 2029-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                             | SHERWIN-WILLIAMS CO SR UNSEC 2.3% 05-15-30                                                     | CUSIP: 824348BL9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |       849000 | PA      | $699893.53    | 0.01%             | 2030-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                                  | CZECH GOVT BOND CZK REG S 2.4% 09-17-25                                                        | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    128310000 | PA      | $5273740.91   | 0.06%             | 2025-09-17      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                                  | CZECH GOVT BOND CZK (B) 0.45% 10-25-23                                                         | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |     39840000 | PA      | $1680161.02   | 0.02%             | 2023-10-25      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                             | SHERWIN-WILLIAMS CO SR UNSEC 3.3% 05-15-50                                                     | CUSIP: 824348BM7<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |       750000 | PA      | $515990.25    | 0.01%             | 2050-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FINANCE BV                                                  | SHELL INTERNATIONAL FINANCE BV SR UNSEC 2.75% 04-06-30                                         | CUSIP: 822582CG5<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |      3800000 | PA      | $3343091.80   | 0.04%             | 2030-04-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS THEME PARKS INC                                                       | SIX FLAGS THEME PARKS INC 144A LIFE SR SEC 1ST LIEN 7.0% 07-01-25                              | CUSIP: 83001WAC8<br>LEI: 5493003MX0ZXTM8EVY68 | Long             | DBT              | CORP              | US        |       730000 | PA      | $736162.66    | 0.01%             | 2025-07-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| SCIENTIFIC GAMES INTERNATIONAL INC                                              | SCIENTIFIC GAMES INTERNATIONAL INC 144A LIFE SR UNSEC 8.625% 07-01-25                          | CUSIP: 80874YBG4<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |       330000 | PA      | $337234.26    | 0.00%             | 2025-07-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| SILGAN HOLDINGS INC                                                             | SILGAN HOLDINGS INC SR UNSEC 4.125% 02-01-28                                                   | CUSIP: 827048AW9<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |       660000 | PA      | $611739.48    | 0.01%             | 2028-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ANGOLA (REPUBLIC OF)                                                            | ANGOLA REPUBLIC REG S 8.25% 05-09-28                                                           | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |       600000 | PA      | $548760.00    | 0.01%             | 2028-05-09      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| ANGOLA (REPUBLIC OF)                                                            | ANGOLA (REPUBLIC OF) REG S 8.0% 11-26-29                                                       | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |      4368000 | PA      | $3845063.04   | 0.04%             | 2029-11-26      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| ABU DHABI (EMIRATE OF)                                                          | EMIRATE OF ABU DHABI REG S 3.875% 04-16-50                                                     | CUSIP: N/A<br>LEI: 213800FER4348CINTA77       | Long             | DBT              | NUSS              | AE        |      5500000 | PA      | $4679537.50   | 0.05%             | 2050-04-16      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| ARGENTINA REPUBLIC OF GOVERNMENT                                                | ARGENTINA REP OF FRN 07-09-30/23                                                               | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     25846432 | PA      | $7035140.33   | 0.07%             | 2030-07-09      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| ARGENTINA REPUBLIC OF GOVERNMENT                                                | ARGENTINA REP OF FRN 07-09-35/22                                                               | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     12463075 | PA      | $3192366.81   | 0.03%             | 2035-07-09      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| CANADA (GOVERNMENT OF)                                                          | CANADA GOVT CAD BOND 2.75% 12-01-48                                                            | CUSIP: 135087D35<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     22100000 | PA      | $14758686.85  | 0.15%             | 2048-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CANADA (GOVERNMENT OF)                                                          | CANADA GOVT CAD BOND 4.0% 06-01-41                                                             | CUSIP: 135087YQ1<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      1725000 | PA      | $1385185.19   | 0.01%             | 2041-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHILE (REPUBLIC OF)                                                             | CHILE GVT BD CLP BTPCL 144A LIFE/REG S 4.0% 03-01-23                                           | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |  19310000000 | PA      | $22508664.79  | 0.24%             | 2023-03-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CENTRAL BANK OF TUNISIA                                                         | CENTRAL BANK OF TUNISIA EUR REG S SR UNSEC 6.75% 10-31-23                                      | CUSIP: N/A<br>LEI: 254900B5LFB16S9T2T11       | Long             | DBT              | NUSS              | TN        |     20073000 | PA      | $18119140.59  | 0.19%             | 2023-10-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHILE (REPUBLIC OF)                                                             | CHILE GVT BD CLP BTPCL 144A LIFE/REG S 4.7% 09-01-30                                           | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |   9460000000 | PA      | $10761849.90  | 0.11%             | 2030-09-01      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                          | COLOMBIA REP OF 5.2% 05-15-49                                                                  | CUSIP: 195325DQ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |       664000 | PA      | $454731.10    | 0.00%             | 2049-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY BOND 3.0% 02-15-49                                                                 | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       520000 | PA      | $430714.39    | 0.00%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY I/L FRN 0.5% 04-15-24                                                              | CUSIP: 9128286N5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       106338 | PA      | $103479.30    | 0.00%             | 2024-04-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| TURKEY (REPUBLIC OF)                                                            | TURKEY REP OF 6.0% 01-14-41                                                                    | CUSIP: 900123BJ8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      2500000 | PA      | $1821187.50   | 0.02%             | 2041-01-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY BOND 1.375% 08-15-50                                                               | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1310000 | PA      | $732923.65    | 0.01%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY BOND 0.625% 08-15-30                                                               | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        20000 | PA      | $15744.57     | 0.00%             | 2030-08-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY BOND 0.5% 08-31-27                                                                 | CUSIP: 91282CAH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      4200000 | PA      | $3574170.60   | 0.04%             | 2027-08-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 0.25% 08-31-25                                                                | CUSIP: 91282CAJ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     54975000 | PA      | $49462942.62  | 0.52%             | 2025-08-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 0.25% 10-31-25                                                                | CUSIP: 91282CAT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    136626000 | PA      | $122236549.68 | 1.28%             | 2025-10-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 0.125% 12-15-23                                                               | CUSIP: 91282CBA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     28180000 | PA      | $26996631.62  | 0.28%             | 2023-12-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| ABU DHABI (EMIRATE OF)                                                          | EMIRATE OF ABU DHABI 144A LIFE 0.75% 09-02-23                                                  | CUSIP: 29135LAL4<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |     18355000 | PA      | $17810810.96  | 0.19%             | 2023-09-02      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| AUSTRIA (REPUBLIC OF)                                                           | AUSTRIA REP EUR 144A LIFE/REG S (B) 0.0% 02-20-31                                              | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |     45322000 | PA      | $37997090.96  | 0.40%             | 2031-02-20      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| AUSTRIA (REPUBLIC OF)                                                           | AUSTRIA REP EUR 144A LIFE/ REG S 0.70% 04-20-71                                                | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |       290000 | PA      | $138899.64    | 0.00%             | 2071-04-20      | Fixed         | 0.70%                 | Yes           |                  2 | On Loan: No      |
| AUSTRIA (REPUBLIC OF)                                                           | AUSTRIA REP EUR 144A LIFE/REG S 0.9% 02-20-32                                                  | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |     29485000 | PA      | $26104984.38  | 0.27%             | 2032-02-20      | Fixed         | 0.90%                 | Yes           |                  2 | On Loan: No      |
| AUSTRALIA (COMMONWEALTH OF)                                                     | AUSTRALIA GOVT AUD REG S 3.0% 11-21-33                                                         | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     98900000 | PA      | $61008023.82  | 0.64%             | 2033-11-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA (COMMONWEALTH OF)                                                     | AUSTRALIA GOVT AUD REG S 3.75% 05-21-34                                                        | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    126305000 | PA      | $83276035.22  | 0.87%             | 2034-05-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA (COMMONWEALTH OF)                                                     | AUSTRALIA GOVT AUD REG S 3.25% 04-21-25                                                        | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     29250000 | PA      | $19825405.00  | 0.21%             | 2025-04-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ANGOLA (REPUBLIC OF)                                                            | ANGOLA REPUBLIC REG S 9.5% 11-12-25                                                            | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |     10050000 | PA      | $10367178.00  | 0.11%             | 2025-11-12      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| CHILE (REPUBLIC OF)                                                             | CHILE GVT BD CLP BTPCL 5.0% 03-01-35                                                           | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |    610000000 | PA      | $713164.61    | 0.01%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA (GOVERNMENT)                                                           | MALAYSIA GVT MYR 3.8% 08-17-23                                                                 | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     10770000 | PA      | $2448325.40   | 0.03%             | 2023-08-17      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MALAYSIA (GOVERNMENT)                                                           | MALAYSIA GVT MYR 4.254% 05-31-35                                                               | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      6900000 | PA      | $1573489.78   | 0.02%             | 2035-05-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                     | BONOS MEXICAN MXN 7.5% 06-03-27                                                                | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |       351444 | PA      | $1701698.47   | 0.02%             | 2027-06-03      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MONGOLIA (GOVERNMENT OF)                                                        | MONGOLIA (GOVERNMENT OF) REG S 8.75% 03-09-24                                                  | CUSIP: N/A<br>LEI: 254900PW61ADCBDCLP71       | Long             | DBT              | NUSS              | MN        |       500000 | PA      | $485002.00    | 0.01%             | 2024-03-09      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                     | BONOS MEXICAN MXN 8.0% 11-07-47                                                                | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |      1014212 | PA      | $4645394.39   | 0.05%             | 2047-11-07      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                    | CAIXABANK SA EUR REG S SUB (B) 2.25% 04-17-30/25                                               | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |     16200000 | PA      | $15828713.27  | 0.17%             | 2030-04-17      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP SR UNSEC 3.95% 10-15-25                                                           | CUSIP: 20030NCS8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      4395000 | PA      | $4308756.92   | 0.05%             | 2025-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MALAYSIA (GOVERNMENT)                                                           | MALAYSIA GVT MYR 4.762% 04-07-37                                                               | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      8830000 | PA      | $2107838.27   | 0.02%             | 2037-04-07      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| MALAYSIA (GOVERNMENT)                                                           | MALAYSIA GOVT SUKUK MYR 4.467% 09-15-39                                                        | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      8000000 | PA      | $1828898.07   | 0.02%             | 2039-09-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                              | CONAGRA BRANDS INC SR UNSEC 5.4% 11-01-48                                                      | CUSIP: 205887CE0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |      2583000 | PA      | $2400113.27   | 0.03%             | 2048-11-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                                          | CHINA DEV BANK  CNY UNSEC 4.88% 02-09-28                                                       | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | USGA              | CN        |    232310000 | PA      | $36620847.54  | 0.38%             | 2028-02-09      | Fixed         | 4.88%                 | No            |                  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      | $3234357.56   | 0.03%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE FINANCE LLC                                                           | COMMSCOPE INC 144A LIFE SR UNSEC 8.25% 03-01-27                                                | CUSIP: 20338QAA1<br>LEI: 549300NGP3QQM94T9A69 | Long             | DBT              | CORP              | US        |        50000 | PA      | $38829.00     | 0.00%             | 2027-03-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                              | VICI PROPERTIES LP SR UNSEC 5.625% 05-15-52                                                    | CUSIP: 925650AE3<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |       275000 | PA      | $243654.13    | 0.00%             | 2052-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP/VICI NOTE CO INC                                             | VICI PROPERTIES LP 144A LIFE SR UNSEC 4.5% 01-15-28                                            | CUSIP: 92564RAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1642000 | PA      | $1515848.42   | 0.02%             | 2028-01-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| VISA INC                                                                        | VISA INC EUR SR UNSEC 1.5% 06-15-26                                                            | CUSIP: 92826CAR3<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |      3090000 | PA      | $3108656.83   | 0.03%             | 2026-06-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                        | VISA INC EUR SR UNSEC 2.0% 06-15-29                                                            | CUSIP: 92826CAS1<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |      2430000 | PA      | $2385871.90   | 0.03%             | 2029-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCE US INC                                                       | STELLANTIS FINANCE US INC 144A LIFE SR UNSEC 5.625% 01-12-28                                   | CUSIP: 85855CAD2<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |     16400000 | PA      | $16267570.00  | 0.17%             | 2028-01-12      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| STELLANTIS FINANCE US INC                                                       | STELLANTIS FINANCE US INC 144A LIFE SR UNSEC 6.375% 09-12-32                                   | CUSIP: 85855CAE0<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |      6000000 | PA      | $5940744.00   | 0.06%             | 2032-09-12      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC EUR SR UNSEC 4.25% 10-31-30                                         | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |       470000 | PA      | $509960.36    | 0.01%             | 2030-10-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC EUR SR UNSEC 4.75% 10-31-34                                         | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |       540000 | PA      | $598025.94    | 0.01%             | 2034-10-31      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WELLCOME TRUST LTD/THE                                                          | WELLCOME TRUST LTD/THE EUR REG S SR UNSEC (B) 1.125% 01-21-27                                  | CUSIP: N/A<br>LEI: 549300YQJTZ9YPHW5V73       | Long             | DBT              | CORP              | GB        |      3000000 | PA      | $2955363.65   | 0.03%             | 2027-01-21      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                   | WESTLAKE CORP SR UNSEC 5.0% 08-15-46                                                           | CUSIP: 960413AS1<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |       260000 | PA      | $217146.28    | 0.00%             | 2046-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING LP                                                  | WESTERN MIDSTREAM OPERATING LP SR UNSEC 4.75% 08-15-28                                         | CUSIP: 958254AK0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |       160000 | PA      | $146409.60    | 0.00%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING LP                                                  | WESTERN MIDSTREAM OPERATING LP SR UNSEC 5.5% 02-01-50                                          | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |       300000 | PA      | $247672.50    | 0.00%             | 2050-02-01      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                                           | ROMANIA GOVT BOND EUR 144A LIFE 1.75% 07-13-30                                                 | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     14675000 | PA      | $10965455.37  | 0.12%             | 2030-07-13      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| VENEZUELA REPUBLIC OF (GOVERNMENT)                                              | VENEZUELA REP OF REG S 7.75% 10-13-19/29                                                       | CUSIP: N/A<br>LEI: 529900XM8PJTJK5OJI77       | Long             | DBT              | NUSS              | VE        |      1074000 | PA      | $85920.00     | 0.00%             | 2029-10-13      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| SOUTH AFRICA (REPUBLIC OF)                                                      | SOUTH AFRICA GVT ZAR R213 7.00% 02-28-31                                                       | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |     34971241 | PA      | $1662298.11   | 0.02%             | 2031-02-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA (REPUBLIC OF)                                                      | SOUTH AFRICA GVT ZAR R2048 8.75% 02-28-48                                                      | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    124891100 | PA      | $5747214.07   | 0.06%             | 2048-02-28      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| RUSSIAN FEDERATION                                                              | RUSSIA GOVT OFZ RUB 8.15% 02-03-27                                                             | CUSIP: N/A<br>LEI: 5493004EHVGF71PDBU58       | Long             | DBT              | NUSS              | RU        |    188225000 | PA      | $867749.15    | 0.01%             | 2027-02-03      | Fixed         | 8.15%                 | No            |                  3 | On Loan: No      |
| VENEZUELA REPUBLIC OF (GOVERNMENT)                                              | VENEZUELA REP OF REG S 11.95% 08-05-31                                                         | CUSIP: N/A<br>LEI: 529900XM8PJTJK5OJI77       | Long             | DBT              | NUSS              | VE        |        99000 | PA      | $9405.00      | 0.00%             | 2031-08-05      | Fixed         | 11.95%                | Yes           |                  2 | On Loan: No      |
| RUSSIAN FEDERATION                                                              | RUSSIA GOVT OFZ RUB 7.0% 01-25-23                                                              | CUSIP: N/A<br>LEI: 5493004EHVGF71PDBU58       | Long             | DBT              | NUSS              | RU        |     85315000 | PA      | $393316.61    | 0.00%             | 2023-01-25      | Fixed         | 7.00%                 | No            |                  3 | On Loan: No      |
| SOUTH AFRICA (REPUBLIC OF)                                                      | SOUTH AFRICA GVT ZAR 8.25% 03-31-32                                                            | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |     59094493 | PA      | $2966506.16   | 0.03%             | 2032-03-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA (REPUBLIC OF)                                                      | SOUTH AFRICA GVT ZAR 8.5% 01-31-37                                                             | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |     27170895 | PA      | $1269374.32   | 0.01%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA (REPUBLIC OF)                                                      | SOUTH AFRICA GVT ZAR 8.0% 01-31-30                                                             | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    135770000 | PA      | $7125602.74   | 0.07%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SRI LANKA (DEMOCRATIC SOCIALIST REPUBLIC OF)                                    | SRI LANKA REP OF REG S 6.85% 11-03-25                                                          | CUSIP: N/A<br>LEI: 254900HXCCIOHM74FA02       | Long             | DBT              | NUSS              | LK        |      2775000 | PA      | $895195.58    | 0.01%             | 2025-11-03      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                                           | ROMANIA GOVT BOND RON 4.75% 02-24-25                                                           | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     11740000 | PA      | $2436158.72   | 0.03%             | 2025-02-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA (KINGDOM OF)                                                       | KINGDOM OF SAUDI ARABIA REG S 3.25% 10-26-26                                                   | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |      1700000 | PA      | $1626405.30   | 0.02%             | 2026-10-26      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| ISRAEL (STATE OF)                                                               | ISRAEL STATE OF EUR REG S 2.875% 01-29-24                                                      | CUSIP: N/A<br>LEI: 213800T8ZHTFZIBYPE21       | Long             | DBT              | NUSS              | IL        |      7700000 | PA      | $8208613.17   | 0.09%             | 2024-01-29      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ISRAEL (STATE OF)                                                               | ISRAEL STATE OF USD 2.875% 03-16-26                                                            | CUSIP: 46513CXR2<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |       726000 | PA      | $692744.84    | 0.01%             | 2026-03-16      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ISRAEL (STATE OF)                                                               | ISRAEL STATE OF EUR REG S 1.5% 01-18-27                                                        | CUSIP: N/A<br>LEI: 213800T8ZHTFZIBYPE21       | Long             | DBT              | NUSS              | IL        |      4275000 | PA      | $4254798.21   | 0.04%             | 2027-01-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                              | SPAIN GOVT EUR 144A LIFE/REG S 1.4% 07-30-28                                                   | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      2075000 | PA      | $2025082.10   | 0.02%             | 2028-07-30      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                              | SPAIN GOVT EUR 144A LIFE/REG S 1.45% 04-30-29                                                  | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     10215000 | PA      | $9860766.00   | 0.10%             | 2029-04-30      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                              | SPAIN GOVT EUR 144A LIFE/REG S 1.85% 07-30-35                                                  | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |       260000 | PA      | $226965.01    | 0.00%             | 2035-07-30      | Fixed         | 1.85%                 | Yes           |                  2 | On Loan: No      |
| SERBIA (REPUBLIC OF)                                                            | SERBIA 144A EUR 1.5% 06-26-29                                                                  | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |      4353000 | PA      | $3354262.61   | 0.04%             | 2029-06-26      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                              | CNX RESOURCES CORP 144A LIFE SR UNSEC 7.25% 03-14-27                                           | CUSIP: 12653CAC2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |      1035000 | PA      | $1029017.70   | 0.01%             | 2027-03-14      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| CSN RESOURCES SA                                                                | CSN RESOURCES SA REG S SR UNSEC 7.625% 04-17-26                                                | CUSIP: N/A<br>LEI: 222100ZEX458NMOXZP08       | Long             | DBT              | CORP              | LU        |     15856000 | PA      | $15848309.84  | 0.17%             | 2026-04-17      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| CAIXABANK SA                                                                    | CAIXABANK SA EUR REG S SR NON PREF (B) 1.375% 06-19-26                                         | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      9800000 | PA      | $9518232.20   | 0.10%             | 2026-06-19      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CATALENT PHARMA SOLUTIONS INC                                                   | CATALENT PHARMA SOLUTIONS INC 144A LIFE SR UNSEC 5.0% 07-15-27                                 | CUSIP: 14879EAE8<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |       470000 | PA      | $438071.96    | 0.00%             | 2027-07-15      | Fixed         | 5.00%                 | 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      | $1612412.24   | 0.02%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                      | CIGNA CORP SR UNSEC 4.125% 11-15-25                                                            | CUSIP: 125523AG5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      2615000 | PA      | $2557783.80   | 0.03%             | 2025-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                                        | CONSUMERS ENERGY CO SR SEC 1ST LIEN 3.1% 08-15-50                                              | CUSIP: 210518DF0<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |       185000 | PA      | $129371.80    | 0.00%             | 2050-08-15      | Fixed         | 3.10%                 | 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      | $428026.50    | 0.00%             | 2030-03-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                                    | CHARLES RIVER LABORATORIES INTERNATIONAL INC 144A LIFE SR UNSEC 4.25% 05-01-28                 | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |       430000 | PA      | $396778.20    | 0.00%             | 2028-05-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC SR UNSEC 2.976% 11-05-30/29                                                      | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      2520000 | PA      | $2124193.68   | 0.02%             | 2030-11-05      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP SR UNSEC 2.65% 02-01-30                                                           | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      1260000 | PA      | $1092916.44   | 0.01%             | 2030-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                          | CREDIT SUISSE GROUP AG EUR REG S SR UNSEC 0.65% 01-14-28/27                                    | CUSIP: N/A<br>LEI: 549300506SI9CRFV9Z86       | Long             | DBT              | CORP              | CH        |      3340000 | PA      | $2679575.18   | 0.03%             | 2028-01-14      | Variable      | 0.65%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                     | BONOS MEXICAN MXN 7.75% 11-13-42                                                               | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |       468059 | PA      | $2098236.93   | 0.02%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MOZAMBIQUE (REPUBLIC OF)                                                        | REPUBLIC OF MOZAMBIQUE SF REG S 5.0% 09-15-31/23                                               | CUSIP: N/A<br>LEI: 213800759WLKYIKPER73       | Long             | DBT              | NUSS              | MZ        |      1650000 | PA      | $1270500.00   | 0.01%             | 2031-09-15      | Variable      | 5.00%                 | Yes           |                  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        |       488000 | PA      | $404264.08    | 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      | $6186472.54   | 0.06%             | 2027-05-20      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| MOROCCO (KINGDOM OF)                                                            | MOROCCO KINGDOM OF 144A LIFE EUR 1.5% 11-27-31                                                 | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |      8895000 | PA      | $7052631.04   | 0.07%             | 2031-11-27      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| MALAYSIA (GOVERNMENT)                                                           | MALAYSIA GVT MYR 3.757% 05-22-40                                                               | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     10030000 | PA      | $2105289.03   | 0.02%             | 2040-05-22      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| MALAYSIA (GOVERNMENT)                                                           | MALAYSIA GOVT SUKUK MYR 3.422% 09-30-27                                                        | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      7064000 | PA      | $1574093.33   | 0.02%             | 2027-09-30      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                     | UTD MEX ST GVT GLOBAL 5.0% 04-27-51                                                            | CUSIP: 91087BAL4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      1020000 | PA      | $831394.86    | 0.01%             | 2051-04-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA (GOVERNMENT)                                                           | MALAYSIA GVT MYR 4.065% 06-15-50                                                               | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      2081000 | PA      | $431511.06    | 0.00%             | 2050-06-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| MONGOLIA (GOVERNMENT OF)                                                        | MONGOLIA (GOVERNMENT OF) REG S 5.125% 04-07-26                                                 | CUSIP: N/A<br>LEI: 254900PW61ADCBDCLP71       | Long             | DBT              | NUSS              | MN        |       700000 | PA      | $605551.10    | 0.01%             | 2026-04-07      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                     | UTD MEX ST GVT GLOBAL 3.75% 04-19-71                                                           | CUSIP: 91087BAP5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      1290000 | PA      | $806329.98    | 0.01%             | 2071-04-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MALAYSIA (GOVERNMENT)                                                           | MALAYSIA GOVT SUKUK MYR 4.417% 09-30-41                                                        | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      1281000 | PA      | $289943.66    | 0.00%             | 2041-09-30      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| MONGOLIA (GOVERNMENT OF)                                                        | MONGOLIA (GOVERNMENT OF) REG S 3.5% 07-07-27                                                   | CUSIP: N/A<br>LEI: 254900PW61ADCBDCLP71       | Long             | DBT              | NUSS              | MN        |       200000 | PA      | $161521.40    | 0.00%             | 2027-07-07      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                     | BONOS MEXICAN MXN 8.0% 07-31-53                                                                | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |      9341100 | PA      | $42751477.30  | 0.45%             | 2053-07-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                     | UTD MEX ST GVT GLOBAL 4.875% 05-19-33                                                          | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       210000 | PA      | $193187.82    | 0.00%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                     | MEXICAN UDIBONOS I/L MXN (TITLES) 4.5% 12-04-25                                                | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |      5602082 | PA      | $28598790.82  | 0.30%             | 2025-12-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                     | BONOS MEXICAN MXN 5.75% 03-05-26                                                               | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |      3845500 | PA      | $17874899.92  | 0.19%             | 2026-03-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                                      | BRAZIL NTNF BRL 10.0% 01-01-27                                                                 | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |         6665 | PA      | $1160824.04   | 0.01%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY BOND 2.875% 08-15-45                                                               | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1250000 | PA      | $1009970.50   | 0.01%             | 2045-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY BOND 3.0% 11-15-45                                                                 | CUSIP: 912810RP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1425000 | PA      | $1176872.16   | 0.01%             | 2045-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UK CONV GILT                                                                    | UTD KINGDOM GILT GBP REG S 3.5% 01-22-45                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      4905200 | PA      | $5459679.67   | 0.06%             | 2045-01-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE REPUBLIC OF (GOVERNMENT)                                                | UKRAINE GOVT REG S 7.75% 09-01-24                                                              | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |     44660000 | PA      | $11106763.36  | 0.12%             | 2024-09-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| VENEZUELA REPUBLIC OF (GOVERNMENT)                                              | VENEZUELA REP OF REG S SF 12.75% 08-23-22/32                                                   | CUSIP: N/A<br>LEI: 529900XM8PJTJK5OJI77       | Long             | DBT              | NUSS              | VE        |        80000 | PA      | $6600.00      | 0.00%             | 2032-08-23      | Fixed         | 12.75%                | Yes           |                  2 | On Loan: No      |
