# EDGAR Filing Document

**Accession Number:** 0000823535
**File Stem:** 0000035402-26-003512
**Filing Date:** 2026-5
**Character Count:** 879356
**Document Hash:** 6bf478911f518773d1d63f99d9d63a53
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-26-003512.hdr.sgml**: 20260526

**ACCESSION NUMBER**: 0000035402-26-003512

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260526

**DATE AS OF CHANGE**: 20260526

**PERIOD START**: 20261231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Variable Insurance Products Fund V
- **CENTRAL INDEX KEY:** 0000823535

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05361
- **FILM NUMBER:** 261017674

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY BOSTON STREET TRUST
- **DATE OF NAME CHANGE:** 19951101

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SPARTAN U S TREASURY MONEY MARKET FUND
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY U S TREASURY MONEY MARKET FUND L P
- **DATE OF NAME CHANGE:** 19900828

## Series and Classes Contracts Data

### Strategic Income Portfolio (Series ID: S000017666)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000048809 | Initial Class   |  |
| C000048810 | Investor Class  |  |
| C000048811 | Service Class   |  |
| C000048812 | Service Class 2 |  |

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Fidelity® Variable Insurance Products:**

**VIP Strategic Income Portfolio**

**March 31, 2026**

VIPSI-NPRT1-0526

1.799886.122 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Asset-Backed Securities - 0.1%** | &nbsp;&nbsp;**Asset-Backed Securities - 0.1%** | &nbsp;&nbsp;**Asset-Backed Securities - 0.1%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| GRAND CAYMAN (UK OVERSEAS TER) - 0.1%  |  |  |
| Bayard Park CLO Ltd Series 2025-1A Class E, CME Term SOFR 3 month Index + 6.35%, 10.018% 7/24/2038 (c)(d)(l) | 150000 | 148884 |
| Bbam US CLO I Ltd Series 2025-1A Class D1R, CME Term SOFR 3 month Index + 3%, 6.6722% 3/30/2038 (c)(d)(l) | 125000 | 123757 |
| Birch Grove CLO 12 Ltd Series 2025-12A Class D1, CME Term SOFR 3 month Index + 2.75%, 6.4192% 4/22/2038 (c)(d)(l) | 150000 | 148467 |
| Birch Grove CLO 5 LLC Series 2024-5A Class ER, CME Term SOFR 3 month Index + 6.75%, 10.4176% 10/20/2037 (c)(d)(l) | 100000 | 97142 |
| Carlyle US CLO Ltd Series 2024-6A Class E, CME Term SOFR 3 month Index + 5.75%, 9.418% 10/25/2037 (c)(d)(l) | 150000 | 145594 |
| CIFC Funding Ltd Series 2025-3A Class E, CME Term SOFR 3 month Index + 7.25%, 10.9197% 7/21/2038 (c)(d)(l) | 250000 | 250132 |
| CIFC Funding Ltd Series 2025-4A Class D2R, CME Term SOFR 3 month Index + 3.75%, 7.4176% 1/17/2038 (c)(d)(l) | 100000 | 95187 |
| Diameter Capital CLO 7 Ltd / Diameter Capital CLO 7 LLC Series 2024-7A Class D, CME Term SOFR 3 month Index + 6.1%, 9.7676% 7/20/2037 (c)(d)(l) | 250000 | 248254 |
| Flatiron RR CLO 30 Ltd Series 2025-30A Class E, CME Term SOFR 3 month Index + 5.25%, 8.9222% 4/15/2038 (c)(d)(l) | 200000 | 193804 |
| Midocean Cr Clo Xix Series 2025-19A Class E, CME Term SOFR 3 month Index + 6.25%, 9.9176% 7/20/2036 (c)(d)(l) | 100000 | 96983 |
| OCP CLO Ltd Series 2024-14A Class ER, CME Term SOFR 3 month Index + 6.55%, 10.2176% 7/20/2037 (c)(d)(l) | 200000 | 197121 |
| Palmer Square CLO Ltd Series 2025-2A Class DR2, CME Term SOFR 3 month Index + 4.14%, 7.8122% 2/15/2038 (c)(d)(l) | 100000 | 97056 |
| RR 31 Ltd Series 2024-31A Class D, CME Term SOFR 3 month Index + 6%, 9.6722% 10/15/2039 (c)(d)(l) | 125000 | 123948 |
| TOTAL GRAND CAYMAN (UK OVERSEAS TER) |  | 1966329 |
| <br> **TOTAL ASSET-BACKED SECURITIES**<br> (Cost $1,994,055) |  | <br> **1966329** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Bank Loan Obligations - 3.5%** | &nbsp;&nbsp;**Bank Loan Obligations - 3.5%** | &nbsp;&nbsp;**Bank Loan Obligations - 3.5%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| COLOMBIA - 0.0%  |  |  |
| Energy - 0.0% |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |
| Canacol Energy Ltd Tranche DIP 1LN, term loan CME Term SOFR 3 month Index + 9%, 13% 6/30/2026 (b)(c)(d)(e) | 36192 | 36192 |
| FINLAND - 0.0%  |  |  |
| Materials - 0.0% |  |  |
| Paper & Forest Products - 0.0% |  |  |
| Ahlstrom Holding 3 Oy Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.25%, 8.2112% 5/23/2030 (b)(c)(d) | 431746 | 426798 |
| FRANCE - 0.0%  |  |  |
| Communication Services - 0.0% |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |
| Altice France SA Tranche B14 1LN, term loan CME Term SOFR 1 month Index + 6.875%, 10.5472% 5/31/2031 (b)(c)(d) | 727422 | 727881 |
| LUXEMBOURG - 0.0%  |  |  |
| Financials - 0.0% |  |  |
| Financial Services - 0.0% |  |  |
| Accelya Lux Finco Sarl Tranche B 1LN, term loan CME Term SOFR 1 month Index + 5.25%, 8.9496% 10/1/2032 (b)(c)(d) | 573563 | 524093 |
| Materials - 0.0% |  |  |
| Containers & Packaging - 0.0% |  |  |
| Kleopatra Finco Sarl Tranche EXIT LOAN 1LN, term loan CME Term SOFR 1 month Index + 7%, 10.6668% 1/30/2031 (b)(c)(d) | 49796 | 40195 |
| TOTAL LUXEMBOURG |  | 564288 |
| NETHERLANDS - 0.1%  |  |  |
| Industrials - 0.1% |  |  |
| Building Products - 0.1% |  |  |
| Hunter Douglas Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3%, 6.6996% 1/17/2032 (b)(c)(d) | 882039 | 876896 |
| SWITZERLAND - 0.1%  |  |  |
| Materials - 0.1% |  |  |
| Chemicals - 0.1% |  |  |
| Consolidated Energy Finance SA 1LN, term loan CME Term SOFR 3 month Index + 4.75%, 8.4142% 11/15/2030 (b)(c)(d) | 435000 | 414067 |
| Consolidated Energy Finance SA Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.5%, 8.1975% 11/15/2030 (b)(c)(d) | 553700 | 529083 |
| TOTAL SWITZERLAND |  | 943150 |
| UNITED KINGDOM - 0.1%  |  |  |
| Communication Services - 0.0% |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |
| Connect Finco SARL Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.5%, 8.1677% 9/27/2029 (b)(c)(d) | 457476 | 457833 |
| Energy - 0.1% |  |  |
| Oil, Gas & Consumable Fuels - 0.1% |  |  |
| EG America LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 6.9177% 2/10/2031 (b)(c)(d) | 1020000 | 1019235 |
| TOTAL UNITED KINGDOM |  | 1477068 |
| UNITED STATES - 3.2%  |  |  |
| Communication Services - 0.0% |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |
| Aventiv Technologies LLC 1LN, term loan CME Term SOFR 3 month Index + 5.09%, 9.0512% 9/30/2026 (b)(c)(d) | 478003 | 275650 |
| Aventiv Technologies LLC Tranche DEC FLSO 1LN, term loan CME Term SOFR 3 month Index + 10%, 13.9491% 9/30/2026 (b)(c)(d)(e) | 12472 | 12940 |
| Aventiv Technologies LLC Tranche FLSO 1LN, term loan CME Term SOFR 1 month Index + 10%, 13.9327% 9/30/2026 (b)(c)(d) | 114588 | 118885 |
| Aventiv Technologies LLC Tranche FLSO 1LN, term loan CME Term SOFR 3 month Index + 7.5%, 11.4612% 9/30/2026 (b)(c)(d)(e) | 12828 | 12828 |
|  |  | 420303 |
| Entertainment - 0.0% |  |  |
| OAK-Eagle Acquireco Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.5%, 0% 3/24/2033 (b)(c)(d)(f) | 650000 | 645938 |
| Media - 0.0% |  |  |
| Univision Communications Inc 1LN, term loan CME Term SOFR 3 month Index + 4.25%, 7.9496% 6/24/2029 (b)(c)(d) | 33688 | 33518 |
| Univision Communications Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.0322% 1/31/2029 (b)(c)(d) | 340800 | 335944 |
|  |  | 369462 |
| TOTAL COMMUNICATION SERVICES |  | 1435703 |
| Consumer Discretionary - 0.5% |  |  |
| Automobile Components - 0.0% |  |  |
| Clarios Global LP Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.1677% 5/6/2030 (b)(c)(d) | 132979 | 132439 |
| Broadline Retail - 0.0% |  |  |
| Great Outdoors Group LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 6.9177% 1/23/2032 (b)(c)(d) | 299773 | 298874 |
| Saks Global Enterprises LLC Tranche SECOND OUT ROLL-UP DIP 1LN, term loan CME Term SOFR 1 month Index + 12.5%, 16.175% 7/15/2026 (b)(c)(d) | 9374 | 2812 |
|  |  | 301686 |
| Distributors - 0.0% |  |  |
| Solenis Holdings Ltd Tranche B6 1LN, term loan CME Term SOFR 3 month Index + 3%, 6.6996% 6/20/2031 (b)(c)(d) | 151411 | 145109 |
| Hotels, Restaurants & Leisure - 0.1% |  |  |
| Fertitta Entertainment LLC/NV Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 6.9177% 1/29/2029 (b)(c)(d) | 1357490 | 1329159 |
| United PF Holdings LLC 1LN, term loan CME Term SOFR 3 month Index + 4%, 7.9285% 12/30/2026 (b)(c)(d) | 418325 | 400755 |
|  |  | 1729914 |
| Household Durables - 0.0% |  |  |
| Weber-Stephen Products LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 7.4108% 10/1/2032 (b)(c)(d) | 575000 | 560913 |
| Specialty Retail - 0.4% |  |  |
| Belron Finance 2019 LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2%, 5.6599% 10/16/2031 (b)(c)(d) | 211790 | 211578 |
| Kodiak BP LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.75%, 9.5% 12/4/2031 (b)(c)(d) | 126922 | 126862 |
| LBM Acquisition LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 7.525% 6/6/2031 (b)(c)(d) | 5760629 | 4593411 |
| Park River Holdings Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.5%, 8.1608% 3/15/2031 (b)(c)(d) | 70000 | 68277 |
| SGUS LLC 1LN, term loan 16.1781% 7/15/2026 (b)(c) | 9559 | 2868 |
| Wand NewCo 3 Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.1677% 1/30/2031 (b)(c)(d) | 98346 | 97424 |
|  |  | 5100420 |
| TOTAL CONSUMER DISCRETIONARY |  | 7970481 |
| Consumer Staples - 0.0% |  |  |
| Beverages - 0.0% |  |  |
| Naked Juice LLC Tranche EXCH FLSO FL20 1LN, term loan CME Term SOFR 3 month Index + 3.25%, 7.0496% 1/24/2029 (b)(c)(d) | 81884 | 43194 |
| Naked Juice LLC Tranche NEW $$ FLFO 1LN, term loan CME Term SOFR 1 month Index + 5.5%, 9.1996% 1/24/2029 (b)(c)(d) | 53539 | 53137 |
|  |  | 96331 |
| Food Products - 0.0% |  |  |
| Fiesta Purchaser Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.75%, 6.4177% 2/12/2031 (b)(c)(d) | 98259 | 95680 |
| TOTAL CONSUMER STAPLES |  | 192011 |
| Energy - 0.0% |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |
| New Fortress Energy Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 5.5%, 0% (b)(c)(d)(g) | 1070873 | 595759 |
| Financials - 0.5% |  |  |
| Capital Markets - 0.1% |  |  |
| Citadel Securities Global Holdings LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2%, 5.6996% 10/31/2031 (b)(c)(d) | 514788 | 515076 |
| Focus Financial Partners LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.1677% 9/15/2031 (b)(c)(d) | 1110966 | 1073582 |
| PEX Holdings LLC 1LN, term loan CME Term SOFR 3 month Index + 2.75%, 6.4496% 11/26/2031 (b)(c)(d) | 79200 | 78143 |
|  |  | 1666801 |
| Financial Services - 0.1% |  |  |
| CFC USA 2025 LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.5%, 7.1608% 7/1/2032 (b)(c)(d) | 668325 | 636580 |
| Nexus Buyer LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4%, 7.6677% 7/31/2031 (b)(c)(d) | 572125 | 552896 |
| Orion US Finco Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.5%, 7.1497% 10/8/2032 (b)(c)(d) | 60000 | 59337 |
| WH Borrower LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.5%, 8.1556% 2/20/2032 (b)(c)(d) | 606950 | 606477 |
|  |  | 1855290 |
| Insurance - 0.3% |  |  |
| Acrisure LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 6.9177% 6/21/2032 (b)(c)(d) | 785554 | 760023 |
| Acrisure LLC Tranche B6 1LN, term loan CME Term SOFR 1 month Index + 3%, 6.6677% 11/6/2030 (b)(c)(d) | 535032 | 517510 |
| Alera Group Intermediate Holdings Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.75%, 6.4177% 5/28/2032 (b)(c)(d) | 179101 | 173462 |
| Alliant Hldgs Intermediate LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.1677% 9/19/2031 (b)(c)(d) | 1594579 | 1580802 |
| CRC Insurance Group LLC 2LN, term loan CME Term SOFR 3 month Index + 4.75%, 8.4496% 5/6/2032 (b)(c)(d) | 618421 | 611272 |
| CRC Insurance Group LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2.75%, 6.4496% 5/6/2031 (b)(c)(d) | 388427 | 382481 |
| HUB International Ltd Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2.25%, 5.9197% 6/20/2030 (b)(c)(d) | 187992 | 187453 |
|  |  | 4213003 |
| TOTAL FINANCIALS |  | 7735094 |
| Health Care - 0.3% |  |  |
| Health Care Equipment & Supplies - 0.0% |  |  |
| Bausch + Lomb Corp Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 7.4177% 1/15/2031 (b)(c)(d) | 154225 | 154418 |
| Medline Borrower LP Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2%, 5.4177% 10/23/2028 (b)(c)(d) | 191410 | 191661 |
|  |  | 346079 |
| Health Care Technology - 0.2% |  |  |
| athenahealth Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.75%, 6.4177% 2/15/2029 (b)(c)(d) | 1316576 | 1290244 |
| Cotiviti Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.75%, 6.4177% 5/1/2031 (b)(c)(d) | 1588308 | 1460259 |
|  |  | 2750503 |
| Life Sciences Tools & Services - 0.0% |  |  |
| PAREXEL International Corp Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.75%, 6.4177% 12/12/2031 (b)(c)(d) | 305423 | 304149 |
| Pharmaceuticals - 0.1% |  |  |
| 1261229 BC Ltd Tranche B 1LN, term loan CME Term SOFR 1 month Index + 6.25%, 9.9177% 10/8/2030 (b)(c)(d) | 823775 | 793798 |
| Amneal Pharmaceuticals LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3%, 6.6677% 8/2/2032 (b)(c)(d) | 64675 | 64837 |
|  |  | 858635 |
| TOTAL HEALTH CARE |  | 4259366 |
| Industrials - 0.5% |  |  |
| Aerospace & Defense - 0.1% |  |  |
| TransDigm Group Inc Tranche M 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.1677% 8/19/2032 (b)(c)(d) | 1044750 | 1044500 |
| TransDigm Inc Tranche L 1LN, term loan CME Term SOFR 3 month Index + 2.5%, 6.1677% 1/19/2032 (b)(c)(d) | 467875 | 467725 |
|  |  | 1512225 |
| Commercial Services & Supplies - 0.4% |  |  |
| ABG Intermediate Holdings 2 LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.25%, 5.9177% 2/13/2032 (b)(c)(d) | 856350 | 851263 |
| ABG Intermediate Holdings 2 LLC Tranche B1 1LN, term loan CME Term SOFR 1 month Index + 2.25%, 5.9177% 12/21/2028 (b)(c)(d) | 853314 | 850942 |
| Artera Services LLC 1LN, term loan CME Term SOFR 3 month Index + 4.5%, 8.1677% 2/15/2031 (b)(c)(d) | 289100 | 245735 |
| Brand Industrial Services Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.5%, 8.1636% 8/1/2030 (b)(c)(d) | 1469713 | 1257824 |
| CSC ServiceWorks East LLC Tranche EXCHANGE FLSO TL 1LN, term loan CME Term SOFR 1 month Index + 4%, 7.9326% 9/4/2030 (b)(c)(d) | 1562244 | 1222456 |
| CSC ServiceWorks East LLC Tranche INITIAL FL1O 1LN, term loan CME Term SOFR 1 month Index + 5.43%, 9.101% 9/4/2030 (b)(c)(d) | 268025 | 272828 |
| Madison IAQ LLC Tranche B 1LN, term loan CME Term SOFR 6 month Index + 2.5%, 6.1276% 6/21/2028 (b)(c)(d) | 133700 | 133558 |
| Neptune Bidco US Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 5%, 8.7602% 2/3/2033 (b)(c)(d) | 250000 | 238250 |
| Sabert Corp Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3%, 6.7822% 12/10/2026 (b)(c)(d) | 253905 | 253430 |
|  |  | 5326286 |
| Machinery - 0.0% |  |  |
| Beach Acquisition Bidco LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.25%, 6.9496% 9/13/2032 (b)(c)(d) | 94763 | 94881 |
| STS Operating Inc 1LN, term loan CME Term SOFR 1 month Index + 4%, 7.7677% 3/25/2031 (b)(c)(d) | 274400 | 274115 |
|  |  | 368996 |
| Professional Services - 0.0% |  |  |
| Amentum Holdings Inc 1LN, term loan CME Term SOFR 1 month Index + 2%, 5.6677% 9/29/2031 (b)(c)(d) | 214650 | 214471 |
| TOTAL INDUSTRIALS |  | 7421978 |
| Information Technology - 0.9% |  |  |
| Electronic Equipment, Instruments & Components - 0.0% |  |  |
| DG Investment Intermediate Holdings Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 6.9177% 7/9/2032 (b)(c)(d) | 95765 | 95645 |
| Lightning Power LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2.25%, 5.9177% 8/18/2031 (b)(c)(d) | 132975 | 133120 |
|  |  | 228765 |
| IT Services - 0.1% |  |  |
| GTT Communications Inc Tranche NEW $ HOLDCO 1LN, term loan 14% 7/15/2031 (b)(c) | 221076 | 179348 |
| Kaseya Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 6.9177% 3/22/2032 (b)(c)(d) | 252450 | 235094 |
| Peraton Corp Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 7.5168% 2/1/2028 (b)(c)(d) | 992331 | 845138 |
|  |  | 1259580 |
| Software - 0.8% |  |  |
| Applied Systems Inc 2LN, term loan CME Term SOFR 3 month Index + 4.5%, 8.1996% 2/23/2032 (b)(c)(d) | 10000 | 9845 |
| Applied Systems Inc Tranche B2 1LN, term loan CME Term SOFR 3 month Index + 2.25%, 5.9496% 2/24/2031 (b)(c)(d) | 540430 | 529319 |
| Avalara Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2.75%, 6.4496% 3/29/2032 (b)(c)(d) | 1290266 | 1259158 |
| Darktrace Finco US LLC 1LN, term loan CME Term SOFR 3 month Index + 3.25%, 6.8981% 10/9/2031 (b)(c)(d) | 74623 | 71275 |
| KnowBe4 Inc 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 7.4168% 7/26/2032 (b)(c)(d) | 79800 | 70889 |
| Modena Buyer LLC 1LN, term loan CME Term SOFR 3 month Index + 4.25%, 7.9168% 7/1/2031 (b)(c)(d) | 1338063 | 1197191 |
| Ping Identity Holding Corp 1LN, term loan CME Term SOFR 1 month Index + 2.75%, 6.4216% 11/15/2032 (b)(c)(d) | 85000 | 83831 |
| Polaris Newco LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4%, 7.9285% 6/2/2028 (b)(c)(d) | 1013191 | 889075 |
| Proofpoint Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3%, 6.6996% 8/31/2028 (b)(c)(d) | 3907603 | 3777363 |
| Red Planet Borrower LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4%, 7.6677% 9/8/2032 (b)(c)(d) | 428925 | 418845 |
| UKG Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.1668% 2/10/2031 (b)(c)(d) | 3804815 | 3630289 |
| VS Buyer LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2.25%, 5.9168% 4/14/2031 (b)(c)(d) | 1675619 | 1633729 |
|  |  | 13570809 |
| TOTAL INFORMATION TECHNOLOGY |  | 15059154 |
| Materials - 0.5% |  |  |
| Chemicals - 0.3% |  |  |
| Discovery Purchaser Corp Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.75%, 7.4192% 10/4/2029 (b)(c)(d) | 2869315 | 2818385 |
| Herens US Holdco Corp Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.925%, 7.7246% 7/3/2028 (b)(c)(d) | 802988 | 699266 |
| M2S Group Intermediate Holdings Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.75%, 8.4168% 8/25/2031 (b)(c)(d) | 1224156 | 1192536 |
|  |  | 4710187 |
| Containers & Packaging - 0.2% |  |  |
| Clydesdale Acquisition Holdings Inc 1LN, term loan CME Term SOFR 1 month Index + 3.175%, 6.8427% 4/13/2029 (b)(c)(d) | 2959305 | 2816370 |
| TOTAL MATERIALS |  | 7526557 |
| Utilities - 0.0% |  |  |
| Independent Power and Renewable Electricity Producers - 0.0% |  |  |
| Talen Energy Supply LLC Tranche TLB-EXIT 1LN, term loan CME Term SOFR 3 month Index + 2.5%, 6.1525% 5/17/2030 (b)(c)(d) | 23668 | 23685 |
| TOTAL UNITED STATES |  | 52219788 |
| <br> **TOTAL BANK LOAN OBLIGATIONS**<br> (Cost $60,154,445) |  | <br> **57272061** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Collateralized Mortgage Obligations - 1.2%** | &nbsp;&nbsp;**Collateralized Mortgage Obligations - 1.2%** | &nbsp;&nbsp;**Collateralized Mortgage Obligations - 1.2%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 1.2%  |  |  |
| Fannie Mae Guaranteed REMIC Series 2021-66 Class DA, 2% 1/25/2048  | 128423 | 109069 |
| Fannie Mae Guaranteed REMIC Series 2021-66 Class DM, 2% 1/25/2048  | 136476 | 115909 |
| Fannie Mae Guaranteed REMIC Series 2021-85 Class L, 2.5% 8/25/2048  | 111855 | 99724 |
| Fannie Mae Guaranteed REMIC Series 2021-96 Class HA, 2.5% 2/25/2050  | 176755 | 156516 |
| Fannie Mae Guaranteed REMIC Series 2022-1 Class KA, 3% 5/25/2048  | 174029 | 162147 |
| Fannie Mae Guaranteed REMIC Series 2022-13 Class MA, 3% 5/25/2044  | 619017 | 595983 |
| Fannie Mae Guaranteed REMIC Series 2022-3 Class N, 2% 10/25/2047  | 1333021 | 1196667 |
| Fannie Mae Guaranteed REMIC Series 2022-4 Class B, 2.5% 5/25/2049  | 127903 | 113783 |
| Fannie Mae Guaranteed REMIC Series 2022-7 Class A, 3% 5/25/2048  | 246000 | 229276 |
| Fannie Mae Guaranteed REMIC Series 2023-54 Class FD, U.S. 30-Day Avg. SOFR Index + 1.45%, 5.1119% 11/25/2053 (c)(d) | 654836 | 663810 |
| Fannie Mae Guaranteed REMIC Series 2024-7 Class FB, U.S. 30-Day Avg. SOFR Index + 1.2%, 4.8619% 9/25/2053 (c)(d) | 283395 | 285366 |
| Fannie Mae Mortgage pass-thru certificates Series 2024-100 Class EF, U.S. 30-Day Avg. SOFR Index + 1.2%, 4.8619% 6/25/2054 (c)(d) | 486806 | 489045 |
| Fannie Mae Mortgage pass-thru certificates Series 2025-4 Class FH, U.S. 30-Day Avg. SOFR Index + 1.2%, 4.8619% 9/25/2054 (c)(d) | 249100 | 250178 |
| Fannie Mae Mortgage pass-thru certificates Series 2025-7 Class AF, U.S. 30-Day Avg. SOFR Index + 1.4%, 5.0619% 2/25/2055 (c)(d) | 320417 | 322620 |
| Fannie Mae Mortgage pass-thru certificates Series 2025-7 Class DF, U.S. 30-Day Avg. SOFR Index + 1.4%, 5.0619% 9/25/2054 (c)(d) | 374560 | 376966 |
| Fannie Mae Mortgage pass-thru certificates Series 2025-7 Class FB, U.S. 30-Day Avg. SOFR Index + 1.2%, 4.8619% 2/25/2055 (c)(d) | 543474 | 546734 |
| Fannie Mae Mortgage pass-thru certificates Series 2025-7 Class FE, U.S. 30-Day Avg. SOFR Index + 1.15%, 4.8119% 2/25/2055 (c)(d) | 261704 | 263113 |
| Freddie Mac Gold Pool Series 2026-433 Class BA, 4% 4/25/2027 (o) | 8280000 | 8245992 |
| Freddie Mac Multiclass Mortgage participation certificates Series 2021-5159 Class GC, 2% 11/25/2047  | 101092 | 89859 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5122 Class TE, 1.5% 6/25/2051  | 399162 | 336677 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5175 Class CB, 2.5% 4/25/2050  | 644611 | 565168 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5180 Class KA, 2.5% 10/25/2047  | 126156 | 114749 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5189 Class DA, 2.5% 5/25/2049  | 139794 | 124014 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5190 Class BA, 2.5% 11/25/2047  | 131376 | 119421 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5191 Class CA, 2.5% 4/25/2050  | 149088 | 130491 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5197 Class DA, 2.5% 11/25/2047  | 99618 | 90628 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5198 Class BA, 2.5% 11/25/2047  | 490700 | 448315 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5213 Class JM, 3.5% 9/25/2051  | 521397 | 509536 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5214 Class CG, 3.5% 4/25/2052  | 215232 | 206011 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5220 Class PK, 3.5% 1/25/2051  | 283451 | 269712 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5224 Class DQ, 3.75% 8/25/2044  | 300050 | 290688 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2023-5330 Class FA, U.S. 30-Day Avg. SOFR Index + 1.05%, 4.7119% 8/25/2053 (c)(d) | 414066 | 415038 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2024-5425 Class FK, U.S. 30-Day Avg. SOFR Index + 1.2%, 4.8619% 6/25/2054 (c)(d) | 281111 | 282722 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2025-5499 Class NF, U.S. 30-Day Avg. SOFR Index + 1.15%, 4.8119% 2/25/2055 (c)(d) | 642081 | 644451 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2025-5499 Class WF, U.S. 30-Day Avg. SOFR Index + 1.2%, 4.8619% 2/25/2055 (c)(d) | 207532 | 207737 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2025-5500 Class FV, U.S. 30-Day Avg. SOFR Index + 1.25%, 4.9119% 10/25/2054 (c)(d) | 380936 | 383068 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2025-5509 Class FB, U.S. 30-Day Avg. SOFR Index + 1.15%, 4.8119% 2/25/2055 (c)(d) | 428101 | 430399 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2025-5529 Class CF, U.S. 30-Day Avg. SOFR Index + 1.05%, 4.7119% 4/25/2055 (c)(d) | 375317 | 376035 |
| TOTAL UNITED STATES |  | 20257617 |
| <br> **TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS**<br> (Cost $20,111,157) |  | <br> **20257617** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Commercial Mortgage Securities - 2.2%** | &nbsp;&nbsp;**Commercial Mortgage Securities - 2.2%** | &nbsp;&nbsp;**Commercial Mortgage Securities - 2.2%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 2.2%  |  |  |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2016-K056 Class A2, 2.525% 5/25/2026  | 143900 | 143371 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2016-K057 Class A2, 2.57% 7/25/2026  | 1538717 | 1531482 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2016-K058 Class A2, 2.653% 8/25/2026  | 2300000 | 2285752 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2016-K059 Class A2, 3.12% 9/25/2026 (c) | 431931 | 429525 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2016-K060 Class A2, 3.3% 10/25/2026  | 1500000 | 1491813 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2017-K061 Class A2, 3.347% 11/25/2026  | 6415626 | 6381210 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2017-K062 Class A2, 3.413% 12/25/2026  | 1976342 | 1965485 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2017-K063 Class A2, 3.43% 1/25/2027  | 594380 | 591224 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2017-K065 Class A2, 3.243% 4/25/2027  | 2100000 | 2083030 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2017-K067 Class A2, 3.194% 7/25/2027  | 600000 | 593664 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2017-K068 Class A2, 3.244% 8/25/2027  | 700000 | 692073 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2019-K735 Class A2, 2.862% 5/25/2026  | 669341 | 667042 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2019-K736 Class A2, 2.282% 7/25/2026  | 757731 | 754118 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2020-K737 Class A2, 2.525% 10/25/2026  | 3300000 | 3275060 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2020-K739 Class A2, 1.336% 9/25/2027  | 8201951 | 7940230 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2024-K523 Class AS, U.S. 30-Day Avg. SOFR Index + 0.55%, 4.2189% 4/25/2029 (c)(d) | 2196321 | 2195393 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2025-K544 Class AS, U.S. 30-Day Avg. SOFR Index + 0.53%, 4.1989% 6/25/2030 (c)(d) | 1300000 | 1297772 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2026-K554 Class AS, U.S. 30-Day Avg. SOFR Index + 0.5%, 4.1689% 10/25/2030 (c)(d) | 799817 | 798690 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2026-K557 Class AS, 4.1689% 12/25/2030  | 1300000 | 1299992 |
| TOTAL UNITED STATES |  | 36416926 |
| <br> **TOTAL COMMERCIAL MORTGAGE SECURITIES**<br> (Cost $36,322,357) |  | <br> **36416926** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks - 7.5%** | &nbsp;&nbsp;**Common Stocks - 7.5%** | &nbsp;&nbsp;**Common Stocks - 7.5%** |
|  | Shares | Value ($)<br>|
| BRAZIL - 0.0%  |  |  |
| Industrials - 0.0% |  |  |
| Passenger Airlines - 0.0% |  |  |
| Azul SA (PN)  | 29038 | 413792 |
| Azul SA ADR  | 9402 | 207675 |
| TOTAL BRAZIL |  | 621467 |
| CANADA - 0.1%  |  |  |
| Information Technology - 0.1% |  |  |
| IT Services - 0.1% |  |  |
| Shopify Inc Class A (p) | 10800 | 1281466 |
| FRANCE - 0.1%  |  |  |
| Communication Services - 0.1% |  |  |
| Media - 0.1% |  |  |
| Altice France Holding SA (e) | 46642 | 691680 |
| Consumer Discretionary - 0.0% |  |  |
| Textiles, Apparel & Luxury Goods - 0.0% |  |  |
| LVMH Moet Hennessy Louis Vuitton SE  | 500 | 273325 |
| TOTAL FRANCE |  | 965005 |
| HONG KONG - 0.0%  |  |  |
| Consumer Discretionary - 0.0% |  |  |
| Hotels, Restaurants & Leisure - 0.0% |  |  |
| Studio City International Holdings Ltd ADR (p) | 11100 | 26973 |
| Studio City International Holdings Ltd ADR (l)(p) | 10083 | 24502 |
| TOTAL HONG KONG |  | 51475 |
| LUXEMBOURG - 0.0%  |  |  |
| Materials - 0.0% |  |  |
| Containers & Packaging - 0.0% |  |  |
| Kloeckner Pentaplast GmbH (e) | 6498 | 0 |
| Metals & Mining - 0.0% |  |  |
| Algoma Steel Sca (e)(p) | 10220 | 0 |
| TOTAL LUXEMBOURG |  | 0 |
| NETHERLANDS - 0.0%  |  |  |
| Information Technology - 0.0% |  |  |
| Semiconductors & Semiconductor Equipment - 0.0% |  |  |
| NXP Semiconductors NV  | 2300 | 452778 |
| TAIWAN - 0.4%  |  |  |
| Information Technology - 0.4% |  |  |
| Semiconductors & Semiconductor Equipment - 0.4% |  |  |
| Taiwan Semiconductor Manufacturing Co Ltd ADR  | 18800 | 6353460 |
| UNITED STATES - 6.9%  |  |  |
| Communication Services - 1.1% |  |  |
| Interactive Media & Services - 0.7% |  |  |
| Alphabet Inc Class A  | 17600 | 5061056 |
| Meta Platforms Inc Class A  | 9600 | 5492448 |
|  |  | 10553504 |
| Media - 0.4% |  |  |
| EchoStar Corp (p)(q) | 22127 | 2590408 |
| EchoStar Corp Class A (p)(r) | 36100 | 4226227 |
| iHeartMedia Inc Class A (p) | 5655 | 16512 |
|  |  | 6833147 |
| TOTAL COMMUNICATION SERVICES |  | 17386651 |
| Consumer Discretionary - 0.3% |  |  |
| Automobile Components - 0.0% |  |  |
| UC Holdings Inc (e)(p) | 33750 | 0 |
| Hotels, Restaurants & Leisure - 0.1% |  |  |
| Boyd Gaming Corp  | 12300 | 1010814 |
| New Cotai LLC / New Cotai Capital Corp (e)(p)(q) | 247076 | 56827 |
|  |  | 1067641 |
| Household Durables - 0.1% |  |  |
| TopBuild Corp (p) | 6300 | 2213191 |
| Specialty Retail - 0.1% |  |  |
| Dick's Sporting Goods Inc  | 5700 | 1130253 |
| TOTAL CONSUMER DISCRETIONARY |  | 4411085 |
| Consumer Staples - 0.1% |  |  |
| Beverages - 0.0% |  |  |
| Celsius Holdings Inc (p) | 11200 | 397376 |
| Consumer Staples Distribution & Retail - 0.1% |  |  |
| Southeastern Grocers LLC rights (e)(p) | 40826 | 0 |
| US Foods Holding Corp (p) | 9200 | 848332 |
|  |  | 848332 |
| TOTAL CONSUMER STAPLES |  | 1245708 |
| Energy - 0.1% |  |  |
| Energy Equipment & Services - 0.0% |  |  |
| Forbes Energy Services Ltd (e)(p) | 6562 | 0 |
| Superior Energy Services Inc Class A (e)(p) | 5560 | 534594 |
|  |  | 534594 |
| Oil, Gas & Consumable Fuels - 0.1% |  |  |
| California Resources Corp  | 865 | 59875 |
| EP Energy Corp (e)(p) | 52316 | 86845 |
| Expand Energy Corp  | 86 | 9441 |
| Mesquite Energy Inc (e)(p) | 36944 | 847121 |
| Unit Corp  | 2069 | 71484 |
|  |  | 1074766 |
| TOTAL ENERGY |  | 1609360 |
| Financials - 0.8% |  |  |
| Capital Markets - 0.0% |  |  |
| Ares Management Corp Class A  | 4400 | 480040 |
| KKR & Co Inc Class A  | 2500 | 231250 |
| Moody's Corp  | 1600 | 698000 |
|  |  | 1409290 |
| Consumer Finance - 0.1% |  |  |
| OneMain Holdings Inc  | 29100 | 1556559 |
| Financial Services - 0.5% |  |  |
| Apollo Global Management Inc  | 22500 | 2506950 |
| Block Inc Class A (p) | 15200 | 914736 |
| Carnelian Point Holdings LP warrants 6/30/2027 (e)(p) | 54 | 158 |
| Mastercard Inc Class A  | 3000 | 1498980 |
| Visa Inc Class A  | 8800 | 2659712 |
|  |  | 7580536 |
| Insurance - 0.2% |  |  |
| Arthur J Gallagher & Co  | 11900 | 2577302 |
| TOTAL FINANCIALS |  | 13123687 |
| Health Care - 0.0% |  |  |
| Health Care Equipment & Supplies - 0.0% |  |  |
| Medline Inc Class A  | 2900 | 129050 |
| Health Care Providers & Services - 0.0% |  |  |
| Cano Health LLC warrants 6/28/2029 (e)(p) | 493 | 675 |
| Tenet Healthcare Corp (p) | 3700 | 698227 |
|  |  | 698902 |
| TOTAL HEALTH CARE |  | 827952 |
| Industrials - 2.3% |  |  |
| Building Products - 0.2% |  |  |
| Carlisle Cos Inc  | 1400 | 467068 |
| Simpson Manufacturing Co Inc  | 3800 | 652156 |
| Trane Technologies PLC  | 3600 | 1500264 |
|  |  | 2619488 |
| Construction & Engineering - 1.3% |  |  |
| API Group Corp (p) | 17300 | 700996 |
| Comfort Systems USA Inc  | 7700 | 10618224 |
| Construction Partners Inc Class A (p) | 6900 | 766728 |
| EMCOR Group Inc  | 4700 | 3470057 |
| IES Holdings Inc (p) | 9100 | 4335877 |
| WillScot Holdings Corp  | 60500 | 1050280 |
|  |  | 20942162 |
| Electrical Equipment - 0.7% |  |  |
| Eaton Corp PLC  | 6500 | 2324855 |
| Nextpower Inc Class A (p) | 19000 | 2290450 |
| nVent Electric PLC  | 12100 | 1431188 |
| Vertiv Holdings Co Class A  | 20100 | 5036658 |
|  |  | 11083151 |
| Ground Transportation - 0.0% |  |  |
| Uber Technologies Inc (p) | 12500 | 899125 |
| Machinery - 0.1% |  |  |
| Parker-Hannifin Corp  | 2600 | 2327624 |
| Passenger Airlines - 0.0% |  |  |
| Spirit Aviation Holdings Inc (p) | 15141 | 3785 |
| Spirit Aviation Holdings Inc (p) | 3278 | 820 |
|  |  | 4605 |
| Trading Companies & Distributors - 0.0% |  |  |
| Penhall Acquisition Company (e)(p) | 428 | 0 |
| TOTAL INDUSTRIALS |  | 37876155 |
| Information Technology - 1.7% |  |  |
| Communications Equipment - 0.1% |  |  |
| Arista Networks Inc (p) | 14400 | 1768032 |
| Electronic Equipment, Instruments & Components - 0.1% |  |  |
| Coherent Corp (p) | 6000 | 1429260 |
| IT Services - 0.0% |  |  |
| GTT Communications Inc (e)(p) | 4921 | 175926 |
| Semiconductors & Semiconductor Equipment - 1.2% |  |  |
| KLA Corp  | 2000 | 2944820 |
| Marvell Technology Inc  | 9500 | 940975 |
| Micron Technology Inc  | 5200 | 1756768 |
| NVIDIA Corp  | 66000 | 11510401 |
| ON Semiconductor Corp (p) | 25665 | 1589177 |
| Wolfspeed Inc  | 43692 | 713053 |
|  |  | 19455194 |
| Software - 0.3% |  |  |
| Fair Isaac Corp (p) | 700 | 747278 |
| Microsoft Corp  | 6500 | 2406105 |
| Monday.com Ltd (p) | 6700 | 463037 |
| Palantir Technologies Inc Class A (p) | 7700 | 1126356 |
| Terawulf Inc (p)(r) | 45700 | 659451 |
|  |  | 5402227 |
| TOTAL INFORMATION TECHNOLOGY |  | 28230639 |
| Materials - 0.1% |  |  |
| Construction Materials - 0.1% |  |  |
| Eagle Materials Inc  | 1700 | 322065 |
| James Hardie Industries PLC (p) | 41100 | 778434 |
| Martin Marietta Materials Inc  | 1100 | 647548 |
|  |  | 1748047 |
| Metals & Mining - 0.0% |  |  |
| Elah Holdings Inc (p) | 14 | 195 |
| TOTAL MATERIALS |  | 1748242 |
| Utilities - 0.4% |  |  |
| Electric Utilities - 0.1% |  |  |
| Constellation Energy Corp  | 8500 | 2373625 |
| Portland General Electric Co  | 140 | 7387 |
|  |  | 2381012 |
| Independent Power and Renewable Electricity Producers - 0.3% |  |  |
| PureWest Energy LLC (e)(p) | 901 | 203 |
| Vistra Corp  | 30600 | 4600098 |
|  |  | 4600301 |
| TOTAL UTILITIES |  | 6981313 |
| TOTAL UNITED STATES |  | 113440792 |
| <br> **TOTAL COMMON STOCKS**<br> (Cost $71,398,136) |  | <br> **123166443** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Convertible Corporate Bonds - 0.6%** | &nbsp;&nbsp;**Convertible Corporate Bonds - 0.6%** | &nbsp;&nbsp;**Convertible Corporate Bonds - 0.6%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 0.6%  |  |  |
| Communication Services - 0.5% |  |  |
| Media - 0.5% |  |  |
| EchoStar Corp 3.875% 11/30/2030 pay-in-kind (c) | 1992908 | 7118867 |
| Consumer Discretionary - 0.0% |  |  |
| Hotels, Restaurants & Leisure - 0.0% |  |  |
| New Cotai LLC 5% 2/24/2027 (e) | 342796 | 359456 |
| Financials - 0.0% |  |  |
| Capital Markets - 0.0% |  |  |
| Coinbase Global Inc 0.25% 4/1/2030  | 390000 | 361335 |
| Information Technology - 0.1% |  |  |
| Semiconductors & Semiconductor Equipment - 0.1% |  |  |
| Wolfspeed Inc 2.5% 6/15/2031 (l) | 472000 | 673190 |
| Wolfspeed Inc 2.5% 6/15/2031  | 417000 | 594746 |
| TOTAL INFORMATION TECHNOLOGY |  | 1267936 |
| TOTAL UNITED STATES |  | 9107594 |
| <br> **TOTAL CONVERTIBLE CORPORATE BONDS**<br> (Cost $3,641,495) |  | <br> **9107594** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Convertible Preferred Stocks - 0.5%** | &nbsp;&nbsp;**Convertible Preferred Stocks - 0.5%** | &nbsp;&nbsp;**Convertible Preferred Stocks - 0.5%** |
|  | Shares | Value ($)<br>|
| BRAZIL - 0.0%  |  |  |
| Materials - 0.0% |  |  |
| Metals & Mining - 0.0% |  |  |
| Vale SA Series A6, 1.9554% (c) | 68058 | 568261 |
| UNITED STATES - 0.5%  |  |  |
| Financials - 0.5% |  |  |
| Capital Markets - 0.1% |  |  |
| Ares Management Corp 6.75% Series B  | 41337 | 1527815 |
| Financial Services - 0.4% |  |  |
| Acrisure Holdings Inc Series A-2 (e) | 241598 | 6938695 |
| TOTAL UNITED STATES |  | 8466510 |
| <br> **TOTAL CONVERTIBLE PREFERRED STOCKS**<br> (Cost $7,721,202) |  | <br> **9034771** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Fixed-Income Funds - 7.8%** | &nbsp;&nbsp;**Fixed-Income Funds - 7.8%** | &nbsp;&nbsp;**Fixed-Income Funds - 7.8%** |
|  | Shares | Value ($)<br>|
| Fidelity Floating Rate Central Fund (t) | 1155495 | 108593386 |
| iShares Broad USD High Yield Corporate Bond ETF (r) | 527400 | 19429416 |
| <br> **TOTAL FIXED-INCOME FUNDS**<br> (Cost $131,989,534) |  | **128022802** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 14.9%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 14.9%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 14.9%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 14.9%** |
|  |  | Principal<br> Amount (a)<br>| Value ($)<br>|
| ALBANIA - 0.0%  |  |  |  |
| Republic of Albania 4.75% 2/14/2035 (m) | EUR | 255000 | 288552 |
| ANGOLA - 0.1%  |  |  |  |
| Angola Republic 8.25% 5/9/2028 (l) |  | 650000 | 655200 |
| Angola Republic 8.75% 4/14/2032 (l) |  | 325000 | 315413 |
| Angola Republic 9.244% 1/15/2031 (l) |  | 335000 | 338664 |
| Angola Republic 9.375% 3/31/2033 (l) |  | 265000 | 260517 |
| Angola Republic 9.375% 5/8/2048 (l) |  | 370000 | 327593 |
| Angola Republic 9.875% 10/15/2035 (l) |  | 200000 | 200300 |
| TOTAL ANGOLA |  |  | 2097687 |
| ARGENTINA - 0.6%  |  |  |  |
| Argentine Republic 0.75% 7/9/2030 (k) |  | 4237422 | 3550960 |
| Argentine Republic 1% 7/9/2029  |  | 744659 | 653810 |
| Argentine Republic 3.5% 7/9/2041 (k) |  | 1510000 | 1010190 |
| Argentine Republic 4.125% 7/9/2035 (k) |  | 3842241 | 2777940 |
| Argentine Republic 5% 1/9/2038 (k) |  | 2297304 | 1732167 |
| TOTAL ARGENTINA |  |  | 9725067 |
| ARMENIA - 0.1%  |  |  |  |
| Republic of Armenia 3.6% 2/2/2031 (l) |  | 280000 | 249192 |
| Republic of Armenia 6.75% 3/12/2035 (l) |  | 570000 | 576327 |
| TOTAL ARMENIA |  |  | 825519 |
| AUSTRALIA - 0.4%  |  |  |  |
| Australian Commonwealth 0.5% 9/21/2026 (m) | AUD | 4940000 | 3346798 |
| Australian Commonwealth 1% 12/21/2030 (m) | AUD | 100000 | 58476 |
| Australian Commonwealth 4.25% 10/21/2036 (m) | AUD | 4700000 | 3053906 |
| Australian Commonwealth 4.75% 6/21/2054 (m) | AUD | 10000 | 6325 |
| TOTAL AUSTRALIA |  |  | 6465505 |
| BAHAMAS (NASSAU) - 0.0%  |  |  |  |
| Bahamas Government International Bond 8.25% 6/24/2036 (l) |  | 385000 | 412057 |
| BAHRAIN - 0.1%  |  |  |  |
| Bahrain Kingdom 5.625% 5/18/2034 (l) |  | 155000 | 136555 |
| Bahrain Kingdom 5.875% 2/6/2034 (l) |  | 245000 | 227769 |
| Bahrain Kingdom 6.625% 10/6/2037 (l) |  | 200000 | 181316 |
| Bahrain Kingdom 7.1% 2/3/2038 (l) |  | 350000 | 328137 |
| Bahrain Kingdom 7.5% 2/12/2036 (l) |  | 200000 | 196500 |
| TOTAL BAHRAIN |  |  | 1070277 |
| BENIN - 0.0%  |  |  |  |
| Republic of Benin 7.96% 2/13/2038 (l) |  | 645000 | 631021 |
| Republic of Benin 8.375% 1/23/2041 (l) |  | 180000 | 177584 |
| TOTAL BENIN |  |  | 808605 |
| BERMUDA - 0.1%  |  |  |  |
| Republic of Bermuda 2.375% 8/20/2030 (l) |  | 55000 | 49723 |
| Republic of Bermuda 3.375% 8/20/2050 (l) |  | 165000 | 112804 |
| Republic of Bermuda 3.717% 1/25/2027 (l) |  | 645000 | 639760 |
| Republic of Bermuda 4.75% 2/15/2029 (l) |  | 360000 | 361260 |
| Republic of Bermuda 5% 7/15/2032 (l) |  | 260000 | 259025 |
| TOTAL BERMUDA |  |  | 1422572 |
| BRAZIL - 0.2%  |  |  |  |
| Brazil Notas do Tesouro Nacional Serie B 3.875% 6/12/2030  |  | 830000 | 792235 |
| Brazil Notas do Tesouro Nacional Serie B 5.625% 2/21/2047  |  | 240000 | 200520 |
| Brazil Notas do Tesouro Nacional Serie B 6% 10/20/2033  |  | 335000 | 335251 |
| Brazil Notas do Tesouro Nacional Serie B 6.25% 5/22/2036  |  | 350000 | 343534 |
| Brazil Notas do Tesouro Nacional Serie B 6.625% 3/15/2035  |  | 270000 | 276210 |
| Brazil Notas do Tesouro Nacional Serie B 7.125% 1/20/2037  |  | 565000 | 613709 |
| Brazil Notas do Tesouro Nacional Serie B 8.25% 1/20/2034  |  | 1045000 | 1186075 |
| Federative Republic of Brazil 7.250% 1/12/2056  |  | 355000 | 347545 |
| TOTAL BRAZIL |  |  | 4095079 |
| CANADA - 1.1%  |  |  |  |
| Canadian Government 3.25% 6/1/2035  | CAD | 23700000 | 16795635 |
| CHILE - 0.2%  |  |  |  |
| Chilean Republic 2.45% 1/31/2031  |  | 1355000 | 1238958 |
| Chilean Republic 2.75% 1/31/2027  |  | 310000 | 304420 |
| Chilean Republic 3.1% 1/22/2061  |  | 700000 | 432600 |
| Chilean Republic 3.5% 1/31/2034  |  | 200000 | 180400 |
| Chilean Republic 4% 1/31/2052  |  | 200000 | 155350 |
| Chilean Republic 4.34% 3/7/2042  |  | 260000 | 228020 |
| Chilean Republic 5.33% 1/5/2054  |  | 505000 | 477225 |
| TOTAL CHILE |  |  | 3016973 |
| COLOMBIA - 0.3%  |  |  |  |
| Colombian Republic 3% 1/30/2030  |  | 1025000 | 920450 |
| Colombian Republic 3.125% 4/15/2031  |  | 535000 | 456890 |
| Colombian Republic 3.25% 4/22/2032  |  | 290000 | 241860 |
| Colombian Republic 4.125% 5/15/2051  |  | 220000 | 133374 |
| Colombian Republic 5% 6/15/2045  |  | 420000 | 300825 |
| Colombian Republic 5.2% 5/15/2049  |  | 650000 | 466895 |
| Colombian Republic 5.375% 1/21/2029  |  | 365000 | 362263 |
| Colombian Republic 6.125% 1/18/2041  |  | 40000 | 34851 |
| Colombian Republic 6.125% 1/21/2031  |  | 200000 | 196800 |
| Colombian Republic 6.5% 1/21/2033  |  | 210000 | 205275 |
| Colombian Republic 7.375% 4/25/2030  |  | 250000 | 259500 |
| Colombian Republic 7.375% 9/18/2037  |  | 140000 | 139447 |
| Colombian Republic 7.5% 2/2/2034  |  | 250000 | 255688 |
| Colombian Republic 8% 11/14/2035  |  | 310000 | 324586 |
| Colombian Republic 8% 4/20/2033  |  | 280000 | 295610 |
| Colombian Republic 8.5% 4/25/2035  |  | 280000 | 302400 |
| Colombian Republic 8.75% 11/14/2053  |  | 290000 | 310808 |
| TOTAL COLOMBIA |  |  | 5207522 |
| COSTA RICA - 0.0%  |  |  |  |
| Republic of Costa Rica 5.625% 4/30/2043 (l) |  | 215000 | 199950 |
| Republic of Costa Rica 6.125% 2/19/2031 (l) |  | 130000 | 132860 |
| Republic of Costa Rica 6.55% 4/3/2034 (l) |  | 140000 | 147665 |
| Republic of Costa Rica 7.3% 11/13/2054 (l) |  | 305000 | 330925 |
| TOTAL COSTA RICA |  |  | 811400 |
| COTE D'IVOIRE - 0.1%  |  |  |  |
| Cote d'Ivoire 6.125% 6/15/2033 (l) |  | 620000 | 582335 |
| Cote d'Ivoire 6.375% 3/3/2028 (l) |  | 154077 | 155001 |
| Cote d'Ivoire 6.75% 2/25/2041 (l) |  | 335000 | 293125 |
| Cote d'Ivoire 8.075% 4/1/2036 (l) |  | 285000 | 289585 |
| Cote d'Ivoire 8.25% 1/30/2037 (l) |  | 300000 | 307082 |
| TOTAL COTE D'IVOIRE |  |  | 1627128 |
| DOMINICAN REPUBLIC - 0.3%  |  |  |  |
| Dominican Republic 4.5% 1/30/2030 (l) |  | 610000 | 579500 |
| Dominican Republic 4.875% 9/23/2032 (l) |  | 860000 | 792705 |
| Dominican Republic 5.75% 3/17/2034 (l) |  | 210000 | 199920 |
| Dominican Republic 5.95% 1/25/2027 (l) |  | 445000 | 447225 |
| Dominican Republic 6% 7/19/2028 (l) |  | 360000 | 362160 |
| Dominican Republic 6.5% 2/15/2048 (l) |  | 215000 | 201670 |
| Dominican Republic 6.6% 6/1/2036 (l) |  | 224000 | 224616 |
| Dominican Republic 6.85% 1/27/2045 (l) |  | 300000 | 291750 |
| Dominican Republic 7.05% 2/3/2031 (l) |  | 375000 | 387750 |
| Dominican Republic 7.15% 2/24/2055 (l) |  | 375000 | 379641 |
| Dominican Republic 7.45% 4/30/2044 (l) |  | 335000 | 349070 |
| TOTAL DOMINICAN REPUBLIC |  |  | 4216007 |
| ECUADOR - 0.1%  |  |  |  |
| Ecuador Government International Bond 6.9% 7/31/2030 (k)(l) |  | 903771 | 879369 |
| Ecuador Government International Bond 6.9% 7/31/2035 (k)(l) |  | 980000 | 859460 |
| Ecuador Government International Bond 8.75% 1/29/2034 (l) |  | 425000 | 417244 |
| Ecuador Government International Bond 9.25% 1/29/2039 (l) |  | 200000 | 196200 |
| TOTAL ECUADOR |  |  | 2352273 |
| EGYPT - 0.2%  |  |  |  |
| Arab Republic of Egypt 6.375% 4/11/2031 (l) | EUR | 260000 | 283244 |
| Arab Republic of Egypt 7.0529% 1/15/2032 (l) |  | 30000 | 28380 |
| Arab Republic of Egypt 7.5% 1/31/2027 (l) |  | 830000 | 833295 |
| Arab Republic of Egypt 7.5% 2/16/2061 (l) |  | 480000 | 364992 |
| Arab Republic of Egypt 7.903% 2/21/2048 (l) |  | 460000 | 372341 |
| Arab Republic of Egypt 8.5% 1/31/2047 (l) |  | 580000 | 499888 |
| Arab Republic of Egypt 8.7002% 3/1/2049 (l) |  | 460000 | 401460 |
| Arab Republic of Egypt 9.45% 2/4/2033 (l) |  | 320000 | 334819 |
| Arab Republic of Egypt Treasury Bills 0% 4/14/2026 (n) | EGP | 10750000 | 195444 |
| Arab Republic of Egypt Treasury Bills 0% 6/2/2026 (n) | EGP | 14525000 | 256235 |
| Arab Republic of Egypt Treasury Bills 0% 6/9/2026 (n) | EGP | 14700000 | 256314 |
| Egyptian Financial Co for Sovereign Taskeek/The 7.95% 10/7/2032 (l) |  | 200000 | 200900 |
| TOTAL EGYPT |  |  | 4027312 |
| EL SALVADOR - 0.1%  |  |  |  |
| El Salvador Republic 0.25% 4/17/2030 (l) |  | 290000 | 10658 |
| El Salvador Republic 7.1246% 1/20/2050 (l) |  | 290000 | 246500 |
| El Salvador Republic 7.625% 2/1/2041 (l) |  | 90000 | 85320 |
| El Salvador Republic 7.65% 6/15/2035 (l) |  | 135000 | 132165 |
| El Salvador Republic 9.25% 4/17/2030 (l) |  | 290000 | 302035 |
| El Salvador Republic 9.65% 11/21/2054 (l) |  | 175000 | 186550 |
| TOTAL EL SALVADOR |  |  | 963228 |
| GABON - 0.0%  |  |  |  |
| Gabonese Republic 6.625% 2/6/2031 (l) |  | 185000 | 154660 |
| Gabonese Republic 7% 11/24/2031 (l) |  | 180000 | 148997 |
| TOTAL GABON |  |  | 303657 |
| GERMANY - 4.7%  |  |  |  |
| German Federal Republic 1.9% 9/16/2027 (m) | EUR | 9000000 | 10301616 |
| German Federal Republic 2% 12/10/2026 (m) | EUR | 2940000 | 3388042 |
| German Federal Republic 2.4% 4/18/2030 (m) | EUR | 16000000 | 18322040 |
| German Federal Republic 2.5% 2/15/2035 (m) | EUR | 4635000 | 5181359 |
| German Federal Republic 2.5% 8/15/2054 (m) | EUR | 90000 | 86638 |
| German Federal Republic 2.6% 8/15/2035 (m) | EUR | 10950000 | 12267745 |
| German Federal Republic 2.7% 9/17/2026 (m) | EUR | 5500000 | 6369266 |
| German Federal Republic 2.9% 2/15/2036 (m) | EUR | 16700000 | 19219963 |
| TOTAL GERMANY |  |  | 75136669 |
| GHANA - 0.0%  |  |  |  |
| Ghana Republic 0% 1/3/2030 (l)(n) |  | 21069 | 17724 |
| Ghana Republic 0% 7/3/2026 (l)(n) |  | 8480 | 8332 |
| Ghana Republic 5% 7/3/2029 (k)(l) |  | 255080 | 243091 |
| Ghana Republic 5% 7/3/2035 (k)(l) |  | 333880 | 283798 |
| TOTAL GHANA |  |  | 552945 |
| GUATEMALA - 0.1%  |  |  |  |
| Guatemala Government Bond 4.9% 6/1/2030 (l) |  | 230000 | 226447 |
| Guatemala Government Bond 5.375% 4/24/2032 (l) |  | 120000 | 118703 |
| Guatemala Government Bond 6.125% 6/1/2050 (l) |  | 350000 | 333858 |
| Guatemala Government Bond 6.25% 8/15/2036 (l) |  | 460000 | 467705 |
| Guatemala Government Bond 6.6% 6/13/2036 (l) |  | 190000 | 198873 |
| Guatemala Government Bond 6.875% 8/15/2055 (l) |  | 280000 | 292880 |
| TOTAL GUATEMALA |  |  | 1638466 |
| HUNGARY - 0.2%  |  |  |  |
| Hungary Government 2.125% 9/22/2031 (l) |  | 205000 | 173635 |
| Hungary Government 3.125% 9/21/2051 (l) |  | 340000 | 200600 |
| Hungary Government 4.25% 5/26/2033 (m) | EUR | 210000 | 238784 |
| Hungary Government 5.25% 6/16/2029 (l) |  | 295000 | 295583 |
| Hungary Government 5.5% 6/16/2034 (l) |  | 695000 | 685770 |
| Hungary Government 6.125% 5/22/2028 (l) |  | 225000 | 230171 |
| Hungary Government 6.75% 9/23/2055 (l) |  | 435000 | 442212 |
| Hungary Government 6.75% 9/25/2052 (l) |  | 145000 | 149474 |
| Hungary Government 7% 10/24/2035  | HUF | 213810000 | 634455 |
| TOTAL HUNGARY |  |  | 3050684 |
| INDONESIA - 0.2%  |  |  |  |
| Indonesia Government 3.2% 9/23/2061  |  | 400000 | 240328 |
| Indonesia Government 4.35% 1/11/2048  |  | 300000 | 242913 |
| Indonesia Government 5.95% 1/8/2046 (l) |  | 350000 | 353850 |
| Indonesia Government 6.625% 2/17/2037 (l) |  | 220000 | 239035 |
| Indonesia Government 6.75% 1/15/2044 (l) |  | 330000 | 363660 |
| Indonesia Government 7.75% 1/17/2038 (l) |  | 930000 | 1104608 |
| Indonesia Government 8.5% 10/12/2035 (l) |  | 875000 | 1071000 |
| TOTAL INDONESIA |  |  | 3615394 |
| ISRAEL - 0.1%  |  |  |  |
| Israel Government 3.375% 1/15/2050  |  | 595000 | 383806 |
| Israel Government 5% 1/13/2036  |  | 445000 | 428899 |
| Israel Government 5.75% 3/12/2054  |  | 315000 | 292914 |
| Israel Government 5.875% 1/13/2056  |  | 450000 | 425035 |
| TOTAL ISRAEL |  |  | 1530654 |
| ITALY - 0.1%  |  |  |  |
| Italian Republic 4.65% 10/1/2055 (l)(m) | EUR | 1700000 | 1994737 |
| JAMAICA - 0.0%  |  |  |  |
| Jamaican Government 7.875% 7/28/2045  |  | 160000 | 183199 |
| JAPAN - 0.1%  |  |  |  |
| Japan Government 0.7% 12/20/2048  | JPY | 470000000 | 1690517 |
| JORDAN - 0.0%  |  |  |  |
| Jordan Government 7.375% 10/10/2047 (l) |  | 110000 | 103537 |
| Jordan Government 7.5% 1/13/2029 (l) |  | 215000 | 221060 |
| Jordan Government 7.75% 1/15/2028 (l) |  | 225000 | 230031 |
| TOTAL JORDAN |  |  | 554628 |
| KENYA - 0.1%  |  |  |  |
| Republic of Kenya 8.7% 2/26/2039 (l) |  | 200000 | 180650 |
| Republic of Kenya 8.8% 10/9/2038 (l) |  | 200000 | 183200 |
| Republic of Kenya 9.5% 3/5/2036 (l) |  | 200000 | 194660 |
| Republic of Kenya 9.75% 2/16/2031 (l) |  | 410000 | 420640 |
| TOTAL KENYA |  |  | 979150 |
| LEBANON - 0.0%  |  |  |  |
| Lebanon Republic 5.8% (g)(m) |  | 625000 | 147188 |
| Lebanon Republic 6.375% (g)(m) |  | 400000 | 94199 |
| TOTAL LEBANON |  |  | 241387 |
| MEXICO - 0.4%  |  |  |  |
| United Mexican States 3.5% 2/12/2034  |  | 610000 | 519336 |
| United Mexican States 3.75% 4/19/2071  |  | 1000000 | 573000 |
| United Mexican States 4.875% 5/19/2033  |  | 345000 | 326888 |
| United Mexican States 5.375% 3/22/2033  |  | 330000 | 322410 |
| United Mexican States 5.625% 2/9/2034  |  | 370000 | 363340 |
| United Mexican States 5.75% 10/12/2110  |  | 600000 | 486300 |
| United Mexican States 6% 5/7/2036  |  | 600000 | 596100 |
| United Mexican States 6.05% 1/11/2040  |  | 670000 | 649900 |
| United Mexican States 6.125% 2/9/2038  |  | 265000 | 258905 |
| United Mexican States 6.338% 5/4/2053  |  | 305000 | 284068 |
| United Mexican States 6.35% 2/9/2035  |  | 465000 | 475463 |
| United Mexican States 6.4% 5/7/2054  |  | 200000 | 186999 |
| United Mexican States 6.75% 2/9/2056  |  | 310000 | 301010 |
| United Mexican States 6.875% 5/13/2037  |  | 245000 | 256392 |
| United Mexican States 7.375% 5/13/2055  |  | 500000 | 525000 |
| TOTAL MEXICO |  |  | 6125111 |
| MONGOLIA - 0.0%  |  |  |  |
| Mongolia Government 6.625% 2/25/2030 (l) |  | 230000 | 232990 |
| Mongolia Government 7.875% 6/5/2029 (l) |  | 200000 | 209000 |
| TOTAL MONGOLIA |  |  | 441990 |
| MONTENEGRO - 0.1%  |  |  |  |
| Republic of Montenegro 4.875% 4/1/2032 (l) | EUR | 195000 | 222554 |
| Republic of Montenegro 7.25% 3/12/2031 (l) |  | 745000 | 771917 |
| TOTAL MONTENEGRO |  |  | 994471 |
| MOROCCO - 0.0%  |  |  |  |
| Moroccan Kingdom 6.5% 9/8/2033 (l) |  | 495000 | 520616 |
| NIGERIA - 0.2%  |  |  |  |
| Republic of Nigeria 0% 7/28/2026 (n) | NGN | 597678000 | 406131 |
| Republic of Nigeria 6.125% 9/28/2028 (l) |  | 1150000 | 1140800 |
| Republic of Nigeria 6.5% 11/28/2027 (l) |  | 445000 | 447225 |
| Republic of Nigeria 7.143% 2/23/2030 (l) |  | 360000 | 361786 |
| Republic of Nigeria 7.696% 2/23/2038 (l) |  | 280000 | 269237 |
| Republic of Nigeria 7.875% 2/16/2032 (l) |  | 160000 | 161639 |
| Republic of Nigeria 9.1297% 1/13/2046 (l) |  | 255000 | 265965 |
| Republic of Nigeria Treasury Bills 0% 7/14/2026 (n) | NGN | 360000000 | 245896 |
| TOTAL NIGERIA |  |  | 3298679 |
| OMAN - 0.1%  |  |  |  |
| Oman Sultanate 5.625% 1/17/2028 (l) |  | 365000 | 368158 |
| Oman Sultanate 6% 8/1/2029 (l) |  | 450000 | 461448 |
| Oman Sultanate 6.25% 1/25/2031 (l) |  | 425000 | 443169 |
| Oman Sultanate 6.5% 3/8/2047 (l) |  | 395000 | 403508 |
| Oman Sultanate 6.75% 1/17/2048 (l) |  | 455000 | 474459 |
| Oman Sultanate 7% 1/25/2051 (l) |  | 105000 | 113409 |
| TOTAL OMAN |  |  | 2264151 |
| PAKISTAN - 0.1%  |  |  |  |
| Islamic Republic of Pakistan 6% 4/8/2026 (l) |  | 730000 | 728686 |
| Islamic Republic of Pakistan 6.875% 12/5/2027 (l) |  | 430000 | 423765 |
| Islamic Republic of Pakistan 7.375% 4/8/2031 (l) |  | 240000 | 222480 |
| TOTAL PAKISTAN |  |  | 1374931 |
| PANAMA - 0.1%  |  |  |  |
| Panamanian Republic 3.298% 1/19/2033  |  | 140000 | 121636 |
| Panamanian Republic 5.227% 2/23/2034  |  | 485000 | 469234 |
| Panamanian Republic 5.662% 2/23/2038  |  | 790000 | 757897 |
| Panamanian Republic 7.875% 3/1/2057  |  | 290000 | 336079 |
| Panamanian Republic 8% 3/1/2038  |  | 305000 | 349622 |
| TOTAL PANAMA |  |  | 2034468 |
| PARAGUAY - 0.1%  |  |  |  |
| Republic of Paraguay 2.739% 1/29/2033 (l) |  | 225000 | 197775 |
| Republic of Paraguay 4.95% 4/28/2031 (l) |  | 250000 | 249500 |
| Republic of Paraguay 5.4% 3/30/2050 (l) |  | 265000 | 235850 |
| Republic of Paraguay 6% 2/9/2036 (l) |  | 260000 | 270140 |
| Republic of Paraguay 6.65% 3/4/2055 (l) |  | 200000 | 207800 |
| TOTAL PARAGUAY |  |  | 1161065 |
| PERU - 0.1%  |  |  |  |
| Peruvian Republic 2.783% 1/23/2031  |  | 740000 | 675602 |
| Peruvian Republic 3% 1/15/2034  |  | 440000 | 376189 |
| Peruvian Republic 3.3% 3/11/2041  |  | 360000 | 271710 |
| TOTAL PERU |  |  | 1323501 |
| PHILIPPINES - 0.1%  |  |  |  |
| Philippine Republic 2.65% 12/10/2045  |  | 390000 | 245310 |
| Philippine Republic 2.95% 5/5/2045  |  | 160000 | 107359 |
| Philippine Republic 5% 7/17/2033  |  | 210000 | 208688 |
| Philippine Republic 5.5% 1/17/2048  |  | 200000 | 192200 |
| Philippine Republic 5.6% 5/14/2049  |  | 295000 | 284915 |
| Philippine Republic 5.609% 4/13/2033  |  | 305000 | 314150 |
| Philippine Republic 5.95% 10/13/2047  |  | 490000 | 495482 |
| TOTAL PHILIPPINES |  |  | 1848104 |
| POLAND - 0.1%  |  |  |  |
| Bank Gospodarstwa Krajowego 5.375% 5/22/2033 (l) |  | 200000 | 202000 |
| Bank Gospodarstwa Krajowego 6.25% 7/9/2054 (l) |  | 250000 | 246000 |
| Republic of Poland 5.5% 3/18/2054  |  | 285000 | 262568 |
| Republic of Poland 5.5% 4/4/2053  |  | 210000 | 193086 |
| Republic of Poland 5.75% 11/16/2032  |  | 425000 | 446820 |
| TOTAL POLAND |  |  | 1350474 |
| QATAR - 0.2%  |  |  |  |
| State of Qatar 4.4% 4/16/2050 (l) |  | 1045000 | 862125 |
| State of Qatar 4.625% 6/2/2046 (l) |  | 575000 | 496053 |
| State of Qatar 4.817% 3/14/2049 (l) |  | 1060000 | 934125 |
| State of Qatar 5.103% 4/23/2048 (l) |  | 975000 | 897741 |
| State of Qatar 9.75% 6/15/2030 (l) |  | 295000 | 353469 |
| TOTAL QATAR |  |  | 3543513 |
| ROMANIA - 0.2%  |  |  |  |
| Romanian Republic 3% 2/27/2027 (l) |  | 265000 | 259501 |
| Romanian Republic 3.625% 3/27/2032 (l) |  | 470000 | 411929 |
| Romanian Republic 4% 2/14/2051 (l) |  | 280000 | 180152 |
| Romanian Republic 5% 7/4/2036 (l) |  | 525000 | 486212 |
| Romanian Republic 5.75% 9/16/2030 (l) |  | 374000 | 372411 |
| Romanian Republic 6.125% 10/7/2037 (l) | EUR | 435000 | 486645 |
| Romanian Republic 6.625% 2/17/2028 (l) |  | 225000 | 229635 |
| Romanian Republic 6.85% 7/29/2030  | RON | 1075000 | 241970 |
| Romanian Republic 7.125% 1/17/2033 (l) |  | 290000 | 303595 |
| Romanian Republic 7.5% 2/10/2037 (l) |  | 572000 | 600818 |
| Romanian Republic 8% 4/29/2030  | RON | 1025000 | 240306 |
| TOTAL ROMANIA |  |  | 3813174 |
| RWANDA - 0.0%  |  |  |  |
| Rwanda Republic 5.5% 8/9/2031 (l) |  | 560000 | 500095 |
| SAUDI ARABIA - 0.2%  |  |  |  |
| Kingdom of Saudi Arabia 2.25% 2/2/2033 (l) |  | 665000 | 558514 |
| Kingdom of Saudi Arabia 3.45% 2/2/2061 (l) |  | 1120000 | 692160 |
| Kingdom of Saudi Arabia 3.75% 1/21/2055 (l) |  | 655000 | 441306 |
| Kingdom of Saudi Arabia 4.375% 1/12/2031 (l) |  | 260000 | 253859 |
| Kingdom of Saudi Arabia 4.5% 10/26/2046 (l) |  | 640000 | 518560 |
| Kingdom of Saudi Arabia 4.5% 4/22/2060 (l) |  | 225000 | 171787 |
| Kingdom of Saudi Arabia 4.625% 10/4/2047 (l) |  | 330000 | 270600 |
| Kingdom of Saudi Arabia 4.875% 1/12/2036 (l) |  | 270000 | 261698 |
| TOTAL SAUDI ARABIA |  |  | 3168484 |
| SENEGAL - 0.0%  |  |  |  |
| Republic of Senegal 4.75% 3/13/2028 (m) | EUR | 170000 | 122318 |
| Republic of Senegal 6.25% 5/23/2033 (l) |  | 290000 | 153193 |
| Republic of Senegal 6.75% 3/13/2048 (l) |  | 120000 | 60449 |
| TOTAL SENEGAL |  |  | 335960 |
| SERBIA - 0.1%  |  |  |  |
| Republic of Serbia 2.125% 12/1/2030 (l) |  | 580000 | 499774 |
| Republic of Serbia 6% 6/12/2034 (l) |  | 205000 | 205000 |
| Republic of Serbia 6.5% 9/26/2033 (l) |  | 405000 | 422095 |
| TOTAL SERBIA |  |  | 1126869 |
| SINGAPORE - 0.1%  |  |  |  |
| Republic of Singapore 2.75% 3/1/2035  | SGD | 2000000 | 1617485 |
| SOUTH AFRICA - 0.2%  |  |  |  |
| South African Republic 4.85% 9/27/2027  |  | 285000 | 284216 |
| South African Republic 4.85% 9/30/2029  |  | 235000 | 230183 |
| South African Republic 5% 10/12/2046  |  | 395000 | 283413 |
| South African Republic 5.65% 9/27/2047  |  | 190000 | 147725 |
| South African Republic 5.75% 9/30/2049  |  | 620000 | 480500 |
| South African Republic 5.875% 4/20/2032  |  | 280000 | 279825 |
| South African Republic 6.125% 12/11/2037 (l) |  | 200000 | 185676 |
| South African Republic 7.1% 11/19/2036 (l) |  | 475000 | 486699 |
| South African Republic 7.25% 12/11/2055 (l) |  | 200000 | 182900 |
| TOTAL SOUTH AFRICA |  |  | 2561137 |
| SPAIN - 0.1%  |  |  |  |
| Spanish Kingdom 4% 10/31/2054 (l)(m) | EUR | 1700000 | 1932758 |
| SRI LANKA - 0.1%  |  |  |  |
| Democratic Socialist Republic of Sri Lanka 3.1% 1/15/2030 (k)(l) |  | 225923 | 208414 |
| Democratic Socialist Republic of Sri Lanka 3.35% 3/15/2033 (k)(l) |  | 755264 | 628191 |
| Democratic Socialist Republic of Sri Lanka 3.6% 2/15/2038 (k)(l) |  | 314356 | 280956 |
| Democratic Socialist Republic of Sri Lanka 3.6% 5/15/2036 (k)(l) |  | 157112 | 138848 |
| Democratic Socialist Republic of Sri Lanka 3.6% 6/15/2035 (k)(l) |  | 91380 | 69219 |
| Democratic Socialist Republic of Sri Lanka 4% 4/15/2028 (l) |  | 165813 | 158476 |
| TOTAL SRI LANKA |  |  | 1484104 |
| SWITZERLAND - 0.3%  |  |  |  |
| Swiss Confederation 3.5% 4/8/2033 (m) | CHF | 3200000 | 4908016 |
| TRINIDAD & TOBAGO - 0.0%  |  |  |  |
| Republic of Trinidad & Tobago 6.5% 1/28/2036 (l) |  | 345000 | 341550 |
| TURKEY - 0.5%  |  |  |  |
| Turkish Republic 4.875% 10/9/2026  |  | 650000 | 649350 |
| Turkish Republic 4.875% 4/16/2043  |  | 815000 | 571588 |
| Turkish Republic 5.125% 2/17/2028  |  | 255000 | 251685 |
| Turkish Republic 5.25% 3/13/2030  |  | 185000 | 176536 |
| Turkish Republic 5.75% 5/11/2047  |  | 360000 | 269910 |
| Turkish Republic 5.875% 6/26/2031  |  | 385000 | 368349 |
| Turkish Republic 6% 1/14/2041  |  | 770000 | 638330 |
| Turkish Republic 6% 3/25/2027  |  | 170000 | 170895 |
| Turkish Republic 6.3% 3/14/2033  |  | 215000 | 203229 |
| Turkish Republic 6.625% 2/17/2045  |  | 310000 | 262725 |
| Turkish Republic 6.8% 11/4/2036  |  | 510000 | 481313 |
| Turkish Republic 6.875% 1/14/2038  |  | 450000 | 420813 |
| Turkish Republic 7.125% 2/12/2032  |  | 380000 | 380570 |
| Turkish Republic 7.25% 5/29/2032  |  | 200000 | 200394 |
| Turkish Republic 7.625% 5/15/2034  |  | 445000 | 451230 |
| Turkish Republic 9.125% 7/13/2030  |  | 350000 | 382113 |
| Turkish Republic 9.375% 1/19/2033  |  | 840000 | 932568 |
| Turkish Republic 9.375% 3/14/2029  |  | 490000 | 528102 |
| Turkish Republic 9.875% 1/15/2028  |  | 1165000 | 1242391 |
| TOTAL TURKEY |  |  | 8582091 |
| UKRAINE - 0.1%  |  |  |  |
| Ukraine Government 0% 2/1/2030 (k)(l) |  | 109055 | 63688 |
| Ukraine Government 0% 2/1/2034 (k)(l) |  | 407526 | 173606 |
| Ukraine Government 0% 2/1/2035 (k)(l) |  | 479387 | 219559 |
| Ukraine Government 0% 2/1/2036 (k)(l) |  | 286989 | 131154 |
| Ukraine Government 4% 2/1/2032 (k)(l) |  | 495800 | 356977 |
| Ukraine Government 4.5% 2/1/2029 (k)(l) |  | 457501 | 320251 |
| Ukraine Government 4.5% 2/1/2034 (k)(l) |  | 626091 | 332454 |
| Ukraine Government 4.5% 2/1/2035 (k)(l) |  | 428419 | 223206 |
| Ukraine Government 4.5% 2/1/2036 (k)(l) |  | 284447 | 145352 |
| TOTAL UKRAINE |  |  | 1966247 |
| UNITED ARAB EMIRATES - 0.2%  |  |  |  |
| Emirate of Abu Dhabi 3% 9/15/2051 (l) |  | 645000 | 402954 |
| Emirate of Abu Dhabi 3.125% 9/30/2049 (l) |  | 1915000 | 1257198 |
| Emirate of Abu Dhabi 3.875% 4/16/2050 (l) |  | 620000 | 464380 |
| Emirate of Abu Dhabi 5.5% 4/30/2054 (l) |  | 395000 | 378311 |
| Emirate of Dubai 3.9% 9/9/2050 (m) |  | 920000 | 631764 |
| Emirate of Dubai 5.25% 1/30/2043 (m) |  | 330000 | 307771 |
| TOTAL UNITED ARAB EMIRATES |  |  | 3442378 |
| UNITED KINGDOM - 1.4%  |  |  |  |
| United Kingdom of Great Britain and Northern Ireland 4.125% 3/7/2031 (m) | GBP | 16750000 | 21834162 |
| URUGUAY - 0.1%  |  |  |  |
| Uruguay Republic 5.1% 6/18/2050  |  | 675000 | 619421 |
| Uruguay Republic 5.75% 10/28/2034  |  | 300000 | 313425 |
| TOTAL URUGUAY |  |  | 932846 |
| UZBEKISTAN - 0.0%  |  |  |  |
| Republic of Uzbekistan 3.7% 11/25/2030 (l) |  | 115000 | 104352 |
| Republic of Uzbekistan 3.9% 10/19/2031 (l) |  | 205000 | 184527 |
| TOTAL UZBEKISTAN |  |  | 288879 |
| VENEZUELA - 0.1%  |  |  |  |
| Venezuela Republic 11.95% (g)(m) |  | 1090000 | 554810 |
| Venezuela Republic 12.75% (g)(m) |  | 190000 | 95582 |
| Venezuela Republic 9.25% (g) |  | 2395000 | 1137625 |
| TOTAL VENEZUELA |  |  | 1788017 |
| ZAMBIA - 0.0%  |  |  |  |
| Republic of Zambia 0.5% 12/31/2053 (l) |  | 567254 | 368887 |
| Republic of Zambia 5.75% 6/30/2033 (k)(l) |  | 55429 | 51947 |
| TOTAL ZAMBIA |  |  | 420834 |
| <br> **TOTAL FOREIGN GOVERNMENT AND GOVERNMENT AGENCY OBLIGATIONS**<br> (Cost $248,284,876) |  |  | <br> **245026645** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 26.2%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 26.2%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 26.2%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 26.2%** |
|  |  | Principal<br> Amount (a)<br>| Value ($)<br>|
| ANGOLA - 0.0%  |  |  |  |
| Energy - 0.0% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |  |
| Azule Energy Finance Plc 8.25% 1/22/2031 (l) |  | 275000 | 277624 |
| ARGENTINA - 0.1%  |  |  |  |
| Communication Services - 0.0% |  |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |  |
| Telecom Argentina SA 9.5% 7/18/2031 (l) |  | 105000 | 110695 |
| Energy - 0.1% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.1% |  |  |  |
| Tecpetrol SA 7.625% 1/22/2033 (l) |  | 255000 | 260342 |
| Tecpetrol SA 7.625% 11/3/2030 (l) |  | 275000 | 277753 |
| YPF SA 8.25% 1/17/2034 (l) |  | 255000 | 259858 |
| TOTAL ENERGY |  |  | 797953 |
| TOTAL ARGENTINA |  |  | 908648 |
| AUSTRALIA - 0.2%  |  |  |  |
| Materials - 0.2% |  |  |  |
| Metals & Mining - 0.2% |  |  |  |
| Fortescue Treasury Pty Ltd 4.375% 4/1/2031 (l) |  | 250000 | 236265 |
| Fortescue Treasury Pty Ltd 4.5% 9/15/2027 (l) |  | 485000 | 480232 |
| Mineral Resources Ltd 7% 4/1/2031 (l) |  | 380000 | 388271 |
| Mineral Resources Ltd 8% 11/1/2027 (l) |  | 515000 | 521576 |
| Mineral Resources Ltd 8.5% 5/1/2030 (l) |  | 915000 | 940589 |
| Mineral Resources Ltd 9.25% 10/1/2028 (l) |  | 1005000 | 1041303 |
| TOTAL AUSTRALIA |  |  | 3608236 |
| AZERBAIJAN - 0.0%  |  |  |  |
| Energy - 0.0% |  |  |  |
| Energy Equipment & Services - 0.0% |  |  |  |
| State Oil Co of the Azerbaijan Republic 6.95% 3/18/2030 (m) |  | 275000 | 294336 |
| BAHRAIN - 0.1%  |  |  |  |
| Energy - 0.1% |  |  |  |
| Energy Equipment & Services - 0.1% |  |  |  |
| Bapco Energies BSC Closed 7.5% 10/25/2027 (l) |  | 665000 | 656688 |
| Bapco Energies BSC Closed 8.375% 11/7/2028 (l) |  | 180000 | 178290 |
| TOTAL BAHRAIN |  |  | 834978 |
| BELGIUM - 0.0%  |  |  |  |
| Communication Services - 0.0% |  |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |  |
| Telenet Finance Luxembourg Notes Sarl 5.5% 3/1/2028 (l) |  | 600000 | 588787 |
| BRAZIL - 0.8%  |  |  |  |
| Consumer Discretionary - 0.0% |  |  |  |
| Broadline Retail - 0.0% |  |  |  |
| MercadoLibre Inc 4.9% 1/15/2033  |  | 365000 | 353265 |
| Consumer Staples - 0.1% |  |  |  |
| Consumer Staples Distribution & Retail - 0.1% |  |  |  |
| Minerva Luxembourg SA 4.375% 3/18/2031 (l) |  | 185000 | 167711 |
| Minerva Luxembourg SA 8.875% 9/13/2033 (l) |  | 505000 | 537578 |
| NBM US Holdings Inc 6.625% 8/6/2029 (l) |  | 615000 | 617583 |
|  |  |  | 1322872 |
| Food Products - 0.0% |  |  |  |
| Marb Bondco PLC 3.95% 1/29/2031 (l) |  | 685000 | 602629 |
| TOTAL CONSUMER STAPLES |  |  | 1925501 |
| Energy - 0.2% |  |  |  |
| Energy Equipment & Services - 0.1% |  |  |  |
| Guara Norte Sarl 5.198% 6/15/2034 (l) |  | 368325 | 356262 |
| Yinson Boronia Production BV 8.947% 7/31/2042 (l) |  | 631449 | 682754 |
|  |  |  | 1039016 |
| Oil, Gas & Consumable Fuels - 0.1% |  |  |  |
| MC Brazil Downstream Trading SARL 7.25% 6/30/2031 (l) |  | 720404 | 643897 |
| PRIO Luxembourg Holding Sarl 6.75% 10/15/2030 (l) |  | 450000 | 437738 |
|  |  |  | 1081635 |
| TOTAL ENERGY |  |  | 2120651 |
| Industrials - 0.0% |  |  |  |
| Aerospace & Defense - 0.0% |  |  |  |
| Embraer Netherlands Finance BV 5.4% 1/9/2038  |  | 265000 | 253308 |
| Marine Transportation - 0.0% |  |  |  |
| Yinson Bergenia Production BV 8.498% 1/31/2045 (l) |  | 281210 | 296465 |
| TOTAL INDUSTRIALS |  |  | 549773 |
| Materials - 0.5% |  |  |  |
| Chemicals - 0.0% |  |  |  |
| Braskem Netherlands Finance BV 5.875% 1/31/2050 (l) |  | 300000 | 124500 |
| Braskem Netherlands Finance BV 7.25% 2/13/2033 (l) |  | 375000 | 172444 |
| Braskem Netherlands Finance BV 8% 10/15/2034 (l) |  | 225000 | 104625 |
| Braskem Netherlands Finance BV 8.5% 1/12/2031 (l) |  | 595000 | 285600 |
|  |  |  | 687169 |
| Metals & Mining - 0.4% |  |  |  |
| CSN Inova Ventures 6.75% 1/28/2028 (l) |  | 545000 | 398531 |
| CSN Resources SA 5.875% 4/8/2032 (l) |  | 355000 | 216994 |
| CSN Resources SA 8.875% 12/5/2030 (l) |  | 200000 | 140620 |
| ERO Copper Corp 6.5% 2/15/2030 (l) |  | 415000 | 410804 |
| Nexa Resources SA 6.6% 4/8/2037 (l) |  | 235000 | 242638 |
| Nexa Resources SA 6.75% 4/9/2034 (l) |  | 200000 | 208250 |
| Samarco Mineracao SA 9% 6/30/2031 pay-in-kind (c)(l) |  | 1377512 | 1356850 |
| Usiminas International Sarl 7.5% 1/27/2032 (l) |  | 575000 | 585068 |
| Vale Overseas Ltd 6% 2/25/2056 (c)(l) |  | 305000 | 301005 |
| Vale Overseas Ltd 6.4% 6/28/2054  |  | 515000 | 518183 |
|  |  |  | 4378943 |
| Paper & Forest Products - 0.1% |  |  |  |
| LD Celulose International GmbH 7.95% 1/26/2032 (l) |  | 440000 | 452309 |
| Suzano Austria GmbH 3.75% 1/15/2031  |  | 245000 | 227482 |
| Suzano Austria GmbH 5% 1/15/2030  |  | 725000 | 715425 |
| Suzano Netherlands BV 5.5% 1/15/2036  |  | 460000 | 445050 |
|  |  |  | 1840266 |
| TOTAL MATERIALS |  |  | 6906378 |
| TOTAL BRAZIL |  |  | 11855568 |
| CANADA - 0.6%  |  |  |  |
| Consumer Discretionary - 0.3% |  |  |  |
| Hotels, Restaurants & Leisure - 0.3% |  |  |  |
| 1011778 BC ULC / New Red Finance Inc 3.875% 1/15/2028 (l) |  | 570000 | 557164 |
| 1011778 BC ULC / New Red Finance Inc 4% 10/15/2030 (l) |  | 2320000 | 2180627 |
| 1011778 BC ULC / New Red Finance Inc 4.375% 1/15/2028 (l) |  | 560000 | 552155 |
|  |  |  | 3289946 |
| Household Durables - 0.0% |  |  |  |
| Brookfield Residential Properties Inc / Brookfield Residential US LLC 4.875% 2/15/2030 (l) |  | 405000 | 371843 |
| TOTAL CONSUMER DISCRETIONARY |  |  | 3661789 |
| Energy - 0.0% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |  |
| Teine Energy Ltd 6.875% 4/15/2029 (l) |  | 445000 | 444829 |
| Financials - 0.0% |  |  |  |
| Insurance - 0.0% |  |  |  |
| Sagicor Financial Co Ltd 5.3% 5/13/2028 (l) |  | 480000 | 477696 |
| Industrials - 0.1% |  |  |  |
| Aerospace & Defense - 0.1% |  |  |  |
| Bombardier Inc 7.25% 7/1/2031 (l) |  | 280000 | 293417 |
| Bombardier Inc 8.75% 11/15/2030 (l) |  | 430000 | 457323 |
|  |  |  | 750740 |
| Machinery - 0.0% |  |  |  |
| ATS Corp 4.125% 12/15/2028 (l) |  | 460000 | 443313 |
| Passenger Airlines - 0.0% |  |  |  |
| Air Canada 3.875% 8/15/2026 (l) |  | 425000 | 422881 |
| TOTAL INDUSTRIALS |  |  | 1616934 |
| Information Technology - 0.1% |  |  |  |
| Software - 0.1% |  |  |  |
| Open Text Corp 6.9% 12/1/2027 (l) |  | 530000 | 543981 |
| Open Text Holdings Inc 4.125% 12/1/2031 (l) |  | 245000 | 209081 |
| Open Text Holdings Inc 4.125% 2/15/2030 (l) |  | 300000 | 268058 |
| TOTAL INFORMATION TECHNOLOGY |  |  | 1021120 |
| Materials - 0.1% |  |  |  |
| Chemicals - 0.1% |  |  |  |
| NOVA Chemicals Corp 8.5% 11/15/2028 (l) |  | 385000 | 400146 |
| Containers & Packaging - 0.0% |  |  |  |
| Cascades Inc/Cascades USA Inc 5.375% 1/15/2028 (l) |  | 300000 | 297000 |
| Metals & Mining - 0.0% |  |  |  |
| Hudbay Minerals Inc 4.5% 4/1/2026 (l) |  | 360000 | 360000 |
| TOTAL MATERIALS |  |  | 1057146 |
| TOTAL CANADA |  |  | 8279514 |
| CHILE - 0.3%  |  |  |  |
| Communication Services - 0.0% |  |  |  |
| Wireless Telecommunication Services - 0.0% |  |  |  |
| VTR Comunicaciones SpA 4.375% 4/15/2029 (l) |  | 210000 | 205209 |
| Energy - 0.0% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |  |
| Empresa Nacional del Petroleo 5.95% 7/30/2034 (l) |  | 200000 | 201730 |
| Empresa Nacional del Petroleo 6.15% 5/10/2033 (l) |  | 305000 | 312656 |
| TOTAL ENERGY |  |  | 514386 |
| Materials - 0.3% |  |  |  |
| Chemicals - 0.0% |  |  |  |
| Sociedad Quimica y Minera de Chile SA 5.625% 4/22/2056 (c)(l) |  | 420000 | 409343 |
| Metals & Mining - 0.3% |  |  |  |
| Antofagasta PLC 2.375% 10/14/2030 (l) |  | 685000 | 611328 |
| Antofagasta PLC 5.625% 9/9/2035 (l) |  | 250000 | 248000 |
| Antofagasta PLC 5.625% 5/13/2032 (l) |  | 260000 | 263003 |
| Corp Nacional del Cobre de Chile 3% 9/30/2029 (l) |  | 105000 | 98200 |
| Corp Nacional del Cobre de Chile 3.15% 1/14/2030 (l) |  | 280000 | 262534 |
| Corp Nacional del Cobre de Chile 3.7% 1/30/2050 (l) |  | 870000 | 590513 |
| Corp Nacional del Cobre de Chile 5.125% 2/2/2033 (l) |  | 290000 | 286288 |
| Corp Nacional del Cobre de Chile 5.529% 1/30/2037 (l) |  | 255000 | 249824 |
| Corp Nacional del Cobre de Chile 5.95% 1/8/2034 (l) |  | 205000 | 209791 |
| Corp Nacional del Cobre de Chile 6.3% 9/8/2053 (l) |  | 290000 | 289928 |
| Corp Nacional del Cobre de Chile 6.33% 1/13/2035 (l) |  | 200000 | 207926 |
| Corp Nacional del Cobre de Chile 6.44% 1/26/2036 (l) |  | 205000 | 215747 |
| Corp Nacional del Cobre de Chile 6.78% 1/13/2055 (l) |  | 235000 | 245450 |
|  |  |  | 3778532 |
| Paper & Forest Products - 0.0% |  |  |  |
| Celulosa Arauco y Constitucion SA 6.18% 5/5/2032 (l) |  | 225000 | 223736 |
| Inversiones CMPC SA 3% 4/6/2031 (l) |  | 245000 | 212843 |
|  |  |  | 436579 |
| TOTAL MATERIALS |  |  | 4624454 |
| Utilities - 0.0% |  |  |  |
| Electric Utilities - 0.0% |  |  |  |
| Chile Electricity Lux Mpc II Sarl 5.58% 10/20/2035 (l) |  | 195501 | 196578 |
| Chile Electricity Lux MPC Sarl 6.01% 1/20/2033 (l) |  | 172000 | 177296 |
| TOTAL UTILITIES |  |  | 373874 |
| TOTAL CHILE |  |  | 5717923 |
| CHINA - 0.1%  |  |  |  |
| Consumer Discretionary - 0.1% |  |  |  |
| Broadline Retail - 0.1% |  |  |  |
| Prosus NV 3.061% 7/13/2031 (l) |  | 385000 | 344024 |
| Prosus NV 3.68% 1/21/2030 (l) |  | 370000 | 348781 |
| Prosus NV 4.027% 8/3/2050 (l) |  | 595000 | 397014 |
| Prosus NV 4.193% 1/19/2032 (l) |  | 305000 | 286053 |
| TOTAL CONSUMER DISCRETIONARY |  |  | 1375872 |
| Utilities - 0.0% |  |  |  |
| Gas Utilities - 0.0% |  |  |  |
| ENN Energy Holdings Ltd 4.625% 5/17/2027 (l) |  | 640000 | 640205 |
| TOTAL CHINA |  |  | 2016077 |
| COLOMBIA - 0.4%  |  |  |  |
| Communication Services - 0.0% |  |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |  |
| Colombia Telecomunicaciones SA ESP 4.95% 7/17/2030 (l) |  | 845000 | 757352 |
| Energy - 0.3% |  |  |  |
| Energy Equipment & Services - 0.0% |  |  |  |
| Oleoducto Central SA 4% 7/14/2027 (l) |  | 454000 | 447122 |
| Oil, Gas & Consumable Fuels - 0.3% |  |  |  |
| Canacol Energy Ltd 5.75% (g)(l) |  | 265000 | 92088 |
| Ecopetrol SA 4.625% 11/2/2031  |  | 335000 | 297115 |
| Ecopetrol SA 8.375% 1/19/2036  |  | 290000 | 293581 |
| Ecopetrol SA 8.875% 1/13/2033  |  | 1420000 | 1498810 |
| Geopark Ltd 5.5% 1/17/2027 (l) |  | 505000 | 488588 |
| Geopark Ltd 8.75% 1/31/2030 (l) |  | 430000 | 423550 |
| Gran Tierra Energy Inc 9.75% 4/15/2031 (l) |  | 279000 | 243776 |
|  |  |  | 3337508 |
| TOTAL ENERGY |  |  | 3784630 |
| Financials - 0.0% |  |  |  |
| Banks - 0.0% |  |  |  |
| Bancolombia SA 8.625% 12/24/2034 (c) |  | 295000 | 308865 |
| Materials - 0.0% |  |  |  |
| Metals & Mining - 0.0% |  |  |  |
| Aris Mining Corp 8% 10/31/2029 (l) |  | 580000 | 597835 |
| Utilities - 0.1% |  |  |  |
| Independent Power and Renewable Electricity Producers - 0.1% |  |  |  |
| EnfraGen Energia Sur SA / EnfraGen Spain SA / Prime Energia SpA 5.375% 12/30/2030 (l) |  | 1020000 | 929808 |
| Termocandelaria Power SA 7.75% 9/17/2031 (l) |  | 410000 | 416318 |
| TOTAL UTILITIES |  |  | 1346126 |
| TOTAL COLOMBIA |  |  | 6794808 |
| CONGO DEMOCRATIC REPUBLIC OF - 0.0%  |  |  |  |
| Materials - 0.0% |  |  |  |
| Metals & Mining - 0.0% |  |  |  |
| Ivanhoe Mines Ltd 7.875% 1/23/2030 (l) |  | 390000 | 394700 |
| COSTA RICA - 0.0%  |  |  |  |
| Financials - 0.0% |  |  |  |
| Financial Services - 0.0% |  |  |  |
| Liberty Costa Rica Senior Secured Finance 10.875% 1/15/2031 (l) |  | 385000 | 405213 |
| COTE D'IVOIRE - 0.0%  |  |  |  |
| Materials - 0.0% |  |  |  |
| Metals & Mining - 0.0% |  |  |  |
| Endeavour Mining PLC 7% 5/28/2030 (l) |  | 630000 | 639450 |
| CZECH REPUBLIC - 0.0%  |  |  |  |
| Industrials - 0.0% |  |  |  |
| Aerospace & Defense - 0.0% |  |  |  |
| Czechoslovak Group AS 5.25% 1/10/2031 (l) | EUR | 110000 | 130243 |
| Czechoslovak Group AS 6.5% 1/10/2031 (l) |  | 400000 | 409800 |
| TOTAL CZECH REPUBLIC |  |  | 540043 |
| DOMINICAN REPUBLIC - 0.0%  |  |  |  |
| Industrials - 0.0% |  |  |  |
| Transportation Infrastructure - 0.0% |  |  |  |
| Aeropuertos Dominicanos Siglo XXI SA 7% 6/30/2034 (l) |  | 300000 | 305084 |
| FRANCE - 0.4%  |  |  |  |
| Communication Services - 0.4% |  |  |  |
| Diversified Telecommunication Services - 0.4% |  |  |  |
| Altice France SA 6.5% 10/15/2031 (l) |  | 102896 | 97572 |
| Altice France SA 6.5% 4/15/2032 (l) |  | 3692838 | 3489895 |
| Altice France SA 6.875% 10/15/2030 (l) |  | 1032775 | 987892 |
| Altice France SA 6.875% 7/15/2032 (l) |  | 2294209 | 2173828 |
| TOTAL COMMUNICATION SERVICES |  |  | 6749187 |
| Energy - 0.0% |  |  |  |
| Energy Equipment & Services - 0.0% |  |  |  |
| Vallourec SACA 7.5% 4/15/2032 (l) |  | 508000 | 532434 |
| TOTAL FRANCE |  |  | 7281621 |
| GEORGIA - 0.0%  |  |  |  |
| Communication Services - 0.0% |  |  |  |
| Wireless Telecommunication Services - 0.0% |  |  |  |
| Silk Road Group Holding LLC 7.5% 9/15/2030 (l) |  | 315000 | 314524 |
| Industrials - 0.0% |  |  |  |
| Ground Transportation - 0.0% |  |  |  |
| Georgian Railway JSC 4% 6/17/2028 (l) |  | 191000 | 181450 |
| TOTAL GEORGIA |  |  | 495974 |
| GHANA - 0.1%  |  |  |  |
| Energy - 0.1% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.1% |  |  |  |
| Kosmos Energy Ltd 7.5% 3/1/2028 (l) |  | 145000 | 139381 |
| Kosmos Energy Ltd 8.75% 10/1/2031 (l) |  | 1170000 | 1041300 |