| VENEZUELA REPUBLIC OF (GOVERNMENT)                                              | VENEZUELA REP OF 9.25% 09-15-27                                                                | CUSIP: 922646AS3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |       159000 | PA      | $15105.00     | 0.00%             | 2027-09-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 2.875% 11-30-25                                                               | CUSIP: 9128285N6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     27270000 | PA      | $26251359.15  | 0.28%             | 2025-11-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 2.25% 03-31-26                                                                | CUSIP: 9128286L9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        25000 | PA      | $23566.41     | 0.00%             | 2026-03-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 2.25% 04-30-24                                                                | CUSIP: 9128286R6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     54760000 | PA      | $53029720.90  | 0.56%             | 2024-04-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY BOND 1.625% 08-15-29                                                               | CUSIP: 912828YB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     59970000 | PA      | $52030751.61  | 0.55%             | 2029-08-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 1.5% 10-31-24                                                                 | CUSIP: 912828YM6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      6000000 | PA      | $5686656.60   | 0.06%             | 2024-10-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 1.625% 11-30-26                                                               | CUSIP: 912828YU8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      4255100 | PA      | $3880309.09   | 0.04%             | 2026-11-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 0.25% 06-30-25                                                                | CUSIP: 912828ZW3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2895000 | PA      | $2622938.32   | 0.03%             | 2025-06-30      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP FWD PUR FROM USD 1/13/2023                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-626923.38   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP FWD SALE TO USD 1/10/2023                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $572249.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP FWD PUR FROM USD 1/10/2023                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-130052.94   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP FWD SALE TO USD 1/13/2023                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $288.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP FWD PUR FROM USD 1/12/2023                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-26415.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP FWD PUR FROM USD 1/11/2023                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-550797.56   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP FWD SALE TO USD 1/10/2023                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $2929.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | HUF FWD PUR FROM USD 1/20/2023                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-5606877.00  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | HUF FWD SALE TO USD 1/20/2023                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $1854317.53   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | HUF FWD PUR FROM USD 1/3/2023                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $98434.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | HUF FWD PUR FROM USD 1/13/2023                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $986832.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | HUF FWD SALE TO USD 1/10/2023                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-938057.57   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | HUF FWD PUR FROM USD 1/27/2023                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $11184.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | HUF FWD SALE TO USD 1/3/2023                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-11477.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR FWD PUR FROM USD NDF 1/9/2023                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-2433.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR FWD SALE TO USD NDF 1/9/2023                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $64663.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | INR FWD SALE TO USD NDF 1/10/2023                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $8117.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | ILS FWD SALE TO USD 1/10/2023                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $114140.77    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | ILS FWD SALE TO USD 1/10/2023                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $4065.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR FWD PUR FROM USD NDF 1/13/2023                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $2806.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY FWD PUR FROM USD 1/27/2023                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $4710629.47   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY FWD PUR FROM USD 1/27/2023                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $2050040.82   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY FWD PUR FROM USD 1/27/2023                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $2067759.53   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY FWD PUR FROM USD 3/6/2023                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $651950.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY FWD PUR FROM USD 1/13/2023                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $877962.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY FWD PUR FROM USD 1/27/2023                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $854204.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY FWD PUR FROM USD 1/13/2023                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $1198505.89   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY FWD PUR FROM USD 1/20/2023                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $3732307.00   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY FWD PUR FROM USD 1/19/2023                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $8153275.85   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY FWD PUR FROM EUR 1/19/2023                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $179770.77    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY FWD PUR FROM USD 1/20/2023                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $6657830.74   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY FWD PUR FROM USD 1/19/2023                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $551907.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY FWD PUR FROM USD 3/15/2023                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $295837.01    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | KRW FWD PUR FROM USD NDF 2/28/2023                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $712914.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | KRW FWD PUR FROM USD NDF 3/6/2023                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $451244.17    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | KRW FWD PUR FROM USD NDF 1/9/2023                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $147567.17    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | KRW FWD PUR FROM USD NDF 1/9/2023                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $2308676.66   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | MXN FWD SALE TO USD 1/11/2023                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $8771.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | MXN FWD SALE TO USD 1/3/2023                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-3195.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | MXN FWD PUR FROM USD 1/13/2023                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $16398.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | MXN FWD SALE TO USD 1/13/2023                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-1407321.95  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | MXN FWD PUR FROM USD 1/10/2023                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $1393448.54   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | MYR FWD PUR FROM USD 1/10/2023                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $7098.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | MXN FWD SALE TO USD 1/20/2023                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-937922.78   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | MYR FWD PUR FROM USD 1/13/2023                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $9307.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | MXN FWD SALE TO USD 1/27/2023                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $21885.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | MXN FWD PUR FROM USD 1/3/2023                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-20270.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | NZD FWD PUR FROM USD 1/12/2023                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-15149.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | NZD FWD SALE TO USD 3/15/2023                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $7519.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | PLN FWD PUR FROM USD 2/2/2023                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-2602793.05  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | PLN FWD SALE TO USD 2/2/2023                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-1032947.19  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | PLN FWD PUR FROM USD 8/31/2023                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $660063.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | PLN FWD PUR FROM USD 1/5/2023                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $192816.77    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | PLN FWD SALE TO USD 8/31/2023                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-118706.18   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | PLN FWD SALE TO USD 1/5/2023                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-217424.86   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | PLN FWD SALE TO USD 8/31/2023                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-314715.05   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | PEN FWD PUR FROM USD NDF 1/9/2023                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $19001.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | PEN FWD SALE TO USD NDF 1/9/2023                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-3863.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | PLN FWD PUR FROM USD 1/3/2023                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $92168.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | PLN FWD SALE TO USD 1/10/2023                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-310112.46   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | PLN FWD PUR FROM USD 1/17/2023                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $370458.22    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | PLN FWD PUR FROM USD 1/27/2023                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $12504.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | PLN FWD SALE TO USD 1/3/2023                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-13509.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SEK FWD PUR FROM USD 1/11/2023                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-134607.43   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SEK FWD PUR FROM USD 1/12/2023                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-121786.77   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SEK FWD SALE TO USD 1/11/2023                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $17071.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | THB FWD PUR FROM USD 1/11/2023                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $10220.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | THB FWD PUR FROM USD 1/11/2023                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $41601.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | THB FWD PUR FROM USD 1/10/2023                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $10607.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP EUR SR UNSEC 1.25% 02-20-40                                                       | CUSIP: 20030NDD0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      1300000 | PA      | $943263.62    | 0.01%             | 2040-02-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP GBP SR UNSEC 1.875% 02-20-36                                                      | CUSIP: 20030NDF5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       400000 | PA      | $342811.80    | 0.00%             | 2036-02-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP GBP SR UNSEC 1.5% 02-20-29                                                        | CUSIP: 20030NDE8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       600000 | PA      | $597202.20    | 0.01%             | 2029-02-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC SR UNSEC 3.106% 04-08-26/25                                                      | CUSIP: 172967MQ1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     18865000 | PA      | $17873266.95  | 0.19%             | 2026-04-08      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 2.8% 04-01-31                             | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3800000 | PA      | $2967059.00   | 0.03%             | 2031-04-01      | Fixed         | 2.80%                 | 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        |      1500000 | PA      | $917493.00    | 0.01%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                            | CLEVELAND-CLIFFS INC SR UNSEC 5.875% 06-01-27                                                  | CUSIP: 185899AH4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |       175000 | PA      | $167482.88    | 0.00%             | 2027-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CEDAR FAIR LP                                                                   | CEDAR FAIR LP 144A LIFE SR SEC 1ST LIEN 5.5% 05-01-25                                          | CUSIP: 150190AF3<br>LEI: 549300TUVLNQQ6BVKH61 | Long             | DBT              | CORP              | US        |       770000 | PA      | $762944.49    | 0.01%             | 2025-05-01      | Fixed         | 5.50%                 | Yes           |                  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      | $716123.42    | 0.01%             | 2030-05-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                    | CENTENE CORP SR UNSEC 4.625% 12-15-29                                                          | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      1885000 | PA      | $1726831.54   | 0.02%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                                                    | CHEVRON CORP SR UNSEC 1.995% 05-11-27                                                          | CUSIP: 166764BX7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1048000 | PA      | $942784.99    | 0.01%             | 2027-05-11      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                                                    | CHEVRON CORP SR UNSEC 2.236% 05-11-30                                                          | CUSIP: 166764BY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4252000 | PA      | $3653624.54   | 0.04%             | 2030-05-11      | Fixed         | 2.24%                 | 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        |      1895000 | PA      | $1732916.86   | 0.02%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                                       | PG&E CORP SR SEC 1ST LIEN 5.25% 07-01-30                                                       | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |       320000 | PA      | $291691.20    | 0.00%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                     | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 4.55% 07-01-30                                     | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      3834000 | PA      | $3484109.16   | 0.04%             | 2030-07-01      | Fixed         | 4.55%                 | 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        |     11414000 | PA      | $10515672.54  | 0.11%             | 2028-08-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                             | PETROLEOS MEXICANOS MXN REG S SR UNSEC 7.19% 09-12-24                                          | CUSIP: N/A<br>LEI: 549300CAZKPF4HKMPX17       | Long             | DBT              | CORP              | MX        |      3403417 | PA      | $16199262.40  | 0.17%             | 2024-09-12      | Fixed         | 7.19%                 | No            |                  2 | On Loan: No      |
| LINDE INC                                                                       | LINDE INC/CT SR UNSEC 2.0% 08-10-50                                                            | CUSIP: 74005PBS2<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |       412000 | PA      | $229913.72    | 0.00%             | 2050-08-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                         | PUBLIC SERVICE ELECTRIC AND GAS CO SR SEC 1ST LIEN 2.05% 08-01-50                              | CUSIP: 74456QCE4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |      2700000 | PA      | $1517653.80   | 0.02%             | 2050-08-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| PM GENERAL PURCHASER LLC                                                        | PM GENERAL PURCHASER LLC 144A LIFE SR SEC 1ST LIEN 9.5% 10-01-28                               | CUSIP: 69356MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       335000 | PA      | $255898.46    | 0.00%             | 2028-10-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO                                                             | PROCTER & GAMBLE CO/THE SR UNSEC 0.55% 10-29-25                                                | CUSIP: 742718FL8<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |      1792000 | PA      | $1609020.67   | 0.02%             | 2025-10-29      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO                                                             | PROCTER & GAMBLE CO/THE SR UNSEC 1.2% 10-29-30                                                 | CUSIP: 742718FM6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |      1685000 | PA      | $1326091.63   | 0.01%             | 2030-10-29      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 1.75% 11-01-30                                        | CUSIP: 718172CS6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       503000 | PA      | $395058.72    | 0.00%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC                                                                    | PETSMART INC 144A LIFE SR SEC 1ST LIEN 4.75% 02-15-28                                          | CUSIP: 71677KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       750000 | PA      | $680409.00    | 0.01%             | 2028-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| PETSMART LLC                                                                    | PETSMART INC 144A LIFE SR UNSEC 7.75% 02-15-29                                                 | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       750000 | PA      | $705801.00    | 0.01%             | 2029-02-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| PARTY CITY HOLDINGS INC                                                         | PARTY CITY HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 8.75% 02-15-26                               | CUSIP: 702150AG8<br>LEI: 5493005PYM1JS6EZN307 | Long             | DBT              | CORP              | US        |       556000 | PA      | $161240.00    | 0.00%             | 2026-02-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY BOND 6.250% 08-15-23                                                               | CUSIP: 912810EQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2498700 | PA      | $2522317.71   | 0.03%             | 2023-08-15      | Fixed         | 6.25%                 | No            |                  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        |      6612159 | NS      | $53889098.30  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                                                          | CHESAPEAKE ENERGY CORP (NEW)                                                                   | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |         9204 | NS      | $868581.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 2020 CASH MANDATORY EXCHANGEABLE TRUST                                          | 2020 CASH MANDATORY EXCHANGEABLE TRUST (TMUS) CV PFD 5.25% 06-01-23                            | CUSIP: 901375105<br>LEI: N/A                  | Long             | EP               | CORP              | US        |          300 | NS      | $343956.00    | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| CONSTELLATION OIL SERVICES HOLDING SA                                           | CONSTELLATION OIL SERVICES HOLDING SA CL B-1 (DRS) (NOT LISTED OR TRADING)                     | CUSIP: N/A<br>LEI: 54930059EGCX1QIQVD73       | Long             | EC               | CORP              | LU        |      3023297 | NS      | $332562.67    | 0.00%             |  |  |  | No            |                  3 | 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      | $116245.16    | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BIGHORN PERMIAN RESOURCES LLC                                                   | BIGHORN PERMIAN RESOURCES LLC UNIT (NOT LISTED OR TRADING)                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         2668 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | 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      | $128673.00    | 0.00%             | 2026-05-15      | Fixed         | 2.75%                 | 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      | $448246.50    | 0.00%             | 2026-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA (LONDON BRANCH)                                              | CREDIT AGRICOLE SA EUR REG S SR NON PREF (B) 0.5% 06-24-24                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |       900000 | PA      | $925090.38    | 0.01%             | 2024-06-24      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                               | DISH DBS CV SR UNSEC 3.375% 08-15-26                                                           | CUSIP: 25470MAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       390000 | PA      | $245310.00    | 0.00%             | 2026-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CO                                                                   | FORD MOTOR CO CV SR UNSEC 0.0% 03-15-26                                                        | CUSIP: 345370CZ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |       186000 | PA      | $176421.00    | 0.00%             | 2026-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                            | WESTPAC BANKING CORP SUB (H) 4.11% 07-24-34/29                                                 | CUSIP: 961214EF6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      2279000 | PA      | $1958479.16   | 0.02%             | 2034-07-24      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC SR UNSEC 3.875% 08-22-37                                                        | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       375000 | PA      | $333720.75    | 0.00%             | 2037-08-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC SR UNSEC 4.329% 09-21-28                                            | CUSIP: 92343VER1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      3315000 | PA      | $3193959.41   | 0.03%             | 2028-09-21      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                          | WESCO DISTRIBUTION INC 144A SR UNSEC 7.125% 06-15-25                                           | CUSIP: 95081QAN4<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |       320000 | PA      | $324707.84    | 0.00%             | 2025-06-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                                             | TRAVEL + LEISURE CO 144A LIFE SR SEC 1ST LIEN 6.625% 07-31-26                                  | CUSIP: 98310WAS7<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |       500000 | PA      | $489991.00    | 0.01%             | 2026-07-31      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                                                | LAMAR MEDIA CORP SR UNSEC 3.75% 02-15-28                                                       | CUSIP: 513075BR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       840000 | PA      | $753216.24    | 0.01%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  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        |      1000000 | PA      | $828028.00    | 0.01%             | 2031-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JACOBS ENTERTAINMENT INC                                                        | JACOBS ENTERTAINMENT INC 144A LIFE SR UNSEC 6.75% 02-15-29                                     | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |       495000 | PA      | $447445.85    | 0.00%             | 2029-02-15      | Fixed         | 6.75%                 | 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        |       385000 | PA      | $390773.08    | 0.00%             | 2030-05-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONAL LTD BERMUDA                                           | WEATHERFORD INTERNATIONAL LTD 144A LIFE SR UNSEC 11.0% 12-01-24                                | CUSIP: 947075AP2<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | US        |        57000 | PA      | $58355.12     | 0.00%             | 2024-12-01      | Fixed         | 11.00%                | 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        |     14395000 | PA      | $13378842.56  | 0.14%             | 2026-10-05      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL ENTERTAINMENT CORP                                                    | UNIVERSAL ENTERTAINMENT CORP 144A LIFE SR SEC 1ST LIEN 8.5% 12-11-24                           | CUSIP: 91349WAB4<br>LEI: 353800BBJTHSMSQ31V91 | Long             | DBT              | CORP              | JP        |       500000 | PA      | $467050.00    | 0.00%             | 2024-12-11      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| SUN COMMUNITIES OPERATING LP                                                    | SUN COMMUNITIES OPERATING LP SR UNSEC 2.3% 11-01-28                                            | CUSIP: 866677AF4<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |       788000 | PA      | $657549.75    | 0.01%             | 2028-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                                             | ONCOR ELECTRIC DELIVERY CO LLC SR SEC 1ST LIEN 2.7% 11-15-51                                   | CUSIP: 68233JCD4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      3223000 | PA      | $2120318.23   | 0.02%             | 2051-11-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| 1375209 BC LTD                                                                  | 1375209 BC LTD 144A LIFE SR SEC 1ST LIEN 9.0% 01-30-28                                         | CUSIP: 68251PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       335000 | PA      | $327881.25    | 0.00%             | 2028-01-30      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| FIBRA SOMA                                                                      | CIBANCO SA INSTITUCION DE BANCA MULTIPLE TRUST CIB REG S SR UNSEC 4.375% 07-22-31              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |     14650000 | PA      | $10975179.35  | 0.12%             | 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      | $139104.00    | 0.00%             | 2030-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CENTRAL BANK OF TUNISIA                                                         | CENTRAL BANK OF TUNISIA EUR 144A LIFE SR UNSEC 6.75% 10-31-23                                  | CUSIP: N/A<br>LEI: 254900B5LFB16S9T2T11       | Long             | DBT              | NUSS              | TN        |      4406000 | PA      | $3977130.15   | 0.04%             | 2023-10-31      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| 7-ELEVEN INC                                                                    | 7-ELEVEN INC 144A LIFE SR UNSEC 1.3% 02-10-28                                                  | CUSIP: 817826AD2<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |       361000 | PA      | $299801.84    | 0.00%             | 2028-02-10      | Fixed         | 1.30%                 | Yes           |                  2 | On Loan: No      |
| 7-ELEVEN INC                                                                    | 7-ELEVEN INC 144A LIFE SR UNSEC 1.8% 02-10-31                                                  | CUSIP: 817826AE0<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |      6811000 | PA      | $5217341.79   | 0.05%             | 2031-02-10      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| ABU DHABI NATIONAL ENERGY CO PJSC                                               | ABU DHABI NATIONAL ENERGY CO PJSC 144A SR UNSEC 3.625% 01-12-23                                | CUSIP: 00386SAL6<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | AE        |       580000 | PA      | $579454.80    | 0.01%             | 2023-01-12      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| ALLIANZ SE                                                                      | ALLIANZ SE EUR PRP REG S SUB (H) (B) 4.75% 12-31-49/10-24-23                                   | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | DBT              | CORP              | DE        |     13900000 | PA      | $14797419.05  | 0.16%             | 2049-12-31      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                                | AMERICAN INTERNATIONAL GROUP INC SR UNSEC 4.8% 07-10-45                                        | CUSIP: 026874DF1<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |       500000 | PA      | $451257.50    | 0.00%             | 2045-07-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                                                             | ASSUREDPARTNERS INC 144A SR UNSEC 7.0% 08-15-25                                                | CUSIP: 04624VAA7<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |       470000 | PA      | $455271.61    | 0.00%             | 2025-08-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HOLDINGS SCA                                                   | MEDTRONIC GLOBAL HOLDINGS SCA EUR SR UNSEC 1.375% 10-15-40                                     | CUSIP: N/A<br>LEI: 549300JXMTTP8GKYIX14       | Long             | DBT              | CORP              | LU        |      1095000 | PA      | $764755.16    | 0.01%             | 2040-10-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| MEITUAN                                                                         | MEITUAN 144A LIFE SR UNSEC 3.05% 10-28-30                                                      | CUSIP: 58533EAC7<br>LEI: 21380033K525E5JLIA77 | Long             | DBT              | CORP              | CN        |       565000 | PA      | $436242.72    | 0.00%             | 2030-10-28      | Fixed         | 3.05%                 | Yes           |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                           | MOLINA HEALTHCARE INC 144A LIFE SR UNSEC 3.875% 11-15-30                                       | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |       460000 | PA      | $390505.50    | 0.00%             | 2030-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY SR UNSEC 0.985% 12-10-26/25                                                     | CUSIP: 6174468V4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     14750000 | PA      | $12939408.00  | 0.14%             | 2026-12-10      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                              | METROPOLITAN LIFE GLOBAL FUNDING I 144A LIFE SR SEC 1ST LIEN 1.55% 01-07-31                    | CUSIP: 59217GGU7<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |       571000 | PA      | $444164.34    | 0.00%             | 2031-01-07      | Fixed         | 1.55%                 | Yes           |                  2 | On Loan: No      |
| MOHEGAN GAMING & ENTERTAINMENT                                                  | MOHEGAN TRIBAL GAMING AUTHORITY 144A LIFE SR SEC 1ST LIEN 8.0% 02-01-26                        | CUSIP: 608328BH2<br>LEI: 549300UB083Z2NRDHC48 | Long             | DBT              | CORP              | US        |       310000 | PA      | $290476.20    | 0.00%             | 2026-02-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| MOVIDA EUROPE SA                                                                | MOVIDA EUROPE SA 144A LIFE SR UNSEC 5.25% 02-08-31                                             | CUSIP: 62459LAA7<br>LEI: 549300YRJE0V6QKU7C86 | Long             | DBT              | CORP              | LU        |      4770000 | PA      | $3582713.61   | 0.04%             | 2031-02-08      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| MASCO CORP                                                                      | MASCO CORP SR UNSEC 1.5% 02-15-28                                                              | CUSIP: 574599BS4<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |       533000 | PA      | $442150.68    | 0.00%             | 2028-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                            | LOCKHEED MARTIN CORPORATION SR UNSEC 5.7% 11-15-54                                             | CUSIP: 539830BX6<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      1154000 | PA      | $1216677.20   | 0.01%             | 2054-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| LINDE INC                                                                       | LINDE INC SR UNSEC 4.70% 12-05-25                                                              | CUSIP: 53522KAB9<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $2003672.00   | 0.02%             | 2025-12-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                                                      | MASCO CORP SR UNSEC 2.0% 02-15-31                                                              | CUSIP: 574599BQ8<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |       400000 | PA      | $308688.40    | 0.00%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                  | MASTERCARD INC SR UNSEC 1.9% 03-15-31                                                          | CUSIP: 57636QAS3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |      1653000 | PA      | $1346900.77   | 0.01%             | 2031-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                  | MICROSOFT CORP SR UNSEC 2.4% 08-08-26                                                          | CUSIP: 594918BR4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $2801316.00   | 0.03%             | 2026-08-08      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY AIRPORT TRUST                                                       | MEXICO CITY AIRPORT TRUST REG S SR SEC 1ST LIEN 4.25% 10-31-26                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |      1278000 | PA      | $1221090.66   | 0.01%             | 2026-10-31      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| MEXICO CITY AIRPORT TRUST                                                       | MEXICO CITY AIRPORT TRUST REG S SR SEC 1ST LIEN 5.5% 10-31-46                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |      2675000 | PA      | $2064401.83   | 0.02%             | 2046-10-31      | Fixed         | 5.50%                 | Yes           |                  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        |      2310000 | PA      | $2162370.21   | 0.02%             | 2026-12-18      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| MASTERCARD INC                                                                  | MASTERCARD INC SR UNSEC 2.95% 03-15-51                                                         | CUSIP: 57636QAT1<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |       772000 | PA      | $550304.76    | 0.01%             | 2051-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                                      | MATTEL INC 144A LIFE SR UNSEC 3.75% 04-01-29                                                   | CUSIP: 577081BF8<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |       275000 | PA      | $241936.75    | 0.00%             | 2029-04-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                  | MICROSOFT CORP SR UNSEC 3.3% 02-06-27                                                          | CUSIP: 594918BY9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      4725000 | PA      | $4560598.35   | 0.05%             | 2027-02-06      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL USA INC                                                              | MURPHY OIL USA INC SR UNSEC 5.625% 05-01-27                                                    | CUSIP: 626738AD0<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |        75000 | PA      | $72954.75     | 0.00%             | 2027-05-01      | Fixed         | 5.62%                 | No            |                  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        |     10772000 | PA      | $9462070.94   | 0.10%             | 2027-05-04      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                        | MSCI INC 144A LIFE SR UNSEC 3.625% 11-01-31                                                    | CUSIP: 55354GAM2<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |      2115000 | PA      | $1752118.88   | 0.02%             | 2031-11-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE LTD                                                       | MELCO RESORTS FINANCE LTD 144A LIFE SR UNSEC 4.875% 06-06-25                                   | CUSIP: 58547DAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |       400000 | PA      | $368022.80    | 0.00%             | 2025-06-06      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| MEXICO CITY AIRPORT TRUST                                                       | MEXICO CITY AIRPORT TRUST 144A LIFE SR SEC 1ST LIEN 5.5% 07-31-47                              | CUSIP: 59284MAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |       287000 | PA      | $221663.02    | 0.00%             | 2047-07-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MONEYGRAM INTERNATIONAL INC                                                     | MONEYGRAM INTERNATIONAL INC 144A LIFE SR SEC 1ST LIEN 5.375% 08-01-26                          | CUSIP: 60935YAA7<br>LEI: 5299002DLX0Q04KC4156 | Long             | DBT              | CORP              | US        |       215000 | PA      | $218179.42    | 0.00%             | 2026-08-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| MIDAS OPCO HOLDINGS LLC                                                         | STAGWELL GLOBAL LLC 144A LIFE SR UNSEC 5.625% 08-15-29                                         | CUSIP: 59565JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       510000 | PA      | $421492.05    | 0.00%             | 2029-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                              | VICI PROPERTIES LP 144A LIFE SR UNSEC 4.625% 06-15-25                                          | CUSIP: 92564RAG0<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |       751000 | PA      | $720997.55    | 0.01%             | 2025-06-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| MOZART DEBT MERGER SUB INC                                                      | MEDLINE BORROWER LP 144A LIFE SR UNSEC 5.25% 10-01-29                                          | CUSIP: 62482BAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1110000 | PA      | $883621.05    | 0.01%             | 2029-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| MEXICO CITY AIRPORT TRUST                                                       | MEXICO CITY AIRPORT TRUST REG S SR SEC 1ST LIEN 3.875% 04-30-28                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |      1672000 | PA      | $1531988.39   | 0.02%             | 2028-04-30      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                              | METROPOLITAN LIFE GLOBAL FUNDING I GIC 144A LIFE SR SEC 1ST LIEN 3.0% 09-19-27                 | CUSIP: 59217GCK3<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |      1150000 | PA      | $1046535.65   | 0.01%             | 2027-09-19      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| MASTERCARD INC                                                                  | MASTERCARD INC SR UNSEC 2.0% 11-18-31                                                          | CUSIP: 57636QAU8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |      4527000 | PA      | $3646344.58   | 0.04%             | 2031-11-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                                  | MARSH & MCLENNAN COS INC SR UNSEC 2.375% 12-15-31                                              | CUSIP: 571748BP6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |       711000 | PA      | $576088.46    | 0.01%             | 2031-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                                  | MARSH & MCLENNAN COS INC SR UNSEC 4.375% 03-15-29                                              | CUSIP: 571748BG6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |       160000 | PA      | $154887.52    | 0.00%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                                  | MARSH & MCLENNAN COS INC SR UNSEC 3.875% 03-15-24                                              | CUSIP: 571748BF8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |       370000 | PA      | $365042.37    | 0.00%             | 2024-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                                  | MARSH & MCLENNAN COS INC SR UNSEC 2.9% 12-15-51                                                | CUSIP: 571748BQ4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |       600000 | PA      | $387477.00    | 0.00%             | 2051-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| MALAYSIA (GOVERNMENT)                                                           | MALAYSIA GVT MYR 3.48% 03-15-23                                                                | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      7510000 | PA      | $1704088.05   | 0.02%             | 2023-03-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP INC                                                                 | MATCH GROUP HOLDINGS II LLC 144A LIFE SR UNSEC 5.625% 02-15-29                                 | CUSIP: 57665RAJ5<br>LEI: 549300BIJKT86CPCKK96 | Long             | DBT              | CORP              | US        |       825000 | PA      | $768714.38    | 0.01%             | 2029-02-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HOLDINGS SCA                                                   | MEDTRONIC GLOBAL HOLDINGS SCA EUR SR UNSEC 1.125% 03-07-27                                     | CUSIP: 58507LAH2<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |      4820000 | PA      | $4690889.22   | 0.05%             | 2027-03-07      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                              | METROPOLITAN LIFE GLOBAL FUNDING I 144A LIFE SR SEC 1ST LIEN 1.875% 01-11-27                   | CUSIP: 59217GER6<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1328947.50   | 0.01%             | 2027-01-11      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| MASTERCARD INC                                                                  | MASTERCARD INC EUR SR UNSEC 1.0% 02-22-29                                                      | CUSIP: 57636QAV6<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |      1425000 | PA      | $1325481.10   | 0.01%             | 2029-02-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                                  | MARSH & MCLENNAN COS INC EUR SR UNSEC 1.349% 09-21-26                                          | CUSIP: 571748BL5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |       390000 | PA      | $379166.69    | 0.00%             | 2026-09-21      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                                  | MARSH & MCLENNAN COS INC EUR SR UNSEC 1.979% 03-21-30                                          | CUSIP: 571748BM3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $918601.31    | 0.01%             | 2030-03-21      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                        | WARNERMEDIA HOLDINGS INC 144A SR UNSEC 5.05% 03-15-42                                          | CUSIP: 55903VAN3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     11988000 | PA      | $9214276.50   | 0.10%             | 2042-03-15      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                        | WARNERMEDIA HOLDINGS INC 144A SR UNSEC 4.279% 03-15-32                                         | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      5585000 | PA      | $4614706.78   | 0.05%             | 2032-03-15      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                                       | MGM RESORTS INTERNATIONAL SR UNSEC 5.5% 04-15-27                                               | CUSIP: 552953CF6<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |       560000 | PA      | $521734.64    | 0.01%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LABL ESCROW ISSUER LLC                                                          | LABL INC 144A LIFE SR UNSEC 10.5% 07-15-27                                                     | CUSIP: 50168AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       400000 | PA      | $372832.00    | 0.00%             | 2027-07-15      | Fixed         | 10.50%                | 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        |     10569000 | PA      | $9590934.17   | 0.10%             | 2027-04-06      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY SUB 5.297% 04-20-37/32                                                          | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      1540000 | PA      | $1412310.90   | 0.01%             | 2037-04-20      | Variable      | 5.30%                 | 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      | $6632576.99   | 0.07%             | 2031-07-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| METHANEX CORP                                                                   | METHANEX CORP SR UNSEC 5.25% 12-15-29                                                          | CUSIP: 59151KAL2<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |      1095000 | PA      | $973486.76    | 0.01%             | 2029-12-15      | Fixed         | 5.25%                 | No            |                  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        |      1000000 | PA      | $1023910.00   | 0.01%             | 2027-11-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY EUR SR UNSEC 2.103% 05-08-26/25                                                 | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |      4740000 | PA      | $4839324.47   | 0.05%             | 2026-05-08      | Variable      | 2.10%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY EUR SR UNSEC 2.95% 05-07-32/31                                                  | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |     12730000 | PA      | $12110612.14  | 0.13%             | 2032-05-07      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG                                   | MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG IN MUENCHEN 144A LIFE SUB (H) 5.875% 05-23-42/32 | CUSIP: 62582PAA8<br>LEI: 529900MUF4C20K50JS49 | Long             | DBT              | CORP              | DE        |      3000000 | PA      | $3003477.00   | 0.03%             | 2042-05-23      | Variable      | 5.88%                 | 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      | $220325.05    | 0.00%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY SR UNSEC 4.889% 07-20-33/32                                                     | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       580000 | PA      | $546622.74    | 0.01%             | 2033-07-20      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                              | METROPOLITAN LIFE GLOBAL FUNDING I 144A LIFE SR SEC 1ST LIEN 1.95% 01-13-23                    | CUSIP: 59217GEE5<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $999257.00    | 0.01%             | 2023-01-13      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| MALLINCKRODT INTERNATIONAL FINANCE SA / MALLINCKRODT CB LLC                     | MALLINCKRODT INTERNATIONAL FINANCE SA 144A LIFE SR SEC 1ST LIEN 10.0% 04-15-25                 | CUSIP: 561233AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |       290000 | PA      | $249661.58    | 0.00%             | 2025-04-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                              | METROPOLITAN LIFE GLOBAL FUNDING I 144A LIFE SR SEC 1ST LIEN 4.3% 08-25-29                     | CUSIP: 59217GFD6<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $952382.00    | 0.01%             | 2029-08-25      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                  | MCDONALD'S CORP SR UNSEC 4.6% 09-09-32                                                         | CUSIP: 58013MFS8<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      1415000 | PA      | $1388058.40   | 0.01%             | 2032-09-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                  | MCDONALD'S CORP SR UNSEC 5.15% 09-09-52                                                        | CUSIP: 58013MFT6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |       520000 | PA      | $501679.88    | 0.01%             | 2052-09-09      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                         | MERCEDES-BENZ FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 5.375% 11-26-25                     | CUSIP: 58769JAB3<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |       150000 | PA      | $150978.75    | 0.00%             | 2025-11-26      | Fixed         | 5.38%                 | 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        |       351000 | PA      | $288194.17    | 0.00%             | 2030-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                        | MSCI INC 144A LIFE SR UNSEC 3.875% 02-15-31                                                    | CUSIP: 55354GAL4<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |       855000 | PA      | $712386.00    | 0.01%             | 2031-02-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                         | MERCEDES-BENZ FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 5.5% 11-27-24                       | CUSIP: 58769JAA5<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |       333000 | PA      | $335131.53    | 0.00%             | 2024-11-27      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                                         | NYKREDIT DKK SR SEC SER 01E SF 2.00% 07-01-37 (CALLABLE)                                       | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | ABS-CBDO         | CORP              | DK        |     16146564 | PA      | $2072438.27   | 0.02%             | 2037-07-01      | Fixed         | 2.00%                 | 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        |       625000 | PA      | $571475.00    | 0.01%             | 2028-06-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| MERCK & CO INC                                                                  | MERCK & CO INC SR UNSEC 1.45% 06-24-30                                                         | CUSIP: 58933YAZ8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      4500000 | PA      | $3600634.50   | 0.04%             | 2030-06-24      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                              | METROPOLITAN LIFE GLOBAL FUNDING I 144A SR SEC 1ST LIEN 0.95% 07-02-25                         | CUSIP: 59217GEJ4<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |       666000 | PA      | $604011.38    | 0.01%             | 2025-07-02      | Fixed         | 0.95%                 | Yes           |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                     | BONOS MEXICAN MXN 8.5% 05-31-29                                                                | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |      1368800 | PA      | $6836870.28   | 0.07%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                                         | NYKREDIT DKK REG S SEC SER 01E SF 2.50% 10-01-47 (CALLABLE)                                    | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | ABS-CBDO         | CORP              | DK        |      7323249 | PA      | $940126.89    | 0.01%             | 2047-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK STATE ELECTRIC & GAS CORPORATION                                       | NEW YORK STATE ELECTRIC & GAS CORP 144A LIFE SR UNSEC 3.25% 12-01-26                           | CUSIP: 649840CQ6<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $2823900.00   | 0.03%             | 2026-12-01      | Fixed         | 3.25%                 | Yes           |                  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      | $590170.14    | 0.01%             | 2027-04-28      | Fixed         | 5.62%                 | 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      | $4813.76      | 0.00%             | 2027-04-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| METHANEX CORP                                                                   | METHANEX CORP SR UNSEC 5.125% 10-15-27                                                         | CUSIP: 59151KAM0<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |       500000 | PA      | $464610.00    | 0.00%             | 2027-10-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC SR UNSEC 4.75% 05-15-52                                                 | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       230000 | PA      | $213638.72    | 0.00%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                   | DEUTSCHLAND REP EUR REG S (B) 1.0% 05-15-38                                                    | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     38000000 | PA      | $32558276.15  | 0.34%             | 2038-05-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                   | DEUTSCHLAND REP EUR REG S (B) 1.7% 08-15-32                                                    | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     89325000 | PA      | $89166507.52  | 0.94%             | 2032-08-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| GHANA (REPUBLIC OF)                                                             | GHANA REP OF REG S SF 8.125% 01-18-26                                                          | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |       390000 | PA      | $159962.40    | 0.00%             | 2026-01-18      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| HONDURAS REPUBLIC OF                                                            | HONDURAS REP OF REG S 6.25% 01-19-27                                                           | CUSIP: N/A<br>LEI: 5493002DW1JNBNG17615       | Long             | DBT              | NUSS              | HN        |     19787000 | PA      | $17507873.98  | 0.18%             | 2027-01-19      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY (REPUBLIC OF)                                                           | HUNGARY GOVT BOND HUF 1.5% 08-23-23                                                            | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   1046820000 | PA      | $2623817.19   | 0.03%             | 2023-08-23      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HONDURAS REPUBLIC OF                                                            | HONDURAS REP OF REG S 5.625% 06-24-30                                                          | CUSIP: N/A<br>LEI: 5493002DW1JNBNG17615       | Long             | DBT              | NUSS              | HN        |      7784000 | PA      | $6278512.13   | 0.07%             | 2030-06-24      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| HONDURAS REPUBLIC OF                                                            | HONDURAS REP OF 144A LIFE 5.625% 06-24-30                                                      | CUSIP: 438180AJ0<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |      2623000 | PA      | $2115690.82   | 0.02%             | 2030-06-24      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT INTERNATIONAL BOND                                           | REPUBLIC OF HUNGARY JPY REG S 0.52% 09-15-23                                                   | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |    200000000 | PA      | $1521484.30   | 0.02%             | 2023-09-15      | Fixed         | 0.52%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                         | INDONESIA GOVT BOND IDR FR59 7.0% 05-15-27                                                     | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  18459000000 | PA      | $1216951.74   | 0.01%             | 2027-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                         | INDONESIA GOVT BOND IDR FR63 5.625% 05-15-23                                                   | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 191100000000 | PA      | $12300125.26  | 0.13%             | 2023-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ISRAEL (STATE OF)                                                               | ISRAEL STATE OF ILS 3.75% 03-31-24                                                             | CUSIP: N/A<br>LEI: 213800T8ZHTFZIBYPE21       | Long             | DBT              | NUSS              | IL        |      6465000 | PA      | $1840668.32   | 0.02%             | 2024-03-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF IRELAND                                                             | IRELAND GOVT EUR REG S 0.9% 05-15-28                                                           | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |        30000 | PA      | $29118.02     | 0.00%             | 2028-05-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                         | INDONESIA REP OF JPY REG S 0.92% 05-31-23                                                      | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |    100000000 | PA      | $763108.81    | 0.01%             | 2023-05-31      | Fixed         | 0.92%                 | No            |                  2 | On Loan: No      |
| ITALY (REPUBLIC OF)                                                             | ITALY GOVT BTPS EUR REG S (B) 2.80% 12-01-28                                                   | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     28044000 | PA      | $28150192.89  | 0.30%             | 2028-12-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                         | INDONESIA GOVT BOND IDR FR78 8.25% 05-15-29                                                    | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 175983000000 | PA      | $12184094.12  | 0.13%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ISRAEL (STATE OF)                                                               | ISRAEL STATE OF EUR REG S 1.5% 01-16-29                                                        | CUSIP: N/A<br>LEI: 213800T8ZHTFZIBYPE21       | Long             | DBT              | NUSS              | IL        |      3875000 | PA      | $3731709.38   | 0.04%             | 2029-01-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                         | INDONESIA GOVT BOND IDR FR81 6.5% 06-15-25                                                     | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 108958000000 | PA      | $7068877.28   | 0.07%             | 2025-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ITALY (REPUBLIC OF)                                                             | ITALY GOVT BTPS EUR REG S (B) 1.35% 04-01-30                                                   | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |       690000 | PA      | $607015.22    | 0.01%             | 2030-04-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| ITALY (REPUBLIC OF)                                                             | ITALY GOVT BTPS (B) EUR REG S 0.85% 01-15-27                                                   | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     12395000 | PA      | $11878513.54  | 0.12%             | 2027-01-15      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| ISRAEL (STATE OF)                                                               | ISRAEL STATE 2.5% 01-15-30                                                                     | CUSIP: 46513JXM8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     16570000 | PA      | $14861881.55  | 0.16%             | 2030-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ITALY (REPUBLIC OF)                                                             | ITALY GOVT BTPS EUR 144A LIFE/ REG S (B) 1.45% 03-01-36                                        | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     17730000 | PA      | $13069543.81  | 0.14%             | 2036-03-01      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| ISRAEL (STATE OF)                                                               | ISRAEL STATE OF ILS 0.5% 04-30-25                                                              | CUSIP: N/A<br>LEI: 213800T8ZHTFZIBYPE21       | Long             | DBT              | NUSS              | IL        |      7001000 | PA      | $1848820.88   | 0.02%             | 2025-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| RUSSIAN FEDERATION                                                              | RUSSIA GOVT OFZ RUB 6.1% 07-18-35                                                              | CUSIP: N/A<br>LEI: 5493004EHVGF71PDBU58       | Long             | DBT              | NUSS              | RU        |     95606000 | PA      | $414832.81    | 0.00%             | 2035-07-18      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| VENEZUELA REPUBLIC OF (GOVERNMENT)                                              | VENEZUELA REP OF REG S 7.65% 04-21-25                                                          | CUSIP: N/A<br>LEI: 529900XM8PJTJK5OJI77       | Long             | DBT              | NUSS              | VE        |       120000 | PA      | $10500.00     | 0.00%             | 2025-04-21      | Fixed         | 7.65%                 | Yes           |                  2 | On Loan: No      |
| RUSSIAN FEDERATION                                                              | RUSSIA GOVT OFZ RUB 6.9% 07-23-31                                                              | CUSIP: N/A<br>LEI: 5493004EHVGF71PDBU58       | Long             | DBT              | NUSS              | RU        |    668992000 | PA      | $2902744.95   | 0.03%             | 2031-07-23      | Fixed         | 6.90%                 | No            |                  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        |      1347000 | PA      | $1288957.77   | 0.01%             | 2030-06-30      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                                                                    | UBS GROUP AG 144A LIFE SR UNSEC 4.49% 08-05-25/24                                              | CUSIP: 902613AR9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     14100000 | PA      | $13866574.50  | 0.15%             | 2025-08-05      | Variable      | 4.49%                 | Yes           |                  2 | On Loan: No      |
| MILEAGE PLUS HOLDINGS LLC                                                       | MILEAGE PLUS HOLDINGS LLC 144A LIFE SR SEC 1ST LIEN SF 6.5% 06-20-27                           | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       832554 | PA      | $829558.12    | 0.01%             | 2027-06-20      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA) INC                                              | UNITED RENTALS NORTH AMERICA INC 144A LIFE SR SEC 1ST LIEN 6.0% 12-15-29                       | CUSIP: 911365BQ6<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1991350.00   | 0.02%             | 2029-12-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| VENEZUELA REPUBLIC OF (GOVERNMENT)                                              | VENEZUELA REP OF REG S 9.0% 05-07-23                                                           | CUSIP: N/A<br>LEI: 529900XM8PJTJK5OJI77       | Long             | DBT              | NUSS              | VE        |      1289000 | PA      | $112787.50    | 0.00%             | 2023-05-07      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| VENEZUELA REPUBLIC OF (GOVERNMENT)                                              | VENEZUELA REP OF REG S 9.25% 05-07-28                                                          | CUSIP: N/A<br>LEI: 529900XM8PJTJK5OJI77       | Long             | DBT              | NUSS              | VE        |      2498000 | PA      | $224820.00    | 0.00%             | 2028-05-07      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| VENEZUELA REPUBLIC OF (GOVERNMENT)                                              | VENEZUELA REP OF REG S 7.0% 03-31-38                                                           | CUSIP: N/A<br>LEI: 529900XM8PJTJK5OJI77       | Long             | DBT              | NUSS              | VE        |        99000 | PA      | $8910.00      | 0.00%             | 2038-03-31      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT                                                            | VEOLIA ENVIRONNEMENT SA EUR REG S SR UNSEC (B) 1.59% 01-10-28                                  | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |      1900000 | PA      | $1839119.48   | 0.02%             | 2028-01-10      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| VENEZUELA REPUBLIC OF (GOVERNMENT)                                              | VENEZUELA REP OF REG S 11.75% 10-21-26                                                         | CUSIP: N/A<br>LEI: 529900XM8PJTJK5OJI77       | Long             | DBT              | NUSS              | VE        |        60000 | PA      | $5550.00      | 0.00%             | 2026-10-21      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| VENEZUELA REPUBLIC OF (GOVERNMENT)                                              | VENEZUELA REP OF REG S 8.25% 10-13-24                                                          | CUSIP: N/A<br>LEI: 529900XM8PJTJK5OJI77       | Long             | DBT              | NUSS              | VE        |       279000 | PA      | $24412.50     | 0.00%             | 2024-10-13      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC SR UNSEC 3.85% 11-01-42                                             | CUSIP: 92343VBG8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       443000 | PA      | $353060.81    | 0.00%             | 2042-11-01      | Fixed         | 3.85%                 | No            |                  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      | $669447.60    | 0.01%             | 2025-12-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VENATOR FINANCE SARL                                                            | VENATOR FINANCE SARL 144A LIFE SR UNSEC 5.75% 07-15-25                                         | CUSIP: 9226APAA3<br>LEI: 2221000BJZTBBAJL7429 | Long             | DBT              | CORP              | LU        |       654000 | PA      | $224374.32    | 0.00%             | 2025-07-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                                     | BAUSCH HEALTH COS INC 144A SR SEC 1ST LIEN 5.5% 11-01-25                                       | CUSIP: 91911KAN2<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |       820000 | PA      | $698293.14    | 0.01%             | 2025-11-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                                     | BAUSCH HEALTH COS INC 144A LIFE SR UNSEC 9.0% 12-15-25                                         | CUSIP: 91911KAP7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |       175000 | PA      | $138377.75    | 0.00%             | 2025-12-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| BAUSCH HEALTH AMERICAS INC                                                      | BAUSCH HEALTH AMERICAS INC 144A LIFE SR UNSEC 9.25% 04-01-26                                   | CUSIP: 91911XAV6<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | CA        |      1642000 | PA      | $1151992.72   | 0.01%             | 2026-04-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN FINANCIAL SERVICES AG                                                | VOLKSWAGEN FINANCIAL SERVICES AG EUR REG S SR UNSEC (B) 1.375% 10-16-23                        | CUSIP: N/A<br>LEI: 529900USFSZYPS075O24       | Long             | DBT              | CORP              | DE        |      5480000 | PA      | $5781852.74   | 0.06%             | 2023-10-16      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                         | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A LIFE SR UNSEC 4.25% 11-13-23                      | CUSIP: 928668AR3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     11700000 | PA      | $11589563.70  | 0.12%             | 2023-11-13      | Fixed         | 4.25%                 | 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      | $774456.87    | 0.01%             | 2026-11-16      | Fixed         | 3.38%                 | No            |                  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      | $5286973.94   | 0.06%             | 2030-04-08      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| VIGOROUS CHAMPION INTERNATIONAL LTD                                             | VIGOROUS CHAMPION INTERNATIONAL LTD REG S SR UNSEC 4.25% 05-28-29                              | CUSIP: N/A<br>LEI: 254900LCCR122N588062       | Long             | DBT              | CORP              | VG        |      1000000 | PA      | $899086.00    | 0.01%             | 2029-05-28      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                              | VICI PROPERTIES LP 144A LIFE SR UNSEC 4.625% 12-01-29                                          | CUSIP: 92564RAB1<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |       492000 | PA      | $448546.56    | 0.00%             | 2029-12-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                              | VICI PROPERTIES LP 144A LIFE SR UNSEC 4.125% 08-15-30                                          | CUSIP: 92564RAE5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |       520000 | PA      | $455959.40    | 0.00%             | 2030-08-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC SR UNSEC 3.15% 03-22-30                                             | CUSIP: 92343VFE9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      3500000 | PA      | $3094567.00   | 0.03%             | 2030-03-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| VAIL RESORTS INC                                                                | VAIL RESORTS INC 144A LIFE SR UNSEC 6.25% 05-15-25                                             | CUSIP: 91879QAL3<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |       760000 | PA      | $761307.96    | 0.01%             | 2025-05-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                         | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A LIFE SR UNSEC 3.125% 05-12-23                     | CUSIP: 928668BD3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |      8492000 | PA      | $8425388.75   | 0.09%             | 2023-05-12      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| VENATOR FINANCE SARL                                                            | VENATOR FINANCE SARL 144A LIFE SR SEC 1ST LIEN 9.5% 07-01-25                                   | CUSIP: 9226ALAA2<br>LEI: 2221000BJZTBBAJL7429 | Long             | DBT              | CORP              | LU        |       465000 | PA      | $337125.00    | 0.00%             | 2025-07-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC CAD SR UNSEC 3.625% 05-16-50                                        | CUSIP: 92343VFH2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      1280000 | PA      | $681893.06    | 0.01%             | 2050-05-16      | Fixed         | 3.62%                 | No            |                  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      | $4385.94      | 0.00%             | 2030-07-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                        | VISA INC SR UNSEC 2.0% 08-15-50                                                                | CUSIP: 92826CAQ5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |       500000 | PA      | $296197.00    | 0.00%             | 2050-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC SR UNSEC 1.75% 01-20-31                                             | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      5473000 | PA      | $4259061.24   | 0.04%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC SR UNSEC 2.875% 11-20-50                                            | CUSIP: 92343VFU3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      1325000 | PA      | $836414.20    | 0.01%             | 2050-11-20      | Fixed         | 2.88%                 | 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        |       733000 | PA      | $602401.39    | 0.01%             | 2031-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN FINANCIAL SERVICES N.V.                                              | VOLKSWAGEN FINANCIAL SERVICES NV GBP REG S SR UNSEC (B) 0.875% 02-20-25                        | CUSIP: N/A<br>LEI: 529900ZTQC8D1TW6BL41       | Long             | DBT              | CORP              | NL        |      1000000 | PA      | $1092833.98   | 0.01%             | 2025-02-20      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | THB FWD SALE TO USD 1/11/2023                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-29259.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | THB FWD PUR FROM USD 6/9/2023                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $44034.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | THB FWD SALE TO USD 1/10/2023                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-17411.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | USD FWD SALE TO SEK 3/15/2023                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-23397.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | USD FWD PUR FROM NOK 3/15/2023                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-35852.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | ZAR FWD SALE TO USD 1/3/2023                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-39304.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | ZAR FWD PUR FROM USD 1/13/2023                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $33327.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | ZAR FWD SALE TO USD 1/9/2023                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-19421.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | ZAR FWD PUR FROM USD 1/10/2023                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $28249.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | ZAR FWD PUR FROM USD 1/12/2023                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $12241.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | ZAR FWD PUR FROM USD 1/17/2023                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $2573.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | ZAR FWD SALE TO USD 1/27/2023                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $2111.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | ZAR FWD PUR FROM USD 1/3/2023                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-1745.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CAPITAL GROUP CENTRAL CASH FUND                                                 | CAPITAL GROUP CENTRAL CASH FUND                                                                | CUSIP: 14020B102<br>LEI: 549300YD0SRETB6WWP29 | Long             | STIV             | RF                | US        |      6606881 | NS      | $660622076.19 | 6.93%             |  |  |  | No            |                  1 | On Loan: No      |
| BFM TEST BROKER                                                                 | CDX EM S38 5Y 1.0% 12-20-27 0.25 REC ICE                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |            1 | NC      | $-584488.56   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CDX HIGH GRADE ISSUER                                                           | CDX NA IG S39 5Y 1.0% 12-20-27 0.40 REC ICE                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |            1 | NC      | $-239823.81   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDX HIGH YIELD ISSUER                                                           | CDX NA HY S39 5Y 12-20-27 0.30 REC ICE                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |            1 | NC      | $-186156.64   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | FSWP: OIS RECFIX GBP 2.42% 05-05-23/05-05-24 LCH                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-9449885.32  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | FSWP: OIS RECFIX GBP 2.495% 05-05-23/05-05-24 LCH                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-4078207.22  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | FSWP: OIS RECFIX GBP 2.363% 05-11-23/05-11-24 LCH                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-8445992.56  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | FSWP: OIS PAYFIX GBP 5.6325% 09-25-23/09-25-24 LCH                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-3221852.03  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS RECFIX MXN 4.67% 12-22-20/12-16-25 CME                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-143761.31   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS RECFIX MXN 5.75% 04-08-21/04-02-26 CME                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-106955.09   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS RECFIX MXN 6.5375% 06-23-21/06-17-26 CME                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-406614.61   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS RECFIX MXN 6.55% 06-24-21/06-18-26 CME                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-394134.11   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS RECFIX MXN 6.64% 07-01-21/06-25-26 CME                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-1010735.34  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS RECFIX MXN 6.633% 07-01-21/06-25-26 CME                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-2794881.75  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS RECFIX MXN 6.6175% 07-01-21/06-25-26 CME                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-2703922.76  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS RECFIX NZD 1.3467% 08-18-21/08-18-23 LCH                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-380630.49   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF COLORADO                                              | PUBLIC SERVICE CO OF COLORADO SR SEC 1ST LIEN 1.875% 06-15-31                                  | CUSIP: 744448CV1<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |      2332000 | PA      | $1862265.24   | 0.02%             | 2031-06-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                     | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.25% 06-01-31                                     | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      9826000 | PA      | $8010725.11   | 0.08%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS RECFIX NZD 1.234974% 08-20-21/08-20-23 LCH                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-4436218.74  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS RECFIX NZD 1.2475% 08-20-21/08-20-23 LCH                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-518957.29   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS RECFIX NZD 1.2375% 08-26-21/08-26-23 LCH                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-1795446.52  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS RECFIX NZD 1.264% 08-27-21/08-27-23 LCH                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-4455807.24  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS RECFIX NZD 1.26% 08-30-21/08-30-23 LCH                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-742339.56   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS RECFIX NZD 1.28% 08-31-21/08-31-23 LCH                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-741903.88   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS RECFIX NZD 1.3% 09-03-21/09-03-23 LCH                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-827270.38   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS RECFIX NZD 1.4975% 09-21-21/09-21-23 LCH                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-1576257.35  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS RECFIX NZD 1.445% 09-28-21/09-28-23 LCH                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-1637249.77  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS RECFIX NZD 1.4475% 09-29-21/09-29-23 LCH                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-1632951.63  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS RECFIX NZD 1.4475% 09-30-21/09-30-23 LCH                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-1638337.42  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS RECFIX MXN 7.28% 10-06-21/09-30-26 CME                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-31496.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS RECFIX MXN 7.24% 10-08-21/10-02-26 CME                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-32547.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS RECFIX NZD 1.5125% 10-14-21/10-14-23 LCH                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-1500804.76  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO                                                             | PROCTER & GAMBLE CO/THE SR UNSEC 1.0% 04-23-26                                                 | CUSIP: 742718FP9<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |       338000 | PA      | $303150.17    | 0.00%             | 2026-04-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PARK INTERMEDIATE HOLDINGS LLC                                                  | PARK INTERMEDIATE HOLDINGS LLC 144A LIFE SR SEC 1ST LIEN 4.875% 05-15-29                       | CUSIP: 70052LAC7<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |       320000 | PA      | $271296.00    | 0.00%             | 2029-05-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS RECFIX NZD 1.53% 10-14-21/10-14-23 LCH                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-1704100.44  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS RECFIX NZD 1.5625% 10-15-21/10-15-23 LCH                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-1684830.68  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS RECFIX NZD 1.59% 10-18-21/10-18-23 LCH                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-1684173.11  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS RECFIX NZD 1.62% 10-19-21/10-19-23 LCH                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-1866559.50  | -0.02%            |  |  |  | No            |                  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        |     15640000 | PA      | $13550949.56  | 0.14%             | 2028-06-15      | Fixed         | 3.00%                 | 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        |       340000 | PA      | $295052.00    | 0.00%             | 2029-08-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC STORAGE                                                                  | PUBLIC STORAGE EUR SR UNSEC 0.5% 09-09-30                                                      | CUSIP: N/A<br>LEI: 549300LMZF40TKJ6DM64       | Long             | DBT              | CORP              | US        |      2490000 | PA      | $2014378.21   | 0.02%             | 2030-09-09      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| PGT INNOVATIONS INC                                                             | PGT INNOVATIONS INC 144A LIFE SR UNSEC 4.375% 10-01-29                                         | CUSIP: 69336VAB7<br>LEI: 549300LRW9WM59C1S579 | Long             | DBT              | CORP              | US        |       400000 | PA      | $335407.20    | 0.00%             | 2029-10-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS RECFIX NZD 2.26% 11-02-21/11-02-23 LCH                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-60086.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS RECFIX NZD 2.215% 11-03-21/11-03-23 LCH                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-122249.74   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                     | PEPSICO INC SR UNSEC 1.95% 10-21-31                                                            | CUSIP: 713448FE3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      1162000 | PA      | $942054.32    | 0.01%             | 2031-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                     | PEPSICO INC SR UNSEC 2.75% 10-21-51                                                            | CUSIP: 713448FG8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |       586000 | PA      | $408235.73    | 0.00%             | 2051-10-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                     | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.75% 08-15-42                                     | CUSIP: 694308HA8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      2549000 | PA      | $1718941.09   | 0.02%             | 2042-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                             | PETROLEOS MEXICANOS SR UNSEC 3.5% 01-30-23                                                     | CUSIP: 71654QBG6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      1200000 | PA      | $1196676.00   | 0.01%             | 2023-01-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS RECFIX MXN 7.66% 11-04-21/10-29-26 CME                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-1130699.81  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS RECFIX MXN 7.62% 11-04-21/10-29-26 CME                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-714374.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS RECFIX MXN 7.59% 11-04-21/10-29-26 CME                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-487015.69   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS RECFIX NZD 2.24% 11-08-21/11-08-23 LCH                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-2141552.86  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                     | EQUINOR ASA EUR REG S SR UNSEC (B) 1.375% 05-22-32                                             | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | DBT              | CORP              | NO        |      1041000 | PA      | $925454.74    | 0.01%             | 2032-05-22      | Fixed         | 1.38%                 | No            |                  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      | $2067930.00   | 0.02%             | 2030-05-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| HUARONG FINANCE 2017 CO LTD                                                     | HUARONG FINANCE 2017 CO LTD REG S SR UNSEC FRN 07-03-23                                        | CUSIP: N/A<br>LEI: 5493006V07LYI3HE6G83       | Long             | DBT              | CORP              | VG        |      1272000 | PA      | $1261268.14   | 0.01%             | 2023-07-03      | Variable      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| HUARONG FINANCE 2019 CO LTD                                                     | HUARONG FINANCE 2019 CO LTD REG S SR UNSEC 3.875% 11-13-29                                     | CUSIP: N/A<br>LEI: 549300M6T6OW4AGYHK10       | Long             | DBT              | CORP              | HK        |      1520000 | PA      | $1202660.48   | 0.01%             | 2029-11-13      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS RECFIX NZD 2.2525% 11-08-21/11-08-23 LCH                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-2133043.70  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS RECFIX MXN 7.52% 11-05-21/10-30-26 CME                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-1584721.51  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HUARONG FINANCE 2019 CO LTD                                                     | HUARONG FINANCE 2019 CO LTD REG S SR UNSEC 3.375% 02-24-30                                     | CUSIP: N/A<br>LEI: 549300M6T6OW4AGYHK10       | Long             | DBT              | CORP              | HK        |      1496000 | PA      | $1141783.10   | 0.01%             | 2030-02-24      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| HUARONG FINANCE 2019 CO LTD                                                     | HUARONG FINANCE 2019 CO LTD REG S SR UNSEC FRN 02-24-25                                        | CUSIP: N/A<br>LEI: 549300M6T6OW4AGYHK10       | Long             | DBT              | CORP              | HK        |      1334000 | PA      | $1257295.00   | 0.01%             | 2025-02-24      | Variable      | 6.01%                 | Yes           |                  2 | On Loan: No      |
| HUARONG FINANCE 2019 CO LTD                                                     | HUARONG FINANCE 2019 CO LTD REG S SR UNSEC FRN 02-24-23                                        | CUSIP: N/A<br>LEI: 549300M6T6OW4AGYHK10       | Long             | DBT              | CORP              | HK        |     24776000 | PA      | $24697757.39  | 0.26%             | 2023-02-24      | Variable      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| INDONESIA ASAHAN ALUMINIUM PERSERO PT                                           | INDONESIA ASAHAN ALUMINIUM PERSERO PT 144A LIFE SR UNSEC 5.45% 05-15-30                        | CUSIP: 74445PAF9<br>LEI: 2549008P48EB9SN2OI80 | Long             | DBT              | CORP              | ID        |      6360000 | PA      | $6069189.00   | 0.06%             | 2030-05-15      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| INDONESIA ASAHAN ALUMINIUM PERSERO PT                                           | INDONESIA ASAHAN ALUMINIUM PERSERO PT REG S SR UNSEC 5.8% 05-15-50                             | CUSIP: N/A<br>LEI: 2549008P48EB9SN2OI80       | Long             | DBT              | CORP              | ID        |       200000 | PA      | $168006.40    | 0.00%             | 2050-05-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| KFW                                                                             | KFW GBP REG S SR UNSEC (B) 1.125% 07-04-25                                                     | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | USGA              | DE        |      6625000 | PA      | $7422805.19   | 0.08%             | 2025-07-04      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| KOREA NATIONAL OIL CORP                                                         | KOREA NATIONAL OIL CORP REG S SR UNSEC 2.625% 04-18-32                                         | CUSIP: 50066RAT3<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | USGA              | KR        |       500000 | PA      | $405455.50    | 0.00%             | 2032-04-18      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| KFW                                                                             | KREDITANSTALT FUER WIEDERAUFBAU EUR REG S SR UNSEC (B) 0.125% 06-30-25                         | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      4585000 | PA      | $4585934.69   | 0.05%             | 2025-06-30      | Fixed         | 0.12%                 | No            |                  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              | CORP              | KR        |       700000 | PA      | $665578.90    | 0.01%             | 2027-06-14      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK (THE)                                                    | KOREA DEV BANK SR UNSEC 4.25% 09-08-32                                                         | CUSIP: 500630DU9<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | USGA              | KR        |       690000 | PA      | $654369.78    | 0.01%             | 2032-09-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KFW                                                                             | KFW EUR REG S SR UNSEC (B) 0.0% 12-15-27                                                       | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | USGA              | DE        |     11710000 | PA      | $10829862.63  | 0.11%             | 2027-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                                             | NOVA CHEMICALS CORP 144A LIFE SR UNSEC 4.25% 05-15-29                                          | CUSIP: 66977WAS8<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |       430000 | PA      | $352157.10    | 0.00%             | 2029-05-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS RECFIX NZD 2.2% 11-09-21/11-09-23 LCH                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-183240.75   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS RECFIX MXN 7.805% 03-01-22/02-23-27 CME                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-357731.29   | -0.00%            |  |  |  | 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        |      3352000 | PA      | $2962893.14   | 0.03%             | 2027-07-14      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| OLEODUCTO CENTRAL SA (OCENSA)                                                   | OLEODUCTO CENTRAL SA 144A LIFE SR UNSEC 4.0% 07-14-27                                          | CUSIP: 680617AC1<br>LEI: 254900W4CPYCQFVH5E92 | Long             | DBT              | CORP              | CO        |     15275000 | PA      | $13501847.45  | 0.14%             | 2027-07-14      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS RECFIX MXN 7.795% 03-02-22/02-24-27 CME                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-1598136.59  | -0.02%            |  |  |  | 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      | $-8176.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                             | PETROLEOS MEXICANOS SR UNSEC 6.875% 10-16-25                                                   | CUSIP: 71654QDH2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      4006000 | PA      | $3928099.32   | 0.04%             | 2025-10-16      | Fixed         | 6.88%                 | No            |                  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        |      3450500 | PA      | $3240247.23   | 0.03%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                             | PETROLEOS MEXICANOS SR UNSEC 6.5% 01-23-29                                                     | CUSIP: 71654QCP5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       380000 | PA      | $326147.54    | 0.00%             | 2029-01-23      | Fixed         | 6.50%                 | 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        |       665000 | PA      | $608188.39    | 0.01%             | 2030-04-21      | Fixed         | 3.50%                 | Yes           |                  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      | $-2031896.20  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX GBP 0.11108502% 04-09-21/04-09-23 LCH                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-249255.50   | -0.00%            |  |  |  | No            |                  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        |      2540000 | PA      | $2277488.46   | 0.02%             | 2050-04-21      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                              | SPAIN GOVT EUR 144A LIFE/REG S 1.25% 10-31-30                                                  | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      2762000 | PA      | $2539624.88   | 0.03%             | 2030-10-31      | Fixed         | 1.25%                 | Yes           |                  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      | $-2342222.75  | -0.02%            |  |  |  | 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      | $-555596.18   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SERBIA (REPUBLIC OF)                                                            | SERBIA 144A LIFE EUR 3.125% 05-15-27                                                           | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |      5688000 | PA      | $5260020.49   | 0.06%             | 2027-05-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| SERBIA (REPUBLIC OF)                                                            | SERBIA REG S EUR 3.125% 05-15-27                                                               | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |       611000 | PA      | $565026.82    | 0.01%             | 2027-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                              | SPAIN GOVT EUR 0.0% 05-31-24                                                                   | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      2800000 | PA      | $2880498.73   | 0.03%             | 2024-05-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                              | SPAIN GOVT EUR REG S 0.1% 04-30-31                                                             | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |       515000 | PA      | $421992.40    | 0.00%             | 2031-04-30      | Fixed         | 0.10%                 | 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      | $149008.91    | 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      | $-36635.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                              | SPAIN GOVT EUR 144A LIFE/REG S 1.45% 10-31-71                                                  | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |       200000 | PA      | $100495.99    | 0.00%             | 2071-10-31      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                              | SPAIN GOVT EUR 144A LIFE/REG S 0.5% 10-31-31                                                   | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     31534000 | PA      | $26293057.51  | 0.28%             | 2031-10-31      | Fixed         | 0.50%                 | Yes           |                  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      | $-83489.06    | -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      | $-72627.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                              | SPAIN GOVT EUR 144A LIFE/REG S 1.0% 07-30-42                                                   | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |       690000 | PA      | $452741.65    | 0.00%             | 2042-07-30      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| SERBIA (REPUBLIC OF)                                                            | SERBIA EUR 144A LIFE 2.05% 09-23-36                                                            | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |     11570000 | PA      | $7015122.46   | 0.07%             | 2036-09-23      | Fixed         | 2.05%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX BRL 11.97% 08-04-22/01-02-26                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-60424.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX BRL 11.46% 09-28-22/01-02-26                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | FR        |            1 | NC      | $-60040.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                              | SPAIN GOVT EUR 0.0% 01-31-27                                                                   | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     14425000 | PA      | $13638707.92  | 0.14%             | 2027-01-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                              | SPAIN GOVT EUR 144A LIFE/REG S 0.7% 04-30-32                                                   | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     41085000 | PA      | $34281136.40  | 0.36%             | 2032-04-30      | Fixed         | 0.70%                 | Yes           |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                              | SPAIN GOVT EUR 144A LIFE/REG S 1.9% 10-31-52                                                   | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      2340000 | PA      | $1611161.52   | 0.02%             | 2052-10-31      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| SASKATCHEWAN (PROVINCE OF)                                                      | SASKATCHEWAN PROV 3.25% 06-08-27                                                               | CUSIP: 803854KQ0<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      1073000 | PA      | $1023032.00   | 0.01%             | 2027-06-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                              | SPAIN GOVT EUR 144A LIFE/REG S 3.45% 07-30-43                                                  | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |       580000 | PA      | $576730.82    | 0.01%             | 2043-07-30      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                              | SPAIN GOVT EUR 144A LIFE/REG S 2.75% 10-31-24                                                  | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     17030000 | PA      | $18184407.79  | 0.19%             | 2024-10-31      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| SAUDI ARABIA (KINGDOM OF)                                                       | KINGDOM OF SAUDI ARABIA 144A LIFE 5.5% 10-25-32                                                | CUSIP: 80413TBA6<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      1175000 | PA      | $1244335.58   | 0.01%             | 2032-10-25      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| THAILAND (KINGDOM OF)                                                           | THAILAND GVT THB BOND 2.125% 12-17-26                                                          | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    111000000 | PA      | $3251098.01   | 0.03%             | 2026-12-17      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| THAILAND (KINGDOM OF)                                                           | THAILAND GVT THB BOND 3.65% 06-20-31                                                           | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    108200000 | PA      | $3409512.29   | 0.04%             | 2031-06-20      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                          | COLOMBIA COLTES COP 7.0% 06-30-32                                                              | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |    643700000 | PA      | $90592.94     | 0.00%             | 2032-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| THAILAND (KINGDOM OF)                                                           | THAILAND GVT THB BOND 3.3% 06-17-38                                                            | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |     10430000 | PA      | $306317.93    | 0.00%             | 2038-06-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC SR UNSEC 2.55% 03-21-31                                             | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     16935000 | PA      | $13968445.25  | 0.15%             | 2031-03-21      | Fixed         | 2.55%                 | 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      | $1360544.40   | 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        |      1594000 | PA      | $1142902.78   | 0.01%             | 2051-03-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC EUR SR UNSEC 0.75% 03-22-32                                         | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |      6025000 | PA      | $4827460.43   | 0.05%             | 2032-03-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC EUR SR UNSEC 0.375% 03-22-29                                        | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |     12350000 | PA      | $10684212.48  | 0.11%             | 2029-03-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                                                          | CHESAPEAKE ENERGY CORP 144A LIFE SR UNSEC 6.75% 04-15-29                                       | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |       230000 | PA      | $224238.50    | 0.00%             | 2029-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC SR UNSEC 1.68% 10-30-30                                             | CUSIP: 92343VFX7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      2500000 | PA      | $1954465.00   | 0.02%             | 2030-10-30      | Fixed         | 1.68%                 | 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      | $271794.05    | 0.00%             | 2029-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 1.75% 03-15-25                                                                | CUSIP: 91282CED9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       550000 | PA      | $519857.97    | 0.01%             | 2025-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 2.5% 03-31-27                                                                 | CUSIP: 91282CEF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     21705000 | PA      | $20377637.24  | 0.21%             | 2027-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY I/L 0.125% 04-15-27                                                                | CUSIP: 91282CEJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1653405 | PA      | $1540572.51   | 0.02%             | 2027-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 2.75% 04-30-27                                                                | CUSIP: 91282CEN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3280000 | PA      | $3109838.85   | 0.03%             | 2027-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 2.875% 04-30-29                                                               | CUSIP: 91282CEM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      5406900 | PA      | $5065508.87   | 0.05%             | 2029-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY BOND 3.25% 05-15-42                                                                | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1636300 | PA      | $1436783.16   | 0.02%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 2.625% 05-31-27                                                               | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      7002100 | PA      | $6601142.25   | 0.07%             | 2027-05-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 3.0% 07-15-25                                                                 | CUSIP: 91282CEY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     66924000 | PA      | $64833247.39  | 0.68%             | 2025-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 2.75% 07-31-27                                                                | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      7400000 | PA      | $7003179.44   | 0.07%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 3.125% 08-15-25                                                               | CUSIP: 91282CFE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2500000 | PA      | $2427431.25   | 0.03%             | 2025-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY BOND 2.75% 08-15-32                                                                | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     27125000 | PA      | $24696612.68  | 0.26%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY BOND 3.0% 08-15-52                                                                 | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     24329000 | PA      | $20172631.21  | 0.21%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 3.125% 08-31-27                                                               | CUSIP: 91282CFH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    153500000 | PA      | $147690224.55 | 1.55%             | 2027-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 4.125% 09-30-27                                                               | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    112425000 | PA      | $112856509.64 | 1.18%             | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY I/L 1.625% 10-15-27                                                                | CUSIP: 91282CFR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      7254911 | PA      | $7245276.17   | 0.08%             | 2027-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 4.125% 10-31-27                                                               | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    120996000 | PA      | $121458047.43 | 1.27%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 4.5% 11-15-25                                                                 | CUSIP: 91282CFW6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3380000 | PA      | $3401453.54   | 0.04%             | 2025-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY BOND 4.0% 11-15-52                                                                 | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1645000 | PA      | $1653811.61   | 0.02%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 4.125% 11-15-32                                                               | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     13975500 | PA      | $14253967.43  | 0.15%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 3.875% 11-30-27                                                               | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     13578000 | PA      | $13504454.76  | 0.14%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 4.0% 12-15-25                                                                 | CUSIP: 91282CGA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      8422100 | PA      | $8369461.88   | 0.09%             | 2025-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UK CONV GILT                                                                    | UTD KINGDOM GILT GBP REG S 4.25% 06-07-32                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     25890000 | PA      | $32762163.33  | 0.34%             | 2032-06-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UK CONV GILT                                                                    | UTD KINGDOM GILT GBP REG S 1.75% 09-07-37                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      8230000 | PA      | $7489406.42   | 0.08%             | 2037-09-07      | Fixed         | 1.75%                 | 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      | $978262.58    | 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      | $1696415.74   | 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      | $17948599.39  | 0.19%             | 2028-06-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                  | EUROPEAN UNION REG S UNSEC EUR (B) 0.2% 06-04-36                                               | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |     11650000 | PA      | $8391462.84   | 0.09%             | 2036-06-04      | Fixed         | 0.20%                 | 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      | $3507617.27   | 0.04%             | 2026-03-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                        | EUROPEAN INVT BK EUR REG S SR UNSEC (B) 0.0% 09-28-28                                          | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | NUSS              | LU        |      5220000 | PA      | $4715071.11   | 0.05%             | 2028-09-28      | 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      | $3877772.94   | 0.04%             | 2031-07-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                  | EUROPEAN UNION REG S UNSEC EUR (B) 0.0% 07-06-26                                               | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |     12700000 | PA      | $12265709.22  | 0.13%             | 2026-07-06      | 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        |     39400000 | PA      | $32849832.48  | 0.34%             | 2032-01-20      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                  | EUROPEAN UNION REG S UNSEC EUR (B) 0.25% 10-22-26                                              | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |      4945000 | PA      | $4788223.15   | 0.05%             | 2026-10-22      | 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      | $5739993.26   | 0.06%             | 2032-06-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FINASTRA USA INC                                                                | MISYS TL 2ND LIEN (L+725) (FLR 1.00) 10.62071% 06-13-25                                        | CUSIP: 02034DAF4<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |       650000 | PA      | $488763.60    | 0.01%             | 2025-06-13      | Variable      | 10.62%                | No            |                  2 | On Loan: No      |
| ASCENSUS INC                                                                    | ASCENSUS INC TL (L+650)(FLR 0.5) 11.31250% 08-02-29                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       515000 | PA      | $453200.00    | 0.00%             | 2029-08-02      | Variable      | 10.25%                | No            |                  2 | On Loan: No      |
| ATLANTIC AVIATION CORP                                                          | ATLANTIC AVIATION FBO INC TL 2ND LIEN (L+575)(FLR 0.5) 10.13357% 09-21-29                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1800000 | PA      | $1746900.00   | 0.02%             | 2029-09-21      | Variable      | 10.13%                | No            |                  2 | On Loan: No      |
| CORELOGIC INC                                                                   | CORELOGIC INC TL 2ND LIEN (L+650) (FLR 0.5) 10.93750% 06-04-29                                 | CUSIP: N/A<br>LEI: 54930086CD8K2UIL0516       | Long             | LON              | CORP              | US        |       300000 | PA      | $218000.10    | 0.00%             | 2029-06-04      | Variable      | 10.94%                | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD8219 06-01-52                                                                  | CUSIP: 3132DWDY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     21170231 | PA      | $17951403.54  | 0.19%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 BX2558 11-01-52                                                                  | CUSIP: 3140N6ZY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       998663 | PA      | $962207.13    | 0.01%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 BX0097 10-01-52                                                                  | CUSIP: 3140N4DB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1627797 | PA      | $1568369.26   | 0.02%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 BW8981 10-01-52                                                                  | CUSIP: 3140N16T5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       406777 | PA      | $391926.44    | 0.00%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.5 QF2136 10-01-52                                                                  | CUSIP: 3133BPLR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1829492 | PA      | $1762701.12   | 0.02%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QE8026 08-01-52                                                                  | CUSIP: 3133BH4K9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       499015 | PA      | $423267.64    | 0.00%             | 2052-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QF0923 09-01-52                                                                  | CUSIP: 3133BNAY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       450726 | PA      | $382309.72    | 0.00%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.5 QF1431 10-01-52                                                                  | CUSIP: 3133BNSU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1693240 | PA      | $1631423.25   | 0.02%             | 2052-10-01      | 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        |      4991710 | PA      | $4809477.64   | 0.05%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.5 QF0983 10-01-52                                                                  | CUSIP: 3133BNCU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       793708 | PA      | $764732.45    | 0.01%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.5 QF1765 10-01-52                                                                  | CUSIP: 3133BN6A6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1582668 | PA      | $1524890.84   | 0.02%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 BW9458 10-01-52                                                                  | CUSIP: 3140N2QL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       368742 | PA      | $356290.18    | 0.00%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BW0462 05-01-52                                                                  | CUSIP: 3140MRQQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       227926 | PA      | $193414.95    | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 SD8256 10-01-52                                                                  | CUSIP: 3132DWE58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1399861 | PA      | $1314432.93   | 0.01%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BV7773 04-01-52                                                                  | CUSIP: 3140MMT73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        29997 | PA      | $25463.78     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 RA5559 07-01-51                                                                  | CUSIP: 3133KME84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1435731 | PA      | $1217725.10   | 0.01%             | 2051-07-01      | Fixed         | 2.50%                 | 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        |      3999600 | PA      | $3948037.59   | 0.04%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 MA4841 12-01-52                                                                  | CUSIP: 31418ELX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3019990 | PA      | $2981055.84   | 0.03%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 MA4839 12-01-52                                                                  | CUSIP: 31418ELV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2999702 | PA      | $2816654.39   | 0.03%             | 2052-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 SD8288 01-01-53                                                                  | CUSIP: 3132DWF57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     16035241 | PA      | $15828514.67  | 0.17%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 MA4868 01-01-53                                                                  | CUSIP: 31418EMS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4339196 | PA      | $4283255.09   | 0.04%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 MA4804 11-01-52                                                                  | CUSIP: 31418EKS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2723605 | PA      | $2557399.54   | 0.03%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.5 QE8253 08-01-52                                                                  | CUSIP: 3133BJE24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      7253276 | PA      | $6988545.55   | 0.07%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 BW7604 08-01-52                                                                  | CUSIP: 3140N0NW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       499999 | PA      | $481758.29    | 0.01%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB3063 03-01-52                                                                  | CUSIP: 3140QNMM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       999900 | PA      | $849217.39    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD8303 01-01-53                                                                  | CUSIP: 3132DWGL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       999900 | PA      | $848117.18    | 0.01%             | 2053-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QD6127 01-01-52                                                                  | CUSIP: 3133B3YY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       296258 | PA      | $251704.96    | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QD9323 04-01-52                                                                  | CUSIP: 3133B7LC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       254262 | PA      | $216023.36    | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 RA8028 02-01-52                                                                  | CUSIP: 3133KP4M7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       180976 | PA      | $153673.66    | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QD8230 03-01-52                                                                  | CUSIP: 3133B6EB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       198698 | PA      | $168722.74    | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BV3214 02-01-52                                                                  | CUSIP: 3140MGSC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       199147 | PA      | $170451.55    | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 RA7081 12-01-51                                                                  | CUSIP: 3133KN2N2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1675215 | PA      | $1420416.78   | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM9882 12-01-51                                                                  | CUSIP: 3140XD6U5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       371630 | PA      | $315709.65    | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QD6751 02-01-52                                                                  | CUSIP: 3133B4QC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       185915 | PA      | $157868.73    | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BU9196 02-01-52                                                                  | CUSIP: 3140MBGE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       177956 | PA      | $151111.79    | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BV3793 03-01-52                                                                  | CUSIP: 3140MHGB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       241386 | PA      | $204933.27    | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB2558 01-01-52                                                                  | CUSIP: 3140QMZY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       265694 | PA      | $225698.04    | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QD8206 03-01-52                                                                  | CUSIP: 3133B6DK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       477932 | PA      | $405986.51    | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD1099 05-01-52                                                                  | CUSIP: 3132DNGG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       152640 | PA      | $129636.64    | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BV4139 03-01-52                                                                  | CUSIP: 3140MHS59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       296429 | PA      | $252721.30    | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QE0322 04-01-52                                                                  | CUSIP: 3133B9LB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       999900 | PA      | $848933.33    | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QE2314 04-01-52                                                                  | CUSIP: 3133BBSB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       999900 | PA      | $847916.56    | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QD8867 03-01-52                                                                  | CUSIP: 3133B6Z86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       999900 | PA      | $849838.07    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QD8942 03-01-52                                                                  | CUSIP: 3133B65B2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       999901 | PA      | $847864.94    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QD3414 12-01-51                                                                  | CUSIP: 3133B0YK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       999900 | PA      | $849282.12    | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QD9578 04-01-52                                                                  | CUSIP: 3133B7UB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       999900 | PA      | $848907.23    | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB3164 03-01-52                                                                  | CUSIP: 3140QNQS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       999901 | PA      | $847927.90    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB3744 03-01-52                                                                  | CUSIP: 3140QPES2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       999900 | PA      | $847781.49    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 BW1201 09-01-52                                                                  | CUSIP: 3140MSKP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4629583 | PA      | $4569898.47   | 0.05%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 BX1766 11-01-52                                                                  | CUSIP: 3140N56C3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2100002 | PA      | $2072928.46   | 0.02%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 BX0902 10-01-52                                                                  | CUSIP: 3140N5AC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2783780 | PA      | $2747891.91   | 0.03%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 BW7368 10-01-52                                                                  | CUSIP: 3140N0FJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1865571 | PA      | $1841520.51   | 0.02%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 BW7235 10-01-52                                                                  | CUSIP: 3140N0BD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       503889 | PA      | $497392.82    | 0.01%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 BW9408 08-01-52                                                                  | CUSIP: 3140N2N23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        46658 | PA      | $46056.19     | 0.00%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 QE7412 08-01-52                                                                  | CUSIP: 3133BHGV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       244305 | PA      | $229396.70    | 0.00%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 QF1489 10-01-52                                                                  | CUSIP: 3133BNUN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2999702 | PA      | $2816644.74   | 0.03%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 MA4869 01-01-53                                                                  | CUSIP: 31418EMT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       100000 | PA      | $100362.20    | 0.00%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 BX1822 12-01-52                                                                  | CUSIP: 3140N6AY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1000000 | PA      | $987108.00    | 0.01%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 CB5380 10-01-52                                                                  | CUSIP: 3140QQ6S9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       999900 | PA      | $987009.29    | 0.01%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 BX1072 12-01-52                                                                  | CUSIP: 3140N5FN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2999700 | PA      | $2961027.87   | 0.03%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 BW8088 09-01-52                                                                  | CUSIP: 3140N07A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1365742 | PA      | $1348134.60   | 0.01%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 QF0311 09-01-52                                                                  | CUSIP: 3133BMKY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2999701 | PA      | $2961029.08   | 0.03%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 QF4754 12-01-52                                                                  | CUSIP: 3133BSH70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      4979213 | PA      | $4915020.99   | 0.05%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNR 01-4 GA WAC FRN 04-17-25                                                                   | CUSIP: 31359SGU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |            2 | PA      | $1.60         | 0.00%             | 2025-04-17      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 3.5 TBA 01-01-53                                                                          | CUSIP: 21H032613<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     61900000 | PA      | $56881643.20  | 0.60%             | 2053-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                              | G2SF 5.0 TBA 01-01-53                                                                          | CUSIP: 21H050615<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     37820000 | PA      | $37481208.44  | 0.39%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                                         | NYKREDIT DKK SR SEC SER 01E SF COVERED 1.5% 10-01-40                                           | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | ABS-CBDO         | CORP              | DK        |     97563886 | PA      | $12007406.88  | 0.13%             | 2040-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX BRL 11.15% 10-03-22/01-02-26                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-76455.81    | -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      | $-100172.15   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX USD 4.5645% 10-19-22/10-19-24 LCH                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-554.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX USD 4.533% 10-20-22/10-20-24 LCH                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-4181.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX USD 4.5245% 10-27-22/10-27-24 LCH                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-4779.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX USD 4.56% 10-27-22/10-27-24 LCH                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $18.20        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TMX GROUP LTD                                                                   | CAN GB 10YR FUT CNH3 03-22-23                                                                  | CUSIP: N/A<br>LEI: 549300N65GFVKSHGJW59       | N/A              | DIR              | CORP              | CA        |            8 | NC      | $-17321.71    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AG                                                               | EURO-SCHATZ 2YR FUT DUH3 03-08-23                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |          254 | NC      | $-367958.57   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AG                                                               | EURO-BOBL 5YR FUT OEH3 03-08-23                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |         2549 | NC      | $-10657384.70 | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AG                                                               | EURO-BUXL 30YR FUT UBH3 03-08-23                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |           84 | NC      | $-2256225.32  | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AG                                                               | EURO-BUND 10YR FUT RXH3 03-08-23                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |          723 | NC      | $-6648774.82  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AG                                                               | ITA GB 10YR FUT IKH3 03-08-23                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |          261 | NC      | $2410971.20   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN EXCHANGE GROUP INC                                                        | JPN GB 10YR FUT JBH3 03-13-23                                                                  | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | N/A              | DIR              | CORP              | JP        |          122 | NC      | $-548698.81   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                 | SOFR 90DAY FUT SFRZ4 03-18-25                                                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |          100 | NC      | $84808.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                   | SONIA 90DAY FUT SFIZ4 03-18-25                                                                 | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DIR              | CORP              | US        |           90 | NC      | $-113002.13   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                 | UST 10YR FUT ULTRA UXYH3 03-22-23                                                              | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |          337 | NC      | $506748.59    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                 | UST 20YR FUT USH3 03-22-23                                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |          825 | NC      | $-1710243.73  | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                 | UST 10YR FUT TYH3 03-22-23                                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |         1631 | NC      | $1390267.20   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                 | UST 30YR FUT ULTRA WNH3 03-22-23                                                               | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |          657 | NC      | $1143845.23   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                   | UKG 10YR FUT G H3 03-29-23                                                                     | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DIR              | CORP              | US        |           46 | NC      | $-363918.29   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                 | UST 5YR FUT FVH3 03-31-23                                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |         6861 | NC      | $-1096680.49  | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                 | UST 2YR FUT TUH3 03-31-23                                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |          702 | NC      | $139998.74    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DIRECTV FINANCING LLC                                                           | DIRECTV FINANCING LLC TL 1ST LIEN (L+500)(FLR 0.75) 9.38357% 08-02-27                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       755300 | PA      | $735886.52    | 0.01%             | 2027-08-02      | Variable      | 9.38%                 | No            |                  2 | On Loan: No      |