| TOTAL GHANA |  |  | 1180681 |
| GUATEMALA - 0.2%  |  |  |  |
| Communication Services - 0.1% |  |  |  |
| Wireless Telecommunication Services - 0.1% |  |  |  |
| CT Trust 5.125% 2/3/2032 (l) |  | 720000 | 671976 |
| Millicom International Cellular SA 4.5% 4/27/2031 (l) |  | 530000 | 481956 |
| Millicom International Cellular SA 7.375% 4/2/2032 (l) |  | 265000 | 268816 |
| TOTAL COMMUNICATION SERVICES |  |  | 1422748 |
| Consumer Staples - 0.0% |  |  |  |
| Beverages - 0.0% |  |  |  |
| Cntl Amr Bottling Corp 5.25% 4/27/2029 (l) |  | 505000 | 492728 |
| Utilities - 0.1% |  |  |  |
| Electric Utilities - 0.0% |  |  |  |
| Energuate Trust 2 0 6.35% 9/15/2035 (l) |  | 495000 | 485397 |
| Independent Power and Renewable Electricity Producers - 0.1% |  |  |  |
| Investment Energy Resources Ltd 6.25% 4/26/2029 (l) |  | 570000 | 563160 |
| TOTAL UTILITIES |  |  | 1048557 |
| TOTAL GUATEMALA |  |  | 2964033 |
| HONG KONG - 0.0%  |  |  |  |
| Industrials - 0.0% |  |  |  |
| Marine Transportation - 0.0% |  |  |  |
| Seaspan Corp 5.5% 8/1/2029 (l) |  | 425000 | 398193 |
| HUNGARY - 0.0%  |  |  |  |
| Financials - 0.0% |  |  |  |
| Banks - 0.0% |  |  |  |
| Magyar Export-Import Bank Zrt 6.125% 12/4/2027 (l) |  | 200000 | 202064 |
| OTP Bank Nyrt 8.75% 5/15/2033 (c)(m) |  | 215000 | 223632 |
| TOTAL FINANCIALS |  |  | 425696 |
| Utilities - 0.0% |  |  |  |
| Electric Utilities - 0.0% |  |  |  |
| MVM Energetika Zrt 6.5% 3/13/2031 (m) |  | 200000 | 206375 |
| TOTAL HUNGARY |  |  | 632071 |
| INDIA - 0.0%  |  |  |  |
| Financials - 0.0% |  |  |  |
| Consumer Finance - 0.0% |  |  |  |
| Shriram Finance Ltd 6.625% 4/22/2027 (l) |  | 230000 | 231449 |
| Health Care - 0.0% |  |  |  |
| Biotechnology - 0.0% |  |  |  |
| Biocon Biologics Global PLC 6.67% 10/9/2029 (l) |  | 255000 | 251430 |
| TOTAL INDIA |  |  | 482879 |
| INDONESIA - 0.2%  |  |  |  |
| Energy - 0.1% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.1% |  |  |  |
| Medco Laurel Tree Pte Ltd 6.95% 11/12/2028 (l) |  | 640000 | 636972 |
| Medco Maple Tree Pte Ltd 8.96% 4/27/2029 (l) |  | 550000 | 564109 |
| Pertamina Persero PT 4.175% 1/21/2050 (l) |  | 395000 | 291715 |
| TOTAL ENERGY |  |  | 1492796 |
| Materials - 0.1% |  |  |  |
| Metals & Mining - 0.1% |  |  |  |
| Freeport Indonesia PT 4.763% 4/14/2027 (l) |  | 225000 | 224523 |
| Freeport Indonesia PT 5.315% 4/14/2032 (l) |  | 450000 | 447809 |
| Indonesia Asahan Aluminium PT / Mineral Industri Indonesia Persero PT 5.45% 5/15/2030 (l) |  | 880000 | 889354 |
| TOTAL MATERIALS |  |  | 1561686 |
| Utilities - 0.0% |  |  |  |
| Independent Power and Renewable Electricity Producers - 0.0% |  |  |  |
| Pertamina Geothermal Energy PT 5.15% 4/27/2028 (l) |  | 205000 | 206185 |
| TOTAL INDONESIA |  |  | 3260667 |
| ISRAEL - 0.2%  |  |  |  |
| Energy - 0.1% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.1% |  |  |  |
| Energean Israel Finance Ltd 5.375% 3/30/2028 (l)(m) |  | 405000 | 388826 |
| Energean Israel Finance Ltd 5.875% 3/30/2031 (l)(m) |  | 160000 | 148625 |
| Energean Israel Finance Ltd 8.5% 9/30/2033 (l)(m) |  | 200000 | 205267 |
| Leviathan Bond Ltd 6.5% 6/30/2027 (l)(m) |  | 520000 | 519031 |
| Leviathan Bond Ltd 6.75% 6/30/2030 (l)(m) |  | 205000 | 208284 |
| TOTAL ENERGY |  |  | 1470033 |
| Financials - 0.0% |  |  |  |
| Banks - 0.0% |  |  |  |
| Bank Hapoalim BM 5.252% 1/14/2033 (l)(m) |  | 200000 | 197540 |
| Health Care - 0.1% |  |  |  |
| Pharmaceuticals - 0.1% |  |  |  |
| Teva Pharmaceutical Finance Netherlands III BV 4.75% 5/9/2027  |  | 280000 | 279287 |
| Teva Pharmaceutical Finance Netherlands III BV 5.125% 5/9/2029  |  | 275000 | 273947 |
| Teva Pharmaceutical Finance Netherlands III BV 7.875% 9/15/2029  |  | 550000 | 588896 |
| TOTAL HEALTH CARE |  |  | 1142130 |
| Utilities - 0.0% |  |  |  |
| Electric Utilities - 0.0% |  |  |  |
| Israel Electric Corp Ltd 3.75% 2/22/2032 (l)(m) |  | 295000 | 271729 |
| TOTAL ISRAEL |  |  | 3081432 |
| JAMAICA - 0.0%  |  |  |  |
| Industrials - 0.0% |  |  |  |
| Transportation Infrastructure - 0.0% |  |  |  |
| Kingston Airport Revenue Finance Ltd 6.75% 12/15/2036 (l) |  | 215000 | 213570 |
| Montego Bay Airport Revenue Finance Ltd 6.6% 6/15/2035 (l) |  | 200000 | 194250 |
| TOTAL JAMAICA |  |  | 407820 |
| KAZAKHSTAN - 0.1%  |  |  |  |
| Energy - 0.1% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.1% |  |  |  |
| KazMunayGas National Co JSC 3.5% 4/14/2033 (l) |  | 335000 | 299765 |
| KazMunayGas National Co JSC 5.375% 4/24/2030 (l) |  | 165000 | 166122 |
| KazMunayGas National Co JSC 5.75% 4/19/2047 (l) |  | 170000 | 157512 |
| Tengizchevroil Finance Co International Ltd 3.25% 8/15/2030 (l) |  | 440000 | 406120 |
| TOTAL KAZAKHSTAN |  |  | 1029519 |
| KOREA (SOUTH) - 0.1%  |  |  |  |
| Industrials - 0.0% |  |  |  |
| Electrical Equipment - 0.0% |  |  |  |
| LG Energy Solution Ltd 5.25% 4/2/2031 (l) |  | 200000 | 199425 |
| LG Energy Solution Ltd 5.875% 4/2/2036 (l) |  | 200000 | 198481 |
| TOTAL INDUSTRIALS |  |  | 397906 |
| Materials - 0.1% |  |  |  |
| Metals & Mining - 0.1% |  |  |  |
| POSCO 5.75% 1/17/2028 (l) |  | 420000 | 428458 |
| POSCO 5.875% 1/17/2033 (l) |  | 200000 | 209796 |
| TOTAL MATERIALS |  |  | 638254 |
| TOTAL KOREA (SOUTH) |  |  | 1036160 |
| KUWAIT - 0.0%  |  |  |  |
| Materials - 0.0% |  |  |  |
| Chemicals - 0.0% |  |  |  |
| MEGlobal BV 2.625% 4/28/2028 (l) |  | 275000 | 258414 |
| LUXEMBOURG - 0.0%  |  |  |  |
| Materials - 0.0% |  |  |  |
| Metals & Mining - 0.0% |  |  |  |
| Algoma Steel Sca 0% 12/31/2049 (e) |  | 102200 | 0 |
| MACAU - 0.0%  |  |  |  |
| Consumer Discretionary - 0.0% |  |  |  |
| Hotels, Restaurants & Leisure - 0.0% |  |  |  |
| Studio City Finance Ltd 5% 1/15/2029 (l) |  | 320000 | 299958 |
| MALAYSIA - 0.1%  |  |  |  |
| Consumer Discretionary - 0.0% |  |  |  |
| Hotels, Restaurants & Leisure - 0.0% |  |  |  |
| GENM Capital Labuan Ltd 3.882% 4/19/2031 (l) |  | 595000 | 529699 |
| Energy - 0.0% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |  |
| Petronas Capital Ltd 3.404% 4/28/2061 (l) |  | 500000 | 330625 |
| Petronas Capital Ltd 3.5% 4/21/2030 (l) |  | 230000 | 222006 |
| TOTAL ENERGY |  |  | 552631 |
| Industrials - 0.1% |  |  |  |
| Marine Transportation - 0.1% |  |  |  |
| MISC Capital Two Labuan Ltd 3.75% 4/6/2027 (l) |  | 570000 | 564491 |
| TOTAL MALAYSIA |  |  | 1646821 |
| MAURITIUS - 0.0%  |  |  |  |
| Communication Services - 0.0% |  |  |  |
| Wireless Telecommunication Services - 0.0% |  |  |  |
| Axian Telecom Holding & Management PLC 7.25% 7/11/2030 (l) |  | 280000 | 277595 |
| MEXICO - 0.9%  |  |  |  |
| Communication Services - 0.0% |  |  |  |
| Media - 0.0% |  |  |  |
| TV Azteca SAB de CV 8.25% (g)(m) |  | 1500000 | 510000 |
| Consumer Discretionary - 0.0% |  |  |  |
| Automobile Components - 0.0% |  |  |  |
| Metalsa Sapi De Cv 3.75% 5/4/2031 (l) |  | 455000 | 392949 |
| Energy - 0.6% |  |  |  |
| Energy Equipment & Services - 0.1% |  |  |  |
| Borr IHC Ltd / Borr Finance LLC 10% 11/15/2028 (l) |  | 371342 | 379233 |
| Borr IHC Ltd / Borr Finance LLC 10.375% 11/15/2030 (l) |  | 130922 | 132351 |
|  |  |  | 511584 |
| Oil, Gas & Consumable Fuels - 0.5% |  |  |  |
| FEL Energy VI SARL 5.75% 12/1/2040 (l) |  | 240375 | 227623 |
| Petroleos Mexicanos 6.5% 6/2/2041  |  | 170000 | 143990 |
| Petroleos Mexicanos 6.625% 6/15/2035  |  | 1965000 | 1832559 |
| Petroleos Mexicanos 6.7% 2/16/2032  |  | 821000 | 803554 |
| Petroleos Mexicanos 6.75% 9/21/2047  |  | 798000 | 637163 |
| Petroleos Mexicanos 6.95% 1/28/2060  |  | 535000 | 420564 |
| Petroleos Mexicanos 7.69% 1/23/2050  |  | 3478000 | 3013687 |
|  |  |  | 7079140 |
| TOTAL ENERGY |  |  | 7590724 |
| Financials - 0.1% |  |  |  |
| Banks - 0.0% |  |  |  |
| BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX 5.25% 9/10/2029 (l) |  | 440000 | 443098 |
| Capital Markets - 0.1% |  |  |  |
| Eagle Funding Luxco Sarl 5.5% 8/17/2030 (l) |  | 970000 | 972425 |
| TOTAL FINANCIALS |  |  | 1415523 |
| Materials - 0.1% |  |  |  |
| Chemicals - 0.1% |  |  |  |
| Orbia Advance Corp SAB de CV 2.875% 5/11/2031 (l) |  | 340000 | 273744 |
| Orbia Advance Corp SAB de CV 6.8% 5/13/2030 (l) |  | 670000 | 652496 |
|  |  |  | 926240 |
| Metals & Mining - 0.0% |  |  |  |
| Fresnillo PLC 4.25% 10/2/2050 (l) |  | 360000 | 270900 |
| TOTAL MATERIALS |  |  | 1197140 |
| Real Estate - 0.0% |  |  |  |
| Real Estate Management & Development - 0.0% |  |  |  |
| Corp Inmobiliaria Vesta SAB de CV 5.5% 1/30/2033 (l) |  | 355000 | 343019 |
| Utilities - 0.1% |  |  |  |
| Independent Power and Renewable Electricity Producers - 0.1% |  |  |  |
| Buffalo Energy Mexico Holdings / Buffalo Energy Infrastructure / Buffalo Energy 7.875% 2/15/2039 (l) |  | 485756 | 508276 |
| Saavi Energia Sarl 8.875% 2/10/2035 (l) |  | 740000 | 772560 |
| TOTAL UTILITIES |  |  | 1280836 |
| TOTAL MEXICO |  |  | 12730191 |
| MOROCCO - 0.1%  |  |  |  |
| Materials - 0.1% |  |  |  |
| Chemicals - 0.1% |  |  |  |
| OCP SA 3.75% 6/23/2031 (l) |  | 365000 | 332150 |
| OCP SA 5.125% 6/23/2051 (l) |  | 305000 | 237098 |
| OCP SA 6.1% 4/30/2030 (l) |  | 280000 | 284550 |
| OCP SA 6.75% 5/2/2034 (l) |  | 255000 | 265552 |
| OCP SA 6.875% 4/25/2044 (l) |  | 325000 | 323359 |
| OCP SA 7.5% 5/2/2054 (l) |  | 200000 | 209663 |
| TOTAL MOROCCO |  |  | 1652372 |
| NETHERLANDS - 0.1%  |  |  |  |
| Communication Services - 0.1% |  |  |  |
| Media - 0.1% |  |  |  |
| VZ Secured Financing BV 5% 1/15/2032 (l) |  | 1105000 | 947282 |
| Ziggo BV 4.875% 1/15/2030 (l) |  | 430000 | 401432 |
| TOTAL NETHERLANDS |  |  | 1348714 |
| NIGERIA - 0.0%  |  |  |  |
| Communication Services - 0.0% |  |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |  |
| IHS Holding Ltd 7.875% 5/29/2030 (l) |  | 465000 | 470892 |
| Information Technology - 0.0% |  |  |  |
| Communications Equipment - 0.0% |  |  |  |
| IHS Netherlands Holdco BV 8% 9/18/2027 (l) |  | 268115 | 267612 |
| TOTAL NIGERIA |  |  | 738504 |
| NORWAY - 0.0%  |  |  |  |
| Energy - 0.0% |  |  |  |
| Energy Equipment & Services - 0.0% |  |  |  |
| Seadrill Finance Ltd 8.375% 8/1/2030 (l) |  | 595000 | 615327 |
| PANAMA - 0.1%  |  |  |  |
| Communication Services - 0.1% |  |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |  |
| Sable International Finance Ltd 7.125% 10/15/2032 (l) |  | 540000 | 531418 |
| Media - 0.1% |  |  |  |
| Telecomunicaciones Digitales SA 4.5% 1/30/2030 (l) |  | 1020000 | 956607 |
| Wireless Telecommunication Services - 0.0% |  |  |  |
| C&W Senior Finance Ltd 9% 1/15/2033 (l) |  | 315000 | 315394 |
| TOTAL COMMUNICATION SERVICES |  |  | 1803419 |
| Industrials - 0.0% |  |  |  |
| Air Freight & Logistics - 0.0% |  |  |  |
| Aeropuerto Internacional de Tocumen SA 5.125% 8/11/2061 (l) |  | 205000 | 162821 |
| TOTAL PANAMA |  |  | 1966240 |
| PARAGUAY - 0.0%  |  |  |  |
| Communication Services - 0.0% |  |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |  |
| Telefonica Celular del Paraguay SA 5.875% 4/15/2027 (l) |  | 200000 | 198907 |
| PERU - 0.2%  |  |  |  |
| Consumer Discretionary - 0.0% |  |  |  |
| Broadline Retail - 0.0% |  |  |  |
| InRetail Shopping Malls 5.65% 10/16/2032 (l) |  | 365000 | 355327 |
| Financials - 0.0% |  |  |  |
| Banks - 0.0% |  |  |  |
| Banco de Credito del Peru S.A. 5.8% 3/10/2035 (c)(l) |  | 485000 | 479859 |
| Materials - 0.2% |  |  |  |
| Metals & Mining - 0.2% |  |  |  |
| Cia de Minas Buenaventura SAA 6.8% 2/4/2032 (l) |  | 515000 | 522854 |
| Volcan Cia Minera SAA 8.5% 10/28/2032 (l) |  | 690000 | 702006 |
| TOTAL MATERIALS |  |  | 1224860 |
| Utilities - 0.0% |  |  |  |
| Electric Utilities - 0.0% |  |  |  |
| Kallpa Generacion SA 5.5% 9/11/2035 (l) |  | 240000 | 234624 |
| Independent Power and Renewable Electricity Producers - 0.0% |  |  |  |
| Niagara Energy SAC 5.746% 10/3/2034 (l) |  | 495000 | 495322 |
| TOTAL UTILITIES |  |  | 729946 |
| TOTAL PERU |  |  | 2789992 |
| POLAND - 0.0%  |  |  |  |
| Energy - 0.0% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |  |
| ORLEN SA 6% 1/30/2035 (l) |  | 630000 | 641813 |
| QATAR - 0.2%  |  |  |  |
| Communication Services - 0.0% |  |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |  |
| Ooredoo International Finance Ltd 2.625% 4/8/2031 (l) |  | 385000 | 348048 |
| Energy - 0.2% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.2% |  |  |  |
| QatarEnergy 2.25% 7/12/2031 (l) |  | 1255000 | 1101225 |
| QatarEnergy 3.125% 7/12/2041 (l) |  | 1235000 | 893831 |
| QatarEnergy 3.3% 7/12/2051 (l) |  | 930000 | 597869 |
| TOTAL ENERGY |  |  | 2592925 |
| TOTAL QATAR |  |  | 2940973 |
| RUSSIA - 0.0%  |  |  |  |
| Materials - 0.0% |  |  |  |
| Metals & Mining - 0.0% |  |  |  |
| TMK OAO Via TMK Capital SA loan participation 4.3% (e)(g)(m) |  | 400000 | 19999 |
| SAUDI ARABIA - 0.8%  |  |  |  |
| Energy - 0.5% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.5% |  |  |  |
| EIG Pearl Holdings Sarl 3.545% 8/31/2036 (l) |  | 1304537 | 1162590 |
| Saudi Arabian Oil Co 2.25% 11/24/2030 (l) |  | 1010000 | 891073 |
| Saudi Arabian Oil Co 3.25% 11/24/2050 (l) |  | 800000 | 498032 |
| Saudi Arabian Oil Co 3.5% 11/24/2070 (l) |  | 460000 | 273714 |
| Saudi Arabian Oil Co 3.5% 4/16/2029 (l) |  | 1400000 | 1341200 |
| Saudi Arabian Oil Co 4.25% 4/16/2039 (l) |  | 1705000 | 1469932 |
| Saudi Arabian Oil Co 4.375% 4/16/2049 (l) |  | 215000 | 167855 |
| Saudi Arabian Oil Co 5.875% 7/17/2064 (l) |  | 200000 | 181738 |
| Saudi Arabian Oil Co 6.375% 6/2/2055 (l) |  | 780000 | 775125 |
| TOTAL ENERGY |  |  | 6761259 |
| Financials - 0.1% |  |  |  |
| Financial Services - 0.1% |  |  |  |
| Gaci First Investment Co 5% 10/13/2027 (m) |  | 635000 | 636588 |
| Gaci First Investment Co 5.25% 10/13/2032 (m) |  | 315000 | 314564 |
| TOTAL FINANCIALS |  |  | 951152 |
| Industrials - 0.1% |  |  |  |
| Construction & Engineering - 0.1% |  |  |  |
| Greensaif Pipelines Bidco Sarl 5.8528% 2/23/2036 (l) |  | 510000 | 511020 |
| Greensaif Pipelines Bidco Sarl 6.1027% 8/23/2042 (l) |  | 380000 | 377507 |
| Greensaif Pipelines Bidco Sarl 6.129% 2/23/2038 (l) |  | 1015000 | 1025480 |
| Greensaif Pipelines Bidco Sarl 6.51% 2/23/2042 (l) |  | 305000 | 315538 |
| TOTAL INDUSTRIALS |  |  | 2229545 |
| Materials - 0.1% |  |  |  |
| Chemicals - 0.1% |  |  |  |
| Ma'aden Sukuk Ltd 5.25% 1/29/2036 (l) |  | 290000 | 282112 |
| Ma'aden Sukuk Ltd 5.25% 2/13/2030 (l) |  | 585000 | 588221 |
| TOTAL MATERIALS |  |  | 870333 |
| Real Estate - 0.0% |  |  |  |
| Real Estate Management & Development - 0.0% |  |  |  |
| Dar Al-Arkan Sukuk Co Ltd 7.25% 7/2/2030 (m) |  | 375000 | 363724 |
| TOTAL SAUDI ARABIA |  |  | 11176013 |
| SERBIA - 0.0%  |  |  |  |
| Consumer Discretionary - 0.0% |  |  |  |
| Distributors - 0.0% |  |  |  |
| Telecommunications co Telekom Srbija AD Belgrade 7% 10/28/2029 (l) |  | 465000 | 457560 |
| SOUTH AFRICA - 0.2%  |  |  |  |
| Communication Services - 0.0% |  |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |  |
| Liquid Telecommunications Financing Plc 5.5% 9/4/2026 (l) |  | 390000 | 386792 |
| Wireless Telecommunication Services - 0.0% |  |  |  |
| MTN Mauritius Investments Ltd 6.5% 10/13/2026 (l) |  | 315000 | 316417 |
| TOTAL COMMUNICATION SERVICES |  |  | 703209 |
| Materials - 0.1% |  |  |  |
| Chemicals - 0.1% |  |  |  |
| Sasol Financing USA LLC 4.375% 9/18/2026  |  | 530000 | 526889 |
| Sasol Financing USA LLC 5.5% 3/18/2031  |  | 200000 | 181250 |
| Sasol Financing USA LLC 6.5% 9/27/2028  |  | 215000 | 216950 |
| Sasol Financing USA LLC 8.75% 4/10/2033 (l) |  | 200000 | 200000 |
| Sasol Financing USA LLC 8.75% 5/3/2029 (l) |  | 560000 | 582036 |
|  |  |  | 1707125 |
| Metals & Mining - 0.0% |  |  |  |
| Windfall Mining Group Inc / Groupe Minier Windfall Inc 5.854% 5/13/2032 (l) |  | 330000 | 333772 |
| TOTAL MATERIALS |  |  | 2040897 |
| Utilities - 0.1% |  |  |  |
| Electric Utilities - 0.1% |  |  |  |
| Eskom Holdings 6.35% 8/10/2028 (l) |  | 590000 | 594610 |
| Eskom Holdings 8.45% 8/10/2028 (l) |  | 460000 | 482365 |
| TOTAL UTILITIES |  |  | 1076975 |
| TOTAL SOUTH AFRICA |  |  | 3821081 |
| SPAIN - 0.0%  |  |  |  |
| Health Care - 0.0% |  |  |  |
| Biotechnology - 0.0% |  |  |  |
| Grifols SA 4.75% 10/15/2028 (l) |  | 280000 | 274149 |
| Utilities - 0.0% |  |  |  |
| Independent Power and Renewable Electricity Producers - 0.0% |  |  |  |
| Atlantica Sustainable Infrastructure Ltd 4.125% 6/15/2028 (l) |  | 283000 | 274501 |
| TOTAL SPAIN |  |  | 548650 |
| SWITZERLAND - 0.0%  |  |  |  |
| Materials - 0.0% |  |  |  |
| Chemicals - 0.0% |  |  |  |
| Consolidated Energy Finance SA 12% 2/15/2031 (l) |  | 450000 | 443250 |
| THAILAND - 0.0%  |  |  |  |
| Financials - 0.0% |  |  |  |
| Financial Services - 0.0% |  |  |  |
| PTT Treasury Center Co Ltd 3.7% 7/16/2070 (l) |  | 230000 | 155517 |
| TURKEY - 0.1%  |  |  |  |
| Communication Services - 0.0% |  |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |  |
| Turk Telekomunikasyon AS 6.95% 10/7/2032 (l) |  | 250000 | 243398 |
| Financials - 0.1% |  |  |  |
| Banks - 0.1% |  |  |  |
| Turkiye Garanti Bankasi AS 8.125% 1/8/2036 (c)(l) |  | 380000 | 377036 |
| Turkiye Ihracat Kredi Bankasi AS 6.375% 1/15/2031 (l) |  | 440000 | 423223 |
| Turkiye Ihracat Kredi Bankasi AS 6.375% 10/3/2030 (l) |  | 465000 | 449161 |
| TOTAL FINANCIALS |  |  | 1249420 |
| Industrials - 0.0% |  |  |  |
| Transportation Infrastructure - 0.0% |  |  |  |
| TAV Havalimanlari Holding AS 8.5% 12/7/2028 (l) |  | 185000 | 188641 |
| Materials - 0.0% |  |  |  |
| Metals & Mining - 0.0% |  |  |  |
| Eldorado Gold Corp 6.25% 9/1/2029 (l) |  | 420000 | 418480 |
| TOTAL TURKEY |  |  | 2099939 |
| UKRAINE - 0.0%  |  |  |  |
| Energy - 0.0% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |  |
| NAK Naftogaz Ukraine via Kondor Finance PLC loan participation 7.625% 11/8/2028 pay-in-kind (l) |  | 268539 | 209460 |
| UNITED ARAB EMIRATES - 0.5%  |  |  |  |
| Energy - 0.1% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.1% |  |  |  |
| Adnoc Murban Rsc Ltd 5.125% 9/11/2054 (l) |  | 375000 | 321517 |
| Galaxy Pipeline Assets Bidco Ltd 2.16% 3/31/2034 (l) |  | 395934 | 349293 |
| Galaxy Pipeline Assets Bidco Ltd 2.625% 3/31/2036 (l) |  | 1210000 | 1026097 |
| TOTAL ENERGY |  |  | 1696907 |
| Financials - 0.2% |  |  |  |
| Financial Services - 0.2% |  |  |  |
| Abu Dhabi Developmental Holding Co PJSC 5.25% 10/2/2054 (l) |  | 470000 | 414893 |
| Abu Dhabi Developmental Holding Co PJSC 5.5% 5/8/2034 (l) |  | 230000 | 232734 |
| MDGH GMTN RSC Ltd 2.875% 11/7/2029 (l) |  | 530000 | 493626 |
| MDGH GMTN RSC Ltd 4.375% 11/22/2033 (l) |  | 305000 | 288381 |
| MDGH GMTN RSC Ltd 5.084% 5/22/2053 (l) |  | 345000 | 303296 |
| MDGH GMTN RSC Ltd Series 1, 5.5% 4/28/2033 (l) |  | 300000 | 303666 |
| TOTAL FINANCIALS |  |  | 2036596 |
| Industrials - 0.0% |  |  |  |
| Transportation Infrastructure - 0.0% |  |  |  |
| DP World Crescent Ltd 3.7495% 1/30/2030 (l) |  | 425000 | 397375 |
| DP World Ltd/United Arab Emirates 5.625% 9/25/2048 (l) |  | 400000 | 357100 |
| TOTAL INDUSTRIALS |  |  | 754475 |
| Real Estate - 0.1% |  |  |  |
| Real Estate Management & Development - 0.1% |  |  |  |
| Aldar Properties PJSC 5.875% 4/14/2056 (c)(l) |  | 260000 | 238059 |
| Aldar Properties PJSC 6.6227% 4/15/2055 (c)(m) |  | 755000 | 719364 |
| Alpha Star Holding IX Ltd 7% 8/26/2028 (m) |  | 400000 | 379840 |
| Alpha Star Holding VIII Ltd 8.375% 4/12/2027 (m) |  | 445000 | 440639 |
| Sobha Sukuk Ltd 8.75% 7/17/2028 (m) |  | 235000 | 219725 |
| TOTAL REAL ESTATE |  |  | 1997627 |
| Utilities - 0.1% |  |  |  |
| Multi-Utilities - 0.1% |  |  |  |
| Abu Dhabi National Energy Co PJSC 4% 10/3/2049 (l) |  | 448000 | 338576 |
| Abu Dhabi National Energy Co PJSC 4.696% 4/24/2033 (l) |  | 350000 | 337621 |
| Abu Dhabi National Energy Co PJSC 4.75% 3/9/2037 (l) |  | 470000 | 440634 |
| Abu Dhabi National Energy Co PJSC 4.875% 4/23/2030 (l) |  | 195000 | 194645 |
| TOTAL UTILITIES |  |  | 1311476 |
| TOTAL UNITED ARAB EMIRATES |  |  | 7797081 |
| UNITED KINGDOM - 0.6%  |  |  |  |
| Communication Services - 0.1% |  |  |  |
| Wireless Telecommunication Services - 0.1% |  |  |  |
| Vmed O2 UK Financing I PLC 4.75% 7/15/2031 (l) |  | 995000 | 856838 |
| Consumer Discretionary - 0.0% |  |  |  |
| Automobile Components - 0.0% |  |  |  |
| Macquarie Airfinance Holdings Ltd 6.4% 3/26/2029 (l) |  | 195000 | 202020 |
| Macquarie Airfinance Holdings Ltd 6.5% 3/26/2031 (l) |  | 295000 | 308929 |
| TOTAL CONSUMER DISCRETIONARY |  |  | 510949 |
| Energy - 0.5% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.5% |  |  |  |
| EG Global Finance PLC 12% 11/30/2028 (l) |  | 5765000 | 6167577 |
| Financials - 0.0% |  |  |  |
| Insurance - 0.0% |  |  |  |
| Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC 8.125% 2/15/2032 (l) |  | 425000 | 398097 |
| Health Care - 0.0% |  |  |  |
| Health Care Providers & Services - 0.0% |  |  |  |
| 180 Medical Inc 3.875% 10/15/2029 (l) |  | 300000 | 291447 |
| Industrials - 0.0% |  |  |  |
| Aerospace & Defense - 0.0% |  |  |  |
| Rolls-Royce PLC 5.75% 10/15/2027 (l) |  | 650000 | 660161 |
| Materials - 0.0% |  |  |  |
| Metals & Mining - 0.0% |  |  |  |
| Celtic Resources Holdings DAC 4.125% (e)(g)(l) |  | 445000 | 63795 |
| TOTAL UNITED KINGDOM |  |  | 8948864 |
| UNITED STATES - 18.1%  |  |  |  |
| Communication Services - 2.2% |  |  |  |
| Diversified Telecommunication Services - 0.4% |  |  |  |
| APLD ComputeCo LLC 9.25% 12/15/2030 (l) |  | 1430000 | 1473360 |
| Black Pearl Compute LLC 6.125% 2/15/2031 (l) |  | 425000 | 432564 |
| Cipher Compute LLC 7.125% 11/15/2030 (l) |  | 620000 | 642338 |
| Frontier Communications Holdings LLC 5% 5/1/2028 (l) |  | 1165000 | 1164817 |
| Level 3 Financing Inc 7% 3/31/2034 (l) |  | 1920000 | 1965285 |
| WULF Compute LLC 7.75% 10/15/2030 (l) |  | 1410000 | 1489919 |
|  |  |  | 7168283 |
| Entertainment - 0.1% |  |  |  |
| OAK-Eagle Acquireco Inc 7.25% 7/1/2033 (i)(l) |  | 1230000 | 1274396 |
| ROBLOX Corp 3.875% 5/1/2030 (l) |  | 1160000 | 1090148 |
|  |  |  | 2364544 |
| Interactive Media & Services - 0.1% |  |  |  |
| Alphabet Inc 4.375% 11/6/2064  | EUR | 1519000 | 1656950 |
| Media - 1.6% |  |  |  |
| CSC Holdings LLC 3.375% 2/15/2031 (l) |  | 1326000 | 778956 |
| CSC Holdings LLC 4.125% 12/1/2030 (l) |  | 1249000 | 749511 |
| CSC Holdings LLC 4.5% 11/15/2031 (l) |  | 3060000 | 1814300 |
| CSC Holdings LLC 6.5% 2/1/2029 (l) |  | 700000 | 446134 |
| DISH Network Corp 11.75% 11/15/2027 (l) |  | 2920000 | 3008315 |
| EchoStar Corp 10.75% 11/30/2029  |  | 7297195 | 7882801 |
| EchoStar Corp 6.75% 11/30/2030 pay-in-kind (c) |  | 2249516 | 2271467 |
| Nexstar Media Inc 6.5% 9/15/2033 (l) |  | 1135000 | 1143648 |
| Scripps Escrow II Inc 3.875% 1/15/2029 (l) |  | 165000 | 152616 |
| Sirius XM Radio LLC 3.875% 9/1/2031 (l) |  | 570000 | 517514 |
| Sirius XM Radio LLC 4% 7/15/2028 (l) |  | 580000 | 559851 |
| Sirius XM Radio LLC 5% 8/1/2027 (l) |  | 404000 | 403436 |
| Univision Communications Inc 4.5% 5/1/2029 (l) |  | 570000 | 535510 |
| Univision Communications Inc 7.375% 6/30/2030 (l) |  | 2900000 | 2841768 |
| Univision Communications Inc 8.5% 7/31/2031 (l) |  | 1930000 | 1939418 |
|  |  |  | 25045245 |
| TOTAL COMMUNICATION SERVICES |  |  | 36235022 |
| Consumer Discretionary - 2.2% |  |  |  |
| Automobile Components - 0.1% |  |  |  |
| Adient Global Holdings Ltd 7% 4/15/2028 (l) |  | 300000 | 303949 |
| Clarios Global LP / Clarios US Finance Co 6.75% 5/15/2028 (l) |  | 600000 | 605839 |
| Dana Inc 4.5% 2/15/2032  |  | 221000 | 206238 |
| Hertz Corp/The 12.625% 7/15/2029 (l) |  | 130000 | 114069 |
| Hertz Corp/The 5.5% (e)(g)(s) |  | 650000 | 0 |
| Hertz Corp/The 6% (e)(g)(s) |  | 575000 | 0 |
| Hertz Corp/The 6.25% (e)(g)(s) |  | 670000 | 0 |
| Hertz Corp/The 7.125% (e)(g)(s) |  | 620000 | 0 |
| Nesco Holdings II Inc 5.5% 4/15/2029 (l) |  | 715000 | 699254 |
|  |  |  | 1929349 |
| Automobiles - 0.0% |  |  |  |
| Nissan Motor Acceptance Co LLC 2.45% 9/15/2028 (l) |  | 175000 | 159937 |
| Nissan Motor Acceptance Co LLC 5.55% 9/13/2029 (l) |  | 200000 | 192788 |
| Nissan Motor Acceptance Co LLC 7.05% 9/15/2028 (l) |  | 85000 | 86325 |
|  |  |  | 439050 |
| Broadline Retail - 0.1% |  |  |  |
| ANGI Group LLC 3.875% 8/15/2028 (l) |  | 335000 | 298183 |
| Wayfair LLC 6.75% 11/15/2032 (l) |  | 450000 | 453416 |
| Wayfair LLC 7.25% 10/31/2029 (l) |  | 610000 | 622679 |
|  |  |  | 1374278 |
| Distributors - 0.0% |  |  |  |
| Windsor Holdings III LLC 8.5% 6/15/2030 (l) |  | 295000 | 305582 |
| Diversified Consumer Services - 0.1% |  |  |  |
| Service Corp International/US 4% 5/15/2031  |  | 570000 | 530954 |
| TKC Holdings Inc 8.5% 8/15/2030 (l) |  | 1510000 | 1522586 |
|  |  |  | 2053540 |
| Hotels, Restaurants & Leisure - 1.2% |  |  |  |
| Bloomin' Brands Inc / OSI Restaurant Partners LLC 5.125% 4/15/2029 (l) |  | 270000 | 239169 |
| Boyd Gaming Corp 4.75% 6/15/2031 (l) |  | 715000 | 679832 |
| Carnival Corp 4% 8/1/2028 (l) |  | 3420000 | 3334951 |
| Carnival Corp 5.125% 5/1/2029 (l) |  | 575000 | 570070 |
| Carnival Corp 5.875% 6/15/2031 (l) |  | 435000 | 440347 |
| Carnival Corp 7% 8/15/2029 (l) |  | 300000 | 311205 |
| Churchill Downs Inc 5.75% 4/1/2030 (l) |  | 725000 | 716998 |
| Churchill Downs Inc 6.75% 5/1/2031 (l) |  | 600000 | 611280 |
| Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc 4.625% 1/15/2029 (l) |  | 1175000 | 1122979 |
| Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc 6.75% 1/15/2030 (l) |  | 1600000 | 1494484 |
| Hilton Domestic Operating Co Inc 3.75% 5/1/2029 (l) |  | 330000 | 315891 |
| Hilton Domestic Operating Co Inc 4% 5/1/2031 (l) |  | 500000 | 468827 |
| Hilton Domestic Operating Co Inc 4.875% 1/15/2030  |  | 975000 | 960277 |
| Hilton Domestic Operating Co Inc 5.5% 3/31/2034 (l) |  | 425000 | 415215 |
| Hilton Worldwide Finance LLC / Hilton Worldwide Finance Corp 4.875% 4/1/2027  |  | 435000 | 434731 |
| Jacobs Entertainment Inc 6.75% 2/15/2029 (l) |  | 395000 | 369325 |
| Light & Wonder International Inc 7.5% 9/1/2031 (l) |  | 295000 | 302759 |
| Lindblad Expeditions LLC 7% 9/15/2030 (l) |  | 390000 | 398186 |
| MGM Resorts International 4.75% 10/15/2028  |  | 665000 | 652562 |
| Mohegan Tribal Gaming Authority / MS Digital Entertainment Holdings LLC 8.25% 4/15/2030 (l) |  | 795000 | 813865 |
| Neogen Food Safety Corp 8.625% 7/20/2030 (l) |  | 260000 | 273084 |
| Papa John's International Inc 3.875% 9/15/2029 (l) |  | 255000 | 241663 |
| Premier Entertainment Sub LLC / Premier Entertainment Finance Corp 5.625% 9/1/2029 (l) |  | 510000 | 311100 |
| Premier Entertainment Sub LLC / Premier Entertainment Finance Corp 5.875% 9/1/2031 (l) |  | 110000 | 60500 |
| Royal Caribbean Cruises Ltd 5.375% 7/15/2027 (l) |  | 415000 | 416567 |
| Royal Caribbean Cruises Ltd 6.25% 3/15/2032 (l) |  | 565000 | 577647 |
| Station Casinos LLC 4.625% 12/1/2031 (l) |  | 410000 | 382813 |
| VOC Escrow Ltd 5% 2/15/2028 (l) |  | 990000 | 985924 |
| Yum! Brands Inc 4.625% 1/31/2032  |  | 590000 | 562424 |
|  |  |  | 18464675 |
| Household Durables - 0.2% |  |  |  |
| Ashton Woods USA LLC / Ashton Woods Finance Co 4.625% 4/1/2030 (l) |  | 410000 | 380533 |
| Installed Building Products Inc 5.625% 2/1/2034 (l) |  | 425000 | 414713 |
| LGI Homes Inc 8.75% 12/15/2028 (l) |  | 285000 | 291593 |
| Somnigroup International Inc 3.875% 10/15/2031 (l) |  | 735000 | 668228 |
| Somnigroup International Inc 4% 4/15/2029 (l) |  | 790000 | 759706 |
| TopBuild Corp 3.625% 3/15/2029 (l) |  | 305000 | 290447 |
| TopBuild Corp 5.625% 1/31/2034 (l) |  | 430000 | 420872 |
| Tri Pointe Homes Inc 5.7% 6/15/2028  |  | 865000 | 872278 |
|  |  |  | 4098370 |
| Specialty Retail - 0.4% |  |  |  |
| Asbury Automotive Group Inc 4.5% 3/1/2028  |  | 184000 | 180688 |
| Asbury Automotive Group Inc 4.625% 11/15/2029 (l) |  | 450000 | 435029 |
| Asbury Automotive Group Inc 4.75% 3/1/2030  |  | 184000 | 177310 |
| Asbury Automotive Group Inc 5% 2/15/2032 (l) |  | 485000 | 459301 |
| Bath & Body Works Inc 6.625% 10/1/2030 (l) |  | 925000 | 933715 |
| Bath & Body Works Inc 6.75% 7/1/2036  |  | 870000 | 834214 |
| Bath & Body Works Inc 7.5% 6/15/2029  |  | 500000 | 506017 |
| LBM Acquisition LLC 9.5% 6/15/2031 (l) |  | 900000 | 783402 |
| LCM Investments Holdings II LLC 8.25% 8/1/2031 (l) |  | 355000 | 368754 |
| Park River Holdings Inc 8% 3/15/2031 (l) |  | 265000 | 263776 |
| PetSmart LLC / PetSmart Finance Corp 7.5% 9/15/2032 (l) |  | 720000 | 723506 |
| Wand NewCo 3 Inc 7.625% 1/30/2032 (l) |  | 565000 | 577711 |
|  |  |  | 6243423 |
| Textiles, Apparel & Luxury Goods - 0.1% |  |  |  |
| Crocs Inc 4.125% 8/15/2031 (l) |  | 280000 | 251953 |
| Crocs Inc 4.25% 3/15/2029 (l) |  | 435000 | 417520 |
| Kontoor Brands Inc 4.125% 11/15/2029 (l) |  | 240000 | 226794 |
|  |  |  | 896267 |
| TOTAL CONSUMER DISCRETIONARY |  |  | 35804534 |
| Consumer Staples - 1.1% |  |  |  |
| Beverages - 0.0% |  |  |  |
| Primo Water Holdings Inc / Triton Water Holdings Inc 6.25% 4/1/2029 (l) |  | 315000 | 315511 |
| Consumer Staples Distribution & Retail - 0.6% |  |  |  |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 3.5% 3/15/2029 (l) |  | 525000 | 500819 |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 4.875% 2/15/2030 (l) |  | 5365000 | 5251458 |
| C&S Group Enterprises LLC 5% 12/15/2028 (l) |  | 510000 | 474261 |
| KeHE Distributors LLC / KeHE Finance Corp / NextWave Distribution Inc 9% 2/15/2029 (l) |  | 1595000 | 1660475 |
| Performance Food Group Inc 4.25% 8/1/2029 (l) |  | 400000 | 384226 |
| Performance Food Group Inc 5.625% 3/1/2034 (l) |  | 565000 | 544938 |
| US Foods Inc 7.25% 1/15/2032 (l) |  | 290000 | 300082 |
|  |  |  | 9116259 |
| Food Products - 0.5% |  |  |  |
| Chobani LLC / Chobani Finance Corp Inc 4.625% 11/15/2028 (l) |  | 375000 | 368634 |
| Darling Ingredients Inc 6% 6/15/2030 (l) |  | 675000 | 679717 |
| Fiesta Purchaser Inc 7.875% 3/1/2031 (l) |  | 535000 | 544664 |
| Fiesta Purchaser Inc 9.625% 9/15/2032 (l) |  | 340000 | 346280 |
| Lamb Weston Holdings Inc 4.125% 1/31/2030 (l) |  | 555000 | 528386 |
| Lamb Weston Holdings Inc 4.375% 1/31/2032 (l) |  | 275000 | 255462 |
| Post Holdings Inc 4.5% 9/15/2031 (l) |  | 1215000 | 1129721 |
| Post Holdings Inc 4.625% 4/15/2030 (l) |  | 3850000 | 3696018 |
| Simmons Foods Inc/Simmons Prepared Foods Inc/Simmons Pet Food Inc/Simmons Feed 4.625% 3/1/2029 (l) |  | 430000 | 413826 |
|  |  |  | 7962708 |
| Household Products - 0.0% |  |  |  |
| Spectrum Brands Inc 3.875% 3/15/2031 (l) |  | 103000 | 88901 |
| Personal Care Products - 0.0% |  |  |  |
| BellRing Brands Inc 7% 3/15/2030 (l) |  | 685000 | 685178 |
| TOTAL CONSUMER STAPLES |  |  | 18168557 |
| Energy - 2.7% |  |  |  |
| Energy Equipment & Services - 0.3% |  |  |  |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc 4.737% 3/11/2046  | EUR | 1045000 | 1198408 |
| Diamond Foreign Asset Co / Diamond Finance LLC 8.5% 10/1/2030 (l) |  | 261000 | 275731 |
| Nabors Industries Inc 7.625% 11/15/2032 (l) |  | 285000 | 291739 |
| Nabors Industries Inc 9.125% 1/31/2030 (l) |  | 575000 | 603745 |
| Noble Finance II LLC 8% 4/15/2030 (l) |  | 300000 | 308876 |
| SESI LLC 7.875% 9/30/2030 (l) |  | 290000 | 295716 |
| Transocean International Ltd 7.875% 10/15/2032 (l) |  | 195000 | 208237 |
| Transocean International Ltd 8.25% 5/15/2029 (l) |  | 205000 | 211835 |
| Transocean International Ltd 8.5% 5/15/2031 (l) |  | 205000 | 215005 |
| Transocean International Ltd 8.75% 2/15/2030 (l) |  | 1032500 | 1074000 |
| Transocean Titan Financing Ltd 8.375% 2/1/2028 (l) |  | 422871 | 431726 |
| Valaris Ltd 8.375% 4/30/2030 (l) |  | 295000 | 305676 |
|  |  |  | 5420694 |
| Oil, Gas & Consumable Fuels - 2.4% |  |  |  |
| Antero Midstream Partners LP / Antero Midstream Finance Corp 5.375% 6/15/2029 (l) |  | 430000 | 428621 |
| Antero Midstream Partners LP / Antero Midstream Finance Corp 5.75% 1/15/2028 (l) |  | 955000 | 954995 |
| California Resources Corp 8.25% 6/15/2029 (l) |  | 168000 | 175766 |
| Chesapeake Energy Corp 7% (e)(g) |  | 360000 | 0 |
| Chesapeake Energy Corp 8% (e)(g) |  | 180000 | 0 |
| Chesapeake Energy Corp 8% (e)(g) |  | 115000 | 0 |
| CITGO Petroleum Corp 8.375% 1/15/2029 (l) |  | 1280000 | 1321836 |
| CNX Midstream Partners LP 4.75% 4/15/2030 (l) |  | 295000 | 280469 |
| CNX Resources Corp 7.375% 1/15/2031 (l) |  | 295000 | 303115 |
| Comstock Resources Inc 5.875% 1/15/2030 (l) |  | 1525000 | 1475543 |
| Comstock Resources Inc 6.75% 3/1/2029 (l) |  | 1030000 | 1016644 |
| CQP Holdco LP / BIP-V Chinook Holdco LLC 5.5% 6/15/2031 (l) |  | 1265000 | 1233682 |
| CQP Holdco LP / BIP-V Chinook Holdco LLC 7.5% 12/15/2033 (l) |  | 760000 | 797592 |
| CVR Energy Inc 5.75% 2/15/2028 (l) |  | 1061000 | 1049319 |
| DT Midstream Inc 4.125% 6/15/2029 (l) |  | 430000 | 420953 |
| DT Midstream Inc 4.375% 6/15/2031 (l) |  | 430000 | 414491 |
| Energy Transfer LP 5.5% 6/1/2027  |  | 860000 | 867932 |
| Energy Transfer LP 6% 2/1/2029 (l) |  | 2415000 | 2433832 |
| Expand Energy Corp 5.375% 3/15/2030  |  | 560000 | 564654 |
| Expand Energy Corp 5.875% 2/1/2029 (l) |  | 310000 | 310206 |
| Expand Energy Corp 6.75% 4/15/2029 (l) |  | 440000 | 440309 |
| Global Partners LP / GLP Finance Corp 7.125% 7/1/2033 (l) |  | 255000 | 257081 |
| Global Partners LP / GLP Finance Corp 8.25% 1/15/2032 (l) |  | 355000 | 366875 |
| Hess Midstream Operations LP 4.25% 2/15/2030 (l) |  | 460000 | 442031 |
| Hess Midstream Operations LP 5.125% 6/15/2028 (l) |  | 595000 | 593252 |
| Hess Midstream Operations LP 5.5% 10/15/2030 (l) |  | 275000 | 272826 |
| HF Sinclair Corp 5% 2/1/2028  |  | 400000 | 399968 |
| Hilcorp Energy I LP / Hilcorp Finance Co 6.25% 11/1/2028 (l) |  | 590000 | 591182 |
| Kinetik Holdings LP 5.875% 6/15/2030 (l) |  | 425000 | 426564 |
| Moss Creek Resources Holdings Inc 8.25% 9/1/2031 (l) |  | 280000 | 279826 |
| Murphy Oil USA Inc 4.75% 9/15/2029  |  | 370000 | 364931 |
| Murphy Oil USA Inc 5.625% 5/1/2027  |  | 305000 | 304538 |
| NGPL PipeCo LLC 4.875% 8/15/2027 (l) |  | 150000 | 150306 |
| Northern Oil & Gas Inc 7.875% 10/15/2033 (l) |  | 530000 | 548366 |
| Northern Oil & Gas Inc 8.75% 6/15/2031 (l) |  | 590000 | 613509 |
| Occidental Petroleum Corp 7.2% 3/15/2029  |  | 240000 | 255966 |
| ONEOK Inc 6.5% 9/1/2030 (l) |  | 895000 | 947375 |
| PBF Holding Co LLC / PBF Finance Corp 6% 2/15/2028  |  | 1445000 | 1438429 |
| PBF Holding Co LLC / PBF Finance Corp 7.875% 9/15/2030 (l) |  | 1230000 | 1263102 |
| PBF Holding Co LLC / PBF Finance Corp 9.875% 3/15/2030 (l) |  | 700000 | 750371 |
| Permian Resources Operating LLC 5.875% 7/1/2029 (l) |  | 405000 | 405506 |
| SM Energy Co 6.625% 1/15/2027  |  | 1125000 | 1124920 |
| SM Energy Co 6.75% 9/15/2026  |  | 250000 | 250164 |
| SM Energy Co 8.625% 11/1/2030 (l) |  | 580000 | 611950 |
| Sunoco LP / Sunoco Finance Corp 4.5% 4/30/2030  |  | 555000 | 535042 |
| Sunoco LP / Sunoco Finance Corp 4.5% 5/15/2029  |  | 605000 | 589949 |
| Sunoco LP / Sunoco Finance Corp 7% 9/15/2028 (l) |  | 290000 | 295884 |
| Sunoco LP 4.5% 10/1/2029 (l) |  | 440000 | 425164 |
| Sunoco LP 4.625% 5/1/2030 (l) |  | 550000 | 529303 |
| Sunoco LP 6.625% 8/15/2032 (l) |  | 280000 | 284387 |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp 5.5% 1/15/2028 (l) |  | 30000 | 29746 |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp 6% 9/1/2031 (l) |  | 540000 | 532883 |
| Talos Production Inc 9% 2/1/2029 (l) |  | 250000 | 260228 |
| Talos Production Inc 9.375% 2/1/2031 (l) |  | 285000 | 302031 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp 4.875% 2/1/2031  |  | 625000 | 624012 |
| Unit Corp 0% 12/1/2029 (Escrow) (e) |  | 120000 | 0 |
| Venture Global Calcasieu Pass LLC 3.875% 8/15/2029 (l) |  | 355000 | 337441 |
| Venture Global Calcasieu Pass LLC 4.125% 8/15/2031 (l) |  | 355000 | 329300 |
| Venture Global Plaquemines LNG LLC 6.125% 12/15/2030 (l) |  | 425000 | 437081 |
| Venture Global Plaquemines LNG LLC 6.5% 1/15/2034 (l) |  | 2315000 | 2413259 |
| Venture Global Plaquemines LNG LLC 6.5% 6/15/2034 (l) |  | 450000 | 468428 |
| Venture Global Plaquemines LNG LLC 6.75% 1/15/2036 (l) |  | 1455000 | 1541066 |
| Venture Global Plaquemines LNG LLC 7.5% 5/1/2033 (l) |  | 635000 | 697995 |
| Venture Global Plaquemines LNG LLC 7.75% 5/1/2035 (l) |  | 645000 | 722902 |
|  |  |  | 38505098 |
| TOTAL ENERGY |  |  | 43925792 |
| Financials - 2.2% |  |  |  |
| Capital Markets - 0.2% |  |  |  |
| Broadstreet Partners Group LLC 5.875% 4/15/2029 (l) |  | 725000 | 706558 |
| Coinbase Global Inc 3.375% 10/1/2028 (l) |  | 1445000 | 1352576 |
| Coinbase Global Inc 3.625% 10/1/2031 (l) |  | 865000 | 731056 |
| Hightower Holding LLC 6.75% 4/15/2029 (l) |  | 285000 | 278630 |
| Jane Street Group / JSG Finance Inc 4.5% 11/15/2029 (l) |  | 395000 | 382837 |
| MSCI Inc 3.25% 8/15/2033 (l) |  | 420000 | 365851 |
| MSCI Inc 4% 11/15/2029 (l) |  | 340000 | 330245 |
|  |  |  | 4147753 |
| Consumer Finance - 0.5% |  |  |  |
| Ally Financial Inc 8% 11/1/2031  |  | 5045000 | 5594032 |
| Ally Financial Inc 8% 11/1/2031  |  | 823000 | 907508 |
| OneMain Finance Corp 4% 9/15/2030  |  | 330000 | 298017 |
| OneMain Finance Corp 5.375% 11/15/2029  |  | 500000 | 482157 |