| DIGITAL CURRENCY GROUP INC                                                      | DIGITAL CURRENCY GROUP TL 1ST LIEN 8.75% 11-12-26                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       272923 | PA      | $218829.72    | 0.00%             | 2026-11-30      | Fixed         | 8.75%                 | No            |                  3 | On Loan: No      |
| DIGITAL CURRENCY GROUP INC                                                      | DIGITAL CURRENCY GROUP TL 1ST LIEN (L+700)(FLR 1.0) 8.0% 11-30-26                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       204758 | PA      | $177934.42    | 0.00%             | 2026-11-30      | Variable      | 8.00%                 | No            |                  3 | On Loan: No      |
| NESTLE SKIN HEALTH SA                                                           | SUNSHINE LUXEMBOURG TL-B3 1ST LIEN (L+375)(FLR 0.75) 8.47986% 10-01-26                         | CUSIP: N/A<br>LEI: 549300XE8DVCIZTGCX55       | Long             | LON              | CORP              | CH        |       997468 | PA      | $957708.26    | 0.01%             | 2026-10-01      | Variable      | 8.48%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP (ONTARIO)                                                        | OPEN TEXT CORP (ONTARIO) FRN 11-16-29                                                          | CUSIP: N/A<br>LEI: 549300UQROQS42RKHM85       | Long             | LON              | CORP              | CA        |      1000000 | PA      | $977292.00    | 0.01%             | 2029-11-16      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                                          | RADIOLOGY PARTNERS INC TL-B 1ST LIEN FRN (L+425) 8.63871% 07-09-25                             | CUSIP: 75041EAB8<br>LEI: 549300SFTAG2177WUZ08 | Long             | LON              | CORP              | US        |        70000 | PA      | $58975.00     | 0.00%             | 2025-07-09      | Variable      | 8.64%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                         | TALEN ENERGY CORP DIP TL (TSFR3M+475)(FLR 0.75) 9.00759% 11-13-23                              | CUSIP: 87422LAP5<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |       545000 | PA      | $550450.00    | 0.01%             | 2023-11-13      | Variable      | 9.01%                 | No            |                  2 | On Loan: No      |
| TIBCO SOFTWARE INC                                                              | TIBCO SOFTWARE INC TL-A 1ST LIEN (L+450) 9.18023% 09-29-28                                     | CUSIP: 88632NAX8<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |      1535000 | PA      | $1366150.00   | 0.01%             | 2028-09-29      | Variable      | 9.18%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                                         | UKG INC TL 2ND LIEN (L+525) (FLR 0.5) 10.03186% 05-03-27                                       | CUSIP: N/A<br>LEI: 529900FKHWSTQ1GXK240       | Long             | LON              | CORP              | US        |       675000 | PA      | $623531.25    | 0.01%             | 2027-05-03      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| YAHOO HOLDINGS INC                                                              | YAHOO HOLDINGS INC TL-B 1ST LIEN (L+550)(FLR 0.75) 9.88357% 09-01-27                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       250000 | PA      | $226187.50    | 0.00%             | 2027-09-01      | Variable      | 9.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 SI2002 03-01-48                                                                  | CUSIP: 3133USGK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       136286 | PA      | $130349.56    | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 FM3217 05-01-50                                                                  | CUSIP: 3140X6SF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     12024009 | PA      | $11045603.08  | 0.12%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 MA4238 01-01-51                                                                  | CUSIP: 31418DV82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       178838 | PA      | $152226.13    | 0.00%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD0726 10-01-51                                                                  | CUSIP: 3132DMYX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     14672310 | PA      | $12597733.83  | 0.13%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD8200 03-01-52                                                                  | CUSIP: 3132DWDD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1781202 | PA      | $1510193.75   | 0.02%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM9806 12-01-51                                                                  | CUSIP: 3140XD3Q7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       163686 | PA      | $139104.85    | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CA7599 11-01-50                                                                  | CUSIP: 3140QFNR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5500228 | PA      | $4743853.09   | 0.05%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 MA4733 09-01-52                                                                  | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     16694428 | PA      | $16085398.77  | 0.17%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 MA4656 07-01-52                                                                  | CUSIP: 31418EE63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      6627832 | PA      | $6386387.07   | 0.07%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 FM9416 07-01-45                                                                  | CUSIP: 3140XDPA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      9347626 | PA      | $8655471.57   | 0.09%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 FM3280 05-01-49                                                                  | CUSIP: 3140X6UE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     15162178 | PA      | $14047484.84  | 0.15%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 MA4732 09-01-52                                                                  | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1999998 | PA      | $1877947.93   | 0.02%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD8205 04-01-52                                                                  | CUSIP: 3132DWDJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     55199856 | PA      | $46823112.51  | 0.49%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.5 SD8238 08-01-52                                                                  | CUSIP: 3132DWEK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1163937 | PA      | $1121506.15   | 0.01%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 SD8244 09-01-52                                                                  | CUSIP: 3132DWER0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     13999987 | PA      | $13145637.38  | 0.14%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 MA4578 04-01-52                                                                  | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     12898962 | PA      | $10941505.67  | 0.11%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHLMC_K153               | FHLMC K153 A2 (MF) 3.82% 01-25-33                                                              | CUSIP: 3137H9CE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     27575000 | PA      | $25960235.58  | 0.27%             | 2033-01-25      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 BV0961 10-01-52                                                                  | CUSIP: 3140MEB70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       262598 | PA      | $253011.14    | 0.00%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.5 QF2445 11-01-52                                                                  | CUSIP: 3133BPWE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2733901 | PA      | $2634097.22   | 0.03%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 MA4784 10-01-52                                                                  | CUSIP: 31418EJ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     19476469 | PA      | $18765441.51  | 0.20%             | 2052-10-01      | Fixed         | 4.50%                 | 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        |        14017 | PA      | $13505.65     | 0.00%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.5 SD8257 10-01-52                                                                  | CUSIP: 3132DWE66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     81791584 | PA      | $78805618.23  | 0.83%             | 2052-10-01      | 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        |      6000005 | PA      | $5780975.26   | 0.06%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD8283 11-01-52                                                                  | CUSIP: 3132DWFY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       500147 | PA      | $424225.91    | 0.00%             | 2052-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 MA4887 11-01-52                                                                  | CUSIP: 31418END8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       117483 | PA      | $99659.00     | 0.00%             | 2052-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 MA4623 06-01-52                                                                  | CUSIP: 31418ED56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       161396 | PA      | $136933.54    | 0.00%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD0871 01-01-52                                                                  | CUSIP: 3132DM6G5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     21665678 | PA      | $18407679.88  | 0.19%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BU6901 04-01-52                                                                  | CUSIP: 3140M8U31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       447659 | PA      | $379568.41    | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BU8802 04-01-52                                                                  | CUSIP: 3140MAX82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       299460 | PA      | $254286.77    | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QD9879 03-01-52                                                                  | CUSIP: 3133B76Q6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2384745 | PA      | $2022845.84   | 0.02%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QE2310 04-01-52                                                                  | CUSIP: 3133BBR76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       288799 | PA      | $245276.37    | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BV8086 03-01-52                                                                  | CUSIP: 3140MM6Y9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       208680 | PA      | $177947.01    | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QE0323 04-01-52                                                                  | CUSIP: 3133B9LC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       252739 | PA      | $214688.27    | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (NEW YORK BRANCH)                   | AUSTRALIA & NEW ZEALAND BANKING GROUP LTD SR UNSEC 5.088% 12-08-25                             | CUSIP: 05254JAA8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | US        |      2059000 | PA      | $2069589.44   | 0.02%             | 2025-12-08      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.5 SD8275 12-01-52                                                                  | CUSIP: 3132DWFQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       690338 | PA      | $665136.93    | 0.01%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 BX1516 11-01-52                                                                  | CUSIP: 3140N5VJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       998739 | PA      | $962276.82    | 0.01%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD                                     | AUSTRALIA & NEW ZEALAND BANKING GROUP LTD 144A LIFE SUB 6.742% 12-08-32                        | CUSIP: 052528AP1<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |      2942000 | PA      | $2980298.96   | 0.03%             | 2032-12-08      | Fixed         | 6.74%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE SA 144A LIFE SUB 5.7% 10-22-23                                                            | CUSIP: 05578QAA1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |       850000 | PA      | $843865.55    | 0.01%             | 2023-10-22      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| BUZZI UNICEM SPA                                                                | BUZZI UNICEM SPA EUR REG S SR UNSEC (B) 2.125% 04-28-23                                        | CUSIP: N/A<br>LEI: 5299003DX5YLKSVJ6K59       | Long             | DBT              | CORP              | IT        |      2000000 | PA      | $2135952.37   | 0.02%             | 2023-04-28      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                  | BOMBARDIER INC 144A LIFE SR UNSEC 7.45% 05-01-34                                               | CUSIP: 097751AL5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      1340000 | PA      | $1346700.00   | 0.01%             | 2034-05-01      | Fixed         | 7.45%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QD3561 12-01-51                                                                  | CUSIP: 3133B05W9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       305408 | PA      | $259450.84    | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB5013 03-01-52                                                                  | CUSIP: 3140QQSB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       138642 | PA      | $117794.29    | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BAT INTERNATIONAL FINANCE PLC                                                   | BAT INTERNATIONAL FINANCE PLC EUR REG S SR UNSEC (B) 2.75% 03-25-25                            | CUSIP: N/A<br>LEI: 21380041YBGOQDFAC823       | Long             | DBT              | CORP              | GB        |      8000000 | PA      | $8388885.41   | 0.09%             | 2025-03-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HONG KONG                                                      | BANGKOK BANK PCL REG S SUB 9.025% 03-15-29                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | HK        |       980000 | PA      | $1086521.10   | 0.01%             | 2029-03-15      | Fixed         | 9.03%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QC4006 06-01-51                                                                  | CUSIP: 3133ANNX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       200670 | PA      | $170602.60    | 0.00%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BW1149 09-01-52                                                                  | CUSIP: 3140MSH32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       219524 | PA      | $186219.06    | 0.00%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 RA7747 08-01-52                                                                  | CUSIP: 3133KPTC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      4108578 | PA      | $3484078.36   | 0.04%             | 2052-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BV1102 02-01-52                                                                  | CUSIP: 3140MEGL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       177437 | PA      | $150724.45    | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| B&G FOODS INC                                                                   | B&G FOODS INC SR UNSEC 5.25% 04-01-25                                                          | CUSIP: 05508RAE6<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |       410000 | PA      | $360141.13    | 0.00%             | 2025-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS COMPANY                                                              | BOSTON GAS CO 144A LIFE SR UNSEC 3.15% 08-01-27                                                | CUSIP: 100743AK9<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |      1105000 | PA      | $994901.12    | 0.01%             | 2027-08-01      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                              | BANCO SANTANDER SA JPY SR UNSEC 0.568% 01-11-23                                                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |    600000000 | PA      | $4570963.12   | 0.05%             | 2023-01-11      | Fixed         | 0.57%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE SA EUR REG S SR NON PREF (B) 0.875% 01-31-24                                              | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |       700000 | PA      | $729985.67    | 0.01%             | 2024-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BROADCOM CORPORATION                                                            | BROADCOM CORP SR UNSEC 3.875% 01-15-27                                                         | CUSIP: 11134LAH2<br>LEI: KFFV4ZWM9DJH1ND3BD89 | Long             | DBT              | CORP              | US        |      1667000 | PA      | $1579212.45   | 0.02%             | 2027-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                         | BAYER US FINANCE II LLC 144A LIFE SR UNSEC 3.875% 12-15-23                                     | CUSIP: 07274NAE3<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |      5690000 | PA      | $5609788.07   | 0.06%             | 2023-12-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BT8108 04-01-52                                                                  | CUSIP: 3140LXAJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       431832 | PA      | $366552.97    | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QD9911 04-01-52                                                                  | CUSIP: 3133B8AL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1928420 | PA      | $1635575.76   | 0.02%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                         | BAYER US FINANCE II LLC 144A LIFE SR UNSEC 4.25% 12-15-25                                      | CUSIP: 07274NAJ2<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |       557000 | PA      | $540306.71    | 0.01%             | 2025-12-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| BAYER CAPITAL CORPORATION BV                                                    | BAYER CAPITAL CORP BV EUR REG S SR UNSEC (B) 1.5% 06-26-26                                     | CUSIP: N/A<br>LEI: 529900KEOKKPYZLTAU90       | Long             | DBT              | CORP              | NL        |      1600000 | PA      | $1591791.69   | 0.02%             | 2026-06-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QE1005 04-01-52                                                                  | CUSIP: 3133BADJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       999900 | PA      | $847764.33    | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS2535 08-01-52                                                                  | CUSIP: 3140XHY92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       999901 | PA      | $849131.81    | 0.01%             | 2052-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE SA JPY REG S SR UNSEC 0.645% 07-12-23                                                     | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |   1500000000 | PA      | $11425179.06  | 0.12%             | 2023-07-12      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HONG KONG                                                      | BANGKOK BANK PCL REG S SR UNSEC 4.45% 09-19-28                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | HK        |       470000 | PA      | $448920.03    | 0.00%             | 2028-09-19      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HONG KONG                                                      | BANGKOK BANK PCL REG S SR UNSEC 4.05% 03-19-24                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | HK        |      1210000 | PA      | $1192767.18   | 0.01%             | 2024-03-19      | Fixed         | 4.05%                 | Yes           |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                                           | BANQUE FEDERATIVE DU CREDIT MUTUEL SA JPY SR UNSEC 0.443% 10-12-23                             | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |    100000000 | PA      | $761051.51    | 0.01%             | 2023-10-12      | Fixed         | 0.44%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP SR UNSEC 3.557% 08-15-27                                                      | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      3450000 | PA      | $3157267.50   | 0.03%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FINANCE CORP                                                 | BERKSHIRE HATHAWAY FINANCE CORP SR UNSEC 4.25% 01-15-49                                        | CUSIP: 084664CR0<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |      1225000 | PA      | $1097348.88   | 0.01%             | 2049-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BMW FINANCE NV                                                                  | BMW FINANCE NV EUR REG S SR UNSEC (B) 1.5% 02-06-29                                            | CUSIP: N/A<br>LEI: 5299006ZHG3IXU0PNJ56       | Long             | DBT              | CORP              | NL        |      1000000 | PA      | $951003.83    | 0.01%             | 2029-02-06      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                                          | BOSTON SCIENTIFIC CORP SR UNSEC 3.45% 03-01-24                                                 | CUSIP: 101137AV9<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |      1217000 | PA      | $1194862.77   | 0.01%             | 2024-03-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                                          | BOSTON SCIENTIFIC CORP SR UNSEC 4.7% 03-01-49                                                  | CUSIP: 101137AU1<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |       119000 | PA      | $107101.79    | 0.00%             | 2049-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                                     | BAUSCH HEALTH COS INC 144A LIFE SR SEC 1ST LIEN 5.75% 08-15-27                                 | CUSIP: 071734AC1<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |       525000 | PA      | $358165.50    | 0.00%             | 2027-08-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 RA7021 03-01-52                                                                  | CUSIP: 3133KNYS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       999900 | PA      | $849065.47    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QE2101 04-01-52                                                                  | CUSIP: 3133BBKN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       163604 | PA      | $138873.17    | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                  | BOMBARDIER INC 144A LIFE SR UNSEC 7.875% 04-15-27                                              | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |       828000 | PA      | $804845.81    | 0.01%             | 2027-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE SA EUR REG S SR NON PREF (B) 1.0% 04-01-25                                                | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |     10900000 | PA      | $10995273.58  | 0.12%             | 2025-04-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BV4656 04-01-52                                                                  | CUSIP: 3140MJE68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       281232 | PA      | $238698.89    | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QE0327 04-01-52                                                                  | CUSIP: 3133B9LG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       999901 | PA      | $848895.67    | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                              | BMW US CAPITAL LLC 144A LIFE SR UNSEC 3.15% 04-18-24                                           | CUSIP: 05565EBH7<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |      2555000 | PA      | $2492954.38   | 0.03%             | 2024-04-18      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                                     | BAUSCH HEALTH COS INC 144A LIFE SR UNSEC 7.25% 05-30-29                                        | CUSIP: 071734AF4<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |       700000 | PA      | $339097.50    | 0.00%             | 2029-05-30      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BU0616 11-01-51                                                                  | CUSIP: 3140M1VJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       189657 | PA      | $161148.57    | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BV6631 03-01-52                                                                  | CUSIP: 3140MLLM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       219607 | PA      | $186511.40    | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO SR UNSEC 2.7% 02-01-27                                                               | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      2020000 | PA      | $1826251.70   | 0.02%             | 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      | $2732403.99   | 0.03%             | 2029-08-08      | Variable      | 0.58%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QD3399 12-01-51                                                                  | CUSIP: 3133B0X40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       453718 | PA      | $384968.99    | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD8224 07-01-52                                                                  | CUSIP: 3132DWD59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     22007755 | PA      | $18669090.47  | 0.20%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BMW FINANCE NV                                                                  | BMW FINANCE NV 144A LIFE SR UNSEC 2.4% 08-14-24                                                | CUSIP: 05600LAB2<br>LEI: 5299006ZHG3IXU0PNJ56 | Long             | DBT              | CORP              | NL        |      3000000 | PA      | $2876430.00   | 0.03%             | 2024-08-14      | Fixed         | 2.40%                 | Yes           |                  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      | $1847.67      | 0.00%             | 2026-09-06      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BU8176 01-01-52                                                                  | CUSIP: 3140MACN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       472470 | PA      | $401414.67    | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB2467 12-01-51                                                                  | CUSIP: 3140QMW59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       447858 | PA      | $380397.46    | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP SR UNSEC 3.462% 09-06-29                                                      | CUSIP: 05526DBH7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      5900000 | PA      | $5083528.50   | 0.05%             | 2029-09-06      | Fixed         | 3.46%                 | 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        |      1180000 | PA      | $906792.24    | 0.01%             | 2027-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM9764 11-01-51                                                                  | CUSIP: 3140XDZ66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       999900 | PA      | $847577.46    | 0.01%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BU3037 11-01-51                                                                  | CUSIP: 3140M4LT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       358622 | PA      | $304282.96    | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | 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        |      9080000 | PA      | $7607460.08   | 0.08%             | 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      | $242969.54    | 0.00%             | 2034-09-25      | Variable      | 3.73%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BV7830 07-01-52                                                                  | CUSIP: 3140MMVY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       375655 | PA      | $318748.96    | 0.00%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD0926 07-01-51                                                                  | CUSIP: 3132DNA37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1146197 | PA      | $976190.91    | 0.01%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QE2352 05-01-52                                                                  | CUSIP: 3133BBTH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       252748 | PA      | $214329.78    | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QE1859 05-01-52                                                                  | CUSIP: 3133BBB40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       207844 | PA      | $176424.41    | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                                  | BRASKEM NETHERLANDS FINANCE BV 144A LIFE SR UNSEC 4.5% 01-31-30                                | CUSIP: 10554TAD7<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |      4050000 | PA      | $3453491.70   | 0.04%             | 2030-01-31      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | BANK OF AMERICA CORP SR UNSEC 2.496% 02-13-31/30                                               | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      8240000 | PA      | $6715056.16   | 0.07%             | 2031-02-13      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP SR UNSEC 4.7% 04-02-27                                                        | CUSIP: 05526DBP9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |       775000 | PA      | $744081.38    | 0.01%             | 2027-04-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                              | BMW US CAPITAL LLC 144A LIFE SR UNSEC 4.15% 04-09-30                                           | CUSIP: 05565EBL8<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $4758975.00   | 0.05%             | 2030-04-09      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                              | BMW US CAPITAL LLC 144A LIFE SR UNSEC 3.9% 04-09-25                                            | CUSIP: 05565EBK0<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $4896310.00   | 0.05%             | 2025-04-09      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                              | BMW US CAPITAL LLC 144A LIFE SR UNSEC 3.8% 04-06-23                                            | CUSIP: 05565EBM6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |      2028000 | PA      | $2023437.00   | 0.02%             | 2023-04-06      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| BAKER HUGHES HOLDINGS LLC                                                       | BAKER HUGHES HOLDINGS LLC SR UNSEC 4.486% 05-01-30                                             | CUSIP: 05724BAA7<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |      2288000 | PA      | $2186245.78   | 0.02%             | 2030-05-01      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO SR UNSEC 5.705% 05-01-40                                                             | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      1250000 | PA      | $1197313.75   | 0.01%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO SR UNSEC 5.04% 05-01-27                                                              | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      1099000 | PA      | $1088628.74   | 0.01%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                     | NUTRIEN LTD SR UNSEC 5.95% 11-07-25                                                            | CUSIP: 67077MAY4<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |       277000 | PA      | $282938.33    | 0.00%             | 2025-11-07      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER CORPORATION                                                | NIAGARA MOHAWK POWER CORP 144A LIFE SR UNSEC 4.278% 10-01-34                                   | CUSIP: 65364UAH9<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $2605200.00   | 0.03%             | 2034-10-01      | Fixed         | 4.28%                 | Yes           |                  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      | $3680.63      | 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      | $392988.31    | 0.00%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                       | OCCIDENTAL PETROLEUM CORP SR UNSEC 6.45% 09-15-36                                              | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |       115000 | PA      | $117559.33    | 0.00%             | 2036-09-15      | Fixed         | 6.45%                 | 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        |        85000 | PA      | $87655.83     | 0.00%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP SR UNSEC 3.6% 04-01-50                                                             | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      2475000 | PA      | $1676688.75   | 0.02%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                       | OCCIDENTAL PETROLEUM CORP SR UNSEC 8.875% 07-15-30                                             | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |       150000 | PA      | $169602.75    | 0.00%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                       | OCCIDENTAL PETROLEUM CORP SR UNSEC 6.375% 09-01-28                                             | CUSIP: 674599EC5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      1565000 | PA      | $1582236.91   | 0.02%             | 2028-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                       | OCCIDENTAL PETROLEUM CORP SR UNSEC 6.625% 09-01-30                                             | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |       765000 | PA      | $792260.78    | 0.01%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                                             | ONCOR ELECTRIC DELIVERY CO LLC SR SEC 1ST LIEN 2.75% 05-15-30                                  | CUSIP: 68233JBU7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |       400000 | PA      | $349296.40    | 0.00%             | 2030-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB1135 07-01-51                                                                  | CUSIP: 3140QLHM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     10737680 | PA      | $9107227.97   | 0.10%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BU8884 03-01-52                                                                  | CUSIP: 3140MA2S2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2237440 | PA      | $1897227.98   | 0.02%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                       | OCCIDENTAL PETROLEUM CORP SR UNSEC 6.125% 01-01-31                                             | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |       495000 | PA      | $500501.93    | 0.01%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP SR UNSEC 3.95% 03-25-51                                                            | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      1846000 | PA      | $1323251.57   | 0.01%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CRESTWOOD MIDSTREAM PARTNERS LP                                                 | CRESTWOOD MIDSTREAM PARTNERS LP 144A LIFE SR UNSEC 8.0% 04-01-29                               | CUSIP: 67421QAA0<br>LEI: 549300VJQPPSEJPBNA66 | Long             | DBT              | CORP              | US        |       400000 | PA      | $398620.00    | 0.00%             | 2029-04-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| ORGANON & CO                                                                    | ORGANON & CO 144A LIFE SR SEC 1ST LIEN 4.125% 04-30-28                                         | CUSIP: 68622TAA9<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |       250000 | PA      | $221787.50    | 0.00%             | 2028-04-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                                               | CHORD ENERGY CORP 144A LIFE SR UNSEC 6.375% 06-01-26                                           | CUSIP: 674215AL2<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |       680000 | PA      | $663217.60    | 0.01%             | 2026-06-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| OPTION CARE HEALTH INC                                                          | OPTION CARE HEALTH INC 144A LIFE SR UNSEC 4.375% 10-31-29                                      | CUSIP: 68404LAA0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | DBT              | CORP              | US        |       150000 | PA      | $131397.75    | 0.00%             | 2029-10-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| OXFORD FINANCE LLC                                                              | OXFORD FINANCE LLC 144A LIFE SR UNSEC 6.375% 02-01-27                                          | CUSIP: 69145LAC8<br>LEI: 549300LDNS0EYYWL5V49 | Long             | DBT              | CORP              | US        |       225000 | PA      | $209724.75    | 0.00%             | 2027-02-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                                             | ONCOR ELECTRIC DELIVERY CO LLC 144A SR SEC 1ST LIEN 4.55% 09-15-32                             | CUSIP: 68233JCJ1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      1875000 | PA      | $1841602.50   | 0.02%             | 2032-09-15      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                             | PETROLEOS MEXICANOS SR UNSEC 4.25% 01-15-25                                                    | CUSIP: 71654QBV3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       160000 | PA      | $151162.08    | 0.00%             | 2025-01-15      | Fixed         | 4.25%                 | 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        |      1594000 | PA      | $1020612.70   | 0.01%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                             | PETROLEOS MEXICANOS SR UNSEC 4.625% 09-21-23                                                   | CUSIP: 71654QCD2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       271000 | PA      | $267336.08    | 0.00%             | 2023-09-21      | Fixed         | 4.62%                 | 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        |      9000000 | PA      | $8520273.00   | 0.09%             | 2026-08-04      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB3666 02-01-52                                                                  | CUSIP: 3140QPCC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3739087 | PA      | $3170831.61   | 0.03%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QE0799 04-01-52                                                                  | CUSIP: 3133B93G7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       999901 | PA      | $848768.61    | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                 | XCEL ENERGY INC SR UNSEC 3.5% 12-01-49                                                         | CUSIP: 98389BAX8<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |      1532000 | PA      | $1124573.79   | 0.01%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| XIAOMI BEST TIME INTERNATIONAL LTD                                              | XIAOMI BEST TIME INTERNATIONAL LTD 144A LIFE SR UNSEC 2.875% 07-14-31                          | CUSIP: 98422HAC0<br>LEI: 254900IGJCVEY8WNJT74 | Long             | DBT              | CORP              | HK        |       780000 | PA      | $566358.00    | 0.01%             | 2031-07-14      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                 | XCEL ENERGY INC SR UNSEC 1.75% 03-15-27                                                        | CUSIP: 98388MAB3<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |       630000 | PA      | $552770.82    | 0.01%             | 2027-03-15      | Fixed         | 1.75%                 | No            |                  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        |      2440000 | PA      | $1956365.16   | 0.02%             | 2031-11-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                 | XCEL ENERGY INC SR UNSEC 4.6% 06-01-32                                                         | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |       769000 | PA      | $736725.84    | 0.01%             | 2032-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ZIGGO BV                                                                        | ZIGGO BV 144A LIFE SR SEC 1ST LIEN 4.875% 01-15-30                                             | CUSIP: 98955DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       530000 | PA      | $444367.90    | 0.00%             | 2030-01-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| ZIGGO BOND COMPANY BV                                                           | ZIGGO BOND CO BV 144A LIFE SR UNSEC 5.125% 02-28-30                                            | CUSIP: 98953GAD7<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |       325000 | PA      | $262968.88    | 0.00%             | 2030-02-28      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| ZURICH FINANCE IRELAND DAC                                                      | ZURICH FINANCE IRELAND DESIGNATED ACTIVITY CO EUR REG S SUB (H) (B) 1.875% 09-17-50/30         | CUSIP: N/A<br>LEI: 549300E0FVHYR37EGX65       | Long             | DBT              | CORP              | IE        |      2000000 | PA      | $1693428.34   | 0.02%             | 2050-09-17      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS0547 02-01-52                                                                  | CUSIP: 3140XFTD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       235598 | PA      | $200165.54    | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 CB3665 05-01-52                                                                  | CUSIP: 3140QPCB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       423241 | PA      | $358960.31    | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                      | ZOETIS INC SR UNSEC 5.6% 11-16-32                                                              | CUSIP: 98978VAV5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |      1625000 | PA      | $1689744.88   | 0.02%             | 2032-11-16      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AXIATA SPV2 BHD                                                                 | AXIATA SPV2 BHD SUKUK REG S SR UNSEC 2.163% 08-19-30                                           | CUSIP: N/A<br>LEI: 254900P49KQFQ10AF282       | Long             | DBT              | CORP              | MY        |       451000 | PA      | $364592.91    | 0.00%             | 2030-08-19      | Fixed         | 2.16%                 | Yes           |                  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      | $4006552.88   | 0.04%             | 2061-08-11      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| BLUESTAR FINANCE HOLDINGS LTD                                                   | BLUESTAR FINANCE HOLDINGS LTD PRP REG S SUB (H) 3.1% 12-31-49/07-12-24                         | CUSIP: N/A<br>LEI: 300300294ZKDSAV43I87       | Long             | DBT              | CORP              | HK        |       526000 | PA      | $503784.92    | 0.01%             | 2049-12-31      | Variable      | 3.10%                 | Yes           |                  2 | On Loan: No      |