| OneMain Finance Corp 6.625% 1/15/2028  |  | 385000 | 387633 |
| OneMain Finance Corp 7.875% 3/15/2030  |  | 285000 | 294113 |
|  |  |  | 7963460 |
| Financial Services - 0.4% |  |  |  |
| Block Inc 3.5% 6/1/2031  |  | 570000 | 518327 |
| Block Inc 5.625% 8/15/2030 (l) |  | 645000 | 641436 |
| Block Inc 6% 8/15/2033 (l) |  | 510000 | 501576 |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp 10% 11/15/2029 (l) |  | 795000 | 781088 |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp 4.375% 2/1/2029  |  | 630000 | 537568 |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp 5.25% 5/15/2027  |  | 1240000 | 1214874 |
| James Hardie International Finance DAC 5% 1/15/2028 (l) |  | 455000 | 451172 |
| MGIC Investment Corp 5.25% 8/15/2028  |  | 465000 | 463814 |
| NCR Atleos Corp 9.5% 4/1/2029 (l) |  | 435000 | 465642 |
| Shift4 Payments LLC / Shift4 Payments Finance Sub Inc 6.75% 8/15/2032 (l) |  | 240000 | 236003 |
|  |  |  | 5811500 |
| Insurance - 1.1% |  |  |  |
| Acrisure LLC / Acrisure Finance Inc 6% 8/1/2029 (l) |  | 855000 | 802849 |
| Acrisure LLC / Acrisure Finance Inc 6.75% 7/1/2032 (l) |  | 505000 | 486630 |
| Acrisure LLC / Acrisure Finance Inc 7.5% 11/6/2030 (l) |  | 475000 | 476455 |
| Acrisure LLC / Acrisure Finance Inc 8.25% 2/1/2029 (l) |  | 1765000 | 1744865 |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer 4.25% 10/15/2027 (l) |  | 665000 | 651738 |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer 5.875% 11/1/2029 (l) |  | 415000 | 401525 |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer 6.5% 10/1/2031 (l) |  | 285000 | 279855 |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer 6.75% 10/15/2027 (l) |  | 1985000 | 1983487 |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer 6.75% 4/15/2028 (l) |  | 2190000 | 2201936 |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer 7% 1/15/2031 (l) |  | 920000 | 927831 |
| AmWINS Group Inc 4.875% 6/30/2029 (l) |  | 415000 | 397555 |
| Asurion LLC/ Asurion Co-Issuer Inc 8% 12/31/2032 (l) |  | 710000 | 736588 |
| HUB International Ltd 5.625% 12/1/2029 (l) |  | 1705000 | 1653927 |
| HUB International Ltd 7.25% 6/15/2030 (l) |  | 1915000 | 1961734 |
| HUB International Ltd 7.375% 1/31/2032 (l) |  | 1565000 | 1596242 |
| Panther Escrow Issuer LLC 7.125% 6/1/2031 (l) |  | 1255000 | 1259216 |
| USI Inc/NY 7.5% 1/15/2032 (l) |  | 380000 | 385130 |
|  |  |  | 17947563 |
| TOTAL FINANCIALS |  |  | 35870276 |
| Health Care - 1.3% |  |  |  |
| Health Care Equipment & Supplies - 0.1% |  |  |  |
| Avantor Funding Inc 3.875% 11/1/2029 (l) |  | 275000 | 258003 |
| Bausch + Lomb Corp 8.375% 10/1/2028 (l) |  | 580000 | 598850 |
| Hologic Inc 4.625% 2/1/2028 (l) |  | 215000 | 214678 |
|  |  |  | 1071531 |
| Health Care Providers & Services - 0.8% |  |  |  |
| CHS/Community Health Systems Inc 10.875% 1/15/2032 (l) |  | 732000 | 785334 |
| CHS/Community Health Systems Inc 4.75% 2/15/2031 (l) |  | 1150000 | 1060213 |
| CHS/Community Health Systems Inc 5.25% 5/15/2030 (l) |  | 825000 | 777548 |
| CHS/Community Health Systems Inc 6% 1/15/2029 (l) |  | 485000 | 479544 |
| CHS/Community Health Systems Inc 6.125% 4/1/2030 (l) |  | 670000 | 582541 |
| DaVita Inc 3.75% 2/15/2031 (l) |  | 210000 | 192559 |
| DaVita Inc 4.625% 6/1/2030 (l) |  | 1590000 | 1528809 |
| HAH Group Holding Co LLC 9.75% 10/1/2031 (l) |  | 420000 | 367947 |
| HealthEquity Inc 4.5% 10/1/2029 (l) |  | 295000 | 285408 |
| Molina Healthcare Inc 3.875% 11/15/2030 (l) |  | 640000 | 572179 |
| Molina Healthcare Inc 3.875% 5/15/2032 (l) |  | 550000 | 477742 |
| Molina Healthcare Inc 4.375% 6/15/2028 (l) |  | 465000 | 449638 |
| National Mentor Holdings Inc 10.5% 12/15/2030 (l) |  | 570000 | 588341 |
| Surgery Center Holdings Inc 7.25% 4/15/2032 (l) |  | 325000 | 319206 |
| Tenet Healthcare Corp 5.125% 11/1/2027  |  | 975000 | 974046 |
| Tenet Healthcare Corp 6.125% 6/15/2030  |  | 1430000 | 1439262 |
| Tenet Healthcare Corp 6.75% 5/15/2031  |  | 2040000 | 2085151 |
|  |  |  | 12965468 |
| Health Care Technology - 0.0% |  |  |  |
| IQVIA Inc 5% 5/15/2027 (l) |  | 640000 | 637580 |
| Life Sciences Tools & Services - 0.1% |  |  |  |
| Charles River Laboratories International Inc 3.75% 3/15/2029 (l) |  | 525000 | 497506 |
| Charles River Laboratories International Inc 4% 3/15/2031 (l) |  | 605000 | 562827 |
| Charles River Laboratories International Inc 4.25% 5/1/2028 (l) |  | 185000 | 180832 |
|  |  |  | 1241165 |
| Pharmaceuticals - 0.3% |  |  |  |
| 1261229 BC Ltd 10% 4/15/2032 (l) |  | 3130000 | 3204632 |
| Organon & Co / Organon Foreign Debt Co-Issuer BV 4.125% 4/30/2028 (l) |  | 1015000 | 984909 |
| Organon & Co / Organon Foreign Debt Co-Issuer BV 5.125% 4/30/2031 (l) |  | 885000 | 721266 |
|  |  |  | 4910807 |
| TOTAL HEALTH CARE |  |  | 20826551 |
| Industrials - 2.6% |  |  |  |
| Aerospace & Defense - 0.9% |  |  |  |
| ATI Inc 4.875% 10/1/2029  |  | 280000 | 276265 |
| ATI Inc 5.125% 10/1/2031  |  | 245000 | 242055 |
| ATI Inc 7.25% 8/15/2030  |  | 295000 | 305906 |
| BWX Technologies Inc 4.125% 6/30/2028 (l) |  | 630000 | 612562 |
| Moog Inc 4.25% 12/15/2027 (l) |  | 185000 | 184893 |
| TransDigm Inc 4.625% 1/15/2029  |  | 930000 | 913747 |
| TransDigm Inc 6.125% 7/31/2034 (l) |  | 505000 | 496689 |
| TransDigm Inc 6.25% 1/31/2034 (l) |  | 230000 | 232537 |
| TransDigm Inc 6.375% 3/1/2029 (l) |  | 780000 | 789750 |
| TransDigm Inc 6.375% 5/31/2033 (l) |  | 1500000 | 1492002 |
| TransDigm Inc 6.625% 3/1/2032 (l) |  | 280000 | 285564 |
| TransDigm Inc 6.75% 1/31/2034 (l) |  | 865000 | 876336 |
| TransDigm Inc 6.75% 8/15/2028 (l) |  | 3560000 | 3600050 |
| TransDigm Inc 6.875% 12/15/2030 (l) |  | 2350000 | 2407923 |
| TransDigm Inc 7.125% 12/1/2031 (l) |  | 575000 | 593490 |
|  |  |  | 13309769 |
| Air Freight & Logistics - 0.0% |  |  |  |
| Rand Parent LLC 8.5% 2/15/2030 (l) |  | 745000 | 764761 |
| Building Products - 0.1% |  |  |  |
| Advanced Drainage Systems Inc 6.375% 6/15/2030 (l) |  | 280000 | 282433 |
| Miter Brands Acquisition Holdco Inc / MIWD Borrower LLC 6.75% 4/1/2032 (l) |  | 420000 | 402256 |
| MIWD Holdco II LLC / MIWD Finance Corp 5.5% 2/1/2030 (l) |  | 185000 | 159789 |
| Shea Homes LP / Shea Homes Funding Corp 4.75% 4/1/2029  |  | 475000 | 459385 |
|  |  |  | 1303863 |
| Commercial Services & Supplies - 1.1% |  |  |  |
| Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl 4.625% 6/1/2028 (l) |  | 348000 | 339795 |
| Artera Services LLC 8.5% 2/15/2031 (l) |  | 1315000 | 1126010 |
| Brand Industrial Services Inc 10.375% 8/1/2030 (l) |  | 2225000 | 2033456 |
| Brink's Co/The 4.625% 10/15/2027 (l) |  | 620000 | 611886 |
| Clean Harbors Inc 6.375% 2/1/2031 (l) |  | 250000 | 253894 |
| CoreCivic Inc 8.25% 4/15/2029  |  | 1575000 | 1644042 |
| GEO Group Inc/The 10.25% 4/15/2031  |  | 1235000 | 1315707 |
| GEO Group Inc/The 8.625% 4/15/2029  |  | 970000 | 1007376 |
| GFL Environmental Inc 4% 8/1/2028 (l) |  | 420000 | 408291 |
| GFL Environmental Inc 4.75% 6/15/2029 (l) |  | 575000 | 564163 |
| GFL Environmental Inc 6.75% 1/15/2031 (l) |  | 425000 | 439802 |
| Madison IAQ LLC 4.125% 6/30/2028 (l) |  | 535000 | 522478 |
| Madison IAQ LLC 5.875% 6/30/2029 (l) |  | 425000 | 416780 |
| Neptune Bidco US Inc 10.375% 5/15/2031 (l) |  | 430000 | 433873 |
| Neptune Bidco US Inc 9.29% 4/15/2029 (l) |  | 3955000 | 3959945 |
| Neptune Bidco US Inc 9.5% 2/15/2033 (l) |  | 250000 | 242560 |
| Reworld Holding Corp 4.875% 12/1/2029 (l) |  | 995000 | 932774 |
| Williams Scotsman Inc 7.375% 10/1/2031 (l) |  | 260000 | 266598 |
|  |  |  | 16519430 |
| Construction & Engineering - 0.0% |  |  |  |
| Arcosa Inc 4.375% 4/15/2029 (l) |  | 415000 | 400367 |
| Electrical Equipment - 0.0% |  |  |  |
| Sensata Technologies BV 4% 4/15/2029 (l) |  | 365000 | 352210 |
| Ground Transportation - 0.1% |  |  |  |
| Uber Technologies Inc 4.5% 8/15/2029 (l) |  | 1260000 | 1249326 |
| XPO Inc 6.25% 6/1/2028 (l) |  | 300000 | 303710 |
| XPO Inc 7.125% 2/1/2032 (l) |  | 430000 | 443509 |
|  |  |  | 1996545 |
| Machinery - 0.1% |  |  |  |
| Allison Transmission Inc 5.875% 6/1/2029 (l) |  | 420000 | 422973 |
| Beach Acquisition Bidco LLC 10% 7/15/2033 pay-in-kind (c)(l) |  | 922292 | 982257 |
| Chart Industries Inc 7.5% 1/1/2030 (l) |  | 790000 | 820737 |
|  |  |  | 2225967 |
| Passenger Airlines - 0.2% |  |  |  |
| Allegiant Travel Co 7.25% 8/15/2027 (l) |  | 343000 | 343326 |
| American Airlines Inc 7.25% 2/15/2028 (l) |  | 990000 | 995636 |
| American Airlines Inc/AAdvantage Loyalty IP Ltd 5.75% 4/20/2029 (l) |  | 1485000 | 1476878 |
| United Airlines Inc 4.625% 4/15/2029 (l) |  | 870000 | 853578 |
|  |  |  | 3669418 |
| Professional Services - 0.1% |  |  |  |
| ION Platform Finance US Inc / ION Platform Finance SARL 5% 5/1/2028 (l) |  | 430000 | 401640 |
| ION Platform Finance US Inc / ION Platform Finance SARL 5.75% 5/15/2028 (l) |  | 575000 | 545592 |
| TriNet Group Inc 3.5% 3/1/2029 (l) |  | 455000 | 412449 |
|  |  |  | 1359681 |
| Trading Companies & Distributors - 0.0% |  |  |  |
| FTAI Aviation Investors LLC 7.875% 12/1/2030 (l) |  | 430000 | 449004 |
| Synergy Infrastructure Holdings LLC 7.875% 12/1/2030 (l) |  | 335000 | 341473 |
|  |  |  | 790477 |
| TOTAL INDUSTRIALS |  |  | 42692488 |
| Information Technology - 1.1% |  |  |  |
| Electronic Equipment, Instruments & Components - 0.1% |  |  |  |
| Coherent Corp 5% 12/15/2029 (l) |  | 435000 | 426658 |
| CPI CG Inc 10% 7/15/2029 (l) |  | 256000 | 270172 |
| Lightning Power LLC 7.25% 8/15/2032 (l) |  | 545000 | 566515 |
| TTM Technologies Inc 4% 3/1/2029 (l) |  | 455000 | 436963 |
|  |  |  | 1700308 |
| IT Services - 0.4% |  |  |  |
| ASGN Inc 4.625% 5/15/2028 (l) |  | 510000 | 493725 |
| CoreWeave Inc 9% 2/1/2031 (l) |  | 1215000 | 1156096 |
| CoreWeave Inc 9.25% 6/1/2030 (l) |  | 2180000 | 2118218 |
| Go Daddy Operating Co LLC / GD Finance Co Inc 3.5% 3/1/2029 (l) |  | 610000 | 567564 |
| Go Daddy Operating Co LLC / GD Finance Co Inc 5.25% 12/1/2027 (l) |  | 500000 | 497961 |
| Sabre GLBL Inc 11.125% 7/15/2030 (l) |  | 1475000 | 1251921 |
|  |  |  | 6085485 |
| Semiconductors & Semiconductor Equipment - 0.1% |  |  |  |
| ON Semiconductor Corp 3.875% 9/1/2028 (l) |  | 690000 | 665731 |
| Synaptics Inc 4% 6/15/2029 (l) |  | 350000 | 331419 |
| Wolfspeed Inc 7% 6/15/2031 pay-in-kind (c) |  | 527869 | 418336 |
| Wolfspeed Inc 9.875% 6/23/2030 pay-in-kind (c)(l) |  | 177813 | 193993 |
|  |  |  | 1609479 |
| Software - 0.4% |  |  |  |
| Cloud Software Group Inc 6.5% 3/31/2029 (l) |  | 3325000 | 3243772 |
| Elastic NV 4.125% 7/15/2029 (l) |  | 1165000 | 1092854 |
| Fair Isaac Corp 4% 6/15/2028 (l) |  | 580000 | 562846 |
| NCR Voyix Corp 5% 10/1/2028 (l) |  | 335000 | 322781 |
| Oracle Corp 3.8% 11/15/2037  |  | 450000 | 357365 |
| PTC Inc 4% 2/15/2028 (l) |  | 345000 | 336257 |
| UKG Inc 6.875% 2/1/2031 (l) |  | 425000 | 415359 |
|  |  |  | 6331234 |
| Technology Hardware, Storage & Peripherals - 0.1% |  |  |  |
| Seagate Data Storage Technology Pte Ltd 8.25% 12/15/2029 (l) |  | 985000 | 1034436 |
| Seagate Data Storage Technology Pte Ltd 8.5% 7/15/2031 (l) |  | 640000 | 671000 |
|  |  |  | 1705436 |
| TOTAL INFORMATION TECHNOLOGY |  |  | 17431942 |
| Materials - 0.9% |  |  |  |
| Chemicals - 0.3% |  |  |  |
| Ingevity Corp 3.875% 11/1/2028 (l) |  | 665000 | 638366 |
| LSB Industries Inc 6.25% 10/15/2028 (l) |  | 960000 | 954050 |
| Olympus Water US Holding Corp 4.25% 10/1/2028 (l) |  | 720000 | 687699 |
| Olympus Water US Holding Corp 7.25% 2/15/2033 (l) |  | 1440000 | 1373906 |
| Scih Salt Hldgs Inc 4.875% 5/1/2028 (l) |  | 375000 | 370722 |
| Scotts Miracle-Gro Co/The 4% 4/1/2031  |  | 595000 | 549686 |
| WR Grace Holdings LLC 7.375% 3/1/2031 (l) |  | 300000 | 300774 |
|  |  |  | 4875203 |
| Construction Materials - 0.1% |  |  |  |
| Smyrna Ready Mix Concrete LLC 8.875% 11/15/2031 (l) |  | 1150000 | 1185880 |
| Containers & Packaging - 0.3% |  |  |  |
| Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC 3.25% 9/1/2028 (l) |  | 300000 | 285202 |
| Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC 4% 9/1/2029 (l) |  | 605000 | 553999 |
| Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC 6.25% 1/30/2031 (l) |  | 285000 | 282553 |
| Clydesdale Acquisition Holdings Inc 6.625% 4/15/2029 (l) |  | 915000 | 898588 |
| Clydesdale Acquisition Holdings Inc 6.75% 4/15/2032 (l) |  | 140000 | 132460 |
| Clydesdale Acquisition Holdings Inc 8.75% 4/15/2030 (l) |  | 2175000 | 2029437 |
| Crown Cork & Seal Co Inc 7.5% 12/15/2096  |  | 160000 | 158400 |
| Graphic Packaging International LLC 3.75% 2/1/2030 (l) |  | 355000 | 325755 |
| Mauser Packaging Solutions Holding Co 7.875% 4/15/2030 (l) |  | 305000 | 305000 |
| Sealed Air Corp/Sealed Air Corp US 6.125% 2/1/2028 (l) |  | 300000 | 303759 |
| Trident TPI Holdings Inc 12.75% 12/31/2028 (l) |  | 295000 | 287160 |
|  |  |  | 5562313 |
| Metals & Mining - 0.2% |  |  |  |
| Alcoa Nederland Holding BV 4.125% 3/31/2029 (l) |  | 775000 | 753412 |
| Alcoa Nederland Holding BV 7.125% 3/15/2031 (l) |  | 230000 | 240514 |
| Arsenal AIC Parent LLC 8% 10/1/2030 (l) |  | 350000 | 364408 |
| Cleveland-Cliffs Inc 4.625% 3/1/2029 (l) |  | 465000 | 443711 |
| Cleveland-Cliffs Inc 4.875% 3/1/2031 (l) |  | 465000 | 417646 |
| Cleveland-Cliffs Inc 7.5% 9/15/2031 (l) |  | 965000 | 962546 |
| Roller Bearing Co of America Inc 4.375% 10/15/2029 (l) |  | 200000 | 194317 |
|  |  |  | 3376554 |
| TOTAL MATERIALS |  |  | 14999950 |
| Real Estate - 0.8% |  |  |  |
| Diversified REITs - 0.3% |  |  |  |
| Iron Mountain Information Management Services Inc 5% 7/15/2032 (l) |  | 415000 | 391785 |
| Uniti Group LP / Uniti Fiber Holdings Inc / CSL Capital LLC 6% 1/15/2030 (l) |  | 335000 | 315093 |
| Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC 4.75% 4/15/2028 (l) |  | 940000 | 935112 |
| Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC 6.5% 2/15/2029 (l) |  | 655000 | 636161 |
| Vici Properties LP / Vici Note Co Inc 3.875% 2/15/2029 (l) |  | 665000 | 646251 |
| Vici Properties LP / Vici Note Co Inc 4.25% 12/1/2026 (l) |  | 1140000 | 1136885 |
| Vici Properties LP / Vici Note Co Inc 4.625% 12/1/2029 (l) |  | 650000 | 639037 |
|  |  |  | 4700324 |
| Health Care REITs - 0.3% |  |  |  |
| MPT Operating Partnership LP / MPT Finance Corp 3.5% 3/15/2031  |  | 665000 | 433153 |
| MPT Operating Partnership LP / MPT Finance Corp 4.625% 8/1/2029  |  | 970000 | 754204 |
| MPT Operating Partnership LP / MPT Finance Corp 5% 10/15/2027  |  | 2850000 | 2650513 |
| MPT Operating Partnership LP / MPT Finance Corp 8.5% 2/15/2032 (l) |  | 410000 | 415662 |
|  |  |  | 4253532 |
| Real Estate Management & Development - 0.0% |  |  |  |
| Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp 9.75% 4/15/2030 (l) |  | 585000 | 621015 |
| Greystar Real Estate Partners LLC 7.75% 9/1/2030 (l) |  | 260000 | 270441 |
| Taylor Morrison Communities Inc 5.125% 8/1/2030 (l) |  | 635000 | 627736 |
| Weekley Homes LLC / Weekley Finance Corp 4.875% 9/15/2028 (l) |  | 300000 | 290499 |
|  |  |  | 1809691 |
| Specialized REITs - 0.2% |  |  |  |
| Iron Mountain Inc 4.875% 9/15/2029 (l) |  | 1300000 | 1264820 |
| Iron Mountain Inc 5% 7/15/2028 (l) |  | 630000 | 623288 |
| Iron Mountain Inc 5.25% 7/15/2030 (l) |  | 585000 | 568361 |
| Iron Mountain Inc 5.625% 7/15/2032 (l) |  | 585000 | 567901 |
| SBA Communications Corp 3.875% 2/15/2027  |  | 890000 | 880944 |
|  |  |  | 3905314 |
| TOTAL REAL ESTATE |  |  | 14668861 |
| Utilities - 1.0% |  |  |  |
| Electric Utilities - 0.8% |  |  |  |
| Clearway Energy Operating LLC 3.75% 1/15/2032 (l) |  | 280000 | 255237 |
| Clearway Energy Operating LLC 4.75% 3/15/2028 (l) |  | 365000 | 360130 |
| NRG Energy Inc 3.375% 2/15/2029 (l) |  | 305000 | 289144 |
| NRG Energy Inc 3.625% 2/15/2031 (l) |  | 605000 | 557115 |
| NRG Energy Inc 3.875% 2/15/2032 (l) |  | 58000 | 53172 |
| NRG Energy Inc 5.75% 1/15/2028  |  | 1665000 | 1668103 |
| NRG Energy Inc 5.75% 1/15/2034 (l) |  | 575000 | 566990 |
| NRG Energy Inc 6% 1/15/2036 (l) |  | 1150000 | 1139650 |
| Pacific Gas and Electric Co 3.95% 12/1/2047  |  | 578000 | 420611 |
| Pacific Gas and Electric Co 4% 12/1/2046  |  | 743000 | 543805 |
| Pacific Gas and Electric Co 4.3% 3/15/2045  |  | 315000 | 246040 |
| PG&E Corp 5% 7/1/2028  |  | 1345000 | 1334472 |
| PG&E Corp 5.25% 7/1/2030  |  | 510000 | 503264 |
| Vistra Operations Co LLC 4.375% 5/1/2029 (l) |  | 1105000 | 1078958 |
| Vistra Operations Co LLC 5% 7/31/2027 (l) |  | 1220000 | 1215695 |
| Vistra Operations Co LLC 5.625% 2/15/2027 (l) |  | 1495000 | 1494999 |
| Vistra Operations Co LLC 7.75% 10/15/2031 (l) |  | 580000 | 607539 |
| XPLR Infrastructure Operating Partners LP 7.25% 1/15/2029 (l) |  | 285000 | 293312 |
| XPLR Infrastructure Operating Partners LP 7.75% 4/15/2034 (l) |  | 815000 | 841693 |
|  |  |  | 13469929 |
| Gas Utilities - 0.1% |  |  |  |
| Southern Natural Gas Co LLC 7.35% 2/15/2031  |  | 175000 | 192242 |
| Southern Natural Gas Co LLC 8% 3/1/2032  |  | 335000 | 382065 |
| Suburban Propane Partners LP/Suburban Energy Finance Corp 5% 6/1/2031 (l) |  | 570000 | 536300 |
|  |  |  | 1110607 |
| Independent Power and Renewable Electricity Producers - 0.1% |  |  |  |
| Alpha Generation LLC 6.25% 1/15/2034 (l) |  | 430000 | 422408 |
| Sunnova Energy Corp 11.75% (e)(g)(l) |  | 860000 | 4300 |
| Sunnova Energy Corp 5.875% (e)(g)(l) |  | 145000 | 363 |
| Talen Energy Supply LLC 6.25% 2/1/2034 (l) |  | 430000 | 425209 |
| Talen Energy Supply LLC 6.5% 2/1/2036 (l) |  | 430000 | 432980 |
|  |  |  | 1285260 |
| TOTAL UTILITIES |  |  | 15865796 |
| TOTAL UNITED STATES |  |  | 296489769 |
| UZBEKISTAN - 0.1%  |  |  |  |
| Materials - 0.1% |  |  |  |
| Metals & Mining - 0.1% |  |  |  |
| Navoi Mining & Metallurgical Combinat 6.7% 10/17/2028 (l) |  | 200000 | 203440 |
| Navoi Mining & Metallurgical Combinat 6.75% 5/14/2030 (l) |  | 480000 | 493296 |
| Navoi Mining & Metallurgical Combinat 6.95% 10/17/2031 (l) |  | 235000 | 244400 |
| Navoiyuran State Enterprise 6.7% 7/2/2030 (l) |  | 365000 | 365548 |
| TOTAL UZBEKISTAN |  |  | 1306684 |
| VENEZUELA - 0.0%  |  |  |  |
| Energy - 0.0% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |  |
| Petroleos de Venezuela SA 12.75% (g)(l) |  | 110000 | 49830 |
| Petroleos de Venezuela SA 5.375% (g)(m) |  | 480000 | 159096 |
| Petroleos de Venezuela SA 6% (g)(l) |  | 930000 | 317688 |
| Petroleos de Venezuela SA 6% (g)(l) |  | 585000 | 198432 |
| TOTAL VENEZUELA |  |  | 725046 |
| VIETNAM - 0.0%  |  |  |  |
| Utilities - 0.0% |  |  |  |
| Electric Utilities - 0.0% |  |  |  |
| Mong Duong Finance Holdings BV 5.125% 5/7/2029 (l) |  | 379495 | 372971 |
| ZAMBIA - 0.2%  |  |  |  |
| Materials - 0.2% |  |  |  |
| Metals & Mining - 0.2% |  |  |  |
| First Quantum Minerals Ltd 6.375% 2/15/2036 (l) |  | 690000 | 660195 |
| First Quantum Minerals Ltd 7.25% 2/15/2034 (l) |  | 840000 | 850433 |
| First Quantum Minerals Ltd 8.625% 6/1/2031 (l) |  | 1120000 | 1155000 |
| TOTAL ZAMBIA |  |  | 2665628 |
| <br> **TOTAL NON-CONVERTIBLE CORPORATE BONDS**<br> (Cost $439,042,767) |  |  | <br> **431055372** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Non-Convertible Preferred Stocks - 0.3%** | &nbsp;&nbsp;**Non-Convertible Preferred Stocks - 0.3%** | &nbsp;&nbsp;**Non-Convertible Preferred Stocks - 0.3%** |
|  | Shares | Value ($)<br>|
| UNITED STATES - 0.3%  |  |  |
| Energy - 0.0% |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |
| Summit Midstream Corp 3 month U.S. LIBOR + 7.43%, 12.2837% (c)(d) | 148 | 233992 |
| Information Technology - 0.3% |  |  |
| Software - 0.3% |  |  |
| Strategy Inc 11.5% (k) | 31953 | 3195140 |
| Strategy Inc Series A, 10%  | 14504 | 1388758 |
| TOTAL INFORMATION TECHNOLOGY |  | 4583898 |
| TOTAL UNITED STATES |  | 4817890 |
| <br> **TOTAL NON-CONVERTIBLE PREFERRED STOCKS**<br> (Cost $4,526,750) |  | <br> **4817890** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Preferred Securities - 1.9%** | &nbsp;&nbsp;**Preferred Securities - 1.9%** | &nbsp;&nbsp;**Preferred Securities - 1.9%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| BRAZIL - 0.0%  |  |  |
| Consumer Staples - 0.0% |  |  |
| Food Products - 0.0% |  |  |
| Cosan Overseas Ltd 8.25% (m)(s) | 710000 | 683550 |
| CHILE - 0.1%  |  |  |
| Financials - 0.1% |  |  |
| Banks - 0.1% |  |  |
| Banco de Credito e Inversiones SA 7.5% (c)(l)(s) | 295000 | 308843 |
| Banco de Credito e Inversiones SA 8.75% (c)(l)(s) | 290000 | 306678 |
| Banco del Estado de Chile 7.95% (c)(l)(s) | 260000 | 281320 |
| TOTAL CHILE |  | 896841 |
| HONG KONG - 0.0%  |  |  |
| Communication Services - 0.0% |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |
| CAS Capital No 1 Ltd 4% (c)(m)(s) | 800000 | 801065 |
| INDIA - 0.0%  |  |  |
| Information Technology - 0.0% |  |  |
| IT Services - 0.0% |  |  |
| Network i2i Ltd 3.975% (c)(l)(s) | 315000 | 318063 |
| KUWAIT - 0.0%  |  |  |
| Financials - 0.0% |  |  |
| Banks - 0.0% |  |  |
| NBK Tier 1 Ltd 3.625% (c)(l)(s) | 230000 | 226229 |
| MEXICO - 0.2%  |  |  |
| Financials - 0.1% |  |  |
| Banks - 0.1% |  |  |
| Banco Mercantil del Norte SA/Grand Cayman 7.625% (c)(l)(s) | 610000 | 620284 |
| Banco Mercantil del Norte SA/Grand Cayman 8.375% (c)(l)(s) | 200000 | 208282 |
| BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX 5.125% 1/18/2033 (c)(l) | 340000 | 335327 |
| BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX 8.45% 6/29/2038 (c)(l) | 310000 | 338276 |
| TOTAL FINANCIALS |  | 1502169 |
| Materials - 0.1% |  |  |
| Construction Materials - 0.1% |  |  |
| Cemex SAB de CV 5.125% (c)(l)(s) | 1195000 | 1192864 |
| Cemex SAB de CV 7.2% (c)(l)(s) | 715000 | 728887 |
| TOTAL MATERIALS |  | 1921751 |
| TOTAL MEXICO |  | 3423920 |
| RUSSIA - 0.0%  |  |  |
| Financials - 0.0% |  |  |
| Banks - 0.0% |  |  |
| Tinkoff Bank JSC Via TCS Finance Ltd loan participation 6% (c)(e)(g)(l)(s) | 275000 | 13750 |
| SAUDI ARABIA - 0.0%  |  |  |
| Financials - 0.0% |  |  |
| Banks - 0.0% |  |  |
| NCB Tier 1 Sukuk Ltd 3.5% (c)(m)(s) | 330000 | 328282 |
| UNITED ARAB EMIRATES - 0.0%  |  |  |
| Financials - 0.0% |  |  |
| Banks - 0.0% |  |  |
| Emirates NBD Bank PJSC 6.25% (c)(m)(s) | 380000 | 376136 |
| UNITED STATES - 1.6%  |  |  |
| Energy - 0.3% |  |  |
| Oil, Gas & Consumable Fuels - 0.3% |  |  |
| Energy Transfer LP 6.5% (c)(s) | 1079000 | 1102989 |
| Energy Transfer LP 6.625% (c)(s) | 1730000 | 1737798 |
| Energy Transfer LP Series G, 7.125% (c)(s) | 2710000 | 2830309 |
| TOTAL ENERGY |  | 5671096 |
| Financials - 1.3% |  |  |
| Banks - 1.1% |  |  |
| Bank of America Corp 5.875% (c)(s) | 5125000 | 5142472 |
| Bank of America Corp 6.25% (c)(s) | 2285000 | 2324548 |
| Citigroup Inc 6.5% (c)(s) | 1415000 | 1423964 |
| Citigroup Inc 6.75% (c)(s) | 850000 | 856870 |
| Citigroup Inc 7% (c)(s) | 650000 | 674719 |
| JPMorgan Chase & Co CME Term SOFR 3 month Index + 2.745%, 6.4058% (c)(d)(s) | 4005000 | 4074193 |
| Wells Fargo & Co 6.125% (c)(s) | 1415000 | 1423620 |
| Wells Fargo & Co 6.85% (c)(s) | 425000 | 441902 |
|  |  | 16362288 |
| Capital Markets - 0.0% |  |  |
| Goldman Sachs Group Inc/The 6.85% (c)(s) | 425000 | 437229 |
| Insurance - 0.2% |  |  |
| Alliant Holdings LP 10.5% (c)(e)(s) | 2227279 | 2163638 |
| TOTAL FINANCIALS |  | 18963155 |
| Utilities - 0.0% |  |  |
| Electric Utilities - 0.0% |  |  |
| Edison International 5% (c)(s) | 115000 | 114198 |
| TOTAL UNITED STATES |  | 24748449 |
| <br> **TOTAL PREFERRED SECURITIES**<br> (Cost $31,435,178) |  | <br> **31816285** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Government Agency - Mortgage Securities - 1.2%** | &nbsp;&nbsp;**U.S. Government Agency - Mortgage Securities - 1.2%** | &nbsp;&nbsp;**U.S. Government Agency - Mortgage Securities - 1.2%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 1.2%  |  |  |
| Fannie Mae 2% 2/1/2052  | 272301 | 223379 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2041  | 390409 | 340218 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2028  | 35529 | 34973 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2042  | 36975 | 33243 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2042  | 16989 | 15251 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2040  | 315759 | 296656 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2041  | 116410 | 108240 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2052 (h) | 394553 | 363189 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2052  | 301019 | 276526 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2052 (h) | 157466 | 156906 |
| Fannie Mae Mortgage pass-thru certificates 6% 6/1/2053 (h) | 385317 | 398762 |
| Fannie Mae Mortgage pass-thru certificates 6% 6/1/2053 (j) | 263771 | 272727 |
| Fannie Mae Mortgage pass-thru certificates 6% 6/1/2055 (h)(j) | 327460 | 339935 |
| Fannie Mae Mortgage pass-thru certificates 6% 8/1/2055  | 517654 | 535919 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 1/1/2055 (j) | 168150 | 177279 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 3/1/2054 (h) | 98658 | 102488 |
| Freddie Mac Gold Pool 2.5% 11/1/2041  | 1173469 | 1056802 |
| Freddie Mac Gold Pool 2.5% 2/1/2042  | 219543 | 198075 |
| Freddie Mac Gold Pool 2.5% 5/1/2041  | 463534 | 420764 |
| Freddie Mac Gold Pool 3.5% 3/1/2050 (h)(j) | 351722 | 322592 |
| Freddie Mac Gold Pool 5.5% 9/1/2052 (j) | 275389 | 280101 |
| Freddie Mac Gold Pool 6.5% 10/1/2053 (h) | 287702 | 302219 |
| Freddie Mac Gold Pool 6.5% 10/1/2053 (h)(j) | 285748 | 300434 |
| Freddie Mac Non Gold Pool 6.5% 1/1/2055 (h)(j) | 301654 | 316969 |
| Ginnie Mae I Pool 2.5% 12/20/2051  | 442401 | 379363 |
| Ginnie Mae I Pool 2.5% 8/20/2051  | 374796 | 321626 |
| Ginnie Mae I Pool 2.5% 9/20/2051  | 332657 | 285257 |
| Ginnie Mae II Pool 2% 1/20/2051  | 759677 | 626354 |
| Ginnie Mae II Pool 2% 9/20/2050  | 138547 | 114405 |
| Ginnie Mae II Pool 5.5% 12/20/2054  | 160661 | 162151 |
| Ginnie Mae II Pool 5.5% 4/1/2056 (i) | 5000000 | 5027651 |
| Ginnie Mae II Pool 5.5% 5/1/2056 (i) | 3400000 | 3411896 |
| Ginnie Mae II Pool 6% 4/1/2056 (i) | 1650000 | 1677199 |
| Uniform Mortgage Backed Securities 4% 4/1/2056 (i) | 525000 | 494751 |
| TOTAL UNITED STATES |  | 19374300 |
| <br> **TOTAL U.S. GOVERNMENT AGENCY - MORTGAGE SECURITIES**<br> (Cost $19,333,803) |  | <br> **19374300** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Government Agency Obligations - 0.8%** | &nbsp;&nbsp;**U.S. Government Agency Obligations - 0.8%** | &nbsp;&nbsp;**U.S. Government Agency Obligations - 0.8%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 0.8%  |  |  |
| Financials - 0.8% |  |  |
| Financial Services - 0.8% |  |  |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.12%, 3.75% 6/12/2028 (c)(d) | 6490000 | 6489878 |
| Federal Farm Credit Banks Funding Corp U.S. SOFR Index + 0.165%, 3.795% 1/19/2029 (c)(d) | 6990000 | 6989845 |
| TOTAL FINANCIALS |  | 13479723 |
| Utilities - 0.0% |  |  |
| Independent Power and Renewable Electricity Producers - 0.0% |  |  |
| Tennessee Valley Authority 5.25% 9/15/2039  | 126000 | 132094 |
| Tennessee Valley Authority 5.375% 4/1/2056  | 302000 | 303984 |
| TOTAL UTILITIES |  | 436078 |
| TOTAL UNITED STATES |  | 13915801 |
| <br> **TOTAL U.S. GOVERNMENT AGENCY OBLIGATIONS**<br> (Cost $13,920,102) |  | <br> **13915801** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Treasury Obligations - 21.9%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 21.9%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 21.9%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 21.9%** |
|  | Yield (%) (w) | Principal<br> Amount (a)<br>| Value ($)<br>|
| US Treasury Bills 0% 5/14/2026 (h) | 3.64 | 2340000 | 2329825 |
| US Treasury Bills 0% 5/7/2026 (h) | 3.62 | 480000 | 478251 |
| US Treasury Bills 0% 6/25/2026 (h) | 3.62 | 980000 | 971699 |
| US Treasury Bonds 2% 8/15/2051  | 1.95 to 2.09 | 8416000 | 4791531 |
| US Treasury Bonds 2.25% 2/15/2052  | 2.15 to 2.99 | 11920000 | 7183663 |
| US Treasury Bonds 2.5% 2/15/2045 (x) | 2.98 to 3.04 | 17524000 | 12289389 |
| US Treasury Bonds 2.875% 5/15/2052  | 3.09 to 3.12 | 2520000 | 1747659 |
| US Treasury Bonds 3% 2/15/2049  | 2.99 to 3.10 | 13241000 | 9670585 |
| US Treasury Bonds 3% 5/15/2045  | 1.80 | 1800000 | 1369828 |
| US Treasury Bonds 3.25% 5/15/2042  | 3.37 to 5.18 | 1428000 | 1176650 |
| US Treasury Bonds 3.625% 2/15/2053  | 3.80 to 4.32 | 15779000 | 12663881 |
| US Treasury Bonds 4.125% 8/15/2044  | 4.63 to 4.66 | 4010000 | 3638135 |
| US Treasury Bonds 4.375% 8/15/2043  | 5.10 to 5.28 | 9625000 | 9084722 |
| US Treasury Bonds 4.5% 11/15/2054  | 4.77 to 4.82 | 2240000 | 2092650 |
| US Treasury Bonds 4.5% 2/15/2044  | 4.58 | 1010000 | 965852 |
| US Treasury Bonds 4.625% 11/15/2044  | 4.76 to 4.85 | 2050000 | 1983615 |
| US Treasury Bonds 4.625% 11/15/2055  | 4.69 to 4.90 | 3740000 | 3573453 |
| US Treasury Bonds 4.625% 5/15/2054  | 4.02 to 4.31 | 1460000 | 1392076 |
| US Treasury Bonds 4.75% 2/15/2037  | 2.93 to 5.00 | 1636000 | 1694410 |
| US Treasury Bonds 4.75% 2/15/2056  | 4.88 | 410000 | 399878 |
| US Treasury Bonds 4.75% 5/15/2055  | 4.67 | 1840000 | 1791628 |
| US Treasury Bonds 4.75% 8/15/2055  | 4.63 to 4.81 | 2350000 | 2290148 |
| US Treasury Bonds 4.875% 8/15/2045  | 4.84 | 650000 | 647867 |
| US Treasury Bonds 5% 5/15/2045  | 4.87 | 1020000 | 1033268 |
| US Treasury Bonds Inflation-Indexed 2.375% 2/15/2055  | 2.47 to 2.67 | 1453358 | 1352075 |
| US Treasury Bonds Inflation-Indexed 2.375% 2/15/2056  | 2.62 to 2.72 | 531903 | 494470 |
| US Treasury Notes 1.125% 8/31/2028  | 1.13 to 1.14 | 40242000 | 37758314 |
| US Treasury Notes 1.25% 9/30/2028  | 1.37 to 1.45 | 2930000 | 2751682 |
| US Treasury Notes 1.375% 10/31/2028  | 1.45 to 1.52 | 3514000 | 3304533 |
| US Treasury Notes 1.5% 11/30/2028  | 1.37 to 1.46 | 860000 | 809811 |
| US Treasury Notes 1.75% 1/31/2029  | 1.74 to 1.81 | 2583000 | 2439825 |
| US Treasury Notes 2.625% 7/31/2029  | 2.83 | 1210000 | 1163774 |
| US Treasury Notes 2.75% 8/15/2032  | 2.79 to 3.99 | 6935000 | 6414062 |
| US Treasury Notes 2.875% 4/30/2029  | 2.97 to 3.14 | 3300000 | 3208219 |
| US Treasury Notes 2.875% 5/15/2032  | 2.84 to 2.95 | 4068000 | 3804533 |
| US Treasury Notes 3.125% 11/15/2028  | 2.69 | 1180000 | 1159442 |
| US Treasury Notes 3.375% 5/15/2033  | 3.83 | 250000 | 238154 |
| US Treasury Notes 3.5% 1/15/2029  | 3.65 | 6220000 | 6167033 |
| US Treasury Notes 3.5% 10/15/2028  | 3.50 | 4470000 | 4435685 |
| US Treasury Notes 3.5% 12/15/2028  | 3.51 | 4480000 | 4442900 |
| US Treasury Notes 3.5% 2/15/2029  | 3.45 to 3.62 | 78650000 | 77967957 |
| US Treasury Notes 3.5% 2/15/2033  | 3.91 | 3800000 | 3656313 |
| US Treasury Notes 3.5% 3/15/2029  | 3.63 to 3.84 | 30650000 | 30379418 |
| US Treasury Notes 3.625% 12/31/2030  | 3.85 | 1900000 | 1874172 |
| US Treasury Notes 3.625% 3/31/2030  | 3.31 to 3.55 | 7767000 | 7686599 |
| US Treasury Notes 3.75% 11/30/2032  | 3.95 | 1760000 | 1722531 |
| US Treasury Notes 3.75% 2/28/2033  | 3.89 to 3.93 | 4130000 | 4035784 |
| US Treasury Notes 3.75% 5/31/2030  | 3.84 | 189000 | 187848 |
| US Treasury Notes 3.75% 8/31/2031  | 3.65 to 4.10 | 3170000 | 3130623 |
| US Treasury Notes 3.875% 12/31/2032  | 3.95 | 1400000 | 1379711 |
| US Treasury Notes 3.875% 8/15/2033  | 4.57 to 4.77 | 2923000 | 2869449 |
| US Treasury Notes 3.875% 8/15/2034  | 3.75 to 3.80 | 3680000 | 3586072 |
| US Treasury Notes 4% 10/31/2029  | 4.15 | 1300000 | 1305180 |
| US Treasury Notes 4% 11/15/2035  | 4.11 to 4.24 | 7950000 | 7754977 |
| US Treasury Notes 4% 7/31/2029  | 3.83 | 260000 | 261198 |
| US Treasury Notes 4% 7/31/2032  | 4.16 | 270000 | 268639 |
| US Treasury Notes 4.125% 10/31/2029  | 3.63 | 136000 | 137116 |
| US Treasury Notes 4.125% 10/31/2031  | 4.39 | 4390000 | 4412979 |
| US Treasury Notes 4.125% 2/15/2036  | 4.11 | 610000 | 600469 |
| US Treasury Notes 4.125% 3/31/2031  | 4.36 to 4.71 | 3858000 | 3885277 |
| US Treasury Notes 4.125% 7/31/2028  | 4.19 | 850000 | 855844 |
| US Treasury Notes 4.125% 8/31/2030  | 4.19 to 4.61 | 3320000 | 3345548 |
| US Treasury Notes 4.25% 11/15/2034  | 4.31 | 1824000 | 1823501 |
| US Treasury Notes 4.25% 2/28/2031  | 4.25 to 4.36 | 2840000 | 2876831 |
| US Treasury Notes 4.25% 6/30/2029  | 4.11 to 4.12 | 4440000 | 4495297 |
| US Treasury Notes 4.25% 6/30/2031  | 3.99 to 4.45 | 3080000 | 3118861 |
| US Treasury Notes 4.25% 8/15/2035  | 4.04 to 4.23 | 2510000 | 2500588 |
| US Treasury Notes 4.375% 11/30/2028  | 4.15 | 3230000 | 3274665 |
| US Treasury Notes 4.375% 11/30/2030  | 4.16 to 4.36 | 791000 | 805306 |
| US Treasury Notes 4.375% 5/15/2034  | 3.84 | 230000 | 232426 |
| US Treasury Notes 4.625% 2/15/2035  | 4.27 to 4.31 | 1176000 | 1206503 |
| US Treasury Notes 4.625% 9/30/2030  | 5.00 | 399000 | 410331 |
| US Treasury Notes 4.75% 2/15/2045  | 4.61 to 4.99 | 8450000 | 8302785 |
| US Treasury Notes 4.875% 10/31/2030  | 4.31 to 4.92 | 4520000 | 4696033 |
| <br> **TOTAL U.S. TREASURY OBLIGATIONS**<br> (Cost $385,203,573) |  |  | **360252006** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 10.3%** | &nbsp;&nbsp;**Money Market Funds - 10.3%** | &nbsp;&nbsp;**Money Market Funds - 10.3%** | &nbsp;&nbsp;**Money Market Funds - 10.3%** |
|  | Yield (%) | Shares | Value ($)<br>|
| Fidelity Cash Central Fund (y) | 3.69 | 154516736 | 154547639 |
| Fidelity Securities Lending Cash Central Fund (y)(z) | 3.69 | 15787077 | 15788656 |
| <br> **TOTAL MONEY MARKET FUNDS**<br> (Cost $170,331,349) |  |  | **170336295** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Purchased Swaptions - 0.1%** | &nbsp;&nbsp;**Purchased Swaptions - 0.1%** | &nbsp;&nbsp;**Purchased Swaptions - 0.1%** | &nbsp;&nbsp;**Purchased Swaptions - 0.1%** |
|  | Expiration<br> Date | Notional<br> Amount  | Value ($) |
| Put Swaptions - 0.1% |  |  |  |
| Option on an interest rate swap with Goldman Sachs Bank USA to pay annually a fixed rate of 3.275% and receive annually a floating rate based on US SOFR Index, expiring March 2029 | 3/2028 | 9760000 | 62575 |
| Option on an interest rate swap with Bank of America NA to pay annually a fixed rate of 4.01% and receive annually a floating rate based on US SOFR Index, expiring May 2035 | 5/2030 | 2360000 | 79485 |
| Option on an interest rate swap with Bank of America NA to pay annually a fixed rate of 4.065% and receive annually a floating rate based on US SOFR Index, expiring May 2035 | 5/2030 | 590000 | 19243 |
| Option on an interest rate swap with Citibank NA to pay annually a fixed rate of 4.373% and receive annually a floating rate based on US SOFR Index, expiring March 2041 | 3/2031 | 1550000 | 94705 |
| Option on an interest rate swap with Bank of America NA to pay annually a fixed rate of 4.025% and receive annually a floating rate based on US SOFR Index, expiring April 2035 | 4/2030 | 1540000 | 51078 |
| Option on an interest rate swap with Morgan Stanley Capital Services LLC to pay annually a fixed rate of 3.853% and receive annually a floating rate based on US SOFR Index, expiring September 2035 | 9/2030 | 1800000 | 67617 |
| Option on an interest rate swap with Citibank NA to pay annually a fixed rate of 4.34% and receive annually a floating rate based on US SOFR Index, expiring March 2041 | 3/2031 | 1670000 | 102791 |
| Option on an interest rate swap with Bank of America NA to pay annually a fixed rate of 3.95% and receive annually a floating rate based on US SOFR Index, expiring May 2035 | 4/2030 | 1370000 | 47389 |
| Option on an interest rate swap with Bank of America NA to pay annually a fixed rate of 3.7375% and receive annually a floating rate based on US SOFR Index, expiring September 2036 | 9/2026 | 1520000 | 40397 |
| Option on an interest rate swap with Bank of America NA to pay annually a fixed rate of 3.565% and receive annually a floating rate based on US SOFR Index, expiring September 2036 | 9/2026 | 3040000 | 110836 |
| Option on an interest rate swap with Morgan Stanley Capital Services LLC to pay annually a fixed rate of 3.4725% and receive annually a floating rate based on US SOFR Index, expiring March 2029 | 3/2028 | 8000000 | 44560 |
| TOTAL PUT SWAPTIONS |  |  | 720676 |
| Call Swaptions - 0.0% |  |  |  |
| Option on an interest rate swap with Bank of America NA to receive annually a fixed rate of 3.7375% and pay annually a floating rate based on US SOFR Index, expiring September 2036 | 9/2026 | 1520000 | 20066 |
| Option on an interest rate swap with Bank of America NA to receive annually a fixed rate of 4.025% and pay annually a floating rate based on US SOFR Index, expiring April 2035 | 4/2030 | 1540000 | 49671 |
| Option on an interest rate swap with Bank of America NA to receive annually a fixed rate of 3.95% and pay annually a floating rate based on US SOFR Index, expiring May 2035 | 4/2030 | 1370000 | 42012 |
| TOTAL CALL SWAPTIONS |  |  | 111749 |
| **TOTAL PURCHASED SWAPTIONS**<br> (Cost $838,520) |  |  | <br> **832425** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 101.0%**<br> (Cost $1,646,249,299)<br>| <br>**1662671562** |
| **NET OTHER ASSETS (LIABILITIES) - (1.0)%** (u)(v)  | **(14958034)** |
| **NET ASSETS - 100.0%** | **1647713528** |