| CAISSE AMORTISSEMENT DE LA DETTE SOCIALE                                        | CADES EUR SR UNSEC REG S (B) 0.6% 11-25-29                                                     | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | USGA              | FR        |      2700000 | PA      | $2428138.98   | 0.03%             | 2029-11-25      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                                          | CHINA DEV BANK  CNY UNSEC 3.68% 02-26-26                                                       | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | USGA              | CN        |     95130000 | PA      | $14102002.67  | 0.15%             | 2026-02-26      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                                          | CHINA DEV BANK CNY UNSEC 3.5% 08-13-26                                                         | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | USGA              | CN        |     48800000 | PA      | $7215698.84   | 0.08%             | 2026-08-13      | Fixed         | 3.50%                 | No            |                  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        |     57380000 | PA      | $8436041.16   | 0.09%             | 2027-01-14      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                                          | CHINA DEV BANK CNY UNSEC 2.89% 06-22-25                                                        | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | USGA              | CN        |    258050000 | PA      | $37453349.61  | 0.39%             | 2025-06-22      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF MONGOLIA LLC                                                | DEVELOPMENT BANK OF MONGOLIA REG S 7.25% 10-23-23                                              | CUSIP: N/A<br>LEI: 254900HRWK3OKXS9UW60       | Long             | DBT              | USGA              | MN        |     16205000 | PA      | $14547228.50  | 0.15%             | 2023-10-23      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK OF KOREA                                                     | EXPORT-IMPORT BANK OF KOREA SR UNSEC 4.5% 09-15-32                                             | CUSIP: 302154DS5<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | USGA              | KR        |       800000 | PA      | $782820.00    | 0.01%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                        | ELECTRICITE DE FRANCE SA 144A LIFE SR UNSEC 4.5% 09-21-28                                      | CUSIP: 268317AU8<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      1722000 | PA      | $1633279.12   | 0.02%             | 2028-09-21      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                        | ELECTRICITE DE FRANCE SA 144A LIFE SR UNSEC 4.875% 09-21-38                                    | CUSIP: 268317AV6<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      7267000 | PA      | $5935772.80   | 0.06%             | 2038-09-21      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                        | ELECTRICITE DE FRANCE SA 144A LIFE SR UNSEC 5.0% 09-21-48                                      | CUSIP: 268317AT1<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |       768000 | PA      | $624019.97    | 0.01%             | 2048-09-21      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| EMPRESAS PUBLICAS DE MEDELLIN ESP                                               | EMPRESAS PUBLICAS DE MEDELLIN ESP 144A LIFE SR UNSEC 4.25% 07-18-29                            | CUSIP: 29246BAE8<br>LEI: 549300SU25TO8EMXB434 | Long             | DBT              | CORP              | CO        |      3595000 | PA      | $2860002.25   | 0.03%             | 2029-07-18      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| ITALY (REPUBLIC OF)                                                             | ITALY GOVT BTPS EUR 144A LIFE/REG S 2.15% 09-01-52                                             | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      2770000 | PA      | $1799529.61   | 0.02%             | 2052-09-01      | Fixed         | 2.15%                 | Yes           |                  2 | On Loan: No      |
| ITALY (REPUBLIC OF)                                                             | ITALY GOVT BTPS EUR REG S (B) 2.5% 12-01-32                                                    | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     64010000 | PA      | $57370695.74  | 0.60%             | 2032-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                         | INDONESIA GOVT BOND IDR FR95 6.375% 08-15-28                                                   | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  23973000000 | PA      | $1526079.52   | 0.02%             | 2028-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                         | INDONESIA REP OF 4.75% 09-10-32                                                                | CUSIP: 455780DN3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      1350000 | PA      | $1324128.60   | 0.01%             | 2032-09-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                         | INDONESIA GOVT BOND IDR FR68 8.375% 03-15-34                                                   | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 143268000000 | PA      | $10088248.32  | 0.11%             | 2034-03-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                           | JAPAN GVT I/L 21 JPY 0.1% 03-10-26                                                             | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   1582125000 | PA      | $12523246.72  | 0.13%             | 2026-03-10      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                           | JAPAN GVT 152 JPY BD 1.2% 03-20-35                                                             | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  10223300000 | PA      | $81562443.99  | 0.86%             | 2035-03-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                           | JAPAN GVT 341 JPY BD 0.3% 12-20-25                                                             | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   1567450000 | PA      | $12025496.94  | 0.13%             | 2025-12-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                           | JAPAN GVT 53 JPY BD 0.6% 12-20-46                                                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    971800000 | PA      | $6157749.54   | 0.06%             | 2046-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                           | JAPAN GVT 346 JPY BD 0.1% 03-20-27                                                             | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   2907900000 | PA      | $22074226.96  | 0.23%             | 2027-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                           | JAPAN GVT 347 JPY BD 0.1% 06-20-27                                                             | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   1000000000 | PA      | $7580394.70   | 0.08%             | 2027-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 2.25% 02-15-27                                                                | CUSIP: 912828V98<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     10500000 | PA      | $9772666.05   | 0.10%             | 2027-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UK CONV GILT                                                                    | UTD KINGDOM GILT GBP REG S 1.25% 07-22-27                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     52590000 | PA      | $57312365.61  | 0.60%             | 2027-07-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 2.25% 11-15-27                                                                | CUSIP: 9128283F5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     90150000 | PA      | $83093094.06  | 0.87%             | 2027-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 0.375% 01-31-26                                                               | CUSIP: 91282CBH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    109860000 | PA      | $97781090.75  | 1.03%             | 2026-01-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY BOND 1.125% 02-29-28                                                               | CUSIP: 91282CBP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2967500 | PA      | $2569901.29   | 0.03%             | 2028-02-29      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY BOND 0.5% 02-28-26                                                                 | CUSIP: 91282CBQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     83605000 | PA      | $74534986.17  | 0.78%             | 2026-02-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                                         | NYKREDIT DKK REG S SEC SER 01E SF 0.50% 10-01-40 (CALLABLE)                                    | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | ABS-CBDO         | CORP              | DK        |    471201218 | PA      | $52665730.37  | 0.55%             | 2040-10-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NORDEA KREDIT REALKREDITAKTIESELSKAB                                            | NORDEA DKK 144A LIFE/ REG S SEC SF 0.5% 10-01-40                                               | CUSIP: N/A<br>LEI: 52990080NNXXLC14OC65       | Long             | ABS-CBDO         | CORP              | DK        |    100773255 | PA      | $11270889.75  | 0.12%             | 2040-10-01      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                                         | NYKREDIT DKK REG S SR SEC SER 01E SF COVERED 0.5% 10-01-43                                     | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | ABS-CBDO         | CORP              | DK        |    735282748 | PA      | $80150984.76  | 0.84%             | 2043-10-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                                         | NYKREDIT DKK REG S SEC SER 01E SF COVERED 1.0% 10-01-53                                        | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | ABS-CBDO         | CORP              | DK        |    149286521 | PA      | $15661711.50  | 0.16%             | 2053-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                                         | NYKREDIT DKK REG S SR SEC SER CCE SF COVERED 1.0% 10-01-50                                     | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | ABS-CBDO         | CORP              | DK        |     52966505 | PA      | $5622500.34   | 0.06%             | 2050-10-01      | Fixed         | 1.00%                 | No            |                  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        |     20051764 | PA      | $2105827.78   | 0.02%             | 2053-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCL 5.5 UMBS TBA 01-01-53                                                                     | CUSIP: 01F052615<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     24640000 | PA      | $24708474.56  | 0.26%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCL 4.5 UMBS TBA 01-01-53                                                                     | CUSIP: 01F042616<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1360000 | PA      | $1309093.84   | 0.01%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | UMBS  30YR TBA(REG A) 2.5 UMBS TBA 01-01-53                                                    | CUSIP: 01F022618<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     57700000 | PA      | $48870919.10  | 0.51%             | 2053-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCL 5.0 UMBS TBA 01-01-53                                                                     | CUSIP: 01F050619<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4278788 | PA      | $4216891.05   | 0.04%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCL 5.0 UMBS TBA 02-01-53                                                                     | CUSIP: 01F050627<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     31021212 | PA      | $30567619.84  | 0.32%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GRAND PARKWAY TRANSPORTATION CORP                                               | GRAND PKWY TX TOLL SUB 20B SF 3.236% 10-01-52                                                  | CUSIP: 38611TDL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10005000 | PA      | $7117216.83   | 0.07%             | 2052-10-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| OHIO ST TPK COMMN                                                               | OH TURNPIKE INFRASTR JR LIEN TAXABLE 20A SF 3.216% 02-15-48                                    | CUSIP: 67760HNB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      7560000 | PA      | $5404749.84   | 0.06%             | 2048-02-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | AUD FWD SALE TO USD 1/5/2023                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-602895.24   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | AUD FWD SALE TO JPY 1/20/2023                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $659213.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | AUD FWD SALE TO USD 1/10/2023                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-508928.51   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | AUD FWD PUR FROM USD 1/12/2023                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $93538.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | AUD FWD SALE TO USD 3/15/2023                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-16865.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | BRL FWD SALE TO USD NDF 1/9/2023                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-71.43       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | BRL FWD SALE TO USD NDF 1/23/2023                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-16760.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | BRL FWD SALE TO USD NDF 1/23/2023                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-13504.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CZK FWD PUR FROM USD 1/20/2023                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-730448.16   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CZK FWD SALE TO USD 1/20/2023                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-2110732.02  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CLP FWD SALE TO USD NDF 1/6/2023                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-30185.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CNH FWD PUR FROM USD 3/6/2023                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $1098678.54   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAD FWD PUR FROM USD 1/11/2023                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-114537.81   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CLP FWD PUR FROM USD NDF 1/6/2023                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $26964.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | COP FWD PUR FROM USD NDF 1/6/2023                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-10150.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | COP FWD SALE TO USD NDF 1/13/2023                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $14812.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CHF FWD PUR FROM USD 1/13/2023                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $69730.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAD FWD PUR FROM USD 1/13/2023                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-55284.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAD FWD SALE TO USD 1/13/2023                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $2730.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CNH FWD SALE TO USD 1/13/2023                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-4920.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CLP FWD PUR FROM USD NDF 1/9/2023                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $58551.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAD FWD PUR FROM USD 1/12/2023                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $26629.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAD FWD PUR FROM USD 1/10/2023                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $201855.65    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAD FWD SALE TO USD 1/12/2023                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-284588.70   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CHF FWD PUR FROM USD 1/12/2023                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $150391.20    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAD FWD SALE TO USD 1/19/2023                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-60908.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CNH FWD SALE TO USD 1/12/2023                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-221374.76   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CNH FWD PUR FROM USD 1/11/2023                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $1108429.28   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CZK FWD PUR FROM USD 1/11/2023                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $80935.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | COP FWD SALE TO USD NDF 1/23/2023                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $299595.64    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | DKK FWD PUR FROM EUR 1/13/2023                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $5634.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | DKK FWD SALE TO EUR 1/13/2023                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-14213.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | DKK FWD SALE TO EUR 1/10/2023                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-8007.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | DKK FWD PUR FROM USD 1/10/2023                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $860749.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | DKK FWD SALE TO USD 1/20/2023                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-1043595.22  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | DKK FWD SALE TO EUR 1/19/2023                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-9009.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD SALE TO USD 1/5/2023                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-180886.30   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD PUR FROM USD 1/5/2023                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $1546801.00   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD PUR FROM USD 3/6/2023                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $2136800.97   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD PUR FROM USD 1/5/2023                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $442408.97    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD PUR FROM USD 1/11/2023                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $578556.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD PUR FROM USD 1/13/2023                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $1526417.16   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD SALE TO USD 1/13/2023                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-1218595.34  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD SALE TO USD 1/12/2023                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-886515.96   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD PUR FROM USD 1/12/2023                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $3355185.28   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD SALE TO USD 1/13/2023                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-15413.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD PUR FROM USD 1/20/2023                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $904445.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD SALE TO USD 1/20/2023                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-1537320.91  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD SALE TO USD 1/11/2023                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-89647.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD PUR FROM USD 1/11/2023                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $702503.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD PUR FROM USD 3/15/2023                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $69978.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD PUR FROM USD 1/13/2023                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $59613.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD SALE TO USD 1/23/2023                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-1128579.39  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD SALE TO USD 1/5/2023                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-977671.05   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD PUR FROM USD 1/20/2023                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $1095.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD SALE TO USD 1/13/2023                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-48715.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP FWD SALE TO USD 1/11/2023                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $831877.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP FWD SALE TO USD 1/13/2023                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $44998.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                   | INTERCONTINENTAL EXCHANGE INC SR UNSEC 4.95% 06-15-52                                          | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      1282000 | PA      | $1194391.33   | 0.01%             | 2052-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                     | IMPERIAL BRANDS FINANCE PLC 144A LIFE SR UNSEC 6.125% 07-27-27                                 | CUSIP: 45262BAF0<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |      1285000 | PA      | $1280885.43   | 0.01%             | 2027-07-27      | Fixed         | 6.12%                 | Yes           |                  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      | $1403836.50   | 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      | $1271668.75   | 0.01%             | 2033-11-21      | Variable      | 8.25%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 4.493% 03-24-31/30                                                | CUSIP: 46647PBJ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     15010000 | PA      | $14054073.14  | 0.15%             | 2031-03-24      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                               | JOHNSON & JOHNSON SR UNSEC 2.25% 09-01-50                                                      | CUSIP: 478160CS1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      2426000 | PA      | $1512552.78   | 0.02%             | 2050-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                               | JOHNSON & JOHNSON SR UNSEC 1.3% 09-01-30                                                       | CUSIP: 478160CQ5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      3265000 | PA      | $2639843.92   | 0.03%             | 2030-09-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                               | JOHNSON & JOHNSON SR UNSEC 2.1% 09-01-40                                                       | CUSIP: 478160CR3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $692006.00    | 0.01%             | 2040-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                               | JOHNSON & JOHNSON SR UNSEC 0.95% 09-01-27                                                      | CUSIP: 478160CP7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      1082000 | PA      | $933369.99    | 0.01%             | 2027-09-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 1.578% 04-22-27/26                                                | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      6109000 | PA      | $5374783.73   | 0.06%             | 2027-04-22      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 3.328% 04-22-52/51                                                | CUSIP: 46647PCE4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      4498000 | PA      | $3059926.43   | 0.03%             | 2052-04-22      | Variable      | 3.33%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 4.323% 04-26-28/27                                                | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      6499000 | PA      | $6216488.47   | 0.07%             | 2028-04-26      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 4.912% 07-25-33/32                                                | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      1330000 | PA      | $1270292.31   | 0.01%             | 2033-07-25      | Variable      | 4.91%                 | No            |                  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        |      3740000 | PA      | $3295927.36   | 0.03%             | 2031-10-02      | Variable      | 3.34%                 | Yes           |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                             | KIMBERLY-CLARK CORP SR UNSEC 3.1% 03-26-30                                                     | CUSIP: 494368CB7<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |       668000 | PA      | $602497.92    | 0.01%             | 2030-03-26      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| KRONOS ACQUISITION HOLDINGS INC                                                 | KRONOS ACQUISITION HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 5.0% 12-31-26                        | CUSIP: 50106GAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       490000 | PA      | $424462.50    | 0.00%             | 2026-12-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| KRONOS ACQUISITION HOLDINGS INC                                                 | KRONOS ACQUISITION HOLDINGS INC 144A LIFE SR UNSEC 7.0% 12-31-27                               | CUSIP: 50106GAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1450000 | PA      | $1194437.50   | 0.01%             | 2027-12-31      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                                              | KENNEDY-WILSON INC SR UNSEC 4.75% 03-01-29                                                     | CUSIP: 489399AL9<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |       695000 | PA      | $551723.67    | 0.01%             | 2029-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                               | KINDER MORGAN INC SR UNSEC 3.6% 02-15-51                                                       | CUSIP: 49456BAT8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |      6560000 | PA      | $4547064.00   | 0.05%             | 2051-02-15      | Fixed         | 3.60%                 | No            |                  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        |      1575000 | PA      | $1202985.00   | 0.01%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KEB HANA BANK                                                                   | HANA BANK 144A LIFE SR UNSEC 3.25% 03-30-27                                                    | CUSIP: 48723RAC9<br>LEI: 6RPK2YDJN6L35AS0M510 | Long             | DBT              | CORP              | KR        |     11290000 | PA      | $10532079.72  | 0.11%             | 2027-03-30      | Fixed         | 3.25%                 | 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        |       753000 | PA      | $670697.10    | 0.01%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                        | LLOYDS BANKING GROUP PLC SR UNSEC 3.75% 01-11-27                                               | CUSIP: 53944YAD5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      2827000 | PA      | $2633709.53   | 0.03%             | 2027-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANK PLC                                                                 | LLOYDS BANK PLC GBP REG S SUB (B) 7.625% 04-22-25                                              | CUSIP: N/A<br>LEI: H7FNTJ4851HG0EXQ1Z70       | Long             | DBT              | CORP              | GB        |       450000 | PA      | $573739.56    | 0.01%             | 2025-04-22      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| LEADER GOAL INTERNATIONAL LTD                                                   | LEADER GOAL INTERNATIONAL LTD PRP REG S SR UNSEC (H) 4.25% 12-31-49/01-19-23                   | CUSIP: N/A<br>LEI: 3003004DZA8V8EM94C74       | Long             | DBT              | CORP              | VG        |       350000 | PA      | $349825.00    | 0.00%             | 2049-12-31      | Variable      | 4.25%                 | Yes           |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                        | LLOYDS BANKING GROUP PLC EUR REG S SUB (B) 1.75% 09-07-28/23                                   | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |     12400000 | PA      | $12769887.42  | 0.13%             | 2028-09-07      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                        | LLOYDS BANKING GROUP PLC JPY REG S SR UNSEC 0.65% 05-30-23                                     | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |    400000000 | PA      | $3045470.89   | 0.03%             | 2023-05-30      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                            | LAS VEGAS SANDS CORP SR UNSEC 3.2% 08-08-24                                                    | CUSIP: 517834AG2<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |        97000 | PA      | $91741.53     | 0.00%             | 2024-08-08      | Fixed         | 3.20%                 | 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      | $731337.50    | 0.01%             | 2027-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                | LPL HOLDINGS INC 144A LIFE SR UNSEC 4.625% 11-15-27                                            | CUSIP: 50212YAC8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |      2595000 | PA      | $2428403.60   | 0.03%             | 2027-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                               | LITHIA MOTORS INC 144A LIFE SR UNSEC 4.625% 12-15-27                                           | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |       750000 | PA      | $677745.00    | 0.01%             | 2027-12-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                                           | BATH & BODY WORKS INC 144A LIFE SR UNSEC 6.625% 10-01-30                                       | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |       565000 | PA      | $531163.85    | 0.01%             | 2030-10-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                               | LYB INTERNATIONAL FINANCE III LLC SR UNSEC 3.625% 04-01-51                                     | CUSIP: 50249AAJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1409000 | PA      | $948645.88    | 0.01%             | 2051-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| LOWES COMPANIES INC                                                             | LOWE'S COS INC SR UNSEC 3.0% 10-15-50                                                          | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |       628000 | PA      | $402187.53    | 0.00%             | 2050-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LIGADO NETWORKS LLC                                                             | LIGADO NETWORKS LLC 144A LIFE SR SEC 1ST LIEN PIK 15.5% 11-01-23                               | CUSIP: 53225HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       355819 | PA      | $116032.58    | 0.00%             | 2023-11-01      | Fixed         | 15.50%                | Yes           |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                           | LEVEL 3 FINANCING INC 144A LIFE SR UNSEC 3.75% 07-15-29                                        | CUSIP: 527298BT9<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      1325000 | PA      | $954927.50    | 0.01%             | 2029-07-15      | Fixed         | 3.75%                 | Yes           |                  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        |       730000 | PA      | $580342.70    | 0.01%             | 2031-03-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                | LPL HOLDINGS INC 144A LIFE SR UNSEC 4.0% 03-15-29                                              | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |      1150000 | PA      | $1002167.50   | 0.01%             | 2029-03-15      | Fixed         | 4.00%                 | 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        |      1071000 | PA      | $859037.32    | 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        |        60000 | PA      | $49413.30     | 0.00%             | 2029-06-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| LSC COMMUNICATIONS INC                                                          | LSC COMMUNICATIONS INC 144A LIFE SR SEC 1ST LIEN 8.75% 10-15-23                                | CUSIP: 502ESCAA4<br>LEI: 5493000O7BCKOMYMHF87 | Long             | DBT              | CORP              | US        |      2502280 | PA      | $7559.39      | 0.00%             | 2023-10-15      | Fixed         | 8.75%                 | Yes           |                  3 | On Loan: No      |
| LSB INDUSTRIES INC                                                              | LSB INDUSTRIES INC 144A LIFE SR SEC 1ST LIEN 6.25% 10-15-28                                    | CUSIP: 502160AN4<br>LEI: 5493001H215A0HG0MI71 | Long             | DBT              | CORP              | US        |       840000 | PA      | $769629.00    | 0.01%             | 2028-10-15      | Fixed         | 6.25%                 | 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        |      1160000 | PA      | $1026078.00   | 0.01%             | 2030-01-31      | Fixed         | 4.12%                 | 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        |       400000 | PA      | $350058.00    | 0.00%             | 2032-01-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                            | LOCKHEED MARTIN CORPORATION SR UNSEC 5.1% 11-15-27                                             | CUSIP: 539830BV0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |       985000 | PA      | $1008479.45   | 0.01%             | 2027-11-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                            | LOCKHEED MARTIN CORPORATION SR UNSEC 5.25% 01-15-33                                            | CUSIP: 539830BW8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      2021000 | PA      | $2090346.57   | 0.02%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BANK (THE)                                                     | TORONTO-DOMINION BANK CAD SUB (H) FRN 10-31-82                                                 | CUSIP: 89117GLM7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      1256000 | PA      | $899227.36    | 0.01%             | 2082-10-31      | Variable      | 7.28%                 | No            |                  2 | On Loan: No      |