---

---

| | | |
|:---|:---|:---|
| **TBA Sale Commitments**  | **TBA Sale Commitments**  | **TBA Sale Commitments**  |
|  | Principal<br> Amount (a) | Value ($) |
| U.S. Government Agency - Mortgage Securities |  |  |
| Ginnie Mae II Pool 2.5% 4/1/2056 | (325000) | (279012) |
| Ginnie Mae II Pool 5.5% 4/1/2056 | (3800000) | (3821014) |
| Ginnie Mae II Pool 6% 4/1/2056 | (1650000) | (1677199) |
| Uniform Mortgage Backed Securities 2% 4/1/2056 | (5200000) | (4179297) |
| Uniform Mortgage Backed Securities 2.5% 4/1/2056 | (4350000) | (3656719) |
| Uniform Mortgage Backed Securities 3% 4/1/2056 | (4500000) | (3954726) |
| Uniform Mortgage Backed Securities 3.5% 4/1/2056 | (5600000) | (5130564) |
| Uniform Mortgage Backed Securities 4% 4/1/2056 | (525000) | (494751) |
| Uniform Mortgage Backed Securities 4% 5/1/2056 | (525000) | (494361) |
| Uniform Mortgage Backed Securities 4.5% 4/1/2056 | (5100000) | (4917516) |
| TOTAL U.S. GOVERNMENT AGENCY - MORTGAGE SECURITIES  |  | (28605159) |
| **TOTAL TBA SALE COMMITMENTS**<br> (Proceeds $29,022,923) |  | <br> **(28605159)** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Written Swaptions** | &nbsp;&nbsp;**Written Swaptions** | &nbsp;&nbsp;**Written Swaptions** | &nbsp;&nbsp;**Written Swaptions** |
|  | Expiration<br> Date | Notional<br> Amount  | Value ($) |
| Call Swaptions |  |  |  |
| Option on an interest rate swap with JPMorgan Chase Bank NA to pay annualy a fixed rate of 4.36% and receive annually a floating rate based on US SOFR Index, expiring March 2041 | 3/2031 | 3600000 | **(215897)** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  |
|  | Number <br> of contracts | Expiration <br> Date | Notional <br> Amount ($)<br>| Unrealized<br> Appreciation/<br> (Depreciation) ($)<br>|
| LONG |  |  |  |  |
| Interest Rate Contracts |  |  |  |  |
| CBOT 10Y US Treasury Notes Contracts (United States) | 1207 | 6/2026 | 133977000 | (1699522) |
| CBOT 2Y US Treasury Notes Contracts (United States) | 193 | 6/2026 | 40042977 | (120965) |
| CBOT US Treasury Ultra Bond Contracts (United States) | 583 | 6/2026 | 67810188 | (1418341) |
| TOTAL LONG |  |  |  | (3238828) |
| SHORT |  |  |  |  |
| Interest Rate Contracts |  |  |  |  |
| Eurex Deutschland German Federal Republic Contracts (Germany) | (31) | 6/2026 | (3950765) | 34966 |
| **TOTAL FUTURES CONTRACTS** |  |  |  | **(3203862)** |
| The notional amount of long futures as a percentage of Net Assets is 14.6%. | The notional amount of long futures as a percentage of Net Assets is 14.6%. | The notional amount of long futures as a percentage of Net Assets is 14.6%. | The notional amount of long futures as a percentage of Net Assets is 14.6%. | The notional amount of long futures as a percentage of Net Assets is 14.6%. |
| The notional amount of short futures as a percentage of Net Assets is 0.2%. | The notional amount of short futures as a percentage of Net Assets is 0.2%. | The notional amount of short futures as a percentage of Net Assets is 0.2%. | The notional amount of short futures as a percentage of Net Assets is 0.2%. | The notional amount of short futures as a percentage of Net Assets is 0.2%. |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** |
| Currency<br> Purchased | Currency<br> Purchased | Currency<br> Sold | Currency<br> Sold | Counterparty | Settlement<br> Date | Unrealized <br> Appreciation/<br> (Depreciation) ($)  |
| CAD | 500000 | USD | 364141 | BNP Paribas SA | 4/2026 | (4476) |
| EUR | 347000 | USD | 401259 | Brown Brothers Harriman & Co. | 4/2026 | 126 |
| EUR | 379000 | USD | 436890 | Canadian Imperial Bank of Commerce | 4/2026 | 1511 |
| EUR | 4081000 | USD | 4729154 | Canadian Imperial Bank of Commerce | 4/2026 | (8538) |
| EUR | 330000 | USD | 379621 | Citibank NA | 4/2026 | 2100 |
| EUR | 501000 | USD | 581778 | HSBC Bank PLC | 4/2026 | (2256) |
| EUR | 2993000 | USD | 3471965 | JPMorgan Chase Bank NA | 4/2026 | (9871) |
| EUR | 3664000 | USD | 4230545 | JPMorgan Chase Bank NA | 4/2026 | 7714 |
| EUR | 2725000 | USD | 3147028 | State Street Bank & Trust Co | 4/2026 | 5062 |
| USD | 1514066 | AUD | 2173000 | JPMorgan Chase Bank NA | 4/2026 | 15086 |
| USD | 5080301 | AUD | 7214000 | Royal Bank of Canada | 4/2026 | 103936 |
| USD | 13203882 | CAD | 17994000 | Barclays Bank PLC | 4/2026 | 260259 |
| USD | 4296748 | CAD | 5946000 | Canadian Imperial Bank of Commerce | 4/2026 | 19612 |
| USD | 5180493 | CHF | 4025000 | Barclays Bank PLC | 4/2026 | 137815 |
| USD | 45859 | EUR | 39525 | Canadian Imperial Bank of Commerce | 4/2026 | 174 |
| USD | 97417219 | EUR | 83727000 | Barclays Bank PLC | 4/2026 | 567664 |
| USD | 2140370 | EUR | 1861000 | Barclays Bank PLC | 4/2026 | (12305) |
| USD | 1210312 | EUR | 1041000 | Canadian Imperial Bank of Commerce | 4/2026 | 6155 |
| USD | 3171220 | GBP | 2373000 | HSBC Bank PLC | 4/2026 | 30381 |
| USD | 6919653 | GBP | 5168000 | JPMorgan Chase Bank NA | 4/2026 | 79425 |
| USD | 12003853 | GBP | 8980000 | Royal Bank of Canada | 4/2026 | 118163 |
| USD | 1794949 | JPY | 281932000 | Royal Bank of Canada | 4/2026 | 15843 |
| USD | 1699774 | SGD | 2165000 | Barclays Bank PLC | 4/2026 | 13933 |
| **TOTAL FORWARD FOREIGN CURRENCY CONTRACTS** | **TOTAL FORWARD FOREIGN CURRENCY CONTRACTS** | **TOTAL FORWARD FOREIGN CURRENCY CONTRACTS** | **TOTAL FORWARD FOREIGN CURRENCY CONTRACTS** | **TOTAL FORWARD FOREIGN CURRENCY CONTRACTS** |  | **1347513** |
| Unrealized Appreciation | Unrealized Appreciation | Unrealized Appreciation |  |  |  | 1384959 |
| Unrealized Depreciation | Unrealized Depreciation | Unrealized Depreciation |  |  |  | (37446) |

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---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** |
| Underlying Reference | Maturity <br> Date | Clearinghouse / <br> Counterparty(1) | Fixed<br> Payment<br> Received/<br> (Paid) | Payment<br> Frequency | Notional<br> Amount(3) | Value ($) | Upfront<br> Premium<br> Received/<br> (Paid) ($)(2) | Unrealized <br> Appreciation/<br> (Depreciation) ($) |
| Buy Protection |  |  |  |  |  |  |  |  |
| 5Y CDX EMIG CDSI Series 45 Index | 6/2031 | ICE | (1%) | Quarterly | 2440000 | 1836 | 0 | 1836 |

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(1)Swaps with Intercontinental Exchange (ICE) are centrally cleared swaps.

(2)Any premiums for centrally cleared swaps are recorded periodically throughout the term of the swap to variation margin and included in unrealized appreciation (depreciation).

(3)Notional amount is stated in U.S. Dollars unless otherwise noted.

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| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** |
| Payment Received | Payment<br> Frequency | Payment Paid | Payment<br> Frequency | Clearinghouse /<br> Counterparty(1) | Maturity<br> Date | Notional<br> Amount(3) | Value ($)<br>| Upfront<br> Premium<br> Received/<br> (Paid) ($)(2) | Unrealized <br> Appreciation/<br> (Depreciation) ($)<br>|
| U.S. SOFR Index(4) | Annual | 3% | Annual | LCH | 6/2028 | 64467000 | 205744 | 0 | 205744 |
| U.S. SOFR Index(4) | Annual | 3.25% | Annual | LCH | 6/2029 | 9117000 | 49876 | 0 | 49876 |
| U.S. SOFR Index(4) | Annual | 4% | Annual | LCH | 6/2041 | 830000 | 8865 | 0 | 8865 |
| **TOTAL INTEREST RATE SWAPS** |  |  |  |  |  |  | **264485** | **0** | **264485** |

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(1)Swaps with LCH Clearnet Group (LCH) are centrally cleared swaps.

(2)Any premiums for centrally cleared swaps are recorded periodically throughout the term of the swap to variation margin and included in unrealized appreciation (depreciation).

(3)Notional amount is stated in U.S. Dollars unless otherwise noted.

(4)Represents floating rate.

**Currency Abbreviations**

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| | | |
|:---|:---|:---|
| AUD | - | Australian Dollar |
| CAD | - | Canadian Dollar |
| CHF | - | Swiss Franc |
| EGP | - | Egyptian Pound |
| EUR | - | European Monetary Unit (Euro) |
| GBP | - | British Pound Sterling |
| HUF | - | Hungarian Forint |
| JPY | - | Japanese Yen |
| NGN | - | Nigerian Naira |
| RON | - | Romanian Leu |
| SGD | - | Singapore Dollar |
| USD | - | United States Dollar |

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**Security Type Abbreviations**

ETF - EXCHANGE-TRADED FUND

**Legend**

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

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

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

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

(e) Level 3 security.

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

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

(h) Security or a portion of the security was pledged to cover margin requirements for futures contracts. At period end, the value of securities pledged amounted to $5,608,834.

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

(j) Security or a portion of the security was pledged to cover margin requirements for centrally cleared swaps. At period end, the value of securities pledged amounted to $1,376,473.

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

(l) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $423,965,602 or 25.7% of net assets.

(m) Security exempt from registration under Regulation S of the Securities Act of 1933 and may be resold to qualified foreign investors outside of the United States. At the end of the period, the value of securities amounted to $123,369,032 or 7.5% of net assets.

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

(o) Interest Only (IO) security represents the right to receive only monthly interest payments on an underlying pool of assets. Principal shown is the outstanding par amount of the pool as of the end of the period.

(p) Non-income producing.

(q) Restricted securities (including private placements) - Investment in securities not registered under the Securities Act of 1933 (excluding 144A issues). At the end of the period, the value of restricted securities (excluding 144A issues) amounted to $2,647,235 or 0.2% of net assets.

(r) Security or a portion of the security is on loan at period end.

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

(t) Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. A complete unaudited schedule of portfolio holdings for each Fidelity Central Fund is filed with the SEC for the first and third quarters of each fiscal year on Form N-PORT and is available upon request or at the SEC's website at www.sec.gov. An unaudited holdings listing for the Fund, which presents direct holdings as well as the pro-rata share of securities and other investments held indirectly through its investment in underlying non-money market Fidelity Central Funds, is available at fidelity.com and/or institutional.fidelity.com, as applicable. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.

(u) Includes $312,387 of cash collateral to cover margin requirements for futures contracts.

(v) Includes $57,850 of cash collateral segregated to cover margin requirements for centrally cleared swaps.

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

(x) Security or a portion of the security has been segregated as collateral for mortgage-backed or asset-backed securities purchased on a delayed delivery or when-issued basis. At period end, the value of securities pledged amounted to $59,164.

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

(z) Investment made with cash collateral received from securities on loan.

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| | | |
|:---|:---|:---|
| Additional information on each restricted holding is as follows: | Additional information on each restricted holding is as follows: | Additional information on each restricted holding is as follows: |
| Security | Acquisition Date | Acquisition Cost ($)<br>|
| EchoStar Corp | 9/30/2024 | 620441 |
| New Cotai LLC / New Cotai Capital Corp | 9/11/2020 | 1223948 |

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**Affiliated Central Funds**

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

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| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | <br>Shares,<br> end<br> of period  | % ownership,<br> end<br> of period |
| Fidelity Cash Central Fund | 139811288 | 157969140 | 143232789 | 1416883 | (231) | 231 | 154547639 | 154516736 | 0.2% |
| Fidelity Floating Rate Central Fund | 105930830 | 5487927 | 1000000 | 1970275 | (77899) | (1747472) | 108593386 | 1155495 | 5.6% |
| Fidelity Securities Lending Cash Central Fund | 5924256 | 87880024 | 78015624 | 4135 | - | - | 15788656 | 15787077 | 0.0% |
| Total | 251666374 | 251337091 | 222248413 | 3391293 | (78130) | (1747241) | 278929681 |  |  |

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

Amounts in the dividend income column for Fidelity Securities Lending Cash Central Fund represents the income earned on investing cash collateral, less rebates paid to borrowers and any lending agent fees associated with the loan, plus any premium income received for lending certain types of securities.

**Investment Valuation**

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

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

Level 1 - Unadjusted quoted prices in active markets for identical investments

Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, etc.)

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

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

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

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

Swaps are marked-to-market daily based on valuations from third party pricing services, registered derivatives clearing organizations (clearinghouses) or broker-supplied valuations. These pricing sources may utilize inputs such as interest rate curves, credit spread curves, default possibilities and recovery rates. When independent prices are unavailable or unreliable, swaps may be valued utilizing pricing methodologies which consider similar factors that would be used by third party pricing services. Swaps are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances.

The Fund invests a significant portion of its assets in below investment grade securities. The value of these securities can be more volatile due to changes in the credit quality of the issuer and is sensitive to changes in economic, market and regulatory conditions.

Exchange-Traded Funds (ETFs) and Exchange-Traded Notes (ETNs) are valued at their last sale price or official closing price as reported by a third party pricing service on the primary market or exchange on which they are traded and are categorized as Level 1 in the hierarchy. In the event there were no sales during the day but the exchange reports a closing bid level, ETFs and ETNs are valued at the closing bid and would be categorized as Level 1 in the hierarchy. In the event there was no closing bid, ETFs and ETNs may be valued by another method that the Board believes reflects fair value in accordance with the Board's fair value pricing policies and may be categorized as Level 2 in the hierarchy.

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

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

Options traded over-the-counter are valued using service or broker-supplied valuations and are categorized as Level 2 in the hierarchy.

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

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

**Derivative Instruments**

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

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

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

Credit Risk - Credit risk relates to the ability of the issuer of a financial instrument to make further principal or interest payments on an obligation or commitment that it has to the Fund.

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

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

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

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

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

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

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

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

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

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

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

Options: Options give the purchaser the right, but not the obligation, to buy (call) or sell (put) an underlying security or financial instrument at an agreed exercise or strike price between or on certain dates. Options obligate the seller (writer) to buy (put) or sell (call) an underlying instrument at the exercise or strike price or cash settle an underlying derivative instrument if the holder exercises the option on or before the expiration date.

The Fund used OTC options, such as swaptions, which are options where the underlying instrument is a swap, to manage its exposure to fluctuations in interest rates and/or potential credit events.

Open options at period end are presented in the Schedule of Investments under the captions "Purchased Options," "Purchased Swaptions," "Written Options" and "Written Swaptions." Writing puts and buying calls tend to increase exposure to the underlying instrument while buying puts and writing calls tend to decrease exposure to the underlying instrument. For purchased options, risk of loss is limited to the premium paid, and for written options, risk of loss is the change in value in excess of the premium received.

Swaps: A swap is a contract between two parties to exchange future cash flows at periodic intervals based on a notional principal amount.

A centrally cleared swap is a transaction executed between a fund and a dealer counterparty, then cleared by a futures commission merchant (FCM) through a clearinghouse. Once cleared, the clearinghouse serves as a central counterparty, with whom a fund exchanges cash flows for the life of the transaction, similar to transactions in futures contracts.

Credit Default Swaps: Credit default swaps enable the Fund to buy or sell protection against specified credit events on a single-name issuer or a traded credit index. Under the terms of a credit default swap the buyer of protection (buyer) receives credit protection in exchange for making periodic payments to the seller of protection (seller) based on a fixed percentage applied to a notional principal amount. In return for these payments, the seller will be required to make a payment upon the occurrence of one or more specified credit events. The Fund enters into credit default swaps as a seller to gain credit exposure to an issuer and/or as a buyer to obtain a measure of protection against defaults of an issuer. Periodic payments are made over the life of the contract by the buyer provided that no credit event occurs. For credit default swaps on most corporate and sovereign issuers, credit events include bankruptcy, failure to pay or repudiation/moratorium. For credit default swaps on corporate or sovereign issuers, the obligation that may be put to the seller is not limited to the specific reference obligation described in the Schedule of Investments. For credit default swaps on asset-backed securities, a credit event may be triggered by events such as failure to pay principal, maturity extension, rating downgrade or write-down. For credit default swaps on asset-backed securities, the reference obligation described represents the security that may be put to the seller. For credit default swaps on a traded credit index, a specified credit event may affect all or individual underlying securities included in the index. Typically, the value of each credit default swap and credit rating disclosed for each reference obligation in the Schedule of Investments, where the Fund is the seller, can be used as measures of the current payment/performance risk of the swap. As the value of the swap changes as a positive or negative percentage of the total notional amount, the payment/performance risk may decrease or increase, respectively. In addition to these measures, FMR monitors a variety of factors including cash flow assumptions, market activity and market sentiment as part of its ongoing process of assessing payment/ performance risk.

Interest Rate Swaps: Interest rate swaps are agreements between counterparties to exchange cash flows, one based on a fixed rate, and the other on a floating rate. The Fund entered into interest rate swaps to manage its exposure to interest rate changes. Changes in interest rates can have an effect on both the value of bond holdings as well as the amount of interest income earned. In general, the value of bonds can fall when interest rates rise and can rise when interest rates fall.

Open swaps at period end are included in the Schedule of Investments under the caption Credit Default Swaps, Interest Rate Swaps and/or Total Return Swaps, as applicable.

**Credit Risk**

The Fund's relatively large investment in countries with limited or developing capital markets may involve greater risks than investments in more developed markets and the prices of such investments may be volatile. The yields of emerging market debt obligations reflect, among other things, perceived credit risk. The consequences of political, social or economic changes in these markets may have disruptive effects on the market prices of the Fund's investments and the income they generate, as well as the Fund's ability to repatriate such amounts.

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

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Variable Insurance Products Fund V

- **b. Investment Company Act file number:** 811-05361

- **c. CIK number of Registrant:** 0000823535

- **d. LEI of Registrant:** S8GYVGVVOPTJ8G3T5C60

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

- **a. Name of Series:** VIP Strategic Income Portfolio

- **b. EDGAR series identifier (if any):** S000017666

- **c. LEI of Series:** 2LHPYWL1SMRRXBXA3E96

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1718905775.20

**Total Liabilities:** $71047890.97

**Net Assets:** $1647857884.23

**Delayed Delivery Securities:** $11874503.92

**Cash Not Reported:** $1318001.50

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 8513.83759428 | **1-Year:** 63444.56611704 | **5-Year:** 123177.61517273 | **10-Year:** 153870.44562756 | **30-Year:** 88531.39139955

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

- **3-Month:** 21930.18311095 | **1-Year:** 57287.42357765 | **5-Year:** 58745.10691910 | **10-Year:** 19792.17918315 | **30-Year:** 8221.17461942

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000048809 | 0.62%                | 1.14%                | -1.68%               |
| Class ID C000048810 | 0.63%                | 1.15%                | -1.69%               |
| Class ID C000048811 | 0.62%                | 1.16%                | -1.69%               |
| Class ID C000048812 | 0.63%                | 1.15%                | -1.71%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-369394.69              | $6390971.02                                |
| Month 2  | $2324487.67              | $8670848.32                                |
| Month 3  | $992158.51               | $-31090705.45                              |