| PICARD MIDCO INC                                                                | CLOUD SOFTWARE GROUP HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 6.5% 03-31-29                      | CUSIP: 88632QAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1266099.00   | 0.01%             | 2029-03-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                                                    | THERMO FISHER SCIENTIFIC INC SR UNSEC 4.8% 11-21-27                                            | CUSIP: 883556CT7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      6320000 | PA      | $6351758.00   | 0.07%             | 2027-11-21      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                                                    | THERMO FISHER SCIENTIFIC INC SR UNSEC 4.95% 11-21-32                                           | CUSIP: 883556CU4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |       328000 | PA      | $333683.58    | 0.00%             | 2032-11-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DIEBOLD NIXDORF INC                                                             | DIEBOLD NIXDORF INC SR UNSEC BACKSTOP (UNFUNDED) 0.0% 07-15-23                                 | CUSIP: N/A<br>LEI: 549300XZK6EWDBAZSY16       | Long             | DBT              | CORP              | US        |        98428 | PA      | $98427.84     | 0.00%             | 2023-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC SR UNSEC 3.75% 07-15-25                                                 | CUSIP: 91324PCP5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      1658000 | PA      | $1622406.06   | 0.02%             | 2025-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORP                                                      | RAYTHEON TECHNOLOGIES CORP SR UNSEC 3.125% 05-04-27                                            | CUSIP: 913017CR8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |       250000 | PA      | $233191.50    | 0.00%             | 2027-05-04      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA) INC                                              | UNITED RENTALS NORTH AMERICA INC SR UNSEC 4.875% 01-15-28                                      | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |       475000 | PA      | $451181.13    | 0.00%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UK CONV GILT                                                                    | UTD KINGDOM GILT GBP REG S 3.25% 01-22-44                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     10110000 | PA      | $10839327.02  | 0.11%             | 2044-01-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC SR UNSEC 4.25% 06-15-48                                                 | CUSIP: 91324PDL3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       757000 | PA      | $657872.36    | 0.01%             | 2048-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORP                                                      | RAYTHEON TECHNOLOGIES CORP SR UNSEC 3.65% 08-16-23                                             | CUSIP: 913017DB2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |       185000 | PA      | $183468.94    | 0.00%             | 2023-08-16      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORP                                                      | RAYTHEON TECHNOLOGIES CORP SR UNSEC 4.125% 11-16-28                                            | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      4100000 | PA      | $3932551.90   | 0.04%             | 2028-11-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                           | UBER TECHNOLOGIES INC 144A LIFE SR UNSEC 8.0% 11-01-26                                         | CUSIP: 90353TAC4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |       890000 | PA      | $894870.08    | 0.01%             | 2026-11-01      | Fixed         | 8.00%                 | Yes           |                  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      | $1330588.20   | 0.01%             | 2049-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                                   | UNICREDIT SPA EUR REG S SUB (B) 4.875% 02-20-29/24                                             | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |      7750000 | PA      | $8228590.87   | 0.09%             | 2029-02-20      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | UNION PACIFIC CORP SR UNSEC 3.839% 03-20-60                                                    | CUSIP: 907818FG8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |       302000 | PA      | $234986.20    | 0.00%             | 2060-03-20      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | GOLDMAN SACHS GROUP INC SR UNSEC 2.615% 04-22-32/31                                            | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      3279000 | PA      | $2622839.31   | 0.03%             | 2032-04-22      | Variable      | 2.62%                 | 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      | $13071264.45  | 0.14%             | 2035-06-30      | Variable      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| UNITED NATURAL FOODS INC                                                        | UNITED NATURAL FOODS INC 144A LIFE SR UNSEC 6.75% 10-15-28                                     | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1443645.00   | 0.02%             | 2028-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                            | GLENCORE FUNDING LLC 144A LIFE SR UNSEC 1.625% 04-27-26                                        | CUSIP: 378272BD9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     12481000 | PA      | $11011362.25  | 0.12%             | 2026-04-27      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                 | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 1.5% 06-10-26                                         | CUSIP: 37045XDK9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |       573000 | PA      | $498295.13    | 0.01%             | 2026-06-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNISYS CORP                                                                     | UNISYS CORP 144A LIFE SR SEC 1ST LIEN 6.875% 11-01-27                                          | CUSIP: 909214BV9<br>LEI: 549300T21W22FIJJOW08 | Long             | DBT              | CORP              | US        |       150000 | PA      | $115395.00    | 0.00%             | 2027-11-01      | Fixed         | 6.88%                 | Yes           |                  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        |      1240000 | PA      | $1039287.40   | 0.01%             | 2029-05-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| RAPTOR ACQUISITION CORP / RAPTOR CO-ISSUER LLC                                  | RAPTOR ACQUISITION CORP 144A LIFE SR SEC 1ST LIEN 4.875% 11-01-26                              | CUSIP: 75383KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       650000 | PA      | $578383.00    | 0.01%             | 2026-11-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| GARTNER INC                                                                     | GARTNER INC 144A LIFE SR UNSEC 3.625% 06-15-29                                                 | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |       357000 | PA      | $314133.23    | 0.00%             | 2029-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC SR UNSEC 3.25% 05-15-51                                                 | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       731000 | PA      | $526648.22    | 0.01%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | UNION PACIFIC CORP SR UNSEC 3.799% 04-06-71                                                    | CUSIP: 907818FS2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |       302000 | PA      | $224199.06    | 0.00%             | 2071-04-06      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | GOLDMAN SACHS GROUP INC SR UNSEC 2.383% 07-21-32/31                                            | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      3378000 | PA      | $2629175.09   | 0.03%             | 2032-07-21      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | GOLDMAN SACHS GROUP INC SR UNSEC 2.908% 07-21-42/41                                            | CUSIP: 38141GYK4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       587000 | PA      | $401353.62    | 0.00%             | 2042-07-21      | Variable      | 2.91%                 | 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      | $515905.07    | 0.01%             | 2030-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | UNION PACIFIC CORP SR UNSEC 2.8% 02-14-32                                                      | CUSIP: 907818FX1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      4000000 | PA      | $3464456.00   | 0.04%             | 2032-02-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                            | GLENCORE FUNDING LLC 144A LIFE SR UNSEC 2.625% 09-23-31                                        | CUSIP: 378272BG2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      1100000 | PA      | $879019.90    | 0.01%             | 2031-09-23      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| GRIFOLS ESCROW ISSUER SAU                                                       | GRIFOLS ESCROW ISSUER SA 144A LIFE SR UNSEC 4.75% 10-15-28                                     | CUSIP: 39843UAA0<br>LEI: 959800HLB3PGTGSLVV62 | Long             | DBT              | CORP              | ES        |       200000 | PA      | $172930.00    | 0.00%             | 2028-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC SR UNSEC 3.7% 05-15-27                                                  | CUSIP: 91324PEG3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      1423000 | PA      | $1378768.89   | 0.01%             | 2027-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC SR UNSEC 4.2% 05-15-32                                                  | CUSIP: 91324PEJ7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      1365000 | PA      | $1299869.03   | 0.01%             | 2032-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                            | FRANCE OAT EUR REG S 0.0% 02-25-24                                                             | CUSIP: N/A<br>LEI: 969500V9ABHOMOBO4Y36       | Long             | DBT              | NUSS              | FR        |      6360000 | PA      | $6595473.44   | 0.07%             | 2024-02-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                            | FRANCE OAT EUR 144A LIFE/REG S 0.5% 06-25-44                                                   | CUSIP: N/A<br>LEI: 969500V9ABHOMOBO4Y36       | Long             | DBT              | NUSS              | FR        |      1370000 | PA      | $856199.26    | 0.01%             | 2044-06-25      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC                                                      | FERTITTA ENTERTAINMENT LLC 144A LIFE SR UNSEC 6.75% 01-15-30                                   | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       175000 | PA      | $141483.13    | 0.00%             | 2030-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC                                                      | FERTITTA ENTERTAINMENT LLC 144A LIFE SR SEC 1ST LIEN 4.625% 01-15-29                           | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       170000 | PA      | $144080.95    | 0.00%             | 2029-01-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                            | FRANCE OAT EUR REG S 0.0% 11-25-31                                                             | CUSIP: N/A<br>LEI: 969500V9ABHOMOBO4Y36       | Long             | DBT              | NUSS              | FR        |      9730000 | PA      | $8048238.11   | 0.08%             | 2031-11-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                            | FRANCE OAT EUR REG S 0.0% 02-25-27                                                             | CUSIP: N/A<br>LEI: 969500V9ABHOMOBO4Y36       | Long             | DBT              | NUSS              | FR        |      5110000 | PA      | $4886968.65   | 0.05%             | 2027-02-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | GOLDMAN SACHS GROUP INC SR UNSEC 3.102% 02-24-33/32                                            | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       633000 | PA      | $515629.77    | 0.01%             | 2033-02-24      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| GC TREASURY CENTER CO LTD                                                       | GC TREASURY CENTER CO LTD 144A LIFE SR UNSEC 4.4% 03-30-32                                     | CUSIP: 36830BAD7<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |       600000 | PA      | $533031.00    | 0.01%             | 2032-03-30      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| FINLAND (REPUBLIC OF)                                                           | FINLAND GVT EUR 144A/REG S 0.125% 09-15-31                                                     | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |      3000000 | PA      | $2516214.75   | 0.03%             | 2031-09-15      | Fixed         | 0.12%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                            | FRANCE OAT EUR REG S 0.75% 02-25-28                                                            | CUSIP: N/A<br>LEI: 969500V9ABHOMOBO4Y36       | Long             | DBT              | NUSS              | FR        |     28150000 | PA      | $27189850.01  | 0.29%             | 2028-02-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC                                                  | GE HEALTHCARE TECHNOLOGIES INC 144A SR UNSEC 5.905% 11-22-32                                   | CUSIP: 36267VAJ2<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |      1250000 | PA      | $1299218.75   | 0.01%             | 2032-11-22      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC                                                  | GE HEALTHCARE TECHNOLOGIES INC 144A SR UNSEC 5.65% 11-15-27                                    | CUSIP: 36267VAE3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |      1150000 | PA      | $1165473.25   | 0.01%             | 2027-11-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| FINLAND (REPUBLIC OF)                                                           | FINLAND GVT EUR 144A/REG S 1.5% 09-15-32                                                       | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |     21710000 | PA      | $20260564.52  | 0.21%             | 2032-09-15      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                            | FRANCE OAT EUR REG S 2.0% 11-25-32                                                             | CUSIP: N/A<br>LEI: 969500V9ABHOMOBO4Y36       | Long             | DBT              | NUSS              | FR        |     26675000 | PA      | $26058754.67  | 0.27%             | 2032-11-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GREECE REPUBLIC OF (GOVERNMENT)                                                 | GREECE GOVT BOND EUR 144A LIFE/REG S 3.375% 02-15-25                                           | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |     45810000 | PA      | $49039815.25  | 0.51%             | 2025-02-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                   | DEUTSCHLAND REP EUR REG S (B) 0.0% 10-18-24                                                    | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      2190000 | PA      | $2240656.35   | 0.02%             | 2024-10-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC                                                  | GE HEALTHCARE TECHNOLOGIES INC 144A SR UNSEC 6.377% 11-22-52                                   | CUSIP: 36267VAL7<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |       225000 | PA      | $240343.20    | 0.00%             | 2052-11-22      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| HANESBRANDS INC                                                                 | HANESBRANDS INC 144A LIFE SR UNSEC 4.625% 05-15-24                                             | CUSIP: 410345AJ1<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |       750000 | PA      | $727618.50    | 0.01%             | 2024-05-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                   | DEUTSCHLAND REP EUR REG S (B) 0.0% 08-15-50                                                    | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     26940000 | PA      | $15101641.60  | 0.16%             | 2050-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                   | DEUTSCHLAND REP EUR REG S UNSEC (B) 0.0% 04-11-25                                              | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     12485000 | PA      | $12627325.17  | 0.13%             | 2025-04-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HANESBRANDS INC                                                                 | HANESBRANDS INC 144A LIFE SR UNSEC 4.875% 05-15-26                                             | CUSIP: 410345AL6<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |       830000 | PA      | $743116.43    | 0.01%             | 2026-05-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| HUARONG FINANCE II CO LTD                                                       | HUARONG FINANCE II CO LTD REG S SR UNSEC 5.5% 01-16-25                                         | CUSIP: N/A<br>LEI: 549300BHVD63HE2GHX17       | Long             | DBT              | CORP              | HK        |      3287000 | PA      | $3118754.91   | 0.03%             | 2025-01-16      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| GHANA (REPUBLIC OF)                                                             | GHANA REP OF REG S SF 6.375% 02-11-27                                                          | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |      1020000 | PA      | $395280.60    | 0.00%             | 2027-02-11      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| GREECE REPUBLIC OF (GOVERNMENT)                                                 | GREECE GOVT BOND EUR144A LIFE REG S 2.0% 04-22-27                                              | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |     13760000 | PA      | $13809217.38  | 0.14%             | 2027-04-22      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                   | DEUTSCHLAND REP EUR REG S (B) 0.0% 08-15-30                                                    | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     70340000 | PA      | $62690316.31  | 0.66%             | 2030-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                   | DEUTSCHLAND REP EUR REG S (B) 0.0% 08-15-30                                                    | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      3026000 | PA      | $2698439.17   | 0.03%             | 2030-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HUARONG FINANCE II CO LTD                                                       | HUARONG FINANCE II CO LTD REG S SR UNSEC 5.0% 11-19-25                                         | CUSIP: N/A<br>LEI: 549300BHVD63HE2GHX17       | Long             | DBT              | CORP              | HK        |      3769000 | PA      | $3483867.61   | 0.04%             | 2025-11-19      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| HUARONG FINANCE II CO LTD                                                       | HUARONG FINANCE II CO LTD REG S SR UNSEC 4.625% 06-03-26                                       | CUSIP: N/A<br>LEI: 549300BHVD63HE2GHX17       | Long             | DBT              | CORP              | HK        |      2469000 | PA      | $2181978.75   | 0.02%             | 2026-06-03      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| HUARONG FINANCE II CO LTD                                                       | HUARONG FINANCE II CO LTD REG S SR UNSEC 4.875% 11-22-26                                       | CUSIP: N/A<br>LEI: 549300BHVD63HE2GHX17       | Long             | DBT              | CORP              | HK        |      3058000 | PA      | $2738108.74   | 0.03%             | 2026-11-22      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| HUARONG FINANCE 2017 CO LTD                                                     | HUARONG FINANCE 2017 CO LTD REG S SR UNSEC 4.75% 04-27-27                                      | CUSIP: N/A<br>LEI: 5493006V07LYI3HE6G83       | Long             | DBT              | CORP              | VG        |      5137000 | PA      | $4488453.75   | 0.05%             | 2027-04-27      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| GHANA (REPUBLIC OF)                                                             | GHANA REP OF REG S 0.0% 04-07-25                                                               | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |       300000 | PA      | $99975.00     | 0.00%             | 2025-04-07      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| GEORGIA (REPUBLIC OF)                                                           | GEORGIA GOVT BOND 144A LIFE 2.75% 04-22-26                                                     | CUSIP: 37311PAB6<br>LEI: 2138007T8RLEVDMLQ257 | Long             | DBT              | NUSS              | GE        |      2535000 | PA      | $2303341.56   | 0.02%             | 2026-04-22      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                   | DEUTSCHLAND REP EUR REG S (B) 0.0% 08-15-50                                                    | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |       260000 | PA      | $146032.65    | 0.00%             | 2050-08-15      | 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      | $1462460.03   | 0.02%             | 2026-10-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HDFC BANK LTD                                                                   | HDFC BANK LTD INR SR UNSEC 7.95% 09-21-26                                                      | CUSIP: N/A<br>LEI: 335800ZQ6I4E2JXENC50       | Long             | DBT              | CORP              | IN        |    200000000 | PA      | $2444975.22   | 0.03%             | 2026-09-21      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                           | HUB INTERNATIONAL LTD 144A LIFE SR UNSEC 7.0% 05-01-26                                         | CUSIP: 44332PAD3<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |      2025000 | PA      | $1986565.50   | 0.02%             | 2026-05-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC SR UNSEC 4.5% 12-06-48                                                          | CUSIP: 437076BX9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |       675000 | PA      | $615836.25    | 0.01%             | 2048-12-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC SR UNSEC 3.973% 05-22-30/29                                                  | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      3229000 | PA      | $2832753.27   | 0.03%             | 2030-05-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                   | DEUTSCHLAND REP EUR REG S (B) 0.0% 08-15-52                                                    | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     17530000 | PA      | $9398951.12   | 0.10%             | 2052-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GABON REPUBLIC OF (GOVERNMENT)                                                  | GABON REPUBLIC 144A LIFE SF 7.0% 11-24-31                                                      | CUSIP: 362420AE1<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |       790000 | PA      | $649696.00    | 0.01%             | 2031-11-24      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC GBP SR UNSEC 3.0% 05-29-30/29                                                | CUSIP: 404280CD9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      8000000 | PA      | $8017756.38   | 0.08%             | 2030-05-29      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| HUARONG FINANCE 2019 CO LTD                                                     | HUARONG FINANCE 2019 CO LTD REG S SR UNSEC 4.5% 05-29-29                                       | CUSIP: N/A<br>LEI: 549300M6T6OW4AGYHK10       | Long             | DBT              | CORP              | HK        |      4332000 | PA      | $3599497.79   | 0.04%             | 2029-05-29      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| GREECE REPUBLIC OF (GOVERNMENT)                                                 | GREECE GOVT BOND EUR 144A LIFE/REG S 1.75% 06-18-32                                            | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |     29790000 | PA      | $25183052.76  | 0.26%             | 2032-06-18      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| QUEBEC (PROVINCE OF)                                                            | QUEBEC PROV EUR REG S (B) 0.25% 05-05-31                                                       | CUSIP: N/A<br>LEI: 549300WN65YFEQH74Y36       | Long             | DBT              | NUSS              | CA        |      5980000 | PA      | $4963272.97   | 0.05%             | 2031-05-05      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| HUARONG FINANCE 2019 CO LTD                                                     | HUARONG FINANCE 2019 CO LTD REG S SR UNSEC 3.75% 05-29-24                                      | CUSIP: N/A<br>LEI: 549300M6T6OW4AGYHK10       | Long             | DBT              | CORP              | HK        |       750000 | PA      | $713140.50    | 0.01%             | 2024-05-29      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC SR UNSEC 2.95% 06-15-29                                                         | CUSIP: 437076BY7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      2346000 | PA      | $2127453.68   | 0.02%             | 2029-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| QUEBEC (PROVINCE OF)                                                            | QUEBEC PROV EUR REG S (B) 0.5% 01-25-32                                                        | CUSIP: N/A<br>LEI: 549300WN65YFEQH74Y36       | Long             | DBT              | NUSS              | CA        |      9030000 | PA      | $7485573.65   | 0.08%             | 2032-01-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| QUEBEC (PROVINCE OF)                                                            | QUEBEC PROV GBP REG S (B) 2.25% 09-15-26                                                       | CUSIP: N/A<br>LEI: 549300WN65YFEQH74Y36       | Long             | DBT              | NUSS              | CA        |     18480000 | PA      | $20588288.95  | 0.22%             | 2026-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA (REPUBLIC OF)                                                      | SOUTH AFRICA GVT ZAR 9.0% 01-31-40                                                             | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |     47945600 | PA      | $2284373.46   | 0.02%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| VENEZUELA REPUBLIC OF (GOVERNMENT)                                              | VENEZUELA REP OF REG S 7.0% 12-01-18/28                                                        | CUSIP: N/A<br>LEI: 529900XM8PJTJK5OJI77       | Long             | DBT              | NUSS              | VE        |        60000 | PA      | $4800.00      | 0.00%             | 2028-12-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| VENEZUELA REPUBLIC OF (GOVERNMENT)                                              | VENEZUELA REP OF REG S 6.0% 12-09-20/30                                                        | CUSIP: N/A<br>LEI: 529900XM8PJTJK5OJI77       | Long             | DBT              | NUSS              | VE        |       883000 | PA      | $61810.00     | 0.00%             | 2030-12-09      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| RUSSIAN FEDERATION                                                              | RUSSIA GOVT OFZ RUB 7.7% 03-23-33                                                              | CUSIP: N/A<br>LEI: 5493004EHVGF71PDBU58       | Long             | DBT              | NUSS              | RU        |    102563000 | PA      | $445019.12    | 0.00%             | 2033-03-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| HARSCO CORP                                                                     | HARSCO CORP 144A LIFE SR UNSEC 5.75% 07-31-27                                                  | CUSIP: 415864AM9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | DBT              | CORP              | US        |       625000 | PA      | $494466.88    | 0.01%             | 2027-07-31      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                                     | HONEYWELL INTERNATIONAL INC SR UNSEC 2.3% 08-15-24                                             | CUSIP: 438516BW5<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |       700000 | PA      | $672508.90    | 0.01%             | 2024-08-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| RUSSIAN FEDERATION                                                              | RUSSIAN FEDERATION REG S 4.25% 06-23-27                                                        | CUSIP: N/A<br>LEI: 5493004EHVGF71PDBU58       | Long             | DBT              | NUSS              | RU        |      8800000 | PA      | $3784000.00   | 0.04%             | 2027-06-23      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| RUSSIAN FEDERATION                                                              | RUSSIAN FEDERATION REG S 5.25% 06-23-47                                                        | CUSIP: N/A<br>LEI: 5493004EHVGF71PDBU58       | Long             | DBT              | NUSS              | RU        |      1000000 | PA      | $410000.00    | 0.00%             | 2047-06-23      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| IRAQ (REPUBLIC OF)                                                              | IRAQ REP OF 144A LIFE 6.752% 03-09-23                                                          | CUSIP: 462652AE8<br>LEI: 2549004N3P710UQ9X454 | Long             | DBT              | NUSS              | IQ        |      2200000 | PA      | $2176578.80   | 0.02%             | 2023-03-09      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| RUSSIAN FEDERATION                                                              | RUSSIAN FEDERATION REG S 4.375% 03-21-29                                                       | CUSIP: N/A<br>LEI: 5493004EHVGF71PDBU58       | Long             | DBT              | NUSS              | RU        |     19400000 | PA      | $7954000.00   | 0.08%             | 2029-03-21      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY (REPUBLIC OF)                                                           | HUNGARY GOVT BOND HUF 6.75% 10-22-28                                                           | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |    426050000 | PA      | $993783.71    | 0.01%             | 2028-10-22      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                                           | HILTON DOMESTIC OPERATING CO INC SR UNSEC 4.875% 01-15-30                                      | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |       190000 | PA      | $172499.10    | 0.00%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SENEGAL (REPUBLIC OF)                                                           | REPUBLIC OF SENEGAL USD REG S SF 6.75% 03-13-48                                                | CUSIP: N/A<br>LEI: 549300NP14ZLQGWIUZ97       | Long             | DBT              | NUSS              | SN        |      1100000 | PA      | $780718.40    | 0.01%             | 2048-03-13      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| SRI LANKA (DEMOCRATIC SOCIALIST REPUBLIC OF)                                    | SRI LANKA REP OF 144A 5.75% 04-18-23                                                           | CUSIP: 85227SAV8<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |       214000 | PA      | $67935.80     | 0.00%             | 2023-04-18      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| SRI LANKA (DEMOCRATIC SOCIALIST REPUBLIC OF)                                    | SRI LANKA REP OF REG S 5.75% 04-18-23                                                          | CUSIP: N/A<br>LEI: 254900HXCCIOHM74FA02       | Long             | DBT              | NUSS              | LK        |     10896000 | PA      | $3459011.47   | 0.04%             | 2023-04-18      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| RUSSIAN FEDERATION                                                              | RUSSIAN FEDERATION EUR REG S 2.875% 12-04-25                                                   | CUSIP: N/A<br>LEI: 5493004EHVGF71PDBU58       | Long             | DBT              | NUSS              | RU        |     15300000 | PA      | $6878711.68   | 0.07%             | 2025-12-04      | Fixed         | 2.88%                 | 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        |      2530000 | PA      | $2094719.56   | 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      | $2198990.90   | 0.02%             | 2030-03-31      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| RUSSIAN FEDERATION                                                              | RUSSIAN FEDERATION REG S 5.1% 03-28-35                                                         | CUSIP: N/A<br>LEI: 5493004EHVGF71PDBU58       | Long             | DBT              | NUSS              | RU        |      1800000 | PA      | $738000.00    | 0.01%             | 2035-03-28      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| RUSSIAN FEDERATION                                                              | RUSSIAN FEDERATION EUR 144A LIFE 2.875% 12-04-25                                               | CUSIP: N/A<br>LEI: 5493004EHVGF71PDBU58       | Long             | DBT              | NUSS              | RU        |      5100000 | PA      | $2292903.89   | 0.02%             | 2025-12-04      | Fixed         | 2.88%                 | Yes           |                  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      | $561682.69    | 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        |      1022000 | PA      | $922355.00    | 0.01%             | 2028-08-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| RUSSIAN FEDERATION                                                              | RUSSIA GOVT OFZ RUB 7.65% 04-10-30                                                             | CUSIP: N/A<br>LEI: 5493004EHVGF71PDBU58       | Long             | DBT              | NUSS              | RU        |   3700170000 | PA      | $16054974.92  | 0.17%             | 2030-04-10      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| RUSSIAN FEDERATION                                                              | RUSSIA GOVT OFZ RUB I/L 2.5% 02-02-28                                                          | CUSIP: N/A<br>LEI: 5493004EHVGF71PDBU58       | Long             | DBT              | NUSS              | RU        |        33792 | PA      | $41.25        | 0.00%             | 2028-02-02      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                         | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 1.8% 10-15-25                                       | CUSIP: 44891ABN6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |       666000 | PA      | $599674.39    | 0.01%             | 2025-10-15      | Fixed         | 1.80%                 | 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        |      1160000 | PA      | $972880.40    | 0.01%             | 2031-05-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                                           | ROMANIA GOVT BOND EUR 144A LIFE 3.624% 05-26-30                                                | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     20870000 | PA      | $18339793.10  | 0.19%             | 2030-05-26      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                                          | SPIRIT AEROSYSTEMS INC 144A LIFE SR SEC 1ST LIEN 9.375% 11-30-29                               | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |      1636000 | PA      | $1724262.20   | 0.02%             | 2029-11-30      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| SABRE GLBL INC                                                                  | SABRE GLBL INC 144A LIFE SR SEC 1ST LIEN 11.25% 12-15-27                                       | CUSIP: 78573NAH5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |       490000 | PA      | $504871.50    | 0.01%             | 2027-12-15      | Fixed         | 11.25%                | Yes           |                  2 | On Loan: No      |
| SOUTH AFRICA (REPUBLIC OF)                                                      | SOUTH AFRICA GVT ZAR R214 6.5% 02-28-41                                                        | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |     15200000 | PA      | $559961.16    | 0.01%             | 2041-02-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                                                  | TRANSOCEAN INC SR UNSEC 6.8% 03-15-38                                                          | CUSIP: 893830AT6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | US        |       525000 | PA      | $332322.38    | 0.00%             | 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        |     20505000 | PA      | $17973247.65  | 0.19%             | 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        |       655000 | PA      | $401908.00    | 0.00%             | 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        |       700000 | PA      | $649736.50    | 0.01%             | 2026-10-19      | Fixed         | 3.24%                 | Yes           |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                  | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 6.75% 03-01-28                         | CUSIP: 88167AAK7<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |       500000 | PA      | $488647.50    | 0.01%             | 2028-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALTERA INFRASTRUCTURE LP                                                        | ALTERA INFRASTRUCTURE LP 144A LIFE SR UNSEC 8.5% 07-15-23                                      | CUSIP: 87901BAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |        30000 | PA      | $5604.00      | 0.00%             | 2023-07-15      | Fixed         | 8.50%                 | Yes           |                  3 | On Loan: No      |
| TRANSOCEAN GUARDIAN LTD                                                         | TRANSOCEAN GUARDIAN LTD 144A LIFE SR SEC 1ST LIEN SF 5.875% 01-15-24                           | CUSIP: 893800AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        68392 | PA      | $66893.21     | 0.00%             | 2024-01-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| TRANSOCEAN POSEIDON LTD                                                         | TRANSOCEAN POSEIDON LTD 144A LIFE SR SEC 1ST LIEN SF 6.875% 02-01-27                           | CUSIP: 89383JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |       182000 | PA      | $177395.40    | 0.00%             | 2027-02-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                   | TRANSDIGM INC 144A LIFE SR SEC 1ST LIEN 6.25% 03-15-26                                         | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       500000 | PA      | $494195.00    | 0.01%             | 2026-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| TRAVELERS COMPANIES INC                                                         | TRAVELERS COS INC SR UNSEC 4.1% 03-04-49                                                       | CUSIP: 89417EAP4<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |       400000 | PA      | $327563.20    | 0.00%             | 2049-03-04      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                                                                | TOTALENERGIES SE EUR PRP REG S SUB (H) (B) 1.75% 12-31-49/04-04-24                             | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | DBT              | CORP              | FR        |     16030000 | PA      | $16233757.24  | 0.17%             | 2049-12-31      | Variable      | 1.75%                 | No            |                  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      | $230609.75    | 0.00%             | 2029-04-11      | Fixed         | 3.98%                 | Yes           |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                         | TALEN ENERGY SUPPLY LLC 144A LIFE SR SEC 1ST LIEN 7.25% 05-15-27                               | CUSIP: 87422VAF5<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |       675000 | PA      | $701740.13    | 0.01%             | 2027-05-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL INTERNATIONAL SA                                          | TOTALENERGIES CAPITAL INTERNATIONAL SA SR UNSEC 2.829% 01-10-30                                | CUSIP: 89153VAT6<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |      2670000 | PA      | $2362813.83   | 0.02%             | 2030-01-10      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                           | TENET HEALTHCARE CORPORATION 144A SR SEC 1ST LIEN 4.875% 01-01-26                              | CUSIP: 88033GCY4<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |       651000 | PA      | $616935.12    | 0.01%             | 2026-01-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| TRIUMPH GROUP INC                                                               | TRIUMPH GROUP INC 144A SR SEC 2ND LIEN 6.25% 09-15-24                                          | CUSIP: 896818AQ4<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |       328000 | PA      | $311445.84    | 0.00%             | 2024-09-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                        | TOYOTA MOTOR CREDIT CORP SR UNSEC 3.375% 04-01-30                                              | CUSIP: 89236TGY5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      2412000 | PA      | $2193159.24   | 0.02%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                                                       | TRANSCANADA PIPELINES LTD SR UNSEC 4.1% 04-15-30                                               | CUSIP: 89352HBA6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      2619000 | PA      | $2405349.84   | 0.03%             | 2030-04-15      | Fixed         | 4.10%                 | No            |                  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      | $244601.10    | 0.00%             | 2030-06-03      | Fixed         | 2.39%                 | Yes           |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                                            | TENCENT HOLDINGS LTD 144A LIFE SR UNSEC 3.24% 06-03-50                                         | CUSIP: 88032WAV8<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | CN        |      9220000 | PA      | $5846051.64   | 0.06%             | 2050-06-03      | Fixed         | 3.24%                 | Yes           |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                          | COLOMBIA COLTES COP 7.0% 03-26-31                                                              | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        | 243557400000 | PA      | $35583896.90  | 0.37%             | 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        |    121000000 | PA      | $17437580.02  | 0.18%             | 2026-08-12      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                                          | CHINA GOVT BOND CNY 3.53% 10-18-51                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    237360000 | PA      | $35864349.27  | 0.38%             | 2051-10-18      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                          | COLOMBIA COLTES COP 9.25% 05-28-42                                                             | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  10708000000 | PA      | $1600879.13   | 0.02%             | 2042-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CHILE (REPUBLIC OF)                                                             | CHILE GVT BD CHILE 4.0% 01-31-52                                                               | CUSIP: 168863DW5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |       335000 | PA      | $259643.09    | 0.00%             | 2052-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHILE (REPUBLIC OF)                                                             | CHILE GVT BD CHILE 2.75% 01-31-27                                                              | CUSIP: 168863DX3<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |       200000 | PA      | $184283.00    | 0.00%             | 2027-01-31      | Fixed         | 2.75%                 | 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        |    180720000 | PA      | $25675435.83  | 0.27%             | 2032-02-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                                          | CHINA GOVT BOND CNY 2.26% 02-24-25                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      7680000 | PA      | $1099637.42   | 0.01%             | 2025-02-24      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| NORWAY (KINGDOM OF)                                                             | NORWAY GOVT NOK 144A LIFE/REG S 2.125% 05-18-32                                                | CUSIP: N/A<br>LEI: 549300L0BT3FJTN9MX24       | Long             | DBT              | NUSS              | NO        |     18660000 | PA      | $1746784.60   | 0.02%             | 2032-05-18      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| NIGERIA (FEDERAL REPUBLIC OF)                                                   | NIGERIA GOVT 144A LIFE 8.375% 03-24-29                                                         | CUSIP: 65412JAU7<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      1025000 | PA      | $853312.50    | 0.01%             | 2029-03-24      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| OMAN SULTANATE OF (GOVERNMENT)                                                  | OMAN GOVT BOND 144A LIFE 6.25% 01-25-31                                                        | CUSIP: 68205LAS2<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |      3400000 | PA      | $3431545.20   | 0.04%             | 2031-01-25      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| POLAND (REPUBLIC OF)                                                            | POLAND GOVT BOND PLN 2.5% 07-25-27                                                             | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     39070000 | PA      | $7433942.85   | 0.08%             | 2027-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                                              | PERU GOVT PEN 144A LIFE/REG S 5.94% 02-12-29                                                   | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |      7717000 | PA      | $1863834.11   | 0.02%             | 2029-02-12      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| PORTUGAL (REPUBLIC OF)                                                          | PORTUGAL GOVT EUR 144A LIFE/REG S 1.95% 06-15-29                                               | CUSIP: N/A<br>LEI: 549300P6U1FJ3IMP7K42       | Long             | DBT              | NUSS              | PT        |        60000 | PA      | $60006.13     | 0.00%             | 2029-06-15      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| POLAND (REPUBLIC OF)                                                            | POLAND GOVT BOND PLN 2.75% 10-25-29                                                            | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     26990000 | PA      | $4842688.61   | 0.05%             | 2029-10-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                                              | PERU GOVT PEN 5.4% 08-12-34                                                                    | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |      4409000 | PA      | $929929.43    | 0.01%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                                 | PANAMA GLOBAL 3.87% 07-23-60                                                                   | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      1160000 | PA      | $752126.60    | 0.01%             | 2060-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| PORTUGAL (REPUBLIC OF)                                                          | PORTUGAL GOVT EUR 144A LIFE/REG S 0.475% 10-18-30                                              | CUSIP: N/A<br>LEI: 549300P6U1FJ3IMP7K42       | Long             | DBT              | NUSS              | PT        |      9770000 | PA      | $8467350.57   | 0.09%             | 2030-10-18      | Fixed         | 0.47%                 | Yes           |                  2 | On Loan: No      |