**Designated Index Information**

- **Index Name:** Bloomberg US Universal Bond Index

- **Index Identifier:** 19807815

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ALPHABET INC                                                                     | ALPHABET INC CL A                                                                                    | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     17600 | NS      | $5061056.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ARES MANAGEMENT CORP                                                             | ARES MANAGEMENT CORP CL A                                                                            | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |      4400 | NS      | $480040.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BOYD GAMING CORP                                                                 | BOYD GAMING CORP                                                                                     | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |     12300 | NS      | $1010814.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF                                                   | BRAZIL FEDERATIVE REPUBLIC OF 8.25% 01/20/2034                                                       | CUSIP: 105756BB5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   1045000 | PA      | $1186075.00   | 0.07%             | 2034-01-20      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF                                                   | BRAZIL FEDERATIVE REPUBLIC OF 7.125% 01/20/2037                                                      | CUSIP: 105756BK5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    565000 | PA      | $613708.65    | 0.04%             | 2037-01-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                | FX Forward: USD/EUR settle 2026-04-17                                                                | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $567664.07    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                | FX Forward: USD/SGD settle 2026-04-17                                                                | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $13933.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | FX Forward: USD/AUD settle 2026-04-17                                                                | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $103935.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | FX Forward: USD/GBP settle 2026-04-17                                                                | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $118163.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                | FX Forward: USD/CHF settle 2026-04-17                                                                | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $137814.96    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | FX Forward: USD/JPY settle 2026-04-17                                                                | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $15842.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                                    | FX Forward: EUR/USD settle 2026-04-17                                                                | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-2255.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                | FX Forward: USD/CAD settle 2026-04-17                                                                | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $260259.40    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                               | FX Forward: USD/EUR settle 2026-04-17                                                                | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $6155.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                               | FX Forward: EUR/USD settle 2026-04-17                                                                | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-8538.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                                                  | FX Forward: EUR/USD settle 2026-04-17                                                                | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |         1 | NC      | $126.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                | FX Forward: USD/EUR settle 2026-04-17                                                                | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-12304.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                                    | FX Forward: USD/GBP settle 2026-04-17                                                                | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $30380.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                              | FX Forward: EUR/USD settle 2026-04-17                                                                | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $5062.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                   | FX Forward: EUR/USD settle 2026-04-17                                                                | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |         1 | NC      | $2099.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | FX Forward: CAD/USD settle 2026-04-17                                                                | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |         1 | NC      | $-4476.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                               | FX Forward: USD/AUD settle 2026-04-17                                                                | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $15086.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                               | FX Forward: USD/GBP settle 2026-04-17                                                                | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $79425.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                               | FX Forward: EUR/USD settle 2026-04-17                                                                | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-9871.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                               | FX Forward: USD/EUR settle 2026-04-01                                                                | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $174.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                               | FX Forward: USD/CAD settle 2026-04-17                                                                | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $19612.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                               | FX Forward: EUR/USD settle 2026-04-17                                                                | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $7714.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                               | FX Forward: EUR/USD settle 2026-04-17                                                                | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $1510.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                                                                 | CARLISLE COS INC                                                                                     | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |      1400 | NS      | $467068.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CELSIUS HOLDINGS INC                                                             | CELSIUS HOLDINGS INC                                                                                 | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11200 | NS      | $397376.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                             | COLOMBIA REPUBLIC OF 7.375% 09/18/2037                                                               | CUSIP: 195325BK0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    140000 | PA      | $139447.00    | 0.01%             | 2037-09-18      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                             | COLOMBIA REPUBLIC OF 6.125% 01/18/2041                                                               | CUSIP: 195325BM6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     40000 | PA      | $34852.00     | 0.00%             | 2041-01-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                             | COLOMBIA REPUBLIC OF 5% 06/15/2045                                                                   | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    420000 | PA      | $300825.00    | 0.02%             | 2045-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COMFORT SYSTEMS USA INC                                                          | COMFORT SYSTEMS USA INC                                                                              | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |      7700 | NS      | $10618223.00  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| COSTA RICA REPUBLIC OF                                                           | COSTA RICA REPUBLIC OF 5.625% 04/30/2043 144A                                                        | CUSIP: 221597BT3<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    215000 | PA      | $199950.00    | 0.01%             | 2043-04-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| IVORY COAST (COTE D'IVOIRE)                                                      | IVORY COAST (COTE D'IVOIRE) 6.375% 03/03/2028 144A                                                   | CUSIP: 221625AM8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    154077 | PA      | $155001.46    | 0.01%             | 2028-03-03      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CROWN CORK and SEAL INC                                                          | CROWN CORK and SEAL INC 7.5% 12/15/2096                                                              | CUSIP: 228255AJ4<br>LEI: 7HLDMDH0ZXNUH6PT7Z42 | Long             | DBT              | CORP              | US        |    160000 | PA      | $158400.00    | 0.01%             | 2096-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DICKS SPORTING GOODS INC                                                         | DICKS SPORTING GOODS INC                                                                             | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |      5700 | NS      | $1130253.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINICAN REPUBLIC                                                               | DOMINICAN REPUBLIC 7.45% 04/30/2044 144A                                                             | CUSIP: 25714PCF3<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    335000 | PA      | $349070.00    | 0.02%             | 2044-04-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                               | DOMINICAN REPUBLIC 6.85% 01/27/2045 144A                                                             | CUSIP: 25714PCW6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    300000 | PA      | $291750.00    | 0.02%             | 2045-01-27      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LEBANON REPUBLIC OF                                                              | LEBANON REPUBLIC OF 6.375% 12/31/2049 REGS                                                           | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |    400000 | PA      | $94200.00     | 0.01%             | 2049-12-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EAGLE MATLS INC                                                                  | EAGLE MATERIALS INC                                                                                  | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |      1700 | NS      | $322065.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ECHOSTAR CORP                                                                    | ECHOSTAR CORP CL A                                                                                   | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |     36100 | NS      | $4226227.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| EL SALVADOR REPUBLIC OF                                                          | EL SALVADOR REPUBLIC OF 7.65% 06/15/2035 144A                                                        | CUSIP: 283875AN2<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    135000 | PA      | $132165.00    | 0.01%             | 2035-06-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| EL SALVADOR REPUBLIC OF                                                          | EL SALVADOR REPUBLIC OF 7.625% 02/01/2041 144A                                                       | CUSIP: 283875AQ5<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     90000 | PA      | $85320.00     | 0.01%             | 2041-02-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| EMCOR GROUP INC                                                                  | EMCOR GROUP INC                                                                                      | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |      4700 | NS      | $3470057.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP 5.5% 06/01/2027                                                                   | CUSIP: 29273VAF7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    860000 | PA      | $867931.74    | 0.05%             | 2027-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | META PLATFORMS INC CL A                                                                              | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      9600 | NS      | $5492448.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| FAIR ISAAC CORPORATION                                                           | FAIR ISAAC CORP                                                                                      | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |       700 | NS      | $747278.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Central Investment Portfolios LLC                                       | Fidelity Floating Rate Central Fund                                                                  | CUSIP: 31606V708<br>LEI: S2V1M15I679NQK6BNY65 | Long             | EC               | RF                | US        |   1148436 | NS      | $107930044.23 | 6.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust                                                     | Fidelity Cash Central Fund                                                                           | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        | 154516736 | NS      | $154547638.91 | 9.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust                                                     | Fidelity Securities Lending Cash Central Fund                                                        | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  24385567 | NS      | $24388005.78  | 1.48%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | ALLY FINL INC 8% 11/01/2031                                                                          | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   5045000 | PA      | $5594031.76   | 0.34%             | 2031-11-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GALLAGHER (ARTHUR J.) and CO                                                     | ARTHUR J GALLAGHAR AND CO                                                                            | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |     11900 | NS      | $2577302.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| EMIRATE OF DUBAI GOVERNMENT INTERNATIONAL BONDS                                  | EMIRATE OF DUBAI GOVT INTL BONDS 5.25% 01/30/2043 REGS                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AE        |    330000 | PA      | $307771.20    | 0.02%             | 2043-01-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | ALLY FINL INC 8% 11/01/2031                                                                          | CUSIP: 370425RZ5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    823000 | PA      | $907507.97    | 0.06%             | 2031-11-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| NXP SEMICONDUCTORS NV                                                            | NXP SEMICONDUCTORS NV                                                                                | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |      2300 | NS      | $452778.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| COSAN OVERSEAS LTD                                                               | COSAN OVERSEAS LTD 8.25% PERP REGS                                                                   | CUSIP: N/A<br>LEI: 222100V5GTJGKUH55655       | Long             | EP               | CORP              | KY        |    710000 | PA      | $674500.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE OIL COMPANY OF THE AZERBAIJAN REPUBLIC                                     | STATE OIL CO OF THE AZER 6.95% 03/18/2030 REGS                                                       | CUSIP: N/A<br>LEI: 2549002HARR1VE257O76       | Long             | DBT              | CORP              | AZ        |    275000 | PA      | $294335.94    | 0.02%             | 2030-03-18      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | REPUBLIC OF INDONESIA 8.5% 10/12/2035 144A                                                           | CUSIP: 455780AT3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    875000 | PA      | $1071000.00   | 0.06%             | 2035-10-12      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | REPUBLIC OF INDONESIA 6.625% 02/17/2037 144A                                                         | CUSIP: 455780AX4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    220000 | PA      | $239035.50    | 0.01%             | 2037-02-17      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | REPUBLIC OF INDONESIA 7.75% 01/17/2038 144A                                                          | CUSIP: 455780AZ9<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    930000 | PA      | $1104607.50   | 0.07%             | 2038-01-17      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | REPUBLIC OF INDONESIA 6.75% 01/15/2044 144A                                                          | CUSIP: 455780BR6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    330000 | PA      | $363660.00    | 0.02%             | 2044-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | REPUBLIC OF INDONESIA 5.95% 01/08/2046 144A                                                          | CUSIP: 455780BW5<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    350000 | PA      | $353850.00    | 0.02%             | 2046-01-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| IES HOLDINGS INC                                                                 | IES HOLDINGS INC                                                                                     | CUSIP: 44951W106<br>LEI: 549300687T8E6LN6EN72 | Long             | EC               | CORP              | US        |      9100 | NS      | $4335877.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| JAMAICA GOVT OF                                                                  | JAMAICA GOVT OF 7.875% 07/28/2045                                                                    | CUSIP: 470160CB6<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | JM        |    160000 | PA      | $183200.00    | 0.01%             | 2045-07-28      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| JAMES HARDIE INDUSTRIES PLC                                                      | JAMES HARDIE IND PLC                                                                                 | CUSIP: N/A<br>LEI: 635400NSGXKTVOO7JU45       | Long             | EC               | CORP              | IE        |     41100 | NS      | $778434.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA CORP                                                                         | KLA CORP                                                                                             | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |      2000 | NS      | $2944820.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR and CO INC                                                                   | KKR and CO INC                                                                                       | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |      2500 | NS      | $231250.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EATON CORP PLC                                                                   | EATON CORP PLC                                                                                       | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |      6500 | NS      | $2324855.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| LVMH MOET HENNESSY LOUIS VUITTON SE                                              | LVMH MOET HENNESSY LOUIS VUITTON SE                                                                  | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | EC               | CORP              | FR        |       500 | NS      | $273324.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LEBANON REPUBLIC OF                                                              | LEBANON REPUBLIC OF 5.8% 12/31/2049 REGS                                                             | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |    625000 | PA      | $147187.50    | 0.01%             | 2049-12-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES PLC                                                           | TRANE TECHNOLOGIES PLC                                                                               | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |      3600 | NS      | $1500264.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MARTIN MARIETTA MATERIALS INC                                                    | MARTIN MARIETTA MATERIALS INC                                                                        | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |      1100 | NS      | $647548.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTERCARD INC                                                                   | MASTERCARD INC CL A                                                                                  | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      3000 | NS      | $1498980.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                                                                   | MICROSOFT CORP                                                                                       | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      6500 | NS      | $2406105.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                            | MICRON TECHNOLOGY INC                                                                                | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      5200 | NS      | $1756768.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MOODYS CORP                                                                      | MOODYS CORP                                                                                          | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |      1600 | NS      | $698000.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA CORP                                                                      | NVIDIA CORP                                                                                          | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     66000 | NS      | $11510400.00  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| OCP SA                                                                           | OCP SA 6.875% 04/25/2044 144A                                                                        | CUSIP: 67091TAB1<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    325000 | PA      | $323359.17    | 0.02%             | 2044-04-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                                            | ON SEMICONDUCTOR CORP                                                                                | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |     25665 | NS      | $1589176.80   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEMAIN HLDGS INC                                                                | ONEMAIN HOLDINGS INC                                                                                 | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |     29100 | NS      | $1556559.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                            | UBER TECHNOLOGIES INC                                                                                | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |     12500 | NS      | $899125.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                      | PACIFIC GAS and ELECTRIC CO 4.3% 03/15/2045                                                          | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    315000 | PA      | $246039.95    | 0.01%             | 2045-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                             | PARKER HANNIFIN CORP                                                                                 | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      2600 | NS      | $2327624.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS 6.625% 06/15/2035                                                                | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1965000 | PA      | $1832559.00   | 0.11%             | 2035-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS 6.5% 06/02/2041                                                                  | CUSIP: 71654QAZ5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    170000 | PA      | $143990.00    | 0.01%             | 2041-06-02      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA                                                        | PETROLEOS DE VENEZUELA SA 12.75% 12/31/2049 144A                                                     | CUSIP: 716558AC5<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    110000 | PA      | $49830.00     | 0.00%             | 2049-12-31      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA                                                        | PETROLEOS DE VENEZUELA SA 6% 11/15/2026 144A                                                         | CUSIP: 716558AF8<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    930000 | PA      | $317688.00    | 0.02%             | 2026-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA                                                        | PETROLEOS DE VENEZUELA SA 6% 12/31/2049 144A                                                         | CUSIP: 716558AG6<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    585000 | PA      | $198432.00    | 0.01%             | 2049-12-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA                                                        | PETROLEOS DE VENEZUELA SA 5.375% 04/12/2027 REGS                                                     | CUSIP: N/A<br>LEI: 549300YWR8TN1OFD4P06       | Long             | DBT              | CORP              | VE        |    480000 | PA      | $159096.00    | 0.01%             | 2027-04-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PORTLAND GENERAL ELECTRIC CO                                                     | PORTLAND GENERAL ELECTRIC CO                                                                         | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |       140 | NS      | $7387.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QATAR ST                                                                         | QATAR ST 9.75% 06/15/2030 144A                                                                       | CUSIP: 74727PAE1<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    295000 | PA      | $353469.00    | 0.02%             | 2030-06-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENTAL DEL URUGUAY                                                   | URUGUAY REPUBLICA ORIENTAL DL 5.1% 06/18/2050                                                        | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    675000 | PA      | $619420.50    | 0.04%             | 2050-06-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WILLSCOT HOLDINGS CORP                                                           | WILLSCOT HOLDINGS CORP                                                                               | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |     60500 | NS      | $1050280.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SHOPIFY INC                                                                      | SHOPIFY INC CL A                                                                                     | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |     10800 | NS      | $1281466.47   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMPSON MANUFACTURING CO                                                         | SIMPSON MANUFACTURING CO                                                                             | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |      3800 | NS      | $652156.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN NAT GAS CO LLC                                                          | SOUTHERN NAT GAS CO LLC 7.35% 02/15/2031                                                             | CUSIP: 843452AY9<br>LEI: 254900KDLS1X42SY7037 | Long             | DBT              | CORP              | US        |    175000 | PA      | $192242.35    | 0.01%             | 2031-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SOUTHERN NAT GAS CO LLC                                                          | SOUTHERN NAT GAS CO LLC 8% 03/01/2032                                                                | CUSIP: 843452AZ6<br>LEI: 254900KDLS1X42SY7037 | Long             | DBT              | CORP              | US        |    335000 | PA      | $382064.41    | 0.02%             | 2032-03-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                        | BLOCK INC CL A                                                                                       | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |     15200 | NS      | $914736.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TAIWAN SEMICONDUCTOR MFG CO LTD                                                  | TAIWAN SEMIC MFG CO LTD SP ADR                                                                       | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |     18800 | NS      | $6353460.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | TENET HEALTHCARE CORP                                                                                | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |      3700 | NS      | $698227.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY                                                       | TENNESSEE VALLEY AUTHORITY 5.375% 04/01/2056                                                         | CUSIP: 880591DZ2<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |    302000 | PA      | $303983.55    | 0.02%             | 2056-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY                                                       | TENNESSEE VALLEY AUTHORITY 5.25% 09/15/2039                                                          | CUSIP: 880591EH1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |    126000 | PA      | $132094.69    | 0.01%             | 2039-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                                                    | TOPBUILD CORP                                                                                        | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |      6300 | NS      | $2213190.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TURKEY REPUBLIC OF                                                               | TURKEY REPUBLIC OF 6% 01/14/2041                                                                     | CUSIP: 900123BJ8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    770000 | PA      | $638330.00    | 0.04%             | 2041-01-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                               | TURKEY REPUBLIC OF 4.875% 04/16/2043                                                                 | CUSIP: 900123CB4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    815000 | PA      | $571588.03    | 0.03%             | 2043-04-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                               | TURKEY REPUBLIC OF 6.625% 02/17/2045                                                                 | CUSIP: 900123CG3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    310000 | PA      | $262725.00    | 0.02%             | 2045-02-17      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                                                                    | COHERENT CORP                                                                                        | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |      6000 | NS      | $1429260.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                     | MEXICO UNITED MEXICAN STATES 6.05% 01/11/2040                                                        | CUSIP: 91086QAV0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    670000 | PA      | $649900.00    | 0.04%             | 2040-01-11      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                     | MEXICO UNITED MEXICAN STATES 5.75% 10/12/2110                                                        | CUSIP: 91086QAZ1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    600000 | PA      | $486300.00    | 0.03%             | 2110-10-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                      | UNITED STATES TREASURY BOND 4.75% 02/15/2037                                                         | CUSIP: 912810PT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1636000 | PA      | $1694410.30   | 0.10%             | 2037-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                      | UNITED STATES TREASURY BOND 2.5% 02/15/2045                                                          | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17524000 | PA      | $12289389.49  | 0.75%             | 2045-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                      | UNITED STATES TREASURY BOND 3% 05/15/2045                                                            | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1800000 | PA      | $1369828.12   | 0.08%             | 2045-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VENEZUELA, REPUBLIC OF                                                           | VENEZUELA REPUBLIC OF 9.25% 09/15/2027                                                               | CUSIP: 922646AS3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |   2395000 | PA      | $1137625.00   | 0.07%             | 2027-09-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| VENEZUELA, REPUBLIC OF                                                           | VENEZUELA REPUBLIC OF 12.75% 12/31/2049 REGS                                                         | CUSIP: N/A<br>LEI: 529900XM8PJTJK5OJI77       | Long             | DBT              | NUSS              | VE        |    190000 | PA      | $95582.35     | 0.01%             | 2049-12-31      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| VENEZUELA, REPUBLIC OF                                                           | VENEZUELA REPUBLIC OF 11.95% 08/05/2031 REGS                                                         | CUSIP: N/A<br>LEI: 529900XM8PJTJK5OJI77       | Long             | DBT              | NUSS              | VE        |   1090000 | PA      | $554810.00    | 0.03%             | 2031-08-05      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | VISA INC CL A                                                                                        | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      8800 | NS      | $2659712.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SWITZERLAND CONFEDERATION                                                        | SWITZERLAND CONFEDERATION 3.5% 04/08/2033 REGS                                                       | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |   3200000 | PA      | $4908015.75   | 0.30%             | 2033-04-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                               | TURKEY REPUBLIC OF 4.875% 10/09/2026                                                                 | CUSIP: 900123CK4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    650000 | PA      | $649350.00    | 0.04%             | 2026-10-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| US FOODS HOLDING CORP                                                            | US FOODS HOLDING CORP                                                                                | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |      9200 | NS      | $848332.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| QATAR ST                                                                         | QATAR ST 4.625% 06/02/2046 144A                                                                      | CUSIP: 74727PAV3<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    575000 | PA      | $496052.50    | 0.03%             | 2046-06-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BATH and BODY WORKS INC                                                          | BATH and BODY WORKS INC 6.75% 07/01/2036                                                             | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    870000 | PA      | $834213.77    | 0.05%             | 2036-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF                                                   | BRAZIL FEDERATIVE REPUBLIC OF 5.625% 02/21/2047                                                      | CUSIP: 105756BY5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    240000 | PA      | $200520.00    | 0.01%             | 2047-02-21      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                            | FEDERAL HOME LN MTG MLT CTF GT 2.525% 05/25/2026                                                     | CUSIP: 3137BQYS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    143900 | PA      | $143371.91    | 0.01%             | 2026-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                                     | SM ENERGY CO 6.75% 09/15/2026                                                                        | CUSIP: 78454LAN0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250163.75    | 0.02%             | 2026-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                            | FEDERAL HOME LN MTG MLT CTF GT 2.57% 07/25/2026                                                      | CUSIP: 3137BRQJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1538717 | PA      | $1531481.66   | 0.09%             | 2026-07-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA REPUBLIC OF                                                         | SOUTH AFRICA REPUBLIC OF 5% 10/12/2046                                                               | CUSIP: 836205AV6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    395000 | PA      | $283412.50    | 0.02%             | 2046-10-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BERMUDA GOVERNMENT OF                                                            | BERMUDA GOVERNMENT OF 3.717% 01/25/2027 144A                                                         | CUSIP: 085209AD6<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    645000 | PA      | $639759.38    | 0.04%             | 2027-01-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA KINGDOM OF                                                          | SAUDI ARABIA KINGDOM OF 4.5% 10/26/2046 144A                                                         | CUSIP: 80413TAC3<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    640000 | PA      | $518560.00    | 0.03%             | 2046-10-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MTN MAURITIUS INVESTMENTS LTD                                                    | MTN MAURITIUS INVSTMENTS 6.5% 10/13/2026 144A                                                        | CUSIP: 55377XAB2<br>LEI: 2549009PQD415OQIR074 | Long             | DBT              | CORP              | MU        |    315000 | PA      | $316417.50    | 0.02%             | 2026-10-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                            | FEDERAL HOME LN MTG MLT CTF GT 2.653% 08/25/2026                                                     | CUSIP: 3137BSP72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2300000 | PA      | $2285752.42   | 0.14%             | 2026-08-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                      | PACIFIC GAS and ELECTRIC CO 4% 12/01/2046                                                            | CUSIP: 694308HR1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    743000 | PA      | $543804.27    | 0.03%             | 2046-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                                      | VISTRA CORP                                                                                          | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |     30600 | NS      | $4600098.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                            | FHMS K059 A2 CSTR 09/25/2026                                                                         | CUSIP: 3137BSRE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    431931 | PA      | $429525.59    | 0.03%             | 2026-09-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                               | TURKEY REPUBLIC OF 6% 03/25/2027                                                                     | CUSIP: 900123CL2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    170000 | PA      | $170895.48    | 0.01%             | 2027-03-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                               | DOMINICAN REPUBLIC 5.95% 01/25/2027 144A                                                             | CUSIP: 25714PDT2<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    445000 | PA      | $447225.00    | 0.03%             | 2027-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                            | FEDERAL HOME LN MTG MLT CTF GT 3.3% 10/25/2026                                                       | CUSIP: 3137BTAC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1500000 | PA      | $1491812.85   | 0.09%             | 2026-10-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS 6.75% 09/21/2047                                                                 | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    798000 | PA      | $637163.10    | 0.04%             | 2047-09-21      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                                                        | EGYPT (ARAB) REPUBLIC OF 7.5% 01/31/2027 144A                                                        | CUSIP: 038461AL3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    830000 | PA      | $833295.10    | 0.05%             | 2027-01-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                                                        | EGYPT (ARAB) REPUBLIC OF 8.5% 01/31/2047 144A                                                        | CUSIP: 038461AM1<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    580000 | PA      | $499888.25    | 0.03%             | 2047-01-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| NIGERIA REPUBLIC OF                                                              | NIGERIA REPUBLIC 7.875% 02/16/2032 144A                                                              | CUSIP: 65412JAA1<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    160000 | PA      | $161640.00    | 0.01%             | 2032-02-16      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                            | FEDERAL HOME LN MTG MLT CTF GT 3.347% 11/25/2026                                                     | CUSIP: 3137BTUM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6415626 | PA      | $6381210.31   | 0.39%             | 2026-11-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OMAN SULTANATE                                                                   | OMAN SULTANATE 6.5% 03/08/2047 144A                                                                  | CUSIP: 682051AF4<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    395000 | PA      | $403508.46    | 0.02%             | 2047-03-08      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                            | FEDERAL HOME LN MTG MLT CTF GT 3.413% 12/25/2026                                                     | CUSIP: 3137BUX60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1976342 | PA      | $1965484.71   | 0.12%             | 2026-12-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                            | FEDERAL HOME LN MTG MLT CTF GT 3.43% 01/25/2027                                                      | CUSIP: 3137BVZ82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    594380 | PA      | $591223.77    | 0.04%             | 2027-01-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KAZMUAIGAZ NATIONAL CO JSC                                                       | KAZMUNAYGAS NATIONAL CO JSC 5.75% 04/19/2047 144A                                                    | CUSIP: 48667QAP0<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    170000 | PA      | $157511.80    | 0.01%             | 2047-04-19      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FORBES ENERGY SVCS LTD                                                           | FORBES ENERGY SVCS LTD NEW                                                                           | CUSIP: 345143200<br>LEI: 5493000KNGZL65YWY755 | Long             | EC               | CORP              | US        |      6562 | NS      | $0.07         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| MURPHY OIL USA INC                                                               | MURPHY OIL USA INC 5.625% 05/01/2027                                                                 | CUSIP: 626738AD0<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |    305000 | PA      | $304538.38    | 0.02%             | 2027-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                               | TURKEY REPUBLIC OF 5.75% 05/11/2047                                                                  | CUSIP: 900123CM0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    360000 | PA      | $269910.00    | 0.02%             | 2047-05-11      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SENEGAL REPUBLIC OF                                                              | SENEGAL REPUBLIC OF 6.25% 05/23/2033 144A                                                            | CUSIP: 81720TAC9<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |    290000 | PA      | $153192.50    | 0.01%             | 2033-05-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| IVORY COAST (COTE D'IVOIRE)                                                      | IVORY COAST (COTE D'IVOIRE) 6.125% 06/15/2033 144A                                                   | CUSIP: 221625AN6<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    620000 | PA      | $582335.00    | 0.04%             | 2033-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                              | SIRIUS XM RADIO INC 5% 08/01/2027 144A                                                               | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    404000 | PA      | $403436.06    | 0.02%             | 2027-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DEL NORTE SA CAYMAN ISLANDS BRANCH                               | BANCO MERCANTIL DEL NORTE CAYMAN ISLAND BRH 7.625%/VAR PERP 144A                                     | CUSIP: 05962GAJ8<br>LEI: 549300QTVYRPFHS0J362 | Long             | EP               | CORP              | KY        |    610000 | PA      | $609301.55    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                                                                  | NGPL PIPECO LLC 4.875% 08/15/2027 144A                                                               | CUSIP: 62912XAF1<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150305.91    | 0.01%             | 2027-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HILTON WORLDWIDE FIN LLC / HILTON WORLDWIDE FIN CORP                             | HILTON WORLDWIDE FIN LLC / HILTON WORLDWIDE FIN CORP 4.875% 04/01/2027                               | CUSIP: 432891AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    435000 | PA      | $434731.30    | 0.03%             | 2027-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TV AZTECA SAB DE CV                                                              | TV AZTECA SAB DE CV 8.25% 12/31/2049 REGS                                                            | CUSIP: N/A<br>LEI: 549300H2ZXE4KL0NUV88       | Long             | DBT              | CORP              | MX        |   1500000 | PA      | $510000.00    | 0.03%             | 2049-12-31      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                            | FEDERAL HOME LN MTG MLT CTF GT 3.243% 04/25/2027                                                     | CUSIP: 3137F1G44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2100000 | PA      | $2083030.32   | 0.13%             | 2027-04-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSHIP LP / MPT FIN CORP                                           | MPT OPER PARTNERSHIP LP/CORP 5% 10/15/2027                                                           | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2850000 | PA      | $2650512.80   | 0.16%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP                     | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 5.5% 01/15/2028 144A                    | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $29746.22     | 0.00%             | 2028-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA REPUBLIC OF                                                         | SOUTH AFRICA REPUBLIC OF 4.85% 09/27/2027                                                            | CUSIP: 836205AW4<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    285000 | PA      | $284216.25    | 0.02%             | 2027-09-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA REPUBLIC OF                                                         | SOUTH AFRICA REPUBLIC OF 5.65% 09/27/2047                                                            | CUSIP: 836205AX2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    190000 | PA      | $147725.00    | 0.01%             | 2047-09-27      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                            | FEDERAL HOME LN MTG MLT CTF GT 3.194% 07/25/2027                                                     | CUSIP: 3137FAWS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    600000 | PA      | $593664.36    | 0.04%             | 2027-07-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA KINGDOM OF                                                          | SAUDI ARABIA KINGDOM OF 4.625% 10/04/2047 144A                                                       | CUSIP: 80413TAF6<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    330000 | PA      | $270600.00    | 0.02%             | 2047-10-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JORDAN KINGDOM OF                                                                | JORDAN KINGDOM OF 7.375% 10/10/2047 144A                                                             | CUSIP: 418097AJ0<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |    110000 | PA      | $103537.50    | 0.01%             | 2047-10-10      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BRINKS CO                                                                        | BRINKS CO 4.625% 10/15/2027 144A                                                                     | CUSIP: 109696AA2<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |    620000 | PA      | $611886.49    | 0.04%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                            | FEDERAL HOME LN MTG MLT CTF GT 3.244% 08/25/2027                                                     | CUSIP: 3137FBBX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    700000 | PA      | $692072.50    | 0.04%             | 2027-08-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BAPCO ENERGIES BSC                                                               | BAPCO ENERGIES BSC 7.5% 10/25/2027 144A                                                              | CUSIP: 67778M2A7<br>LEI: 549300OBH16L6TS6IW50 | Long             | DBT              | CORP              | BH        |    665000 | PA      | $656687.50    | 0.04%             | 2027-10-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ISHARES BROAD USD HIGH YIELD CORPORATE BOND ETF                                  | iShares Broad USD High Yield Corp Bd ETF                                                             | CUSIP: 46435U853<br>LEI: 549300X7H67ZLUE3IZ46 | Long             | EC               | RF                | US        |    527400 | NS      | $19429416.00  | 1.18%             |  |  |  | No            |                  1 | On Loan: —       |
| ORACLE CORP                                                                      | ORACLE CORP 3.8% 11/15/2037                                                                          | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    450000 | PA      | $357364.50    | 0.02%             | 2037-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SUMMIT MIDSTREAM CORP                                                            | SUMMIT MIDSTREAM CORP 3ML+743 PERP PFD                                                               | CUSIP: 86614G200<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       148 | NS      | $233991.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP 6.625%/VAR PERP                                                                   | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |   1730000 | PA      | $1724183.74   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA REPUBLIC OF                                                              | NIGERIA REPUBLIC 6.5% 11/28/2027 144A                                                                | CUSIP: 65412JAC7<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    445000 | PA      | $447225.00    | 0.03%             | 2027-11-28      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TELENET FINANCE LUXEMBOURG NOTES SARL                                            | TELENET FINANCE LUXEMBOURG NOTES SARL 5.5% 03/01/2028 144A                                           | CUSIP: N/A<br>LEI: 2138007RI9GLJPCC3E25       | Long             | DBT              | CORP              | LU        |    600000 | PA      | $588787.48    | 0.04%             | 2028-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PAKISTAN, ISLAMIC REP OF                                                         | PAKISTAN ISLAMIC REP OF 6.875% 12/05/2027 144A                                                       | CUSIP: 740840AC7<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    430000 | PA      | $423765.00    | 0.03%             | 2027-12-05      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| JAMES HARDIE INTL FIN LTD                                                        | JAMES HARDIE INTL FIN LTD 5% 01/15/2028 144A                                                         | CUSIP: 47032FAB5<br>LEI: 635400G32A4Q1LVQ8M88 | Long             | DBT              | CORP              | IE        |    455000 | PA      | $451171.90    | 0.03%             | 2028-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | REPUBLIC OF INDONESIA 4.35% 01/11/2048                                                               | CUSIP: 455780CE4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    300000 | PA      | $242913.00    | 0.01%             | 2048-01-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UC HOLDINGS INC                                                                  | UC HOLDINGS INC                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     33750 | NS      | $0.34         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| TURKEY REPUBLIC OF                                                               | TURKEY REPUBLIC OF 5.125% 02/17/2028                                                                 | CUSIP: 900123CP3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    255000 | PA      | $251685.00    | 0.02%             | 2028-02-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OMAN SULTANATE                                                                   | OMAN SULTANATE 6.75% 01/17/2048 144A                                                                 | CUSIP: 682051AJ6<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    455000 | PA      | $474459.39    | 0.03%             | 2048-01-17      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OMAN SULTANATE                                                                   | OMAN SULTANATE 5.625% 01/17/2028 144A                                                                | CUSIP: 682051AH0<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    365000 | PA      | $368157.54    | 0.02%             | 2028-01-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS BRANCH                                                    | BBVA BANCOMER SA TEXAS BRH 5.125%/VAR 01/18/2033 144A                                                | CUSIP: 05533UAF5<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | EP               | CORP              | US        |    340000 | PA      | $331909.29    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HOLOGIC INC                                                                      | HOLOGIC INC 4.625% 02/01/2028 144A                                                                   | CUSIP: 436440AM3<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |    215000 | PA      | $214677.50    | 0.01%             | 2028-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VOC ESCROW LTD                                                                   | VOC ESCROW LTD 5% 02/15/2028 144A                                                                    | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    990000 | PA      | $985923.77    | 0.06%             | 2028-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                               | DOMINICAN REPUBLIC 6.5% 02/15/2048 144A                                                              | CUSIP: 25714PDW5<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    215000 | PA      | $201670.00    | 0.01%             | 2048-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                                                        | EGYPT (ARAB) REPUBLIC OF 7.903% 02/21/2048 144A                                                      | CUSIP: 03846JW55<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    460000 | PA      | $372340.70    | 0.02%             | 2048-02-21      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| NIGERIA REPUBLIC OF                                                              | NIGERIA REPUBLIC 7.143% 02/23/2030 144A                                                              | CUSIP: 65412JAD5<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    360000 | PA      | $361785.60    | 0.02%             | 2030-02-23      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NIGERIA REPUBLIC OF                                                              | NIGERIA REPUBLIC 7.696% 02/23/2038 144A                                                              | CUSIP: 65412JAH6<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    280000 | PA      | $269236.80    | 0.02%             | 2038-02-23      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| SENEGAL REPUBLIC OF                                                              | SENEGAL REPUBLIC OF 4.75% 03/13/2028 REGS                                                            | CUSIP: N/A<br>LEI: 549300NP14ZLQGWIUZ97       | Long             | DBT              | NUSS              | SN        |    170000 | PA      | $122317.83    | 0.01%             | 2028-03-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SENEGAL REPUBLIC OF                                                              | SENEGAL REPUBLIC OF 6.75% 03/13/2048 144A                                                            | CUSIP: 81720TAD7<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |    120000 | PA      | $60450.00     | 0.00%             | 2048-03-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA CORPORATION 5.875%/VAR PERP                                                          | CUSIP: 060505FL3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |   5125000 | PA      | $5129381.88   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| QATAR ST                                                                         | QATAR ST 5.103% 04/23/2048 144A                                                                      | CUSIP: 74727PAY7<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    975000 | PA      | $897741.00    | 0.05%             | 2048-04-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ABU DHABI NATL ENERGY CO PJSC                                                    | ABU DHABI NATL ENERGY CO PJSC 4.875% 04/23/2030 144A                                                 | CUSIP: 00388WAG6<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | AE        |    195000 | PA      | $194645.10    | 0.01%             | 2030-04-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NVENT ELECTRIC PLC                                                               | NVENT ELECTRIC PLC                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |     12100 | NS      | $1431188.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| KAZMUAIGAZ NATIONAL CO JSC                                                       | KAZMUNAYGAS NATIONAL CO JSC 5.375% 04/24/2030 144A                                                   | CUSIP: 48667QAQ8<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    165000 | PA      | $166122.00    | 0.01%             | 2030-04-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CONSTRUCTION PARTNERS INC                                                        | CONSTRUCTION PARTNERS INC CL A                                                                       | CUSIP: 21044C107<br>LEI: 549300G4ICXJKQN32X70 | Long             | EC               | CORP              | US        |      6900 | NS      | $766728.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ANGOLA REPUBLIC                                                                  | ANGOLA REPUBLIC 8.25% 05/09/2028 144A                                                                | CUSIP: 035198AB6<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    650000 | PA      | $655200.00    | 0.04%             | 2028-05-09      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ANGOLA REPUBLIC                                                                  | ANGOLA REPUBLIC 9.375% 05/08/2048 144A                                                               | CUSIP: 035198AC4<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    370000 | PA      | $327593.38    | 0.02%             | 2048-05-08      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                               | EXPAND ENERGY CORP 8% 06/15/2027                                                                     | CUSIP: 165167CZ8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    115000 | PA      | $0.01         | 0.00%             | 2027-06-15      | Fixed         | 0.08%                 | No            |                  3 | On Loan: No      |
| EXPAND ENERGY CORP                                                               | EXPAND ENERGY CORP 8% 12/31/2049                                                                     | CUSIP: 165167CU9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    180000 | PA      | $0.02         | 0.00%             | 2049-12-31      | Fixed         | 0.08%                 | No            |                  3 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                      | PACIFIC GAS and ELECTRIC CO 3.95% 12/01/2047                                                         | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    578000 | PA      | $420611.28    | 0.03%             | 2047-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ELAH HOLDINGS INC                                                                | ELAH HOLDINGS INC                                                                                    | CUSIP: 28413L105<br>LEI: 549300QGHCFUEGYWKU13 | Long             | EC               | CORP              | US        |        14 | NS      | $194.61       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINICAN REPUBLIC                                                               | DOMINICAN REPUBLIC 6% 07/19/2028 144A                                                                | CUSIP: 25714PDZ8<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    360000 | PA      | $362160.00    | 0.02%             | 2028-07-19      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VERTIV HOLDINGS CO                                                               | VERTIV HOLDINGS CO                                                                                   | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |     20100 | NS      | $5036658.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ESKOM HLDGS LTD                                                                  | ESKOM HLDGS LTD 6.35% 08/10/2028 144A                                                                | CUSIP: 29646AAC0<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    590000 | PA      | $594609.38    | 0.04%             | 2028-08-10      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ESKOM HLDGS LTD                                                                  | ESKOM HLDGS LTD 8.45% 08/10/2028 144A                                                                | CUSIP: 29646AAD8<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    460000 | PA      | $482365.20    | 0.03%             | 2028-08-10      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                                     | SM ENERGY CO 6.625% 01/15/2027                                                                       | CUSIP: 78454LAP5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1124920.35   | 0.07%             | 2027-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DP WORLD PLC                                                                     | DP WORLD PLC 5.625% 09/25/2048 144A                                                                  | CUSIP: 23330JAB7<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |    400000 | PA      | $357100.00    | 0.02%             | 2048-09-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SASOL FING USA LLC                                                               | SASOL FING USA LLC 6.5% 09/27/2028                                                                   | CUSIP: 80386WAB1<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    215000 | PA      | $216950.05    | 0.01%             | 2028-09-27      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                               | EXPAND ENERGY CORP 7% 12/31/2049                                                                     | CUSIP: 165167DA2<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    360000 | PA      | $0.04         | 0.00%             | 2049-12-31      | Fixed         | 0.07%                 | No            |                  3 | On Loan: No      |
| HILCORP ENERGY I LP/FIN CO                                                       | HILCORP ENERGY I LP/FIN CO 6.25% 11/01/2028 144A                                                     | CUSIP: 431318AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    590000 | PA      | $591182.36    | 0.04%             | 2028-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Studio City International Holdings Ltd                                           | STUDIO CITY INTERNATIONAL HOLDINGS LTD ADR                                                           | CUSIP: 86389T106<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     11100 | NS      | $26973.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY INC                                                                   | NRG ENERGY INC 5.75% 01/15/2028                                                                      | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1665000 | PA      | $1668103.26   | 0.10%             | 2028-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 3.125% 11/15/2028                                                                          | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1180000 | PA      | $1159442.18   | 0.07%             | 2028-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BAPCO ENERGIES BSC                                                               | BAPCO ENERGIES BSC 8.375% 11/07/2028 144A                                                            | CUSIP: 67778M2D1<br>LEI: 549300OBH16L6TS6IW50 | Long             | DBT              | CORP              | BH        |    180000 | PA      | $178290.00    | 0.01%             | 2028-11-07      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BERMUDA GOVERNMENT OF                                                            | BERMUDA GOVERNMENT OF 4.75% 02/15/2029 144A                                                          | CUSIP: 085209AF1<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    360000 | PA      | $361260.00    | 0.02%             | 2029-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.7% 12/20/2048                                                                  | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 470000000 | PA      | $1690517.27   | 0.10%             | 2048-12-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ALGOMA STEEL SCA                                                                 | ALGOMA STEEL SCA                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |     10220 | NS      | $0.10         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ALGOMA STEEL SCA                                                                 | ALGOMA STEEL SCA 0% 12/31/2049                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | LU        |    102200 | PA      | $0.01         | 0.00%             | 2049-12-31      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                         | VISTRA OPERATIONS CO LLC 5.625% 02/15/2027 144A                                                      | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1495000 | PA      | $1494998.80   | 0.09%             | 2027-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                             | COLOMBIA REPUBLIC OF 5.2% 05/15/2049                                                                 | CUSIP: 195325DQ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    650000 | PA      | $466895.00    | 0.03%             | 2049-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                 | CSC HOLDINGS LLC 6.5% 02/01/2029 144A                                                                | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    700000 | PA      | $446134.22    | 0.03%             | 2029-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                      | UNITED STATES TREASURY BOND 3% 02/15/2049                                                            | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13241000 | PA      | $9670585.01   | 0.59%             | 2049-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PARAGUAY REPUBLIC OF                                                             | PARAGUAY REPUBLIC OF 5.4% 03/30/2050 144A                                                            | CUSIP: 699149AH3<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    265000 | PA      | $235850.00    | 0.01%             | 2050-03-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                                                        | EGYPT (ARAB) REPUBLIC OF 8.7002% 03/01/2049 144A                                                     | CUSIP: 03846JW89<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    460000 | PA      | $401460.40    | 0.02%             | 2049-03-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| QATAR ST                                                                         | QATAR ST 4.817% 03/14/2049 144A                                                                      | CUSIP: 74727PBB6<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |   1060000 | PA      | $934125.00    | 0.06%             | 2049-03-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                                         | ALLISON TRANSMISSION INC 5.875% 06/01/2029 144A                                                      | CUSIP: 019736AF4<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    420000 | PA      | $422973.60    | 0.03%             | 2029-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TELEFONICA CELULAR DEL PARAGUAY SA                                               | TELEFONICA CELULAR PARAGUAY SA 5.875% 04/15/2027 144A                                                | CUSIP: 87936VAB3<br>LEI: 254900R8A8IKGF4THL54 | Long             | DBT              | CORP              | PY        |    200000 | PA      | $198908.00    | 0.01%             | 2027-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                                                        | EGYPT (ARAB) REPUBLIC OF 6.375% 04/11/2031 144A                                                      | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    260000 | PA      | $283244.05    | 0.02%             | 2031-04-11      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY                                                        | SAUDI ARABIAN OIL COMPANY 4.25% 04/16/2039 144A                                                      | CUSIP: 80414L2E4<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |   1705000 | PA      | $1469931.65   | 0.09%             | 2039-04-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY                                                        | SAUDI ARABIAN OIL COMPANY 4.375% 04/16/2049 144A                                                     | CUSIP: 80414L2F1<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    215000 | PA      | $167854.80    | 0.01%             | 2049-04-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY                                                        | SAUDI ARABIAN OIL COMPANY 3.5% 04/16/2029 144A                                                       | CUSIP: 80414L2D6<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |   1400000 | PA      | $1341200.00   | 0.08%             | 2029-04-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IHEARTMEDIA INC                                                                  | IHEARTMEDIA INC                                                                                      | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5655 | NS      | $16512.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA INC                                                                        | IQVIA INC 5% 05/15/2027 144A                                                                         | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    640000 | PA      | $637580.42    | 0.04%             | 2027-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP 6.625% 01/15/2028                                                               | CUSIP: 85172FAQ2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    385000 | PA      | $387633.02    | 0.02%             | 2028-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GUATEMALA, REP OF                                                                | GUATEMALA REP OF 4.9% 06/01/2030 144A                                                                | CUSIP: 401494AQ2<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    230000 | PA      | $226446.50    | 0.01%             | 2030-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GUATEMALA, REP OF                                                                | GUATEMALA REP OF 6.125% 06/01/2050 144A                                                              | CUSIP: 401494AR0<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    350000 | PA      | $333857.65    | 0.02%             | 2050-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPERATING CO LLC / GD FINANCE CO INC                                    | GO DADDY OPERATING CO LLC / GD FINANCE CO INC 5.25% 12/01/2027 144A                                  | CUSIP: 38016LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $497961.97    | 0.03%             | 2027-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BATH and BODY WORKS INC                                                          | BATH and BODY WORKS INC 7.5% 06/15/2029                                                              | CUSIP: 501797AR5<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506016.50    | 0.03%             | 2029-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                         | VISTRA OPERATIONS CO LLC 5% 07/31/2027 144A                                                          | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1215694.74   | 0.07%             | 2027-07-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP                     | ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FIN CORP 5.75% 01/15/2028 144A                       | CUSIP: 03690AAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    955000 | PA      | $954995.03    | 0.06%             | 2028-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSHIP LP / MPT FIN CORP                                           | MPT OPER PARTNERSHIP LP/CORP 4.625% 08/01/2029                                                       | CUSIP: 55342UAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    970000 | PA      | $754203.92    | 0.05%             | 2029-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                            | FEDERAL HOME LN MTG MLT CTF GT 2019-K735 A2 2.862% 05/25/2026                                        | CUSIP: 3137FMU67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    669341 | PA      | $667041.85    | 0.04%             | 2026-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OMAN SULTANATE                                                                   | OMAN SULTANATE 6% 08/01/2029 144A                                                                    | CUSIP: 68205LAB9<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    450000 | PA      | $461448.00    | 0.03%             | 2029-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MONG DUONG FINANCE HOLDINGS B.V                                                  | MONG DUONG FINANCE HOLDINGS B.V 5.125% 05/07/2029 144A                                               | CUSIP: 60935DAA3<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | NL        |    379495 | PA      | $372971.07    | 0.02%             | 2029-05-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EL SALVADOR REPUBLIC OF                                                          | EL SALVADOR REPUBLIC OF 7.1246% 01/20/2050 144A                                                      | CUSIP: 283875BZ4<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    290000 | PA      | $246500.00    | 0.01%             | 2050-01-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NBM US HOLDINGS INC                                                              | NBM US HOLDINGS INC 6.625% 08/06/2029 144A                                                           | CUSIP: 62877VAB7<br>LEI: 5493008K1QMSP0J8UC24 | Long             | DBT              | CORP              | US        |    615000 | PA      | $617583.00    | 0.04%             | 2029-08-06      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | TENET HEALTHCARE CORP 5.125% 11/01/2027                                                              | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    975000 | PA      | $974045.67    | 0.06%             | 2027-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                              | SUZANO AUSTRIA GMBH 5% 01/15/2030                                                                    | CUSIP: 86964WAH5<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    725000 | PA      | $715424.91    | 0.04%             | 2030-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL USA INC                                                               | MURPHY OIL USA INC 4.75% 09/15/2029                                                                  | CUSIP: 626738AE8<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |    370000 | PA      | $364930.22    | 0.02%             | 2029-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                | IRON MOUNTAIN INC 4.875% 09/15/2029 144A                                                             | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1264819.92   | 0.08%             | 2029-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                            | FEDERAL HOME LN MTG MLT CTF GT 2.282% 07/25/2026                                                     | CUSIP: 3137FNWX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    757731 | PA      | $754117.53    | 0.05%             | 2026-07-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG'06 PTY LTD                                                     | FMG RES AUGUST 2006 PTY LTD 4.5% 09/15/2027 144A                                                     | CUSIP: 30251GBA4<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    485000 | PA      | $480232.38    | 0.03%             | 2027-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC                             | 1011778 BC ULC/NEW RED FIN INC 4.375% 01/15/2028 144A                                                | CUSIP: 68245XAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    560000 | PA      | $552155.41    | 0.03%             | 2028-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC                             | 1011778 BC ULC/NEW RED FIN INC 3.875% 01/15/2028 144A                                                | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    570000 | PA      | $557163.03    | 0.03%             | 2028-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IHS NETHERLANDS HOLDCO BV                                                        | IHS NETHERLANDS HOLDCO BV 8% 09/18/2027 144A                                                         | CUSIP: 44963LAC0<br>LEI: 5493006Z6YQYCCN2XI74 | Long             | DBT              | CORP              | NL        |    268115 | PA      | $267612.62    | 0.02%             | 2027-09-18      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA REPUBLIC OF                                                         | SOUTH AFRICA REPUBLIC OF 4.85% 09/30/2029                                                            | CUSIP: 836205BA1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    235000 | PA      | $230182.50    | 0.01%             | 2029-09-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA REPUBLIC OF                                                         | SOUTH AFRICA REPUBLIC OF 5.75% 09/30/2049                                                            | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    620000 | PA      | $480500.00    | 0.03%             | 2049-09-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EMIRATE OF ABU DHABI                                                             | EMIRATE OF ABU DHABI 3.125% 09/30/2049 144A                                                          | CUSIP: 29135LAF7<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |   1915000 | PA      | $1257197.50   | 0.08%             | 2049-09-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DE CHILE                                          | CORPORACION NACIONAL DEL COBRE DE CHILE 3% 09/30/2029 144A                                           | CUSIP: 21987BAZ1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    105000 | PA      | $98201.25     | 0.01%             | 2029-09-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DE CHILE                                          | CORPORACION NACIONAL DEL COBRE DE CHILE 3.7% 01/30/2050 144A                                         | CUSIP: 21987BBA5<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    870000 | PA      | $590512.50    | 0.04%             | 2050-01-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DP WORLD CRESCENT LTD                                                            | DP WORLD CRESCENT LTD 3.7495% 01/30/2030 144A                                                        | CUSIP: 26139PAC7<br>LEI: 21380096JRTWB8TL9236 | Long             | DBT              | CORP              | KY        |    425000 | PA      | $397375.00    | 0.02%             | 2030-01-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ABU DHABI NATL ENERGY CO PJSC                                                    | ABU DHABI NATL ENERGY CO PJSC 4% 10/03/2049 144A                                                     | CUSIP: 00388WAH4<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | AE        |    448000 | PA      | $338576.00    | 0.02%             | 2049-10-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER                           | ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER 6.75% 10/15/2027 144A                         | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1985000 | PA      | $1983487.43   | 0.12%             | 2027-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CELTIC RESOURCES HOLDINGS DAC                                                    | CELTIC RESOURCES HOLDINGS DAC 4.125% 12/31/2049 144A                                                 | CUSIP: 15119CAA7<br>LEI: 213800BMR8PHADXZAB66 | Long             | DBT              | CORP              | IE        |    445000 | PA      | $63795.20     | 0.00%             | 2049-12-31      | Fixed         | 0.04%                 | No            |                  3 | On Loan: No      |