| PHILIPPINES (REPUBLIC OF)                                                       | PHILIPPINES REP OF EUR 0.70% 02-03-29                                                          | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |      3480000 | PA      | $3089354.66   | 0.03%             | 2029-02-03      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                                 | PANAMA GLOBAL SF 4.5% 04-01-56                                                                 | CUSIP: 698299BM5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      1139000 | PA      | $834653.51    | 0.01%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                                              | PERU GOVT PEN REG S GDN 6.9% 08-12-37                                                          | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |       907000 | PA      | $213908.19    | 0.00%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| PORTUGAL (REPUBLIC OF)                                                          | PORTUGAL GOVT EUR 144A LIFE REG S 1.0% 04-12-52                                                | CUSIP: N/A<br>LEI: 549300P6U1FJ3IMP7K42       | Long             | DBT              | NUSS              | PT        |       310000 | PA      | $166306.34    | 0.00%             | 2052-04-12      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| PHILIPPINES (REPUBLIC OF)                                                       | PHILIPPINES REP OF REG S (B) JPY 0.001% 04-12-24                                               | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |   5700000000 | PA      | $42926290.00  | 0.45%             | 2024-04-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES (REPUBLIC OF)                                                       | PHILIPPINES REP OF 6.375% 10-23-34                                                             | CUSIP: 718286BG1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      2320000 | PA      | $2576408.72   | 0.03%             | 2034-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                                 | PANAMA GLOBAL SF 4.5% 01-19-63                                                                 | CUSIP: 698299BS2<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |       470000 | PA      | $332927.79    | 0.00%             | 2063-01-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PORTUGAL (REPUBLIC OF)                                                          | PORTUGAL GOVT EUR 144A LIFE/REG S 1.15% 04-11-42                                               | CUSIP: N/A<br>LEI: 549300P6U1FJ3IMP7K42       | Long             | DBT              | NUSS              | PT        |       830000 | PA      | $568639.92    | 0.01%             | 2042-04-11      | Fixed         | 1.15%                 | Yes           |                  2 | On Loan: No      |
| PORTUGAL (REPUBLIC OF)                                                          | PORTUGAL GOVT EUR 144A LIFE/REG S 1.65% 07-16-32                                               | CUSIP: N/A<br>LEI: 549300P6U1FJ3IMP7K42       | Long             | DBT              | NUSS              | PT        |       960000 | PA      | $875717.16    | 0.01%             | 2032-07-16      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| POLAND (REPUBLIC OF)                                                            | POLAND GOVT BOND USD 5.75% 11-16-32                                                            | CUSIP: 857524AE2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |       885000 | PA      | $945412.76    | 0.01%             | 2032-11-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UKRAINE REPUBLIC OF (GOVERNMENT)                                                | UKRAINE GOVT UAH TAP 15.97% 04-19-23                                                           | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |    306105000 | PA      | $6218781.32   | 0.07%             | 2023-04-19      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY BOND 3.375% 05-15-44                                                               | CUSIP: 912810RG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2700000 | PA      | $2386028.07   | 0.03%             | 2044-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UK CONV GILT                                                                    | UTD KINGDOM GILT GBP REG S 1.25% 07-31-51                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     45224000 | PA      | $29567458.36  | 0.31%             | 2051-07-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 0.75% 03-31-26                                                                | CUSIP: 91282CBT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     83100000 | PA      | $74517440.31  | 0.78%             | 2026-03-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 1.625% 05-15-31                                                               | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     12235000 | PA      | $10299350.81  | 0.11%             | 2031-05-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY BOND 2.375% 05-15-51                                                               | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       860000 | PA      | $619993.95    | 0.01%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 0.625% 07-31-26                                                               | CUSIP: 91282CCP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     32230000 | PA      | $28478170.16  | 0.30%             | 2026-07-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY BOND 2.0% 08-15-51                                                                 | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     38216000 | PA      | $25155032.33  | 0.26%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 0.375% 08-15-24                                                               | CUSIP: 91282CCT6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3000000 | PA      | $2803494.60   | 0.03%             | 2024-08-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 1.25% 08-15-31                                                                | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3000000 | PA      | $2435811.90   | 0.03%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 0.75% 08-31-26                                                                | CUSIP: 91282CCW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       500000 | PA      | $442816.60    | 0.00%             | 2026-08-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY BOND 1.125% 08-31-28                                                               | CUSIP: 91282CCV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     10000000 | PA      | $8542374.00   | 0.09%             | 2028-08-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY BOND 1.875% 11-15-51                                                               | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    110940000 | PA      | $70648644.39  | 0.74%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY NOTE 0.5% 11-30-23                                                                 | CUSIP: 91282CDM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3000000 | PA      | $2886328.20   | 0.03%             | 2023-11-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY BOND 2.875% 05-15-32                                                               | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     60145200 | PA      | $55456153.90  | 0.58%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY BOND 2.875% 05-15-52                                                               | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     11061300 | PA      | $8907536.58   | 0.09%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | US TREASURY BOND 4.0% 11-15-42                                                                 | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       287200 | PA      | $281405.34    | 0.00%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                          | ASIAN DEV BK GBP SR UNSEC 1.125% 06-10-25                                                      | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | NUSS              | PH        |      9320000 | PA      | $10469658.53  | 0.11%             | 2025-06-10      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                          | ASIAN DEV BK 4.125% 09-27-24                                                                   | CUSIP: 045167FS7<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | PH        |      1025000 | PA      | $1015426.50   | 0.01%             | 2024-09-27      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                          | ASIAN DEV BK 3.875% 09-28-32                                                                   | CUSIP: 045167FT5<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | PH        |       237000 | PA      | $233322.95    | 0.00%             | 2032-09-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN FINANCIAL STABILITY FACILITY                                           | EFSF EUR REG S (B) 0.4% 02-17-25                                                               | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |     26000000 | PA      | $26368281.30  | 0.28%             | 2025-02-17      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                        | EUROPEAN INVT BK EUR 0.0% 06-17-27                                                             | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | NUSS              | LU        |      7240000 | PA      | $6799373.86   | 0.07%             | 2027-06-17      | Fixed         | 0.00%                 | 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      | $345760.92    | 0.00%             | 2025-11-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ARETEC ESCROW ISSUER INC                                                        | ARETEC ESCROW ISSUER INC 144A LIFE SR UNSEC 7.5% 04-01-29                                      | CUSIP: 040133AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       745000 | PA      | $616456.21    | 0.01%             | 2029-04-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| ALTICE FRANCE SA (FRANCE)                                                       | ALTICE FRANCE SA 144A LIFE SR SEC 1ST LIEN 5.125% 07-15-29                                     | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |       390000 | PA      | $293095.92    | 0.00%             | 2029-07-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC ALLIED UNIVERSAL FINANCE CORP                       | ALLIED UNIVERSAL HOLDCO LLC 144A LIFE SR UNSEC 6.0% 06-01-29                                   | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       320000 | PA      | $232659.20    | 0.00%             | 2029-06-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | AMERICAN TOWER CORP EUR SR UNSEC 0.45% 01-15-27                                                | CUSIP: N/A<br>LEI: 5493006ORUSIL88JOE18       | Long             | DBT              | CORP              | US        |      2095000 | PA      | $1925884.83   | 0.02%             | 2027-01-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | AMERICAN TOWER CORP EUR SR UNSEC 0.875% 05-21-29                                               | CUSIP: N/A<br>LEI: 5493006ORUSIL88JOE18       | Long             | DBT              | CORP              | US        |      1420000 | PA      | $1214395.63   | 0.01%             | 2029-05-21      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                         | ASTRAZENECA FINANCE LLC SR UNSEC 2.25% 05-28-31                                                | CUSIP: 04636NAB9<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |      7178000 | PA      | $5989258.60   | 0.06%             | 2031-05-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                         | ASTRAZENECA FINANCE LLC SR UNSEC 1.75% 05-28-28                                                | CUSIP: 04636NAE3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |      4864000 | PA      | $4183789.06   | 0.04%             | 2028-05-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDINGS LLC                                             | ASCENT RESOURCES UTICA HOLDINGS LLC 144A LIFE SR UNSEC 5.875% 06-30-29                         | CUSIP: 04364VAU7<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |       220000 | PA      | $196444.60    | 0.00%             | 2029-06-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| AMWINS GROUP INC                                                                | AMWINS GROUP INC 144A LIFE SR UNSEC 4.875% 06-30-29                                            | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |      1455000 | PA      | $1235945.39   | 0.01%             | 2029-06-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC SR UNSEC 2.7% 08-05-51                                                               | CUSIP: 037833EK2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      1450000 | PA      | $962875.40    | 0.01%             | 2051-08-05      | Fixed         | 2.70%                 | 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        |       397000 | PA      | $311291.67    | 0.00%             | 2032-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                              | AMERICAN HONDA FINANCE CORP SR UNSEC 1.3% 09-09-26                                             | CUSIP: 02665WDZ1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $883708.00    | 0.01%             | 2026-09-09      | Fixed         | 1.30%                 | 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        |      1347000 | PA      | $915198.95    | 0.01%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                        | AT&T INC SR UNSEC 2.55% 12-01-33                                                               | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       800000 | PA      | $617152.00    | 0.01%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                                         | ATI INC SR UNSEC 4.875% 10-01-29                                                               | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |       262000 | PA      | $231871.31    | 0.00%             | 2029-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                                         | ATI INC SR UNSEC 5.125% 10-01-31                                                               | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |       323000 | PA      | $286000.35    | 0.00%             | 2031-10-01      | Fixed         | 5.12%                 | 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        |     23220000 | PA      | $19344486.97  | 0.20%             | 2033-09-09      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | AMERICAN TOWER CORP SR UNSEC 1.45% 09-15-26                                                    | CUSIP: 03027XBR0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |       300000 | PA      | $262147.50    | 0.00%             | 2026-09-15      | Fixed         | 1.45%                 | No            |                  2 | 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        |       630000 | PA      | $529845.75    | 0.01%             | 2029-11-01      | Fixed         | 3.88%                 | Yes           |                  2 | 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        |       565000 | PA      | $465390.50    | 0.00%             | 2029-11-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC                                                     | ASBURY AUTOMOTIVE GROUP INC 144A LIFE SR UNSEC 5.0% 02-15-32                                   | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |       350000 | PA      | $288400.00    | 0.00%             | 2032-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ALABAMA POWER                                                                   | ALABAMA POWER CO SR UNSEC 3.0% 03-15-52                                                        | CUSIP: 010392FW3<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |      7280000 | PA      | $4839620.24   | 0.05%             | 2052-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AON CORP                                                                        | AON CORP SR UNSEC 2.6% 12-02-31                                                                | CUSIP: 03740LAC6<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |      1750000 | PA      | $1433367.25   | 0.02%             | 2031-12-02      | Fixed         | 2.60%                 | No            |                  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      | $665212.84    | 0.01%             | 2036-12-18      | Fixed         | 8.46%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC SR UNSEC 3.0% 02-22-29                                                               | CUSIP: 031162DD9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |        75000 | PA      | $66564.45     | 0.00%             | 2029-02-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AON CORP                                                                        | AON CORP SR UNSEC 3.9% 02-28-52                                                                | CUSIP: 03740LAE2<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |       500000 | PA      | $388375.50    | 0.00%             | 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              | US        |       940000 | PA      | $890004.24    | 0.01%             | 2028-03-08      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC SR UNSEC 3.45% 04-13-29                                                         | CUSIP: 023135CG9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      1045000 | PA      | $978362.44    | 0.01%             | 2029-04-13      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC SR UNSEC 3.3% 04-13-27                                                          | CUSIP: 023135CF1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      1404000 | PA      | $1334587.64   | 0.01%             | 2027-04-13      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | ELEVANCE HEALTH INC SR UNSEC 4.1% 05-15-32                                                     | CUSIP: 036752AT0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      1478000 | PA      | $1379163.18   | 0.01%             | 2032-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | ELEVANCE HEALTH INC SR UNSEC 4.55% 05-15-52                                                    | CUSIP: 036752AU7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |       657000 | PA      | $574333.63    | 0.01%             | 2052-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | AMERICAN EXPRESS CO SR UNSEC 4.05% 05-03-29                                                    | CUSIP: 025816CW7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      3590000 | PA      | $3426410.88   | 0.04%             | 2029-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                          | AXA SA EUR REG S SUB (H) (B) 4.25% 03-10-43/33                                                 | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | DBT              | CORP              | FR        |      3000000 | PA      | $2936744.24   | 0.03%             | 2043-03-10      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                                             | KINETIK HOLDINGS LP 144A LIFE SR UNSEC 5.875% 06-15-30                                         | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |       375000 | PA      | $352174.88    | 0.00%             | 2030-06-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE USA LLC                                          | ARDAGH METAL PACKAGING FINANCE USA LLC 144A LIFE SR SEC 1ST LIEN 6.0% 06-15-27                 | CUSIP: 03969YAC2<br>LEI: 635400YUJMWFYRBL5293 | Long             | DBT              | CORP              | US        |       215000 | PA      | $210740.85    | 0.00%             | 2027-06-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC SR UNSEC 3.35% 08-08-32                                                              | CUSIP: 037833EP1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $2732475.00   | 0.03%             | 2032-08-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                                             | ASHTEAD CAPITAL INC 144A LIFE SR UNSEC 5.5% 08-11-32                                           | CUSIP: 04505AAA7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |       400000 | PA      | $383758.00    | 0.00%             | 2032-08-11      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ADVISOR GROUP HOLDINGS INC                                                      | AG TTMT ESCROW ISSUER LLC 144A LIFE SR SEC 1ST LIEN 8.625% 09-30-27                            | CUSIP: 00840KAA7<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |       602000 | PA      | $608020.00    | 0.01%             | 2027-09-30      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC SR UNSEC 4.05% 08-18-29                                                              | CUSIP: 031162DH0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      2275000 | PA      | $2131106.25   | 0.02%             | 2029-08-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC SR UNSEC 4.2% 03-01-33                                                               | CUSIP: 031162DJ6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      2525000 | PA      | $2343846.40   | 0.02%             | 2033-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC SR UNSEC 4.875% 03-01-53                                                             | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      1409000 | PA      | $1257374.69   | 0.01%             | 2053-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AON CORP                                                                        | AON CORP SR UNSEC 5.0% 09-12-32                                                                | CUSIP: 03740LAF9<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1984002.00   | 0.02%             | 2032-09-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                                                   | AIB GROUP PLC 144A LIFE SR UNSEC 7.583% 10-14-26/25                                            | CUSIP: 00135TAC8<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |      7600000 | PA      | $7746338.00   | 0.08%             | 2026-10-14      | Variable      | 7.58%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | AMERICAN EXPRESS CO SR UNSEC 5.85% 11-05-27                                                    | CUSIP: 025816DB2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      1425000 | PA      | $1486031.33   | 0.02%             | 2027-11-05      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC SR UNSEC 4.6% 12-01-25                                                          | CUSIP: 023135CN4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      4539000 | PA      | $4532922.28   | 0.05%             | 2025-12-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC SR UNSEC 4.7% 12-01-32                                                          | CUSIP: 023135CR5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       798000 | PA      | $792470.66    | 0.01%             | 2032-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC                                          | INTERNATIONAL FLAVORS & FRAGRANCES INC 144A LIFE SR UNSEC 1.23% 10-01-25                       | CUSIP: 459506AN1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1768596.00   | 0.02%             | 2025-10-01      | Fixed         | 1.23%                 | 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        |      1740000 | PA      | $1384460.58   | 0.01%             | 2030-11-01      | Fixed         | 2.30%                 | Yes           |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC                                          | INTERNATIONAL FLAVORS & FRAGRANCES INC 144A LIFE SR UNSEC 3.268% 11-15-40                      | CUSIP: 459506AR2<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $717023.00    | 0.01%             | 2040-11-15      | Fixed         | 3.27%                 | 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        |       853000 | PA      | $717227.99    | 0.01%             | 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        |      1527000 | PA      | $1323160.77   | 0.01%             | 2028-11-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| NESTLE FINANCE INTERNATIONAL LTD                                                | NESTLE FINANCE INTERNATIONAL LTD GBP REG S SR UNSEC (B) 2.25% 11-30-23                         | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |       400000 | PA      | $477084.55    | 0.01%             | 2023-11-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                                    | NEW YORK LIFE GLOBAL FUNDING 144A LIFE SR SEC 1ST LIEN 0.85% 01-15-26                          | CUSIP: 64952WDW0<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |       750000 | PA      | $667258.50    | 0.01%             | 2026-01-15      | Fixed         | 0.85%                 | Yes           |                  2 | On Loan: No      |
| NGL ENERGY OPERATING LLC                                                        | NGL ENERGY OPERATING LLC 144A LIFE SR SEC 1ST LIEN 7.5% 02-01-26                               | CUSIP: 62922LAA6<br>LEI: 5493008CQD36WWZJ3O79 | Long             | DBT              | CORP              | US        |      1955000 | PA      | $1744096.56   | 0.02%             | 2026-02-01      | Fixed         | 7.50%                 | 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        |      1050000 | PA      | $865028.85    | 0.01%             | 2028-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL AND GAS INC                                                        | NORTHERN OIL AND GAS INC 144A LIFE SR UNSEC 8.125% 03-01-28                                    | CUSIP: 665531AG4<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |      2125000 | PA      | $2043068.50   | 0.02%             | 2028-03-01      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| NEIMAN MARCUS GROUP LTD LLC                                                     | NMG HOLDING CO INC 144A LIFE SR SEC 1ST LIEN 7.125% 04-01-26                                   | CUSIP: 62929RAC2<br>LEI: 549300VXED5TMJSBCI17 | Long             | DBT              | CORP              | US        |       540000 | PA      | $507107.52    | 0.01%             | 2026-04-01      | Fixed         | 7.12%                 | Yes           |                  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: N/A                  | Long             | DBT              | CORP              | US        |      1745000 | PA      | $1623897.00   | 0.02%             | 2026-09-30      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                             | NEXTERA ENERGY CAPITAL HOLDINGS INC SR UNSEC 1.9% 06-15-28                                     | CUSIP: 65339KBW9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      6375000 | PA      | $5454175.88   | 0.06%             | 2028-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                                    | NOVELIS CORP 144A LIFE SR UNSEC 3.875% 08-15-31                                                | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |       230000 | PA      | $188080.66    | 0.00%             | 2031-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC.                                                            | NESTLE HOLDINGS INC 144A LIFE SR UNSEC 1.15% 01-14-27                                          | CUSIP: 641062AV6<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |      2650000 | PA      | $2310503.20   | 0.02%             | 2027-01-14      | Fixed         | 1.15%                 | Yes           |                  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        |       700000 | PA      | $678895.00    | 0.01%             | 2027-05-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| NEWS CORP                                                                       | NEWS CORP 144A LIFE SR UNSEC 5.125% 02-15-32                                                   | CUSIP: 65249BAB5<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |       515000 | PA      | $469394.18    | 0.00%             | 2032-02-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                             | NCL CORP LTD 144A LIFE SR SEC 1ST LIEN 5.875% 02-15-27                                         | CUSIP: 62886HBE0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |       575000 | PA      | $498786.63    | 0.01%             | 2027-02-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| NORTHERN STATES POWER COMPANY (MINNESOTA)                                       | NORTHERN STATES POWER CO SR SEC 1ST LIEN 4.5% 06-01-52                                         | CUSIP: 665772CV9<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |       262000 | PA      | $238913.87    | 0.00%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                                                 | NORDEA BANK ABP 144A LIFE SR UNSEC 3.6% 06-06-25                                               | CUSIP: 65558RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | FI        |      4575000 | PA      | $4419033.68   | 0.05%             | 2025-06-06      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                                    | NORFOLK SOUTHERN CORP SR UNSEC 4.55% 06-01-53                                                  | CUSIP: 655844CP1<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |       474000 | PA      | $414644.77    | 0.00%             | 2053-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                                 | GEN DIGITAL INC 144A LIFE SR UNSEC 7.125% 09-30-30                                             | CUSIP: 668771AL2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $983850.00    | 0.01%             | 2030-09-30      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                                             | NORTHERN TRUST CORP SUB 6.125% 11-02-32                                                        | CUSIP: 665859AX2<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |      1620000 | PA      | $1713381.66   | 0.02%             | 2032-11-02      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                            | WESTPAC BANKING CORP SUB (H) 2.894% 02-04-30/25                                                | CUSIP: 961214EM1<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      8440000 | PA      | $7743986.96   | 0.08%             | 2030-02-04      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                                        | WYNN RESORTS FINANCE LLC 144A LIFE SR UNSEC 7.75% 04-15-25                                     | CUSIP: 983133AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1130000 | PA      | $1125520.68   | 0.01%             | 2025-04-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| WALT DISNEY CO                                                                  | WALT DISNEY CO SR UNSEC 2.65% 01-13-31                                                         | CUSIP: 254687FX9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |      7360000 | PA      | $6300712.00   | 0.07%             | 2031-01-13      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC (THE)                                                    | WILLIAMS COS INC SR UNSEC 3.5% 11-15-30                                                        | CUSIP: 969457BX7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      2565000 | PA      | $2248789.37   | 0.02%             | 2030-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                          | WESCO DISTRIBUTION INC 144A LIFE SR UNSEC 7.25% 06-15-28                                       | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |       647000 | PA      | $656846.69    | 0.01%             | 2028-06-15      | Fixed         | 7.25%                 | 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        |       885000 | PA      | $763864.74    | 0.01%             | 2030-07-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| WMG ACQUISITION CORP                                                            | WMG ACQUISITION CORP 144A LIFE SR SEC 1ST LIEN 3.0% 02-15-31                                   | CUSIP: 92933BAR5<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |       605000 | PA      | $484420.48    | 0.01%             | 2031-02-15      | Fixed         | 3.00%                 | 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      | $746004.00    | 0.01%             | 2028-08-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| WESTERN GLOBAL AIRLINES LLC                                                     | WESTERN GLOBAL AIRLINES LLC 144A LIFE SR UNSEC 10.375% 08-15-25                                | CUSIP: 958278AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       735000 | PA      | $553220.54    | 0.01%             | 2025-08-15      | Fixed         | 10.38%                | Yes           |                  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      | $265492.00    | 0.00%             | 2040-11-16      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                            | WESTPAC BANKING CORP SUB 2.668% 11-15-35/30                                                    | CUSIP: 961214EP4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      3425000 | PA      | $2552789.50   | 0.03%             | 2035-11-15      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC (THE)                                                    | WILLIAMS COS INC SR UNSEC 2.6% 03-15-31                                                        | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |       860000 | PA      | $698033.62    | 0.01%             | 2031-03-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| WASH MULTIFAMILY ACQUISITION INC                                                | WASH MULTIFAMILY ACQUISITION INC 144A LIFE SR SEC 1ST LIEN 5.75% 04-15-26                      | CUSIP: 93710WAA3<br>LEI: 549300AS7PRY5PHG6L12 | Long             | DBT              | CORP              | US        |      1572000 | PA      | $1483425.66   | 0.02%             | 2026-04-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| W R GRACE HOLDINGS LLC                                                          | WR GRACE HOLDINGS LLC 144A LIFE SR UNSEC 5.625% 08-15-29                                       | CUSIP: 92943GAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       270000 | PA      | $218637.90    | 0.00%             | 2029-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONAL LTD BERMUDA                                           | WEATHERFORD INTERNATIONAL LTD 144A LIFE SR SEC 1ST LIEN 6.5% 09-15-28                          | CUSIP: 947075AT4<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | US        |       650000 | PA      | $638131.00    | 0.01%             | 2028-09-15      | Fixed         | 6.50%                 | Yes           |                  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        |       520000 | PA      | $500288.36    | 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        |       922000 | PA      | $794118.60    | 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        |       300000 | PA      | $296127.90    | 0.00%             | 2028-12-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| WEWORK COMPANIES LLC                                                            | WEWORK COS LLC 144A LIFE SR UNSEC 5.0% 07-10-25                                                | CUSIP: 96209BAA0<br>LEI: 549300HPTU3F8QRDLE02 | Long             | DBT              | CORP              | US        |       650000 | PA      | $215936.50    | 0.00%             | 2025-07-10      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                | WELLS FARGO & CO SR UNSEC 3.526% 03-24-28/27                                                   | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     13194000 | PA      | $12241485.56  | 0.13%             | 2028-03-24      | Variable      | 3.53%                 | No            |                  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        |      8572000 | PA      | $7303069.70   | 0.08%             | 2053-04-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                        | WILLIS NORTH AMERICA INC SR UNSEC 4.65% 06-15-27                                               | CUSIP: 970648AL5<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |       375000 | PA      | $362820.00    | 0.00%             | 2027-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                 | XCEL ENERGY INC SR UNSEC 3.35% 12-01-26                                                        | CUSIP: 98389BAU4<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |      3850000 | PA      | $3621009.70   | 0.04%             | 2026-12-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ITALY (REPUBLIC OF)                                                             | ITALY GOVT BTPS EUR 144A LIFE/ REG S 1.65% 12-01-30                                            | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     10580000 | PA      | $9309695.87   | 0.10%             | 2030-12-01      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF IRELAND                                                             | IRELAND GOVT EUR REG S 0.2% 10-18-30                                                           | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |     10410000 | PA      | $9056997.45   | 0.09%             | 2030-10-18      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                         | INDONESIA REP OF JPY 1.13% 07-07-23                                                            | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |   1100000000 | PA      | $8402628.77   | 0.09%             | 2023-07-07      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| ISRAEL (STATE OF)                                                               | ISRAEL STATE OF ILS 0.15% 07-31-23                                                             | CUSIP: N/A<br>LEI: 213800T8ZHTFZIBYPE21       | Long             | DBT              | NUSS              | IL        |      4755000 | PA      | $1325838.91   | 0.01%             | 2023-07-31      | Fixed         | 0.15%                 | No            |                  2 | On Loan: No      |
| ITALY (REPUBLIC OF)                                                             | ITALY GOVT BTPS EUR 144A LIFE/ REG S (B) 1.8% 03-01-41                                         | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      2840000 | PA      | $1973874.00   | 0.02%             | 2041-03-01      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| ITALY (REPUBLIC OF)                                                             | ITALY BUONI POLIENNALI DEL TESORO EUR REG S (B) 0.9% 04-01-31                                  | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     50620000 | PA      | $41389570.84  | 0.43%             | 2031-04-01      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF IRELAND                                                             | IRELAND GOVT EUR REG S 0.0% 10-18-31                                                           | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |     21790000 | PA      | $18050552.69  | 0.19%             | 2031-10-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ITALY (REPUBLIC OF)                                                             | ITALY GOVT BTPS EUR REG S (B) 0.25% 03-15-28                                                   | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     15780000 | PA      | $13964200.26  | 0.15%             | 2028-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| INDIA (REPUBLIC OF)                                                             | INDIA GOVT INR 5.15% 11-09-25                                                                  | CUSIP: N/A<br>LEI: 335800IV7VCDQGIOI391       | Long             | DBT              | NUSS              | IN        |    624800000 | PA      | $7173154.12   | 0.08%             | 2025-11-09      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ITALY (REPUBLIC OF)                                                             | ITALY GOVT BTPS EUR 144A LIFE/ REG S (B) 0.95% 12-01-31                                        | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      2400000 | PA      | $1917682.05   | 0.02%             | 2031-12-01      | Fixed         | 0.95%                 | Yes           |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                         | INDONESIA GOVT BOND IDR FR91 6.375% 04-15-32                                                   | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  18204000000 | PA      | $1127145.37   | 0.01%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ITALY (REPUBLIC OF)                                                             | ITALY GOVT BTPS EUR REG S (B) 0.0% 01-30-24                                                    | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      5800000 | PA      | $6010822.29   | 0.06%             | 2024-01-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-27

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

**Signature:** Scott Lewis

**Name of Signer:** Scott Lewis

**Title:** Analyst