| ZIGGO BV                                                                         | ZIGGO BV 4.875% 01/15/2030 144A                                                                      | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |    430000 | PA      | $401432.00    | 0.02%             | 2030-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                                     | CHARLES RIVER LABS INTL INC 4.25% 05/01/2028 144A                                                    | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    185000 | PA      | $180832.41    | 0.01%             | 2028-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| API GROUP CORP                                                                   | API GROUP CORP                                                                                       | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Long             | EC               | CORP              | US        |     17300 | NS      | $700996.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CABLE ONDA SA                                                                    | CABLE ONDA SA 4.5% 01/30/2030 144A                                                                   | CUSIP: 12686LAA7<br>LEI: 5299008Q5GONPYNF9J32 | Long             | DBT              | CORP              | PA        |   1020000 | PA      | $956607.00    | 0.06%             | 2030-01-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                                   | BRASKEM NETHERLANDS FIN BV 5.875% 01/31/2050 144A                                                    | CUSIP: 10554TAE5<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $124500.00    | 0.01%             | 2050-01-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                                                                | MDGH GMTN RSC LTD 2.875% 11/07/2029 144A                                                             | CUSIP: 55276VAJ1<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |    530000 | PA      | $493625.99    | 0.03%             | 2029-11-07      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                         | MSCI INC 4% 11/15/2029 144A                                                                          | CUSIP: 55354GAH3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    340000 | PA      | $330245.07    | 0.02%             | 2029-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NAK NAFTOGAZ UKRAINE VIA KONDOR FINANCE PLC                                      | NAK NAFTOGAZ UKRAINE VIA KONDOR FINANCE PLC PIK 7.625% 11/08/2028 144A                               | CUSIP: 50050MAB1<br>LEI: 213800PUC1T9GI6EIO63 | Long             | DBT              | CORP              | GB        |    268539 | PA      | $209460.25    | 0.01%             | 2028-11-08      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                 | HILTON DOMESTIC OPERATING CO INC 4.875% 01/15/2030                                                   | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    975000 | PA      | $960276.62    | 0.06%             | 2030-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP 5.375% 11/15/2029                                                               | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $482156.50    | 0.03%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ASGN INC                                                                         | ASGN INC 4.625% 05/15/2028 144A                                                                      | CUSIP: 00191UAA0<br>LEI: LZBNYYCBUKY537072438 | Long             | DBT              | CORP              | US        |    510000 | PA      | $493725.14    | 0.03%             | 2028-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COSTA RICA REPUBLIC OF                                                           | COSTA RICA REPUBLIC OF 6.125% 02/19/2031 144A                                                        | CUSIP: 221597CP0<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    130000 | PA      | $132860.00    | 0.01%             | 2031-02-19      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                                                        | EGYPT (ARAB) REPUBLIC OF 7.0529% 01/15/2032 144A                                                     | CUSIP: 03846JX21<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     30000 | PA      | $28380.00     | 0.00%             | 2032-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CASCADES INC/USA INC                                                             | CASCADES INC/USA INC 5.375% 01/15/2028 144A                                                          | CUSIP: 14739LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    300000 | PA      | $296999.67    | 0.02%             | 2028-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                            | VICI PROPERTIES LP / VICI NOTE CO INC 4.25% 12/01/2026 144A                                          | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1136884.32   | 0.07%             | 2026-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                            | VICI PROPERTIES LP / VICI NOTE CO INC 4.625% 12/01/2029 144A                                         | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650000 | PA      | $639037.46    | 0.04%             | 2029-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM PARTNERS LP                                                       | HESS MIDSTREAM PARTNERS LP 5.125% 06/15/2028 144A                                                    | CUSIP: 428104AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    595000 | PA      | $593251.59    | 0.04%             | 2028-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORPORATION                                                           | FAIR ISAAC CORPORATION 4% 06/15/2028 144A                                                            | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    580000 | PA      | $562846.44    | 0.03%             | 2028-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OPERATING LLC                                                    | CLEARWAY ENERGY OPER LLC 4.75% 03/15/2028 144A                                                       | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    365000 | PA      | $360129.66    | 0.02%             | 2028-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MOOG INC                                                                         | MOOG INC 4.25% 12/15/2027 144A                                                                       | CUSIP: 615394AM5<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |    185000 | PA      | $184892.57    | 0.01%             | 2027-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DE CHILE                                          | CORPORACION NACIONAL DEL COBRE DE CHILE 3.15% 01/14/2030 144A                                        | CUSIP: 21987BBB3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    280000 | PA      | $262533.60    | 0.02%             | 2030-01-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP 7.125%/VAR PERP                                                                   | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |   2710000 | PA      | $2758305.75   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| ISRAEL, STATE OF                                                                 | ISRAEL STATE OF 3.375% 01/15/2050                                                                    | CUSIP: 46513JXN6<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    595000 | PA      | $383806.03    | 0.02%             | 2050-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                                                   | CVR ENERGY INC 5.75% 02/15/2028 144A                                                                 | CUSIP: 12662PAD0<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |   1061000 | PA      | $1049318.81   | 0.06%             | 2028-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                                                           | PT PERTAMINA (PERSERO) 4.175% 01/21/2050 144A                                                        | CUSIP: 69370PAG6<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    395000 | PA      | $291715.40    | 0.02%             | 2050-01-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                                        | PROSUS NV 3.68% 01/21/2030 144A                                                                      | CUSIP: 74365PAA6<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    370000 | PA      | $348780.50    | 0.02%             | 2030-01-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GEOPARK LTD                                                                      | GEOPARK LTD 5.5% 01/17/2027 144A                                                                     | CUSIP: 37255BAB5<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | DBT              | CORP              | BM        |    505000 | PA      | $488587.50    | 0.03%             | 2027-01-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC           | ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 4.875% 02/15/2030 144A        | CUSIP: 013092AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5365000 | PA      | $5251458.09   | 0.32%             | 2030-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                             | COLOMBIA REPUBLIC OF 3% 01/30/2030                                                                   | CUSIP: 195325DR3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1025000 | PA      | $920450.00    | 0.06%             | 2030-01-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA KINGDOM OF                                                          | SAUDI ARABIA KINGDOM OF 3.75% 01/21/2055 144A                                                        | CUSIP: 80413TAR0<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    655000 | PA      | $441306.25    | 0.03%             | 2055-01-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                               | DOMINICAN REPUBLIC 4.5% 01/30/2030 144A                                                              | CUSIP: 25714PED6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    610000 | PA      | $579500.00    | 0.04%             | 2030-01-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CSN ISLANDS XI CORP                                                              | CSN ISLANDS XI CORP 6.75% 01/28/2028 144A                                                            | CUSIP: 12642KAB0<br>LEI: 222100R8R68DM7VM3661 | Long             | DBT              | CORP              | KY        |    545000 | PA      | $398531.25    | 0.02%             | 2028-01-28      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PTC INC                                                                          | PTC INC 4% 02/15/2028 144A                                                                           | CUSIP: 69370CAC4<br>LEI: 54930050SSMU8SKDJ030 | Long             | DBT              | CORP              | US        |    345000 | PA      | $336256.67    | 0.02%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GABONESE REPUBLIC                                                                | GABONESE REPUBLIC 6.625% 02/06/2031 144A                                                             | CUSIP: 362420AD3<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |    185000 | PA      | $154660.00    | 0.01%             | 2031-02-06      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT HOLDINGS INC                                                           | OPEN TEXT HOLDINGS INC 4.125% 02/15/2030 144A                                                        | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $268058.40    | 0.02%             | 2030-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TMK CAPITAL SA                                                                   | TMK CAPITAL SA 4.3% 02/12/2027 REGS                                                                  | CUSIP: N/A<br>LEI: 222100TBRQIOGYHYB529       | Long             | DBT              | CORP              | LU        |    400000 | PA      | $20000.00     | 0.00%             | 2027-02-12      | Fixed         | 0.04%                 | No            |                  3 | On Loan: No      |
| TURKEY REPUBLIC OF                                                               | TURKEY REPUBLIC OF 5.25% 03/13/2030                                                                  | CUSIP: 900123CY4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    185000 | PA      | $176536.25    | 0.01%             | 2030-03-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED PF HOLDINGS LLC                                                           | UNITED PLANET FITNESS TERM 1LN 12/30/2026                                                            | CUSIP: 91132UAG8<br>LEI: 2549002AF6PASVP2G486 | Long             | LON              | CORP              | US        |    418325 | PA      | $400755.58    | 0.02%             | 2026-12-30      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                | POST HLDGS INC 4.625% 04/15/2030 144A                                                                | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   3850000 | PA      | $3696018.10   | 0.22%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESIDENTIAL PPTYS INC / BROOKFIELD RESIDENTIAL US CORP                | BROOKFIELD RESIDENTIAL PPTYS INC / US CORP 4.875% 02/15/2030 144A                                    | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    405000 | PA      | $371843.46    | 0.02%             | 2030-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                            | FEDERAL HOME LN MTG MLT CTF GT K737 A2 2.525% 10/25/2026                                             | CUSIP: 3137FQXJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3300000 | PA      | $3275060.25   | 0.20%             | 2026-10-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                            | JPMORGAN CHASE and CO FRN TSFR3M+274.5 PERP                                                          | CUSIP: 48128BAH4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |   4005000 | PA      | $4010054.31   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP                            | ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP 5.25% 05/15/2027                               | CUSIP: 451102BZ9<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1214873.76   | 0.07%             | 2027-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| QATAR ST                                                                         | QATAR ST 4.4% 04/16/2050 144A                                                                        | CUSIP: 74727PBE0<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |   1045000 | PA      | $862125.00    | 0.05%             | 2050-04-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EMIRATE OF ABU DHABI                                                             | EMIRATE OF ABU DHABI 3.875% 04/16/2050 144A                                                          | CUSIP: 29135LAJ9<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    620000 | PA      | $464380.00    | 0.03%             | 2050-04-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAP LTD                                                                 | PETRONAS CAP LTD 3.5% 04/21/2030 144A                                                                | CUSIP: 716743AP4<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    230000 | PA      | $222006.35    | 0.01%             | 2030-04-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA KINGDOM OF                                                          | SAUDI ARABIA KINGDOM OF 4.5% 04/22/2060 144A                                                         | CUSIP: 80413TAU3<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    225000 | PA      | $171787.50    | 0.01%             | 2060-04-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                                                | PERU REPUBLIC OF 2.783% 01/23/2031                                                                   | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    740000 | PA      | $675601.50    | 0.04%             | 2031-01-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GUATEMALA, REP OF                                                                | GUATEMALA REP OF 5.375% 04/24/2032 144A                                                              | CUSIP: 401494AS8<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    120000 | PA      | $118704.00    | 0.01%             | 2032-04-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PARAGUAY REPUBLIC OF                                                             | PARAGUAY REPUBLIC OF 4.95% 04/28/2031 144A                                                           | CUSIP: 699149AJ9<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    250000 | PA      | $249500.00    | 0.02%             | 2031-04-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                                          | PHILIPPINES REPUBLIC OF 2.95% 05/05/2045                                                             | CUSIP: 718286CH8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    160000 | PA      | $107360.00    | 0.01%             | 2045-05-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHILE REPUBLIC OF                                                                | CHILE REPUBLIC OF 2.45% 01/31/2031                                                                   | CUSIP: 168863DP0<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1355000 | PA      | $1238957.80   | 0.08%             | 2031-01-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| INDONESIA ASAHAN ALUMINIUM PT / MINERAL INDUSTRI INDONESIA PERSERO PT            | INDONESIA ASAHAN ALUMINIUM PT / MINERAL INDUSTRI INDONESIA PERSERO PT 5.45% 05/15/2030 144A          | CUSIP: 74445PAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | ID        |    880000 | PA      | $889354.40    | 0.05%             | 2030-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                                                       | AUSTRALIA COMMONWEALTH OF 1% 12/21/2030 REGS                                                         | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    100000 | PA      | $58476.02     | 0.00%             | 2030-12-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                       | DAVITA INC 4.625% 06/01/2030 144A                                                                    | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   1590000 | PA      | $1528809.17   | 0.09%             | 2030-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                            | MOLINA HEALTHCARE INC 4.375% 06/15/2028 144A                                                         | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    465000 | PA      | $449637.84    | 0.03%             | 2028-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                             | COLOMBIA REPUBLIC OF 3.125% 04/15/2031                                                               | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    535000 | PA      | $456890.00    | 0.03%             | 2031-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                             | COLOMBIA REPUBLIC OF 4.125% 05/15/2051                                                               | CUSIP: 195325DT9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    220000 | PA      | $133375.00    | 0.01%             | 2051-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                 | CSC HOLDINGS LLC 4.125% 12/01/2030 144A                                                              | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1249000 | PA      | $749510.65    | 0.05%             | 2030-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF                                                   | BRAZIL FEDERATIVE REPUBLIC OF 3.875% 06/12/2030                                                      | CUSIP: 105756CC2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    830000 | PA      | $792235.00    | 0.05%             | 2030-06-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP 7.2% 03/15/2029                                                            | CUSIP: 674599DT9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    240000 | PA      | $255966.00    | 0.02%             | 2029-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TRI POINTE HOMES INC                                                             | TRI POINTE HOMES INC 5.7% 06/15/2028                                                                 | CUSIP: 87265HAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    865000 | PA      | $872278.11    | 0.05%             | 2028-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                                                             | BWX TECHNOLOGIES INC 4.125% 06/30/2028 144A                                                          | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    630000 | PA      | $612562.48    | 0.04%             | 2028-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PG and E CORP                                                                    | PG and E CORP 5% 07/01/2028                                                                          | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |   1345000 | PA      | $1334472.01   | 0.08%             | 2028-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PG and E CORP                                                                    | PG and E CORP 5.25% 07/01/2030                                                                       | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    510000 | PA      | $503263.97    | 0.03%             | 2030-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                | IRON MOUNTAIN INC 5% 07/15/2028 144A                                                                 | CUSIP: 46284VAG6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    630000 | PA      | $623287.79    | 0.04%             | 2028-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                | IRON MOUNTAIN INC 5.25% 07/15/2030 144A                                                              | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    585000 | PA      | $568360.93    | 0.03%             | 2030-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                | IRON MOUNTAIN INC 5.625% 07/15/2032 144A                                                             | CUSIP: 46284VAL5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    585000 | PA      | $567901.04    | 0.03%             | 2032-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MESQUITE ENERGY INC                                                              | MESQUITE ENERGY INC                                                                                  | CUSIP: N/A<br>LEI: 549300SB0HTIM17TVR61       | Long             | EC               | CORP              | US        |     36944 | NS      | $847121.49    | 0.05%             |  |  |  | No            |                  3 | On Loan: No      |
| TAYLOR MORRISON COMMUNITIES INC                                                  | TAYLOR MORRISON COMMUNITIES INC 5.125% 08/01/2030 144A                                               | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    635000 | PA      | $627736.43    | 0.04%             | 2030-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COLOMBIA TELECOMUNICACIONES S A ESP                                              | COLOMBIA TELECOMUNICACINES SA 4.95% 07/17/2030 144A                                                  | CUSIP: 19533PAC4<br>LEI: 549300CK4YN0V1C3MN55 | Long             | DBT              | CORP              | CO        |    845000 | PA      | $757352.38    | 0.05%             | 2030-07-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                             | ROMANIA REPUBLIC OF 4% 02/14/2051 144A                                                               | CUSIP: 77586RAJ9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    280000 | PA      | $180152.00    | 0.01%             | 2051-02-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PTT TREASURY CENTER CO LTD                                                       | PTT TREASURY CENTER CO LTD 3.7% 07/16/2070 144A                                                      | CUSIP: 74446T2C6<br>LEI: 254900FBQLIN5XACCX50 | Long             | DBT              | CORP              | TH        |    230000 | PA      | $155517.95    | 0.01%             | 2070-07-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OLEODUCTO CENTRAL SA                                                             | OLEODUCTO CENTRAL SA 4% 07/14/2027 144A                                                              | CUSIP: 680617AC1<br>LEI: 254900W4CPYCQFVH5E92 | Long             | DBT              | CORP              | CO        |    454000 | PA      | $447121.90    | 0.03%             | 2027-07-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FINANCE CO INTERNATIONAL LTD                                      | TENGIZCHEVROIL FIN CO IN 3.25% 08/15/2030 144A                                                       | CUSIP: 88034QAC1<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |    440000 | PA      | $406120.00    | 0.02%             | 2030-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                                        | PROSUS NV 4.027% 08/03/2050 144A                                                                     | CUSIP: 74365PAD0<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    595000 | PA      | $397013.75    | 0.02%             | 2050-08-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                                                               | LEVIATHAN BOND LTD 6.5% 06/30/2027 144A REGS                                                         | CUSIP: N/A<br>LEI: 254900D9T8VKYVQNZ220       | Long             | DBT              | CORP              | IL        |    520000 | PA      | $519030.56    | 0.03%             | 2027-06-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                                                               | LEVIATHAN BOND LTD 6.75% 06/30/2030 144A REGS                                                        | CUSIP: N/A<br>LEI: 254900D9T8VKYVQNZ220       | Long             | DBT              | CORP              | IL        |    205000 | PA      | $208284.10    | 0.01%             | 2030-06-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                 | CSC HOLDINGS LLC 3.375% 02/15/2031 144A                                                              | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1326000 | PA      | $778955.52    | 0.05%             | 2031-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MGIC INVESTMENT CORP                                                             | MGIC INVESTMENT CORP 5.25% 08/15/2028                                                                | CUSIP: 552848AG8<br>LEI: 254900S8483WM4M98R28 | Long             | DBT              | CORP              | US        |    465000 | PA      | $463814.18    | 0.03%             | 2028-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                       | DAVITA INC 3.75% 02/15/2031 144A                                                                     | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    210000 | PA      | $192558.77    | 0.01%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP/ TARGA RESOURCES PARTNERS FIN                        | TARGA RES P LP/TARGA RES P FIN 4.875% 02/01/2031                                                     | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    625000 | PA      | $624012.41    | 0.04%             | 2031-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC           | ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 3.5% 03/15/2029 144A          | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    525000 | PA      | $500818.55    | 0.03%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ANGI GROUP LLC                                                                   | ANGI GROUP LLC 3.875% 08/15/2028 144A                                                                | CUSIP: 001846AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    335000 | PA      | $298183.56    | 0.02%             | 2028-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NCR VOYIX CORP                                                                   | NCR VOYIX CORP 5% 10/01/2028 144A                                                                    | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    335000 | PA      | $322781.41    | 0.02%             | 2028-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                                            | ON SEMICONDUCTOR CORP 3.875% 09/01/2028 144A                                                         | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |    690000 | PA      | $665731.39    | 0.04%             | 2028-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BERMUDA GOVERNMENT OF                                                            | BERMUDA GOVERNMENT OF 2.375% 08/20/2030 144A                                                         | CUSIP: 085209AG9<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |     55000 | PA      | $49723.44     | 0.00%             | 2030-08-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BERMUDA GOVERNMENT OF                                                            | BERMUDA GOVERNMENT OF 3.375% 08/20/2050 144A                                                         | CUSIP: 085209AH7<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    165000 | PA      | $112803.90    | 0.01%             | 2050-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ECUADOR REPUBLIC OF                                                              | ECUADOR REPUBLIC OF STEP 07/31/2035 144A                                                             | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |    980000 | PA      | $859460.00    | 0.05%             | 2035-07-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ECUADOR REPUBLIC OF                                                              | ECUADOR REPUBLIC OF STEP 07/31/2030 144A                                                             | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |    903771 | PA      | $879369.18    | 0.05%             | 2030-07-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| EMIRATE OF DUBAI GOVERNMENT INTERNATIONAL BONDS                                  | EMIRATE OF DUBAI GOVT INTL BONDS 3.9% 09/09/2050 REGS                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AE        |    920000 | PA      | $631764.00    | 0.04%             | 2050-09-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARGENTINA REPUBLIC OF                                                            | ARGENTINA REPUBLIC OF STEP 07/09/2030                                                                | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   4237422 | PA      | $3550959.43   | 0.22%             | 2030-07-09      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| ARGENTINA REPUBLIC OF                                                            | ARGENTINA REPUBLIC OF 1% 07/09/2029                                                                  | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    744659 | PA      | $653810.26    | 0.04%             | 2029-07-09      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ARGENTINA REPUBLIC OF                                                            | ARGENTINA REPUBLIC OF STEP 01/09/2038                                                                | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   2297304 | PA      | $1732167.22   | 0.11%             | 2038-01-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ARGENTINA REPUBLIC OF                                                            | ARGENTINA REPUBLIC OF STEP 07/09/2041                                                                | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   1140000 | PA      | $762660.00    | 0.05%             | 2041-07-09      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ARGENTINA REPUBLIC OF                                                            | ARGENTINA REPUBLIC OF STEP 07/09/2035                                                                | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   3842241 | PA      | $2777940.24   | 0.17%             | 2035-07-09      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| WEEKLEY HOMES LLC / WEEKLEY FIN CORP                                             | WEEKLEY HOMES LLC / WEEKLEY FIN CORP 4.875% 09/15/2028 144A                                          | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $290498.79    | 0.02%             | 2028-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                              | SUZANO AUSTRIA GMBH 3.75% 01/15/2031                                                                 | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    245000 | PA      | $227482.50    | 0.01%             | 2031-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEW COTAI LLC / NEW COTAI CAP CORP                                               | NEW COTAI LLC/NEW COTAI CAPITAL CORP P/P                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    247076 | NS      | $56827.48     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SHEA HOMES LTD PARTNERSHIP / SHEA HOMES FDG CORP                                 | SHEA HOMES LTD PARTNERSHP/CORP 4.75% 04/01/2029                                                      | CUSIP: 82088KAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    475000 | PA      | $459384.52    | 0.03%             | 2029-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BATH and BODY WORKS INC                                                          | BATH and BODY WORKS INC 6.625% 10/01/2030 144A                                                       | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    925000 | PA      | $933715.35    | 0.06%             | 2030-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC                             | 1011778 BC ULC/NEW RED FIN INC 4% 10/15/2030 144A                                                    | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   2320000 | PA      | $2180626.46   | 0.13%             | 2030-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                               | DOMINICAN REPUBLIC 4.875% 09/23/2032 144A                                                            | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    860000 | PA      | $792705.00    | 0.05%             | 2032-09-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                                                       | AUSTRALIA COMMONWEALTH OF 0.5% 09/21/2026 REGS                                                       | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |   4940000 | PA      | $3346797.91   | 0.20%             | 2026-09-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FRESNILLO PLC                                                                    | FRESNILLO PLC 4.25% 10/02/2050 144A                                                                  | CUSIP: 358070AB6<br>LEI: 549300JXWH1UV5J0XV81 | Long             | DBT              | CORP              | GB        |    360000 | PA      | $270900.00    | 0.02%             | 2050-10-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EP ENERGY CORP                                                                   | EP ENERGY CORP ESCROW                                                                                | CUSIP: N/A<br>LEI: 549300Z6HPQS1H5IYQ07       | Long             | EC               | CORP              | US        |     52316 | NS      | $86844.56     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER                           | ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER 4.25% 10/15/2027 144A                         | CUSIP: 01883LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    665000 | PA      | $651737.91    | 0.04%             | 2027-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KAZMUAIGAZ NATIONAL CO JSC                                                       | KAZMUNAYGAS NATIONAL CO JSC 3.5% 04/14/2033 144A                                                     | CUSIP: 48126PAA0<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    335000 | PA      | $299764.70    | 0.02%             | 2033-04-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                                        | MGM RESORTS INTERNATIONAL 4.75% 10/15/2028                                                           | CUSIP: 552953CH2<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    665000 | PA      | $652562.24    | 0.04%             | 2028-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                                                                  | ANTOFAGASTA PLC 2.375% 10/14/2030 144A                                                               | CUSIP: 03718NAA4<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |    685000 | PA      | $611328.25    | 0.04%             | 2030-10-14      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE PLC                                                                  | ROLLS-ROYCE PLC 5.75% 10/15/2027 144A                                                                | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |    650000 | PA      | $660161.12    | 0.04%             | 2027-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR SA                                                        | MILLICOM INTL CELLULAR SA 4.5% 04/27/2031 144A                                                       | CUSIP: 600814AR8<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    530000 | PA      | $481955.50    | 0.03%             | 2031-04-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHOBANI LLC/FINANCE CORP INC                                                     | CHOBANI LLC/FINANCE CORP INC 4.625% 11/15/2028 144A                                                  | CUSIP: 17027NAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $368634.83    | 0.02%             | 2028-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INGEVITY CORP                                                                    | INGEVITY CORP 3.875% 11/01/2028 144A                                                                 | CUSIP: 45688CAB3<br>LEI: 5493009UTFC4B5IMGF87 | Long             | DBT              | CORP              | US        |    665000 | PA      | $638366.15    | 0.04%             | 2028-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS 7.69% 01/23/2050                                                                 | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   3478000 | PA      | $3013687.00   | 0.18%             | 2050-01-23      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS 6.95% 01/28/2060                                                                 | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    535000 | PA      | $420563.50    | 0.03%             | 2060-01-28      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                            | FEDERAL HOME LN MTG MLT CTF GT 1.336% 09/25/2027                                                     | CUSIP: 3137F64P9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8201951 | PA      | $7940230.34   | 0.48%             | 2027-09-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS BIDCO LTD                                                 | GALAXY PIPELINE ASSETS BIDCO LTD 2.625% 03/31/2036 144A                                              | CUSIP: 36321PAB6<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |   1210000 | PA      | $1026096.70   | 0.06%             | 2036-03-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CORPORATION                                                 | CALIFORNIA RES CORP                                                                                  | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |       865 | NS      | $59875.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                            | MOLINA HEALTHCARE INC 3.875% 11/15/2030 144A                                                         | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    640000 | PA      | $572179.07    | 0.03%             | 2030-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PBF HLDG CO LLC / PBF FIN CORP                                                   | PBF HLDG CO LLC / PBF FIN CORP 6% 02/15/2028                                                         | CUSIP: 69318FAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1438428.72   | 0.09%             | 2028-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC                                                      | ASBURY AUTOMOTIVE GROUP INC 4.75% 03/01/2030                                                         | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    184000 | PA      | $177310.46    | 0.01%             | 2030-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC                                                      | ASBURY AUTOMOTIVE GROUP INC 4.5% 03/01/2028                                                          | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    184000 | PA      | $180687.96    | 0.01%             | 2028-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                            | GFL ENVIRONMENTAL INC 4% 08/01/2028 144A                                                             | CUSIP: 36168QAL8<br>LEI: 5493008HF9XC5H29ZX61 | Long             | DBT              | CORP              | CA        |    420000 | PA      | $408290.86    | 0.02%             | 2028-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                 | HILTON DOMESTIC OPERATING CO INC 3.75% 05/01/2029 144A                                               | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    330000 | PA      | $315890.98    | 0.02%             | 2029-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                 | HILTON DOMESTIC OPERATING CO INC 4% 05/01/2031 144A                                                  | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    500000 | PA      | $468826.75    | 0.03%             | 2031-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                   | NRG ENERGY INC 3.375% 02/15/2029 144A                                                                | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    305000 | PA      | $289144.03    | 0.02%             | 2029-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                   | NRG ENERGY INC 3.625% 02/15/2031 144A                                                                | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    605000 | PA      | $557115.10    | 0.03%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY                                                        | SAUDI ARABIAN OIL COMPANY 2.25% 11/24/2030 144A                                                      | CUSIP: 80414L2K0<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |   1010000 | PA      | $891072.50    | 0.05%             | 2030-11-24      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TIERRA MOJADA LUXEMBOURG II SARL                                                 | TIERRA MOJADA LUXEMBOURG II SARL 5.75% 12/01/2040 144A                                               | CUSIP: 30260LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    240375 | PA      | $227623.22    | 0.01%             | 2040-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY                                                        | SAUDI ARABIAN OIL COMPANY 3.25% 11/24/2050 144A                                                      | CUSIP: 80414L2L8<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    800000 | PA      | $498032.00    | 0.03%             | 2050-11-24      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY                                                        | SAUDI ARABIAN OIL COMPANY 3.5% 11/24/2070 144A                                                       | CUSIP: 80414L2M6<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    460000 | PA      | $273713.80    | 0.02%             | 2070-11-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                             | FRONTIER COMMUNICATIONS HOLDINGS LLC 5% 05/01/2028 144A                                              | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1164817.44   | 0.07%             | 2028-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSHIP LP / MPT FIN CORP                                           | MPT OPER PARTNERSHIP LP/CORP 3.5% 03/15/2031                                                         | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    665000 | PA      | $433152.68    | 0.03%             | 2031-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN REPUBLIC OF                                                           | UZBEKISTAN REPUBLIC OF 3.7% 11/25/2030 144A                                                          | CUSIP: 91822Q2C0<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    115000 | PA      | $104352.15    | 0.01%             | 2030-11-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SERBIA REPUBLIC OF                                                               | SERBIA REPUBLIC OF 2.125% 12/01/2030 144A                                                            | CUSIP: 817477AF9<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    580000 | PA      | $499774.40    | 0.03%             | 2030-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| C AND S GROUP ENTERPRISES LLC                                                    | C AND S GROUP ENTERPRISES LLC 5% 12/15/2028 144A                                                     | CUSIP: 12467AAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    510000 | PA      | $474261.09    | 0.03%             | 2028-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                                          | PHILIPPINES REPUBLIC OF 2.65% 12/10/2045                                                             | CUSIP: 718286CL9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    390000 | PA      | $245310.00    | 0.01%             | 2045-12-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP 4% 09/15/2030                                                                   | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    330000 | PA      | $298017.39    | 0.02%             | 2030-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNIT CORP                                                                        | UNIT CORP                                                                                            | CUSIP: 909218406<br>LEI: 549300XGK22FZCTN8B67 | Long             | EC               | CORP              | US        |      2069 | NS      | $71483.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENFRAGEN ENERGIA SUR SA                                                          | ENFRAGEN ENERGIA SUR SA 5.375% 12/30/2030 144A                                                       | CUSIP: 29280LAA1<br>LEI: 2549002TO75PYMY3VY07 | Long             | DBT              | CORP              | ES        |   1020000 | PA      | $929808.23    | 0.06%             | 2030-12-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                     | CHS/CMNTY HEALTH SYSTEMS INC 6% 01/15/2029 144A                                                      | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    485000 | PA      | $479543.75    | 0.03%             | 2029-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ATS CORP                                                                         | ATS CORP 4.125% 12/15/2028 144A                                                                      | CUSIP: 001940AC9<br>LEI: 5493005KP4RP3IU7HQ41 | Long             | DBT              | CORP              | CA        |    460000 | PA      | $443312.72    | 0.03%             | 2028-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW II INC                                                            | SCRIPPS ESCROW II INC 3.875% 01/15/2029 144A                                                         | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $152615.97    | 0.01%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                                          | SBA COMMUNICATIONS CORP 3.875% 02/15/2027                                                            | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |    890000 | PA      | $880944.52    | 0.05%             | 2027-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STUDIO CITY FIN LTD                                                              | STUDIO CITY FIN LTD 5% 01/15/2029 144A                                                               | CUSIP: 86389QAG7<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |    320000 | PA      | $299958.40    | 0.02%             | 2029-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CAS CAPITAL NO 1 LTD                                                             | CAS CAPITAL NO 1 LIMITED 4%/VAR PERP REGS                                                            | CUSIP: N/A<br>LEI: 254900REJZW5L9QRTD85       | Long             | EP               | CORP              | VG        |    800000 | PA      | $794081.50    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                     | MEXICO UNITED MEXICAN STATES 3.75% 04/19/2071                                                        | CUSIP: 91087BAP5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1000000 | PA      | $573000.00    | 0.03%             | 2071-04-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP 6% 02/01/2029 144A                                                                | CUSIP: 226373AR9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2415000 | PA      | $2433831.95   | 0.15%             | 2029-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OMAN SULTANATE                                                                   | OMAN SULTANATE 6.25% 01/25/2031 144A                                                                 | CUSIP: 68205LAS2<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    425000 | PA      | $443168.75    | 0.03%             | 2031-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OMAN SULTANATE                                                                   | OMAN SULTANATE 7% 01/25/2051 144A                                                                    | CUSIP: 68205LAT0<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    105000 | PA      | $113409.01    | 0.01%             | 2051-01-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MARB BONDCO PLC                                                                  | MARB BONDCO PLC 3.95% 01/29/2031 144A                                                                | CUSIP: 566007AC4<br>LEI: 254900PVA1EU6QM1JN57 | Long             | DBT              | CORP              | GB        |    685000 | PA      | $602628.75    | 0.04%             | 2031-01-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                               | TURKEY REPUBLIC OF 5.875% 06/26/2031                                                                 | CUSIP: 900123DC1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    385000 | PA      | $368348.75    | 0.02%             | 2031-06-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC                       | UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC 6.5% 02/15/2029 144A                      | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    655000 | PA      | $636161.24    | 0.04%             | 2029-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CHILE REPUBLIC OF                                                                | CHILE REPUBLIC OF 3.1% 01/22/2061                                                                    | CUSIP: 168863DQ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    700000 | PA      | $432600.00    | 0.03%             | 2061-01-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PARAGUAY REPUBLIC OF                                                             | PARAGUAY REPUBLIC OF 2.739% 01/29/2033 144A                                                          | CUSIP: 699149AK6<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    225000 | PA      | $197775.00    | 0.01%             | 2033-01-29      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                     | CHS/CMNTY HEALTH SYSTEMS INC 4.75% 02/15/2031 144A                                                   | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1060212.34   | 0.06%             | 2031-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA KINGDOM OF                                                          | SAUDI ARABIA KINGDOM OF 2.25% 02/02/2033 144A                                                        | CUSIP: 80413TAV1<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    665000 | PA      | $558513.55    | 0.03%             | 2033-02-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA KINGDOM OF                                                          | SAUDI ARABIA KINGDOM OF 3.45% 02/02/2061 144A                                                        | CUSIP: 80413TAW9<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   1120000 | PA      | $692160.00    | 0.04%             | 2061-02-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARMENIA                                                              | REPUBLIC OF ARMENIA 3.6% 02/02/2031 144A                                                             | CUSIP: 042207AD2<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |    280000 | PA      | $249191.60    | 0.02%             | 2031-02-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NCB TIER 1 SUKUK LTD                                                             | NCB TIER 1 SUKUK LTD 3.5%/VAR PERP REGS                                                              | CUSIP: N/A<br>LEI: 549300DJLY2JZABDD193       | Long             | EP               | CORP              | KY        |    330000 | PA      | $326208.30    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                               | EXPAND ENERGY CORP 5.875% 02/01/2029 144A                                                            | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    310000 | PA      | $310205.73    | 0.02%             | 2029-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                                                        | EGYPT (ARAB) REPUBLIC OF 7.5% 02/16/2061 144A                                                        | CUSIP: 03846JAC4<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    480000 | PA      | $364992.00    | 0.02%             | 2061-02-16      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GUARA NORTE SARL                                                                 | GUARA NORTE SARL 5.198% 06/15/2034 144A                                                              | CUSIP: 400666AA1<br>LEI: 549300U2I4L03BBA3485 | Long             | DBT              | CORP              | LU        |    368325 | PA      | $356262.36    | 0.02%             | 2034-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PERATON CORP                                                                     | PERATON TERM B 1LN 02/01/2028                                                                        | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |    992331 | PA      | $845138.17    | 0.05%             | 2028-02-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                             | CLEVELAND-CLIFFS INC 4.875% 03/01/2031 144A                                                          | CUSIP: 185899AL5<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    465000 | PA      | $417645.61    | 0.03%             | 2031-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                             | CLEVELAND-CLIFFS INC 4.625% 03/01/2029 144A                                                          | CUSIP: 185899AK7<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    465000 | PA      | $443710.90    | 0.03%             | 2029-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                               | EXPAND ENERGY CORP                                                                                   | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |        86 | NS      | $9441.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GALAXY PIPELINE ASSETS BIDCO LTD                                                 | GALAXY PIPELINE ASSETS BIDCO LTD 2.16% 03/31/2034 144A                                               | CUSIP: 36321PAD2<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |    395934 | PA      | $349292.97    | 0.02%             | 2034-03-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                        | GNII II 2% 01/20/2051#MA7135                                                                         | CUSIP: 36179V4U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    759677 | PA      | $626353.95    | 0.04%             | 2051-01-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SIMMONS FOOD INC/SIMMONS                                                         | SIMMONS FOOD INC/SIMMONS 4.625% 03/01/2029 144A                                                      | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $413825.98    | 0.03%             | 2029-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                                           | COMSTOCK RESOURCES INC 6.75% 03/01/2029 144A                                                         | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1016643.78   | 0.06%             | 2029-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NBK TIER 1 LTD                                                                   | NBK TIER 1 LTD 3.625%/VAR PERP 144A                                                                  | CUSIP: 62879NAA5<br>LEI: 5493000G4QCCEE8YHF19 | Long             | EP               | CORP              | AE        |    230000 | PA      | $225400.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                                                              | SPECTRUM BRANDS INC 3.875% 03/15/2031 144A                                                           | CUSIP: 84762LAX3<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |    103000 | PA      | $88901.02     | 0.01%             | 2031-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                                                              | HUDBAY MINERALS INC 4.5% 04/01/2026 144A                                                             | CUSIP: 443628AJ1<br>LEI: 549300WI524AL577IX21 | Long             | DBT              | CORP              | CA        |    360000 | PA      | $360000.00    | 0.02%             | 2026-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPERATING CO LLC / GD FINANCE CO INC                                    | GO DADDY OPERATING CO LLC / GD FINANCE CO INC 3.5% 03/01/2029 144A                                   | CUSIP: 38016LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    610000 | PA      | $567563.52    | 0.03%             | 2029-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRINET GROUP INC                                                                 | TRINET GROUP INC 3.5% 03/01/2029 144A                                                                | CUSIP: 896288AA5<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |    455000 | PA      | $412449.72    | 0.03%             | 2029-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TTM TECHNOLOGIES INC                                                             | TTM TECHNOLOGIES INC 4% 03/01/2029 144A                                                              | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |    455000 | PA      | $436963.42    | 0.03%             | 2029-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                | POST HLDGS INC 4.5% 09/15/2031 144A                                                                  | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1129720.84   | 0.07%             | 2031-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                                                    | TOPBUILD CORP 3.625% 03/15/2029 144A                                                                 | CUSIP: 89055FAB9<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |    305000 | PA      | $290447.02    | 0.02%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LIQUID TELECOMMUNICATIONS FINANCING PLC                                          | LIQUID TELECOMMUNICATIONS FINANCING PLC 5.5% 09/04/2026 144A                                         | CUSIP: 536333AB3<br>LEI: 635400MXAVJRJJCWVI87 | Long             | DBT              | CORP              | GB        |    390000 | PA      | $386792.25    | 0.02%             | 2026-09-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC        | ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC 3.25% 09/01/2028 144A      | CUSIP: 03969YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $285202.14    | 0.02%             | 2028-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC        | ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC 4% 09/01/2029 144A         | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    605000 | PA      | $553999.35    | 0.03%             | 2029-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                                                                | KOSMOS ENERGY LTD 7.5% 03/01/2028 144A                                                               | CUSIP: 500688AD8<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |    145000 | PA      | $139381.25    | 0.01%             | 2028-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NETWORK I2I LTD                                                                  | NETWORK I2I LTD T5Y+NA PERP 144A                                                                     | CUSIP: 64132NAC0<br>LEI: 2549003L8M1FGHLHOX45 | Long             | EP               | CORP              | MU        |    315000 | PA      | $313969.95    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SUPERIOR ENERGY SERVICES INC                                                     | SUPERIOR ENERGY SERVICES INC A                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      5560 | NS      | $534594.00    | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| PERU, REPUBLIC OF                                                                | PERU REPUBLIC OF 3.3% 03/11/2041                                                                     | CUSIP: 715638DS8<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    360000 | PA      | $271710.00    | 0.02%             | 2041-03-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE LTD                                                      | ENERGEAN ISRAEL FINANCE LTD 5.375% 03/30/2028 144A REGS                                              | CUSIP: N/A<br>LEI: 98450044QACBL3F8EB03       | Long             | DBT              | CORP              | IL        |    405000 | PA      | $388826.16    | 0.02%             | 2028-03-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE LTD                                                      | ENERGEAN ISRAEL FINANCE LTD 5.875% 03/30/2031 144A REGS                                              | CUSIP: N/A<br>LEI: 98450044QACBL3F8EB03       | Long             | DBT              | CORP              | IL        |    160000 | PA      | $148624.73    | 0.01%             | 2031-03-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MINERVA LUXEMBOURG SA                                                            | MINERVA LUXMBOURG SA 4.375% 03/18/2031 144A                                                          | CUSIP: 603374AF6<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | LU        |    185000 | PA      | $167711.75    | 0.01%             | 2031-03-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING BV                                                       | ALCOA NEDERLAND HOLDING BV 4.125% 03/31/2029 144A                                                    | CUSIP: 013822AG6<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |    775000 | PA      | $753412.04    | 0.05%             | 2029-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                                     | CHARLES RIVER LABS INTL INC 3.75% 03/15/2029 144A                                                    | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    525000 | PA      | $497505.54    | 0.03%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                                     | CHARLES RIVER LABS INTL INC 4% 03/15/2031 144A                                                       | CUSIP: 159864AJ6<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    605000 | PA      | $562827.20    | 0.03%             | 2031-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC / AADVANTAGE LOYALTY IP LTD                                | AMERICAN AIRLINES INC / AADVANTAGE LOYALTY IP LTD 5.75% 04/20/2029 144A                              | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1485000 | PA      | $1476877.50   | 0.09%             | 2029-04-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CROCS INC                                                                        | CROCS INC 4.25% 03/15/2029 144A                                                                      | CUSIP: 227046AA7<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |    435000 | PA      | $417519.83    | 0.03%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SYNAPTICS INC                                                                    | SYNAPTICS INC 4% 06/15/2029 144A                                                                     | CUSIP: 87157DAG4<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |    350000 | PA      | $331419.31    | 0.02%             | 2029-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VTR COMUNICACIONES SPA                                                           | VTR COMUNICACIONES SPA 4.375% 04/15/2029 144A                                                        | CUSIP: 918367AC7<br>LEI: 213800XDZJKMC1AEUV94 | Long             | DBT              | CORP              | CL        |    210000 | PA      | $205209.90    | 0.01%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTERNATIONAL INC                                                     | SOMNIGROUP INTERNATIONAL INC 4% 04/15/2029 144A                                                      | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    790000 | PA      | $759705.63    | 0.05%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SASOL FING USA LLC                                                               | SASOL FING USA LLC 4.375% 09/18/2026                                                                 | CUSIP: 80386WAC9<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    530000 | PA      | $526888.90    | 0.03%             | 2026-09-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                                          | SENSATA TECHNOLOGIES BV 4% 04/15/2029 144A                                                           | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    365000 | PA      | $352210.29    | 0.02%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| YUM BRANDS INC                                                                   | YUM BRANDS INC 4.625% 01/31/2032                                                                     | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    590000 | PA      | $562423.93    | 0.03%             | 2032-01-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NESCO HOLDINGS II INC                                                            | NESCO HOLDINGS II INC 5.5% 04/15/2029 144A                                                           | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |    715000 | PA      | $699254.41    | 0.04%             | 2029-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SASOL FING USA LLC                                                               | SASOL FING USA LLC 5.5% 03/18/2031                                                                   | CUSIP: 80386WAD7<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181250.00    | 0.01%             | 2031-03-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG'06 PTY LTD                                                     | FMG RES AUGUST 2006 PTY LTD 4.375% 04/01/2031 144A                                                   | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $236265.35    | 0.01%             | 2031-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TEINE ENERGY LTD                                                                 | TEINE ENERGY LTD 6.875% 04/15/2029 144A                                                              | CUSIP: 879068AB0<br>LEI: 894500JBC83AX7PYEU16 | Long             | DBT              | CORP              | CA        |    445000 | PA      | $444829.39    | 0.03%             | 2029-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                                                       | ARCOSA INC 4.375% 04/15/2029 144A                                                                    | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    415000 | PA      | $400367.18    | 0.02%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                               | EXPAND ENERGY CORP 6.75% 04/15/2029 144A                                                             | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    440000 | PA      | $440309.26    | 0.03%             | 2029-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PAKISTAN, ISLAMIC REP OF                                                         | PAKISTAN ISLAMIC REP OF 6% 04/08/2026 144A                                                           | CUSIP: 695847AS2<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    730000 | PA      | $728686.00    | 0.04%             | 2026-04-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OOREDOO INTERNATIONAL FINANCE LTD                                                | OOREDOO INTL FIN LTD 2.625% 04/08/2031 144A                                                          | CUSIP: 74735KAA0<br>LEI: 549300BHXCDJ03WU7N77 | Long             | DBT              | CORP              | BM        |    385000 | PA      | $348047.70    | 0.02%             | 2031-04-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PAKISTAN, ISLAMIC REP OF                                                         | PAKISTAN ISLAMIC REP OF 7.375% 04/08/2031 144A                                                       | CUSIP: 695847AT0<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    240000 | PA      | $222480.00    | 0.01%             | 2031-04-08      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC                       | UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC 4.75% 04/15/2028 144A                     | CUSIP: 91327BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    940000 | PA      | $935111.62    | 0.06%             | 2028-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV                               | ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV 5.125% 04/30/2031 144A                            | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    885000 | PA      | $721266.06    | 0.04%             | 2031-04-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BLOOMIN BRANDS INC / OSI RESTAURANT PARTNERS LLC                                 | BLOOMIN BRANDS INC / OSI RESTAURANT PARTNERS LLC 5.125% 04/15/2029 144A                              | CUSIP: 094234AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $239169.21    | 0.01%             | 2029-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INVERSIONES CMPC SA                                                              | INVERSIONES CMPC SA 3% 04/06/2031 144A                                                               | CUSIP: 46128MAQ4<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |    245000 | PA      | $212843.75    | 0.01%             | 2031-04-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MONDAY.COM LTD                                                                   | MONDAY.COM LTD                                                                                       | CUSIP: N/A<br>LEI: 984500MDAFVD86E3B328       | Long             | EC               | CORP              | IL        |      6700 | NS      | $463037.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV                               | ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV 4.125% 04/30/2028 144A                            | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1015000 | PA      | $984908.76    | 0.06%             | 2028-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HLDGS INC                                                              | SCIH SALT HLDGS INC 4.875% 05/01/2028 144A                                                           | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $370722.49    | 0.02%             | 2028-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS INC                                                         | BROADSTREET PARTNERS INC 5.875% 04/15/2029 144A                                                      | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |    725000 | PA      | $706557.60    | 0.04%             | 2029-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GENM CAPITAL LABUAN LTD                                                          | GENM CAPITAL LABUAN LTD 3.882% 04/19/2031 144A                                                       | CUSIP: 37231BAA6<br>LEI: 254900DWSHIWTSE0YG58 | Long             | DBT              | CORP              | MY        |    595000 | PA      | $529698.75    | 0.03%             | 2031-04-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                                              | UNITED AIRLINES INC 4.625% 04/15/2029 144A                                                           | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    870000 | PA      | $853577.79    | 0.05%             | 2029-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                                            | HIGHTOWER HOLDING LLC 6.75% 04/15/2029 144A                                                          | CUSIP: 43118DAA8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |    285000 | PA      | $278630.05    | 0.02%             | 2029-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| INVESTMENT ENERGY RESOURCES LTD                                                  | INVESTMENT ENERGY RESOURCES LTD 6.25% 04/26/2029 144A                                                | CUSIP: 46143NAB6<br>LEI: 254900A71Y7WHN7L5K89 | Long             | DBT              | CORP              | BM        |    570000 | PA      | $563160.00    | 0.03%             | 2029-04-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                             | COLOMBIA REPUBLIC OF 3.25% 04/22/2032                                                                | CUSIP: 195325DZ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    290000 | PA      | $241860.00    | 0.01%             | 2032-04-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HERENS US HOLDCO CORP                                                            | LONZA SPECIALTY INGREDIENTS TERM B 1LN 07/03/2028                                                    | CUSIP: N/A<br>LEI: 549300Y0CIXN5D40L888       | Long             | LON              | CORP              | US        |    805000 | PA      | $701018.15    | 0.04%             | 2028-07-03      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                           | MARVELL TECHNOLOGY INC                                                                               | CUSIP: 573874104<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | EC               | CORP              | US        |      9500 | NS      | $940975.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MEGLOBAL BV                                                                      | MEGLOBAL BV 2.625% 04/28/2028 144A                                                                   | CUSIP: 29441WAD7<br>LEI: 549300WBVLU2FILR7W19 | Long             | DBT              | CORP              | NL        |    275000 | PA      | $258414.06    | 0.02%             | 2028-04-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| METALSA S A DE C V                                                               | METALSA S A DE C V 3.75% 05/04/2031 144A                                                             | CUSIP: 59132VAB4<br>LEI: 549300F2FONGJR575V67 | Long             | DBT              | CORP              | MX        |    455000 | PA      | $392949.38    | 0.02%             | 2031-05-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAP LTD                                                                 | PETRONAS CAP LTD 3.404% 04/28/2061 144A                                                              | CUSIP: 71675CAE8<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    500000 | PA      | $330625.00    | 0.02%             | 2061-04-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                 | CSC HOLDINGS LLC 4.5% 11/15/2031 144A                                                                | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   3060000 | PA      | $1814300.32   | 0.11%             | 2031-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 SARL / ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP | ATLAS LUX 4 SARL/ALD UNI HLDC LLC/ALD UNI FIN CRP 4.625% 06/01/2028 144A                             | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    348000 | PA      | $339795.00    | 0.02%             | 2028-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                        | GNII II 2% 09/20/2050#MA6864                                                                         | CUSIP: 36179VTV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    138547 | PA      | $114405.63    | 0.01%             | 2050-09-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                     | CHS/CMNTY HEALTH SYSTEMS INC 6.125% 04/01/2030 144A                                                  | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    670000 | PA      | $582541.28    | 0.04%             | 2030-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                         | VISTRA OPERATIONS CO LLC 4.375% 05/01/2029 144A                                                      | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1078958.02   | 0.07%             | 2029-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                     | UNIVISION TERM B 1LN 01/31/2029                                                                      | CUSIP: 914908BB3<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |    340800 | PA      | $335943.60    | 0.02%             | 2029-01-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                     | UNIVISION COMMUNICATIONS INC 4.5% 05/01/2029 144A                                                    | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    570000 | PA      | $535510.16    | 0.03%             | 2029-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SAGICOR FINANCIAL CO LTD                                                         | SAGICOR FINANCIAL CO LTD 5.3% 05/13/2028 144A                                                        | CUSIP: 78669QAA8<br>LEI: 984500P7FADAA3A50B04 | Long             | DBT              | CORP              | BM        |    480000 | PA      | $477696.00    | 0.03%             | 2028-05-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORPORATION SAB DE CV                                              | ORBIA ADVANCE CORPORATION SAB DE CV 2.875% 05/11/2031 144A                                           | CUSIP: 68560EAB4<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |    340000 | PA      | $273744.20    | 0.02%             | 2031-05-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SUBURBAN PROPANE LP/ENGY FIN C                                                   | SUBURBAN PROPANE LP/ENGY FIN C 5% 06/01/2031 144A                                                    | CUSIP: 864486AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    570000 | PA      | $536300.69    | 0.03%             | 2031-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTERNATIONAL INC                                                   | SERVICE CORP INTERNATIONAL INC 4% 05/15/2031                                                         | CUSIP: 817565CG7<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    570000 | PA      | $530954.32    | 0.03%             | 2031-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ATLANTICA SUSTAINABLE INFRASTRUCTURE PLC                                         | ATLANTICA SUSTAINABLE INFRASTRUCTURE PLC 4.125% 06/15/2028 144A                                      | CUSIP: 04916WAA2<br>LEI: 549300ITBBGKJ651R879 | Long             | DBT              | CORP              | GB        |    283000 | PA      | $274500.75    | 0.02%             | 2028-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                        | BLOCK INC 3.5% 06/01/2031                                                                            | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    570000 | PA      | $518326.94    | 0.03%             | 2031-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                                 | DT MIDSTREAM INC 4.125% 06/15/2029 144A                                                              | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $420952.98    | 0.03%             | 2029-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                                 | DT MIDSTREAM INC 4.375% 06/15/2031 144A                                                              | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $414490.74    | 0.03%             | 2031-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP                     | ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FIN CORP 5.375% 06/15/2029 144A                      | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $428621.29    | 0.03%             | 2029-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP / BIP-V CHINOOK HOLDCO LLC                                         | CQP HOLDCO LP / BIP-V CHINOOK HOLDCO LLC 5.5% 06/15/2031 144A                                        | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1233681.89   | 0.07%             | 2031-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                                                 | BOYD GAMING CORP 4.75% 06/15/2031 144A                                                               | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    715000 | PA      | $679832.01    | 0.04%             | 2031-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                            | GFL ENVIRONMENTAL INC 4.75% 06/15/2029 144A                                                          | CUSIP: 36168QAN4<br>LEI: 5493008HF9XC5H29ZX61 | Long             | DBT              | CORP              | CA        |    575000 | PA      | $564163.26    | 0.03%             | 2029-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| POLARIS NEWCO LLC                                                                | SOLERA TERM B 1LN 06/02/2028                                                                         | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |   1013191 | PA      | $889074.82    | 0.05%             | 2028-06-02      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP 6.5%/VAR PERP                                                                     | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |   1079000 | PA      | $1076834.82   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                                                  | CEMEX SAB DE CV T5Y+NA PERP 144A                                                                     | CUSIP: 151290CA9<br>LEI: 549300RIG2CXWN6IV731 | Long             | EP               | CORP              | MX        |   1195000 | PA      | $1189036.95   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                                  | MADISON IAQ TERM B 1LN 06/21/2028                                                                    | CUSIP: N/A<br>LEI: 549300IXDNBXNHUPBU73       | Long             | LON              | CORP              | US        |    133700 | PA      | $133558.28    | 0.01%             | 2028-06-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                              | SIRIUS XM RADIO INC 4% 07/15/2028 144A                                                               | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    580000 | PA      | $559851.32    | 0.03%             | 2028-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                           | OCP SA 3.75% 06/23/2031 144A                                                                         | CUSIP: 67091TAD7<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    365000 | PA      | $332150.00    | 0.02%             | 2031-06-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GEORGIAN RAILWAY JSC                                                             | GEORGIAN RAILWAY JSC 4% 06/17/2028 144A                                                              | CUSIP: 37363BAB4<br>LEI: 2138005UZV4ZT2B2ZO19 | Long             | DBT              | CORP              | GE        |    191000 | PA      | $181450.00    | 0.01%             | 2028-06-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                           | OCP SA 5.125% 06/23/2051 144A                                                                        | CUSIP: 67091TAE5<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    305000 | PA      | $237097.97    | 0.01%             | 2051-06-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                                           | COMSTOCK RESOURCES INC 5.875% 01/15/2030 144A                                                        | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1475543.18   | 0.09%             | 2030-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                                  | MADISON IAQ LLC 4.125% 06/30/2028 144A                                                               | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    535000 | PA      | $522477.47    | 0.03%             | 2028-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                                  | MADISON IAQ LLC 5.875% 06/30/2029 144A                                                               | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    425000 | PA      | $416780.33    | 0.03%             | 2029-06-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                                  | PERMIAN RESOURCES OPERATING LLC 5.875% 07/01/2029 144A                                               | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    405000 | PA      | $405506.25    | 0.02%             | 2029-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I PLC                                                       | VMED O2 UK FINANCING I PLC 4.75% 07/15/2031 144A                                                     | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    995000 | PA      | $856837.38    | 0.05%             | 2031-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ELASTIC NV                                                                       | ELASTIC NV 4.125% 07/15/2029 144A                                                                    | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |   1165000 | PA      | $1092854.35   | 0.07%             | 2029-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| QATAR PETROLEUM                                                                  | QATAR PETROLEUM 3.125% 07/12/2041 144A                                                               | CUSIP: 74730DAE3<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |   1235000 | PA      | $893831.25    | 0.05%             | 2041-07-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| QATAR PETROLEUM                                                                  | QATAR PETROLEUM 2.25% 07/12/2031 144A                                                                | CUSIP: 74730DAC7<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |   1255000 | PA      | $1101224.85   | 0.07%             | 2031-07-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| QATAR PETROLEUM                                                                  | QATAR PETROLEUM 3.3% 07/12/2051 144A                                                                 | CUSIP: 74730DAD5<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |    930000 | PA      | $597869.10    | 0.04%             | 2051-07-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP                            | ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP 4.375% 02/01/2029                              | CUSIP: 451102CC9<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    630000 | PA      | $537568.35    | 0.03%             | 2029-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SEASPAN CORPORATION                                                              | SEASPAN CORPORATION 5.5% 08/01/2029 144A                                                             | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | MH        |    425000 | PA      | $398193.01    | 0.02%             | 2029-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP / SUNOCO FIN CORP                                                      | SUNOCO LP / SUNOCO FIN CORP 4.5% 05/15/2029                                                          | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    605000 | PA      | $589948.99    | 0.04%             | 2029-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                                        | PROSUS NV 3.061% 07/13/2031 144A                                                                     | CUSIP: 74365PAF5<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    385000 | PA      | $344024.45    | 0.02%             | 2031-07-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                                       | PERFORMANCE FOOD GROUP INC 4.25% 08/01/2029 144A                                                     | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    400000 | PA      | $384225.76    | 0.02%             | 2029-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN REPUBLIC OF                                                           | UZBEKISTAN REPUBLIC OF 3.9% 10/19/2031 144A                                                          | CUSIP: 91822Q2E6<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    205000 | PA      | $184526.65    | 0.01%             | 2031-10-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP                                                                       | HERTZ CORP 6.25% PERP                                                                                | CUSIP: N/A<br>LEI: 549300PD0C69OJ0NLB27       | Long             | DBT              | CORP              | US        |    670000 | PA      | $0.07         | 0.00%             | 2199-12-31      | Fixed         | 0.06%                 | No            |                  3 | On Loan: No      |
| HERTZ CORP                                                                       | HERTZ CORP 5.5% PERP                                                                                 | CUSIP: N/A<br>LEI: 549300PD0C69OJ0NLB27       | Long             | DBT              | CORP              | US        |    650000 | PA      | $0.07         | 0.00%             | 2199-12-31      | Fixed         | 0.06%                 | No            |                  3 | On Loan: No      |
| HERTZ CORP                                                                       | HERTZ CORP 7.125% PERP                                                                               | CUSIP: N/A<br>LEI: 549300PD0C69OJ0NLB27       | Long             | DBT              | CORP              | US        |    620000 | PA      | $0.06         | 0.00%             | 2199-12-31      | Fixed         | 0.07%                 | No            |                  3 | On Loan: No      |
| AMWINS GROUP INC                                                                 | AMWINS GROUP INC 4.875% 06/30/2029 144A                                                              | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |    415000 | PA      | $397554.77    | 0.02%             | 2029-06-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MC BRAZIL DOWNSTREAM TRADING SARL                                                | MC BRAZIL DOWNSTREAM TRADING SARL 7.25% 06/30/2031 144A                                              | CUSIP: 55292WAA8<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | CORP              | LU        |    720404 | PA      | $643897.12    | 0.04%             | 2031-06-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                    | CARNIVAL CORP 4% 08/01/2028 144A                                                                     | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   3420000 | PA      | $3334950.41   | 0.20%             | 2028-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                                | VENTURE GLOBAL CALCASIEU PASS LLC 3.875% 08/15/2029 144A                                             | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    355000 | PA      | $337441.31    | 0.02%             | 2029-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                                | VENTURE GLOBAL CALCASIEU PASS LLC 4.125% 08/15/2031 144A                                             | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    355000 | PA      | $329299.95    | 0.02%             | 2031-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / ACRISURE FINANCE INC                                              | ACRISURE LLC / ACRISURE FINANCE INC 6% 08/01/2029 144A                                               | CUSIP: 00489LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    855000 | PA      | $802849.28    | 0.05%             | 2029-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AIR CANADA INC                                                                   | AIR CANADA INC 3.875% 08/15/2026 144A                                                                | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |    425000 | PA      | $422881.63    | 0.03%             | 2026-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RWANDA REPUBLIC OF                                                               | RWANDA REPUBLIC OF 5.5% 08/09/2031 144A                                                              | CUSIP: 78347YAL7<br>LEI: 213800AKFASSQE52AZ88 | Long             | DBT              | NUSS              | RW        |    560000 | PA      | $500095.40    | 0.03%             | 2031-08-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM PARTNERS LP                                                       | HESS MIDSTREAM PARTNERS LP 4.25% 02/15/2030 144A                                                     | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    460000 | PA      | $442031.16    | 0.03%             | 2030-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                              | SIRIUS XM RADIO INC 3.875% 09/01/2031 144A                                                           | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    570000 | PA      | $517513.64    | 0.03%             | 2031-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                         | MSCI INC 3.25% 08/15/2033 144A                                                                       | CUSIP: 55354GAQ3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    420000 | PA      | $365850.92    | 0.02%             | 2033-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                      | UNITED STATES TREASURY BOND 2% 08/15/2051                                                            | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8416000 | PA      | $4791531.27   | 0.29%             | 2051-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PREMIER ENTERTAINMENT SU                                                         | PREMIER ENTERTAINMENT SU 5.625% 09/01/2029 144A                                                      | CUSIP: 74052HAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    510000 | PA      | $311100.00    | 0.02%             | 2029-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PREMIER ENTERTAINMENT SU                                                         | PREMIER ENTERTAINMENT SU 5.875% 09/01/2031 144A                                                      | CUSIP: 74052HAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $60500.00     | 0.00%             | 2031-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CROCS INC                                                                        | CROCS INC 4.125% 08/15/2031 144A                                                                     | CUSIP: 227046AB5<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |    280000 | PA      | $251953.30    | 0.02%             | 2031-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AEROPUERTO INTERNACIONAL DE TOCUMEN SA                                           | AEROPUERTO INTERNACIONAL DE TOCUMEN SA 5.125% 08/11/2061 144A                                        | CUSIP: 00787CAE2<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |    205000 | PA      | $162821.25    | 0.01%             | 2061-08-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                            | UBER TECHNOLOGIES INC 4.5% 08/15/2029 144A                                                           | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1249325.41   | 0.08%             | 2029-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                   | NRG ENERGY INC 3.875% 02/15/2032 144A                                                                | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     58000 | PA      | $53172.12     | 0.00%             | 2032-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ELDORADO GOLD CORP NEW                                                           | ELDORADO GOLD CORP NEW 6.25% 09/01/2029 144A                                                         | CUSIP: 284902AF0<br>LEI: 5493004PWQ01YDD1IH62 | Long             | DBT              | CORP              | CA        |    420000 | PA      | $418479.60    | 0.03%             | 2029-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SUNNOVA ENERGY CORP                                                              | SUNNOVA ENERGY CORP 5.875% 09/01/2026 144A                                                           | CUSIP: 86745GAF0<br>LEI: 549300TH3GCD8YQUDR46 | Long             | DBT              | CORP              | US        |    145000 | PA      | $362.50       | 0.00%             | 2026-09-01      | Fixed         | 0.06%                 | No            |                  3 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP                     | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 6% 09/01/2031 144A                      | CUSIP: 87470LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    540000 | PA      | $532882.48    | 0.03%             | 2031-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                               | EXPAND ENERGY CORP 5.375% 03/15/2030                                                                 | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    560000 | PA      | $564653.92    | 0.03%             | 2030-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 1.125% 08/31/2028                                                                          | CUSIP: 91282CCV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  40242000 | PA      | $37758314.06  | 2.29%             | 2028-08-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PAPA JOHNS INTERNATIONAL INC                                                     | PAPA JOHNS INTERNATIONAL INC 3.875% 09/15/2029 144A                                                  | CUSIP: 698813AA0<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | DBT              | CORP              | US        |    255000 | PA      | $241662.56    | 0.01%             | 2029-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EMIRATE OF ABU DHABI                                                             | EMIRATE OF ABU DHABI 3% 09/15/2051 144A                                                              | CUSIP: 29135LAR1<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    645000 | PA      | $402954.08    | 0.02%             | 2051-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                                          | ATI INC 4.875% 10/01/2029                                                                            | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    280000 | PA      | $276265.36    | 0.02%             | 2029-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                                          | ATI INC 5.125% 10/01/2031                                                                            | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    245000 | PA      | $242055.05    | 0.01%             | 2031-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA LLC / ASHTON WOODS FINANCE CO                                   | ASHTON WOODS USA LLC/FIN CO 4.625% 04/01/2030 144A                                                   | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    410000 | PA      | $380533.22    | 0.02%             | 2030-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORPORATION                                             | OLYMPUS WATER US HOLDING CORPORATION 4.25% 10/01/2028 144A                                           | CUSIP: 681639AA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    720000 | PA      | $687698.86    | 0.04%             | 2028-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | REPUBLIC OF INDONESIA 3.2% 09/23/2061                                                                | CUSIP: 455780DG8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    400000 | PA      | $240328.00    | 0.01%             | 2061-09-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TINKOFF CREDIT SYSTEMS VIA TCS FINANCE LTD                                       | TINKOFF CREDIT SYSTEMS VIA TCS FINANCE LTD 6%/VAR PERP 144A                                          | CUSIP: 87251LAA4<br>LEI: 213800VIPIONINOCLD68 | Long             | EP               | CORP              | IE        |    275000 | PA      | $13750.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| COINBASE GLOBAL INC                                                              | COINBASE GLOBAL INC 3.625% 10/01/2031 144A                                                           | CUSIP: 19260QAD9<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    865000 | PA      | $731056.29    | 0.04%             | 2031-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                                              | COINBASE GLOBAL INC 3.375% 10/01/2028 144A                                                           | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1352575.63   | 0.08%             | 2028-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE CO LLC                                                   | NISSAN MOTOR ACCEPTANCE CO LLC 2.45% 09/15/2028 144A                                                 | CUSIP: 65480CAD7<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    175000 | PA      | $159936.82    | 0.01%             | 2028-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                                              | HUNGARY REPUBLIC OF 2.125% 09/22/2031 144A                                                           | CUSIP: 445545AM8<br>LEI: 5299008DH62LEB10JK83 | Long             | DBT              | NUSS              | HU        |    205000 | PA      | $173635.00    | 0.01%             | 2031-09-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                                              | HUNGARY REPUBLIC OF 3.125% 09/21/2051 144A                                                           | CUSIP: 445545AN6<br>LEI: 5299008DH62LEB10JK83 | Long             | DBT              | NUSS              | HU        |    340000 | PA      | $200600.00    | 0.01%             | 2051-09-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CNX MIDSTREAM PARTNERS LP                                                        | CNX MIDSTREAM PARTNERS LP 4.75% 04/15/2030 144A                                                      | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    295000 | PA      | $280468.77    | 0.02%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 4.625% 01/15/2029                                                                      | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    930000 | PA      | $913747.35    | 0.06%             | 2029-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTERNATIONAL INC                                                     | SOMNIGROUP INTERNATIONAL INC 3.875% 10/15/2031 144A                                                  | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    735000 | PA      | $668227.90    | 0.04%             | 2031-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NIGERIA REPUBLIC OF                                                              | NIGERIA REPUBLIC 6.125% 09/28/2028 144A                                                              | CUSIP: 65412JAR4<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |   1150000 | PA      | $1140800.00   | 0.07%             | 2028-09-28      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ROLLER BEARING CO OF AMERICA                                                     | ROLLER BEARING CO OF AMERICA 4.375% 10/15/2029 144A                                                  | CUSIP: 775631AD6<br>LEI: 254900U9XW6S76H2P167 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194317.12    | 0.01%             | 2029-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 1.25% 09/30/2028                                                                           | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2930000 | PA      | $2751682.02   | 0.17%             | 2028-09-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OPERATING LLC                                                    | CLEARWAY ENERGY OPER LLC 3.75% 01/15/2032 144A                                                       | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    280000 | PA      | $255237.64    | 0.02%             | 2032-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                                       | GRIFOLS SA 4.75% 10/15/2028 144A                                                                     | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    280000 | PA      | $274148.78    | 0.02%             | 2028-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LSB INDUSTRIES INC                                                               | LSB INDUSTRIES INC 6.25% 10/15/2028 144A                                                             | CUSIP: 502160AN4<br>LEI: 5493001H215A0HG0MI71 | Long             | DBT              | CORP              | US        |    960000 | PA      | $954050.21    | 0.06%             | 2028-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI FIBER HOLDINGS INC / CSL CAPITAL LLC                      | UNITI GRP/UNITI HLD/CSL 6% 01/15/2030 144A                                                           | CUSIP: 91327AAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    335000 | PA      | $315093.16    | 0.02%             | 2030-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HEALTHEQUITY INC                                                                 | HEALTHEQUITY INC 4.5% 10/01/2029 144A                                                                | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |    295000 | PA      | $285408.64    | 0.02%             | 2029-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| 180 MEDICAL INC                                                                  | 180 MEDICAL INC 3.875% 10/15/2029 144A                                                               | CUSIP: 682357AA6<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |    300000 | PA      | $291447.48    | 0.02%             | 2029-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                                              | AVANTOR FUNDING INC 3.875% 11/01/2029 144A                                                           | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    275000 | PA      | $258003.10    | 0.02%             | 2029-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER                           | ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER 5.875% 11/01/2029 144A                        | CUSIP: 01883LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    415000 | PA      | $401524.62    | 0.02%             | 2029-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                                         | LAMB WESTON HOLDINGS INC 4.125% 01/31/2030 144A                                                      | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    555000 | PA      | $528385.97    | 0.03%             | 2030-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                                         | LAMB WESTON HOLDINGS INC 4.375% 01/31/2032 144A                                                      | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    275000 | PA      | $255461.86    | 0.02%             | 2032-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 1.375% 10/31/2028                                                                          | CUSIP: 91282CDF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3514000 | PA      | $3304532.64   | 0.20%             | 2028-10-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ROBLOX CORP                                                                      | ROBLOX CORP 3.875% 05/01/2030 144A                                                                   | CUSIP: 771049AA1<br>LEI: 529900ANZDBDFU91SO19 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1090148.05   | 0.07%             | 2030-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                     | ECOPETROL SA 4.625% 11/02/2031                                                                       | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    335000 | PA      | $297114.85    | 0.02%             | 2031-11-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                                                | PERU REPUBLIC OF 3% 01/15/2034                                                                       | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    440000 | PA      | $376189.00    | 0.02%             | 2034-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FIN NETH III B V                                             | TEVA PHARMACEUTICAL FIN NETH III B V 4.75% 05/09/2027                                                | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    280000 | PA      | $279287.01    | 0.02%             | 2027-05-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FIN NETH III B V                                             | TEVA PHARMACEUTICAL FIN NETH III B V 5.125% 05/09/2029                                               | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    275000 | PA      | $273946.53    | 0.02%             | 2029-05-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                            | MOLINA HEALTHCARE INC 3.875% 05/15/2032 144A                                                         | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    550000 | PA      | $477741.72    | 0.03%             | 2032-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                          | JANE STREET GRP/JSG FIN 4.5% 11/15/2029 144A                                                         | CUSIP: 47077WAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    395000 | PA      | $382837.12    | 0.02%             | 2029-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC                                                      | ASBURY AUTOMOTIVE GROUP INC 4.625% 11/15/2029 144A                                                   | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    450000 | PA      | $435028.68    | 0.03%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC                                                      | ASBURY AUTOMOTIVE GROUP INC 5% 02/15/2032 144A                                                       | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    485000 | PA      | $459300.87    | 0.03%             | 2032-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MEDCO LAUREL TREE PTE LTD                                                        | MEDCO LAUREL TREE PTE LTD 6.95% 11/12/2028 144A                                                      | CUSIP: 58406RAA6<br>LEI: 254900SX7FFGRREZD046 | Long             | DBT              | CORP              | SG        |    640000 | PA      | $636971.20    | 0.04%             | 2028-11-12      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | EDISON INTERNATIONAL 5%/VAR PERP                                                                     | CUSIP: 281020AT4<br>LEI: 549300I7ROF15MAEVP56 | Long             | EP               | CORP              | US        |    115000 | PA      | $113947.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTL INC                                                       | GRAPHIC PACKAGING INTL INC 3.75% 02/01/2030 144A                                                     | CUSIP: 38869AAD9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    355000 | PA      | $325755.03    | 0.02%             | 2030-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT HOLDINGS INC                                                           | OPEN TEXT HOLDINGS INC 4.125% 12/01/2031 144A                                                        | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $209080.77    | 0.01%             | 2031-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KONTOOR BRANDS INC                                                               | KONTOOR BRANDS INC 4.125% 11/15/2029 144A                                                            | CUSIP: 50050NAA1<br>LEI: 549300M0CPXV65RFF271 | Long             | DBT              | CORP              | US        |    240000 | PA      | $226794.30    | 0.01%             | 2029-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                                              | STATION CASINOS LLC 4.625% 12/01/2031 144A                                                           | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    410000 | PA      | $382812.90    | 0.02%             | 2031-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAHRAIN KINGDOM                                                                  | BAHRAIN KINGDOM 5.625% 05/18/2034 144A                                                               | CUSIP: 05675M2J2<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    155000 | PA      | $136555.00    | 0.01%             | 2034-05-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DANA INC                                                                         | DANA INC 4.5% 02/15/2032                                                                             | CUSIP: 235825AJ5<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    221000 | PA      | $206237.91    | 0.01%             | 2032-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANACOL ENERGY LTD                                                               | CANACOL ENERGY LTD 5.75% 11/24/2028 144A                                                             | CUSIP: 134808AD6<br>LEI: 549300X5MNRWPMSM9N14 | Long             | DBT              | CORP              | CA        |    265000 | PA      | $92087.50     | 0.01%             | 2028-11-24      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REWORLD HLDG CORP                                                                | REWORLD HLDG CORP 4.875% 12/01/2029 144A                                                             | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |    995000 | PA      | $932773.60    | 0.06%             | 2029-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GABONESE REPUBLIC                                                                | GABONESE REPUBLIC 7% 11/24/2031 144A                                                                 | CUSIP: 362420AE1<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |    180000 | PA      | $148996.80    | 0.01%             | 2031-11-24      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                            | HUB INTERNATIONAL LTD 5.625% 12/01/2029 144A                                                         | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   1705000 | PA      | $1653927.36   | 0.10%             | 2029-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 1.5% 11/30/2028                                                                            | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    860000 | PA      | $809810.93    | 0.05%             | 2028-11-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                                                                    | COHERENT CORP 5% 12/15/2029 144A                                                                     | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |    435000 | PA      | $426657.92    | 0.03%             | 2029-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INFORMATION MANAGEMENT SERVICES INC                                | IRON MOUNTAIN INFORMATION MANAGEMENT SERVICES INC 5% 07/15/2032 144A                                 | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    415000 | PA      | $391785.32    | 0.02%             | 2032-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TERAWULF INC                                                                     | TERAWULF INC                                                                                         | CUSIP: 88080T104<br>LEI: 254900CVMW1SX2T78A64 | Long             | EC               | CORP              | US        |     45700 | NS      | $659451.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| APOLLO GLOBAL MANAGEMENT, INC                                                    | APOLLO GLOBAL MANAGEMENT INC                                                                         | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |     22500 | NS      | $2506950.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                     | MEXICO UNITED MEXICAN STATES 3.5% 02/12/2034                                                         | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    610000 | PA      | $519335.70    | 0.03%             | 2034-02-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                      | ROYAL CARIBBEAN CRUISES LTD 5.375% 07/15/2027 144A                                                   | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    415000 | PA      | $416567.31    | 0.03%             | 2027-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                                          | VZ SECURED FINANCING BV 5% 01/15/2032 144A                                                           | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |   1105000 | PA      | $947281.91    | 0.06%             | 2032-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                                               | PANAMA REPUBLIC OF 3.298% 01/19/2033                                                                 | CUSIP: 698299BR4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    140000 | PA      | $121636.31    | 0.01%             | 2033-01-19      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                                        | PROSUS NV 4.193% 01/19/2032 144A                                                                     | CUSIP: 74365PAH1<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    305000 | PA      | $286053.40    | 0.02%             | 2032-01-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC               | FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC 4.625% 01/15/2029 144A            | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1122979.46   | 0.07%             | 2029-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC               | FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC 6.75% 01/15/2030 144A             | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1494483.84   | 0.09%             | 2030-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MIWD HOLDCO II LLC / MIWD FINANCE CORP                                           | MIWD HOLDCO II LLC / MIWD FINANCE CORP 5.5% 02/01/2030 144A                                          | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $159789.53    | 0.01%             | 2030-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EIG PEARL HOLDINGS SARL                                                          | EIG PEARL HOLDINGS SARL 3.545% 08/31/2036 144A                                                       | CUSIP: 28249NAA9<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |   1304537 | PA      | $1162590.42   | 0.07%             | 2036-08-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                             | ROMANIA REPUBLIC OF 3% 02/27/2027 144A                                                               | CUSIP: 77586RAK6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    265000 | PA      | $259501.25    | 0.02%             | 2027-02-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                             | ROMANIA REPUBLIC OF 3.625% 03/27/2032 144A                                                           | CUSIP: 77586RAL4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    470000 | PA      | $411929.15    | 0.02%             | 2032-03-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY CORP                                                        | CONSTELLATION ENERGY CORP                                                                            | CUSIP: 21037T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8500 | NS      | $2373625.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                     | CHS/CMNTY HEALTH SYSTEMS INC 5.25% 05/15/2030 144A                                                   | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    825000 | PA      | $777547.93    | 0.05%             | 2030-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 1.75% 01/31/2029                                                                           | CUSIP: 91282CDW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2583000 | PA      | $2439825.11   | 0.15%             | 2029-01-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CNTL AMR BOTTLING CORP                                                           | CNTL AMR BOTTLING CORP 5.25% 04/27/2029 144A                                                         | CUSIP: 15239XAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    505000 | PA      | $492728.50    | 0.03%             | 2029-04-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE GRO CO (THE)                                                      | SCOTTS MIRACLE GRO CO (THE) 4% 04/01/2031                                                            | CUSIP: 810186AX4<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |    595000 | PA      | $549685.93    | 0.03%             | 2031-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ERO COPPER CORP                                                                  | ERO COPPER CORP 6.5% 02/15/2030 144A                                                                 | CUSIP: 296006AA7<br>LEI: 549300KL8A21SEIO8I47 | Long             | DBT              | CORP              | CA        |    415000 | PA      | $410804.35    | 0.02%             | 2030-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                                           | ATHENAHEALTH GROUP TERM B 1LN 02/15/2029                                                             | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |   1316576 | PA      | $1290244.55   | 0.08%             | 2029-02-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| JACOBS ENTERTAINMENT INC                                                         | JACOBS ENTERTAINMENT INC 6.75% 02/15/2029 144A                                                       | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |    395000 | PA      | $369325.00    | 0.02%             | 2029-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CHILE REPUBLIC OF                                                                | CHILE REPUBLIC OF 3.5% 01/31/2034                                                                    | CUSIP: 168863DV7<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $180400.00    | 0.01%             | 2034-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHILE REPUBLIC OF                                                                | CHILE REPUBLIC OF 4% 01/31/2052                                                                      | CUSIP: 168863DW5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $155350.00    | 0.01%             | 2052-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHILE REPUBLIC OF                                                                | CHILE REPUBLIC OF 2.75% 01/31/2027                                                                   | CUSIP: 168863DX3<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    310000 | PA      | $304420.00    | 0.02%             | 2027-01-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CT TRUST                                                                         | CT TRUST 5.125% 02/03/2032 144A                                                                      | CUSIP: 12659BAA2<br>LEI: 213800MJB7WO427HQD34 | Long             | DBT              | CORP              | GT        |    720000 | PA      | $671976.00    | 0.04%             | 2032-02-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                      | UNITED STATES TREASURY BOND 2.25% 02/15/2052                                                         | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11920000 | PA      | $7183662.50   | 0.44%             | 2052-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CSN RESOURCES SA                                                                 | CSN RESOURCES SA 5.875% 04/08/2032 144A                                                              | CUSIP: 12644VAE8<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | LU        |    355000 | PA      | $216993.75    | 0.01%             | 2032-04-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                                                         | ISRAEL ELECTRIC CORP LTD 3.75% 02/22/2032 144A REGS                                                  | CUSIP: N/A<br>LEI: 254900JW7GE35YNJGJ55       | Long             | DBT              | CORP              | IL        |    295000 | PA      | $271728.98    | 0.02%             | 2032-02-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 30YR 3.5% 03/01/2052#MA4565                                                                     | CUSIP: 31418ECB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    301019 | PA      | $276525.91    | 0.02%             | 2052-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PUREWEST ENERGY LLC                                                              | PUREWEST ENERGY LLC                                                                                  | CUSIP: N/A<br>LEI: 5493005THBS2A4IJDY87       | Long             | EC               | CORP              | US        |       901 | NS      | $202.54       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| NEW COTAI LLC                                                                    | NEW COTAI LLC PIK CONV 5% 02/24/2027                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    342796 | PA      | $359456.07    | 0.02%             | 2027-02-24      | Fixed         | 0.05%                 | No            |                  3 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                   | FEDERAL NAT MTG ASN GTD REM PA 3% 05/25/2044                                                         | CUSIP: 3136BL6D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    619017 | PA      | $595983.27    | 0.04%             | 2044-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Studio City International Holdings Ltd                                           | STUDIO CITY INTERNATIONAL HOLDINGS LTD ADR 144A                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     10083 | NS      | $24501.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BELLRING BRANDS INC                                                              | BELLRING BRANDS INC 7% 03/15/2030 144A                                                               | CUSIP: 07831CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    685000 | PA      | $685178.10    | 0.04%             | 2030-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CHILE REPUBLIC OF                                                                | CHILE REPUBLIC OF 4.34% 03/07/2042                                                                   | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    260000 | PA      | $228020.00    | 0.01%             | 2042-03-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 30YR 3.5% 03/01/2052#CB3174                                                                     | CUSIP: 3140QNQ47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    394553 | PA      | $363189.03    | 0.02%             | 2052-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                    | FHLG 30YR 3.5% 03/01/2050#                                                                           | CUSIP: 3133KHSA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    351722 | PA      | $322592.44    | 0.02%             | 2050-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS 6.7% 02/16/2032                                                                  | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    821000 | PA      | $803553.75    | 0.05%             | 2032-02-16      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                                              | NOVOLEX TERM 1LN 04/13/2029                                                                          | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |   2959305 | PA      | $2816370.23   | 0.17%             | 2029-04-13      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                                              | CLYDESDALE ACQUISITION HOLDINGS INC 8.75% 04/15/2030 144A                                            | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |   2175000 | PA      | $2029435.73   | 0.12%             | 2030-04-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                                              | CLYDESDALE ACQUISITION HOLDINGS INC 6.625% 04/15/2029 144A                                           | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    915000 | PA      | $898587.98    | 0.05%             | 2029-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MISC CAPITAL TWO LABUAN LIMITED                                                  | MISC CAPITAL TWO LABUAN LIMITED 3.75% 04/06/2027 144A                                                | CUSIP: 60475DAB7<br>LEI: 9845000ED8376T875113 | Long             | DBT              | CORP              | MY        |    570000 | PA      | $564490.95    | 0.03%             | 2027-04-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                                              | CHURCHILL DOWNS INC 5.75% 04/01/2030 144A                                                            | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    725000 | PA      | $716997.89    | 0.04%             | 2030-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM PARTNERS LP                                                       | HESS MIDSTREAM PARTNERS LP 5.5% 10/15/2030 144A                                                      | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $272826.43    | 0.02%             | 2030-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                                            | FREEPORT INDONESIA PT 4.763% 04/14/2027 144A                                                         | CUSIP: 69377FAA4<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    225000 | PA      | $224523.00    | 0.01%             | 2027-04-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                                            | FREEPORT INDONESIA PT 5.315% 04/14/2032 144A                                                         | CUSIP: 69377FAB2<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    450000 | PA      | $447808.50    | 0.03%             | 2032-04-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ANGOLA REPUBLIC                                                                  | ANGOLA REPUBLIC 8.75% 04/14/2032 144A                                                                | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    325000 | PA      | $315412.50    | 0.02%             | 2032-04-14      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA REPUBLIC OF                                                         | SOUTH AFRICA REPUBLIC OF 5.875% 04/20/2032                                                           | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    280000 | PA      | $279825.00    | 0.02%             | 2032-04-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 2.875% 04/30/2029                                                                          | CUSIP: 91282CEM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3300000 | PA      | $3208218.75   | 0.19%             | 2029-04-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                            | MINERAL RESOURCES LTD 8% 11/01/2027 144A                                                             | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    515000 | PA      | $521576.12    | 0.03%             | 2027-11-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                            | MINERAL RESOURCES LTD 8.5% 05/01/2030 144A                                                           | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    915000 | PA      | $940588.84    | 0.06%             | 2030-05-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                            | VICI PROPERTIES LP / VICI NOTE CO INC 3.875% 02/15/2029 144A                                         | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    665000 | PA      | $646250.58    | 0.04%             | 2029-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 2.875% 05/15/2032                                                                          | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4068000 | PA      | $3804533.46   | 0.23%             | 2032-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                      | UNITED STATES TREASURY BOND 2.875% 05/15/2052                                                        | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2520000 | PA      | $1747659.36   | 0.11%             | 2052-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                                                                  | ANTOFAGASTA PLC 5.625% 05/13/2032 144A                                                               | CUSIP: 03718NAB2<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |    260000 | PA      | $263003.00    | 0.02%             | 2032-05-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENN ENERGY HLDGS LTD                                                             | ENN ENERGY HLDGS LTD 4.625% 05/17/2027 144A                                                          | CUSIP: 29336EAA1<br>LEI: 549300V7BXPWT6WIPR03 | Long             | DBT              | CORP              | KY        |    640000 | PA      | $640204.80    | 0.04%             | 2027-05-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                      | UNITED STATES TREASURY BOND 3.25% 05/15/2042                                                         | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1428000 | PA      | $1176649.69   | 0.07%             | 2042-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                                                          | DARLING INGREDIENTS INC 6% 06/15/2030 144A                                                           | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |    675000 | PA      | $679716.90    | 0.04%             | 2030-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                                              | KINETIK HOLDINGS LP 5.875% 06/15/2030 144A                                                           | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    425000 | PA      | $426563.58    | 0.03%             | 2030-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | TENET HEALTHCARE CORP 6.125% 06/15/2030                                                              | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1439262.11   | 0.09%             | 2030-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAIN SYS INC DEL                                                       | ADVANCED DRAIN SYS INC DEL 6.375% 06/15/2030 144A                                                    | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    280000 | PA      | $282432.64    | 0.02%             | 2030-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                     | UNIVISION COMMUNICATIONS INC 7.375% 06/30/2030 144A                                                  | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2841767.42   | 0.17%             | 2030-06-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                     | TELEVISAUNIVISION TERM 1LN 06/24/2029                                                                | CUSIP: 914908BD9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |     33688 | PA      | $33519.06     | 0.00%             | 2029-06-24      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                                              | HUNGARY REPUBLIC OF 5.25% 06/16/2029 144A                                                            | CUSIP: 445545AP1<br>LEI: 5299008DH62LEB10JK83 | Long             | DBT              | NUSS              | HU        |    295000 | PA      | $295582.63    | 0.02%             | 2029-06-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                                              | HUNGARY REPUBLIC OF 5.5% 06/16/2034 144A                                                             | CUSIP: 445545AQ9<br>LEI: 5299008DH62LEB10JK83 | Long             | DBT              | NUSS              | HU        |    695000 | PA      | $685770.40    | 0.04%             | 2034-06-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JORDAN KINGDOM OF                                                                | JORDAN KINGDOM OF 7.75% 01/15/2028 144A                                                              | CUSIP: 41809JAA3<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |    225000 | PA      | $230031.00    | 0.01%             | 2028-01-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| NEOGEN FOOD SAFETY CORP                                                          | NEOGEN FOOD SAFETY CORP 8.625% 07/20/2030 144A                                                       | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $273084.24    | 0.02%             | 2030-07-20      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| BERMUDA GOVERNMENT OF                                                            | BERMUDA GOVERNMENT OF 5% 07/15/2032 144A                                                             | CUSIP: 085209AJ3<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    260000 | PA      | $259025.00    | 0.02%             | 2032-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP / SUNOCO FIN CORP                                                      | SUNOCO LP / SUNOCO FIN CORP 4.5% 04/30/2030                                                          | CUSIP: 86765LAZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    555000 | PA      | $535041.53    | 0.03%             | 2030-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 2.625% 07/31/2029                                                                          | CUSIP: 91282CFC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1210000 | PA      | $1163774.22   | 0.07%             | 2029-07-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 2.75% 08/15/2032                                                                           | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6935000 | PA      | $6414062.29   | 0.39%             | 2032-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                     | MEXICO UNITED MEXICAN STATES 4.875% 05/19/2033                                                       | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    345000 | PA      | $326887.50    | 0.02%             | 2033-05-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALLEGIANT TRAVEL CO                                                              | ALLEGIANT TRAVEL CO 7.25% 08/15/2027 144A                                                            | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |    343000 | PA      | $343326.54    | 0.02%             | 2027-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK INC 6.5% 09/01/2030 144A                                                                       | CUSIP: 682680CR2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    895000 | PA      | $947375.32    | 0.06%             | 2030-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                               | CNX RESOURCES CORP 7.375% 01/15/2031 144A                                                            | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    295000 | PA      | $303115.45    | 0.02%             | 2031-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                                         | CLOUD SOFTWARE GROUP INC 6.5% 03/31/2029 144A                                                        | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   3325000 | PA      | $3243771.25   | 0.20%             | 2029-03-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GACI FIRST INVESTMENT                                                            | GACI FIRST INVESTMENT 5% 10/13/2027 REGS                                                             | CUSIP: N/A<br>LEI: 558600TU1PWGNLZ3XM88       | Long             | DBT              | CORP              | KY        |    635000 | PA      | $636587.50    | 0.04%             | 2027-10-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GACI FIRST INVESTMENT                                                            | GACI FIRST INVESTMENT 5.25% 10/13/2032 REGS                                                          | CUSIP: N/A<br>LEI: 558600TU1PWGNLZ3XM88       | Long             | DBT              | CORP              | KY        |    315000 | PA      | $314564.92    | 0.02%             | 2032-10-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                                          | PHILIPPINES REPUBLIC OF 5.609% 04/13/2033                                                            | CUSIP: 718286CT2<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    305000 | PA      | $314150.00    | 0.02%             | 2033-04-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                                          | PHILIPPINES REPUBLIC OF 5.95% 10/13/2047                                                             | CUSIP: 718286CU9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    490000 | PA      | $495481.88    | 0.03%             | 2047-10-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                                                                | MDGH GMTN RSC LTD 5.5% 04/28/2033 144A                                                               | CUSIP: 55285GAB0<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |    300000 | PA      | $303666.00    | 0.02%             | 2033-04-28      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENTAL DEL URUGUAY                                                   | URUGUAY REPUBLICA ORIENTAL DL 5.75% 10/28/2034                                                       | CUSIP: 760942BE1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    300000 | PA      | $313425.00    | 0.02%             | 2034-10-28      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 4% 10/31/2029                                                                              | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1300000 | PA      | $1305179.69   | 0.08%             | 2029-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                                | DISH NETWORK CORP 11.75% 11/15/2027 144A                                                             | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   2920000 | PA      | $3008315.40   | 0.18%             | 2027-11-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                             | NEPTUNE BIDCO US INC 9.29% 04/15/2029 144A                                                           | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |   3955000 | PA      | $3959943.75   | 0.24%             | 2029-04-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                               | TURKEY REPUBLIC OF 9.875% 01/15/2028                                                                 | CUSIP: 900123DF4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   1165000 | PA      | $1242390.95   | 0.08%             | 2028-01-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                                               | POLAND REPUBLIC OF 5.75% 11/16/2032                                                                  | CUSIP: 857524AE2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    425000 | PA      | $446819.50    | 0.03%             | 2032-11-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORPORATION                                                            | OPEN TEXT CORPORATION 6.9% 12/01/2027 144A                                                           | CUSIP: 683715AF3<br>LEI: 549300UQROQS42RKHM85 | Long             | DBT              | CORP              | CA        |    530000 | PA      | $543980.87    | 0.03%             | 2027-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                             | COLOMBIA REPUBLIC OF 8% 04/20/2033                                                                   | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    280000 | PA      | $295610.00    | 0.02%             | 2033-04-20      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| UNIT CORP                                                                        | UNIT CORP ESCROW 0% 12/01/2029                                                                       | CUSIP: N/A<br>LEI: 549300XGK22FZCTN8B67       | Long             | DBT              | CORP              | US        |    120000 | PA      | $0.01         | 0.00%             | 2029-12-01      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 30YR 5% 11/01/2052#FS3295                                                                       | CUSIP: 3140XJUV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    157466 | PA      | $156905.77    | 0.01%             | 2052-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                                                             | CHART INDUSTRIES INC 7.5% 01/01/2030 144A                                                            | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |    790000 | PA      | $820736.53    | 0.05%             | 2030-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NEXTPOWER INC                                                                    | NEXTPOWER INC                                                                                        | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19000 | NS      | $2290450.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                     | MEXICO UNITED MEXICAN STATES 6.35% 02/09/2035                                                        | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    465000 | PA      | $475462.50    | 0.03%             | 2035-02-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                                              | HUNGARY REPUBLIC OF 6.125% 05/22/2028 144A                                                           | CUSIP: 445545AR7<br>LEI: 5299008DH62LEB10JK83 | Long             | DBT              | NUSS              | HU        |    225000 | PA      | $230170.50    | 0.01%             | 2028-05-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                                              | HUNGARY REPUBLIC OF 6.75% 09/25/2052 144A                                                            | CUSIP: 445545AT3<br>LEI: 5299008DH62LEB10JK83 | Long             | DBT              | NUSS              | HU        |    145000 | PA      | $149474.70    | 0.01%             | 2052-09-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                             | ROMANIA REPUBLIC OF 6.625% 02/17/2028 144A                                                           | CUSIP: 77586RAQ3<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    225000 | PA      | $229635.00    | 0.01%             | 2028-02-17      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                             | ROMANIA REPUBLIC OF 7.125% 01/17/2033 144A                                                           | CUSIP: 77586RAR1<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    290000 | PA      | $303595.20    | 0.02%             | 2033-01-17      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                                          | PHILIPPINES REPUBLIC OF 5.5% 01/17/2048                                                              | CUSIP: 718286CX3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $192200.00    | 0.01%             | 2048-01-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                                          | PHILIPPINES REPUBLIC OF 5% 07/17/2033                                                                | CUSIP: 718286CW5<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    210000 | PA      | $208687.50    | 0.01%             | 2033-07-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN TITAN FIN LTD                                                         | TRANSOCEAN TITAN FIN LTD 8.375% 02/01/2028 144A                                                      | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    422871 | PA      | $431726.36    | 0.03%             | 2028-02-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| POSCO                                                                            | POSCO 5.75% 01/17/2028 144A                                                                          | CUSIP: 73730EAD5<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |    420000 | PA      | $428457.94    | 0.03%             | 2028-01-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| POSCO                                                                            | POSCO 5.875% 01/17/2033 144A                                                                         | CUSIP: 73730EAE3<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $209795.97    | 0.01%             | 2033-01-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                     | ECOPETROL SA 8.875% 01/13/2033                                                                       | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   1420000 | PA      | $1498810.00   | 0.09%             | 2033-01-13      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                               | TURKEY REPUBLIC OF 9.375% 01/19/2033                                                                 | CUSIP: 900123DG2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    840000 | PA      | $932568.00    | 0.06%             | 2033-01-19      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| LIBERTY COSTA RICA SR SF                                                         | LIBERTY COSTA RICA SR SF 10.875% 01/15/2031 144A                                                     | CUSIP: 530371AA1<br>LEI: 549300W6O2PHTPCYQ751 | Long             | DBT              | CORP              | KY        |    385000 | PA      | $405212.50    | 0.02%             | 2031-01-15      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| GTT COMMUNICATIONS INC                                                           | GTT COMMUNICATIONS INC                                                                               | CUSIP: 362393308<br>LEI: 549300ETSL7K1ZX05H30 | Long             | EC               | CORP              | US        |      4921 | NS      | $175925.75    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                             | ROMANIA REPUBLIC OF 8% 04/29/2030                                                                    | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |   1025000 | PA      | $240306.16    | 0.01%             | 2030-04-29      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                                                | CLEAN HARBORS INC 6.375% 02/01/2031 144A                                                             | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253893.91    | 0.02%             | 2031-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP/SEALED AIR CORP US                                               | SEALED AIR CORP/SEALED AIR CORP US 6.125% 02/01/2028 144A                                            | CUSIP: 812127AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $303759.17    | 0.02%             | 2028-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNATIONAL LTD                                                     | TRANSOCEAN INTERNATIONAL LTD 8.75% 02/15/2030 144A                                                   | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |   1032500 | PA      | $1073999.27   | 0.07%             | 2030-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| SERBIA REPUBLIC OF                                                               | SERBIA REPUBLIC OF 6.5% 09/26/2033 144A                                                              | CUSIP: 817477AH5<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    405000 | PA      | $422095.05    | 0.03%             | 2033-09-26      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                             | COLOMBIA REPUBLIC OF 7.5% 02/02/2034                                                                 | CUSIP: 195325EG6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    250000 | PA      | $255687.50    | 0.02%             | 2034-02-02      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DE CHILE                                          | CORPORACION NACIONAL DEL COBRE DE CHILE 5.125% 02/02/2033 144A                                       | CUSIP: 21987BBF4<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    290000 | PA      | $286288.00    | 0.02%             | 2033-02-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                               | DOMINICAN REPUBLIC 7.05% 02/03/2031 144A                                                             | CUSIP: 25714PET1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    375000 | PA      | $387750.00    | 0.02%             | 2031-02-03      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                      | UNITED STATES TREASURY BOND 3.625% 02/15/2053                                                        | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15779000 | PA      | $12663880.16  | 0.77%             | 2053-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 3.5% 02/15/2033                                                                            | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3800000 | PA      | $3656312.50   | 0.22%             | 2033-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER                           | ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER 6.75% 04/15/2028 144A                         | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2190000 | PA      | $2201935.50   | 0.13%             | 2028-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| RAND PARENT LLC                                                                  | RAND PARENT LLC 8.5% 02/15/2030 144A                                                                 | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    745000 | PA      | $764761.13    | 0.05%             | 2030-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                             | WR GRACE HOLDING LLC 7.375% 03/01/2031 144A                                                          | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300774.00    | 0.02%             | 2031-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OTP BANK PLC                                                                     | OTP BANK PLC 8.75%/VAR 05/15/2033 REGS                                                               | CUSIP: N/A<br>LEI: 529900W3MOO00A18X956       | Long             | DBT              | CORP              | HU        |    215000 | PA      | $223632.25    | 0.01%             | 2033-05-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                                   | BRASKEM NETHERLANDS FIN BV 7.25% 02/13/2033 144A                                                     | CUSIP: 10554TAG0<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    375000 | PA      | $172443.75    | 0.01%             | 2033-02-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                            | AMERICAN AIRLINES INC 7.25% 02/15/2028 144A                                                          | CUSIP: 023771T32<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |    990000 | PA      | $995636.42    | 0.06%             | 2028-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDCO SARL                                                   | GREENSAIF PIPELINES BIDCO SARL 6.129% 02/23/2038 144A                                                | CUSIP: 39541EAA1<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |   1015000 | PA      | $1025479.88   | 0.06%             | 2038-02-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDCO SARL                                                   | GREENSAIF PIPELINES BIDCO SARL 6.51% 02/23/2042 144A                                                 | CUSIP: 39541EAC7<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |    305000 | PA      | $315537.75    | 0.02%             | 2042-02-23      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 6.75% 08/15/2028 144A                                                                  | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   3560000 | PA      | $3600050.00   | 0.22%             | 2028-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 15YR 2% 02/01/2028#FS3865                                                                       | CUSIP: 3140XKJK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35529 | PA      | $34972.90     | 0.00%             | 2028-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FIN NETH III B V                                             | TEVA PHARMACEUTICAL FIN NETH III B V 7.875% 09/15/2029                                               | CUSIP: 88167AAS0<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    550000 | PA      | $588896.00    | 0.04%             | 2029-09-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS LTD                                                       | ADIENT GLOBAL HOLDINGS LTD 7% 04/15/2028 144A                                                        | CUSIP: 00687YAB1<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    300000 | PA      | $303948.60    | 0.02%             | 2028-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MOROCCO KINGDOM OF                                                               | MOROCCO KINGDOM OF 6.5% 09/08/2033 144A                                                              | CUSIP: 617726AP9<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    495000 | PA      | $520616.25    | 0.03%             | 2033-09-08      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                               | TURKEY REPUBLIC OF 9.375% 03/14/2029                                                                 | CUSIP: 900123DH0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    490000 | PA      | $528102.40    | 0.03%             | 2029-03-14      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 3.625% 03/31/2030                                                                          | CUSIP: 91282CGS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7767000 | PA      | $7686599.43   | 0.47%             | 2030-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COSTA RICA REPUBLIC OF                                                           | COSTA RICA REPUBLIC OF 6.55% 04/03/2034 144A                                                         | CUSIP: 221597CR6<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    140000 | PA      | $147665.00    | 0.01%             | 2034-04-03      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                                               | POLAND REPUBLIC OF 5.5% 04/04/2053                                                                   | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    210000 | PA      | $193086.60    | 0.01%             | 2053-04-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NOBLE FINANCE II LLC                                                             | NOBLE FINANCE II LLC 8% 04/15/2030 144A                                                              | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $308876.01    | 0.02%             | 2030-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| VALARIS LTD                                                                      | VALARIS LTD 8.375% 04/30/2030 144A                                                                   | CUSIP: 91889FAC5<br>LEI: 5299008BQ9IREYWBTS30 | Long             | DBT              | CORP              | BM        |    295000 | PA      | $305676.35    | 0.02%             | 2030-04-30      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| JORDAN KINGDOM OF                                                                | JORDAN KINGDOM OF 7.5% 01/13/2029 144A                                                               | CUSIP: 41809JAB1<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |    215000 | PA      | $221059.78    | 0.01%             | 2029-01-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                               | TURKEY REPUBLIC OF 9.125% 07/13/2030                                                                 | CUSIP: 900123DJ6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    350000 | PA      | $382112.50    | 0.02%             | 2030-07-13      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF                                                   | BRAZIL FEDERATIVE REPUBLIC OF 6% 10/20/2033                                                          | CUSIP: 105756CF5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    335000 | PA      | $335251.25    | 0.02%             | 2033-10-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                                              | CHURCHILL DOWNS INC 6.75% 05/01/2031 144A                                                            | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    600000 | PA      | $611280.60    | 0.04%             | 2031-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ABU DHABI NATL ENERGY CO PJSC                                                    | ABU DHABI NATL ENERGY CO PJSC 4.696% 04/24/2033 144A                                                 | CUSIP: 00388WAM3<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | AE        |    350000 | PA      | $337620.50    | 0.02%             | 2033-04-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP / CLARIOS US FINANCE CO                                        | CLARIOS GLOBAL LP / CLARIOS US FINANCE CO 6.75% 05/15/2028 144A                                      | CUSIP: 18060TAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $605838.60    | 0.04%             | 2028-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                     | MEXICO UNITED MEXICAN STATES 6.338% 05/04/2053                                                       | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    305000 | PA      | $284067.85    | 0.02%             | 2053-05-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PERTAMINA GEOTHERMAL ENERGY PT                                                   | PERTAMINA GEOTHERMAL ENERGY PT 5.15% 04/27/2028 144A                                                 | CUSIP: 69379VAA7<br>LEI: 2549009CVV6Y7H26NV14 | Long             | DBT              | CORP              | ID        |    205000 | PA      | $206184.90    | 0.01%             | 2028-04-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRIDENT TPI HLDGS INC                                                            | TRIDENT TPI HLDGS INC 12.75% 12/31/2028 144A                                                         | CUSIP: 89616RAC3<br>LEI: 549300CDIWH76BWR6804 | Long             | DBT              | CORP              | US        |    295000 | PA      | $287160.20    | 0.02%             | 2028-12-31      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                          | TALEN ENERGY SUPPLY TERM TLB-EXIT 1LN 05/17/2030                                                     | CUSIP: 87422LAV2<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |     23668 | PA      | $23685.35     | 0.00%             | 2030-05-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MAGYAR EXPORT-IMPORT BANK                                                        | MAGYAR EXPORT-IMPORT BANK 6.125% 12/04/2027 144A                                                     | CUSIP: 55977YAA6<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | CORP              | HU        |    200000 | PA      | $202064.00    | 0.01%             | 2027-12-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EMPRESA NACIONAL DEL PETROLEO                                                    | EMPRESA NACIONAL DEL PETROLEO 6.15% 05/10/2033 144A                                                  | CUSIP: 29245JAN2<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |    305000 | PA      | $312655.50    | 0.02%             | 2033-05-10      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SASOL FING USA LLC                                                               | SASOL FING USA LLC 8.75% 05/03/2029 144A                                                             | CUSIP: 80386WAF2<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    370000 | PA      | $384559.50    | 0.02%             | 2029-05-03      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | TENET HEALTHCARE CORP 6.75% 05/15/2031                                                               | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   2040000 | PA      | $2085151.32   | 0.13%             | 2031-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 3.375% 05/15/2033                                                                          | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $238154.30    | 0.01%             | 2033-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                            | FEDERAL HOME LN MTG MLT CTF GT 2.5% 11/25/2047                                                       | CUSIP: 3137H5KC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    490700 | PA      | $448314.57    | 0.03%             | 2047-11-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL AND GAS INC                                                         | NORTHERN OIL AND GAS INC 8.75% 06/15/2031 144A                                                       | CUSIP: 665530AB7<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    590000 | PA      | $613508.55    | 0.04%             | 2031-06-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                   | FEDERAL NAT MTG ASN GTD REM PA 2% 10/25/2047                                                         | CUSIP: 3136BLES5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   1333021 | PA      | $1196666.01   | 0.07%             | 2047-10-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                                                                | MDGH GMTN RSC LTD 4.375% 11/22/2033 144A                                                             | CUSIP: 55285GAD6<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |    305000 | PA      | $288380.55    | 0.02%             | 2033-11-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                                                                | MDGH GMTN RSC LTD 5.084% 05/22/2053 144A                                                             | CUSIP: 55285GAC8<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |    345000 | PA      | $303296.40    | 0.02%             | 2053-05-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARNELIAN POINT HOLDINGS LP                                                      | CARNELIAN POINT HOLDINGS LP WT 06/30/27                                                              | CUSIP: 155371529<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        54 | NS      | $157.68       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOWEGO                                                      | BANK GOSPODARSTWA KRAJOWEGO 5.375% 05/22/2033 144A                                                   | CUSIP: 06237MAA1<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |    200000 | PA      | $202000.00    | 0.01%             | 2033-05-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| XPO INC                                                                          | XPO INC 6.25% 06/01/2028 144A                                                                        | CUSIP: 98379KAA0<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303710.40    | 0.02%             | 2028-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                       | FIRST QUANTUM MINERALS LTD 8.625% 06/01/2031 144A                                                    | CUSIP: 335934AU9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   1120000 | PA      | $1155000.00   | 0.07%             | 2031-06-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 3.75% 05/31/2030                                                                           | CUSIP: 91282CHF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    189000 | PA      | $187848.28    | 0.01%             | 2030-05-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 20YR 2% 11/01/2041#CB2110                                                                       | CUSIP: 3140QMKY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    390409 | PA      | $340218.14    | 0.02%             | 2041-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                            | FEDERAL HOME LN MTG MLT CTF GT 2.5% 11/25/2047                                                       | CUSIP: 3137H5J57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     99618 | PA      | $90628.72     | 0.01%             | 2047-11-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                            | FEDERAL HOME LN MTG MLT CTF GT 2.5% 05/25/2049                                                       | CUSIP: 3137H5UF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    139794 | PA      | $124013.51    | 0.01%             | 2049-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                            | FEDERAL HOME LN MTG MLT CTF GT 2.5% 11/25/2047                                                       | CUSIP: 3137H5F77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    131376 | PA      | $119421.49    | 0.01%             | 2047-11-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                   | FEDERAL NAT MTG ASN GTD REM PA 2022-1 KA 3% 05/25/2048                                               | CUSIP: 3136BLMF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    174029 | PA      | $162146.91    | 0.01%             | 2048-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                   | FEDERAL NAT MTG ASN GTD REM PA 2022-7 A 3% 05/25/2048                                                | CUSIP: 3136BLRV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    246000 | PA      | $229276.23    | 0.01%             | 2048-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 30YR 6% 06/01/2053#CB6538                                                                       | CUSIP: 3140QSHQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    385317 | PA      | $398761.97    | 0.02%             | 2053-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 30YR 6% 06/01/2053#CB6539                                                                       | CUSIP: 3140QSHR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    263771 | PA      | $272726.88    | 0.02%             | 2053-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GUATEMALA, REP OF                                                                | GUATEMALA REP OF 6.6% 06/13/2036 144A                                                                | CUSIP: 401494AW9<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    190000 | PA      | $198873.00    | 0.01%             | 2036-06-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                            | HUB INTERNATIONAL LTD 7.25% 06/15/2030 144A                                                          | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   1915000 | PA      | $1961733.66   | 0.12%             | 2030-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WINDSOR HOLDINGS III LLC                                                         | WINDSOR HOLDINGS III LLC 8.5% 06/15/2030 144A                                                        | CUSIP: 97360AAA5<br>LEI: 254900IXUJZ9H146T437 | Long             | DBT              | CORP              | US        |    295000 | PA      | $305581.95    | 0.02%             | 2030-06-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                   | FEDERAL NAT MTG ASN GTD REM PA 21-66 DA 2% 01/25/2048                                                | CUSIP: 3136BG6S5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    128423 | PA      | $109069.40    | 0.01%             | 2048-01-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                   | FEDERAL NAT MTG ASN GTD REM PA 21-66 DM 2% 01/25/2048                                                | CUSIP: 3136BG6Y2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    136476 | PA      | $115909.34    | 0.01%             | 2048-01-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                   | FEDERAL NAT MTG ASN GTD REM PA 21-85 L 2.5% 08/25/2048                                               | CUSIP: 3136BKJA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    111855 | PA      | $99724.48     | 0.01%             | 2048-08-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                   | FEDERAL NAT MTG ASN GTD REM PA 21-96 HA 2.5% 02/25/2050                                              | CUSIP: 3136BKWX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    176755 | PA      | $156516.24    | 0.01%             | 2050-02-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                   | FEDERAL NAT MTG ASN GTD REM PA 2022-4 B 2.5% 05/25/2049                                              | CUSIP: 3136BLYE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    127903 | PA      | $113783.45    | 0.01%             | 2049-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                           | FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 5159 GC 2% 11/25/2047                         | CUSIP: 3137H3SE3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    101092 | PA      | $89859.53     | 0.01%             | 2047-11-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                            | FEDERAL HOME LN MTG MLT CTF GT 5175 CB 2.5% 04/25/2050                                               | CUSIP: 3137H4N30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    644611 | PA      | $565167.87    | 0.03%             | 2050-04-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                            | FEDERAL HOME LN MTG MLT CTF GT 5180 KA 2.5% 10/25/2047                                               | CUSIP: 3137H5BG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    126156 | PA      | $114749.71    | 0.01%             | 2047-10-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                            | FEDERAL HOME LN MTG MLT CTF GT 5191 CA 2.5% 04/25/2050                                               | CUSIP: 3137H5MS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    149088 | PA      | $130491.25    | 0.01%             | 2050-04-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS BRANCH                                                    | BBVA BANCOMER SA TEXAS BRH 8.45%/VAR 06/29/2038 144A                                                 | CUSIP: 07336UAA1<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | EP               | CORP              | US        |    310000 | PA      | $331583.75    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE LTD                                                      | ENERGEAN ISRAEL FINANCE LTD 8.5% 09/30/2033 144A REGS                                                | CUSIP: 29290WAA5<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |    200000 | PA      | $205267.48    | 0.01%             | 2033-09-30      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CHILE REPUBLIC OF                                                                | CHILE REPUBLIC OF 5.33% 01/05/2054                                                                   | CUSIP: 168863EA2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    505000 | PA      | $477225.00    | 0.03%             | 2054-01-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                    | FHLG 30YR 5.5% 09/01/2052#SD1579                                                                     | CUSIP: 3132DNXG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    275389 | PA      | $280101.23    | 0.02%             | 2052-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SEADRILL FINANCE LTD                                                             | SEADRILL FINANCE LTD 8.375% 08/01/2030 144A                                                          | CUSIP: 81172QAA2<br>LEI: 213800WMN3OHFUDHD642 | Long             | DBT              | CORP              | BM        |    595000 | PA      | $615327.08    | 0.04%             | 2030-08-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS II LLC                                                  | LCM INVESTMENTS HOLDINGS II LLC 8.25% 08/01/2031 144A                                                | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |    355000 | PA      | $368754.48    | 0.02%             | 2031-08-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICES INC                                                    | BRAND INDUSTRIAL SERVICES INC 10.375% 08/01/2030 144A                                                | CUSIP: 104931AA8<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |   2225000 | PA      | $2033455.98   | 0.12%             | 2030-08-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 4.125% 07/31/2028                                                                          | CUSIP: 91282CHQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    850000 | PA      | $855843.75    | 0.05%             | 2028-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC                                                           | ARSENAL AIC PARENT LLC 8% 10/01/2030 144A                                                            | CUSIP: 04288BAB6<br>LEI: 254900G9F9HA5EP57J39 | Long             | DBT              | CORP              | US        |    350000 | PA      | $364408.45    | 0.02%             | 2030-10-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                    | CARNIVAL CORP 7% 08/15/2029 144A                                                                     | CUSIP: 143658BW1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    300000 | PA      | $311205.40    | 0.02%             | 2029-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 3.875% 08/15/2033                                                                          | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2923000 | PA      | $2869449.73   | 0.17%             | 2033-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GREYSTAR REAL ESTATE PARTNERS LLC                                                | GREYSTAR REAL ESTATE PARTNERS LLC 7.75% 09/01/2030 144A                                              | CUSIP: 39807UAD8<br>LEI: 254900HGC806SXAS4M46 | Long             | DBT              | CORP              | US        |    260000 | PA      | $270440.56    | 0.02%             | 2030-09-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                                          | ATI INC 7.25% 08/15/2030                                                                             | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    295000 | PA      | $305905.86    | 0.02%             | 2030-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 6.875% 12/15/2030 144A                                                                 | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2407922.80   | 0.15%             | 2030-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LIGHT and WONDER INTERNATIONAL INC                                               | LIGHT and WONDER INTERNATIONAL INC 7.5% 09/01/2031 144A                                              | CUSIP: 531968AA3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    295000 | PA      | $302758.50    | 0.02%             | 2031-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PBF HLDG CO LLC / PBF FIN CORP                                                   | PBF HLDG CO LLC / PBF FIN CORP 7.875% 09/15/2030 144A                                                | CUSIP: 69318FAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1263101.76   | 0.08%             | 2030-09-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX MPC SARL                                                   | CHILE ELECTRICITY LUX MPC SARL 6.01% 01/20/2033 144A                                                 | CUSIP: 168829AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    172000 | PA      | $177295.88    | 0.01%             | 2033-01-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                      | UNITED STATES TREASURY BOND 4.375% 08/15/2043                                                        | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9625000 | PA      | $9084721.70   | 0.55%             | 2043-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 20YR 3% 10/01/2040#FM7397                                                                       | CUSIP: 3140XBGF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    315759 | PA      | $296655.83    | 0.02%             | 2040-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 20YR 3% 09/01/2041#FM9587                                                                       | CUSIP: 3140XDUM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    116410 | PA      | $108239.76    | 0.01%             | 2041-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 4.125% 08/31/2030                                                                          | CUSIP: 91282CHW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3320000 | PA      | $3345548.43   | 0.20%             | 2030-08-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOBHA SUKUK LTD                                                                  | SOBHA SUKUK LTD 8.75% 07/17/2028 REGS                                                                | CUSIP: N/A<br>LEI: 5493000HMN2AOHV8GU08       | Long             | DBT              | CORP              | KY        |    235000 | PA      | $219725.00    | 0.01%             | 2028-07-17      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DE CHILE                                          | CORPORACION NACIONAL DEL COBRE DE CHILE 5.95% 01/08/2034 144A                                        | CUSIP: 21987BBG2<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    205000 | PA      | $209790.85    | 0.01%             | 2034-01-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DE CHILE                                          | CORPORACION NACIONAL DEL COBRE DE CHILE 6.3% 09/08/2053 144A                                         | CUSIP: 21987BBH0<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    290000 | PA      | $289927.50    | 0.02%             | 2053-09-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MINERVA LUXEMBOURG SA                                                            | MINERVA LUXMBOURG SA 8.875% 09/13/2033 144A                                                          | CUSIP: 603374AH2<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | LU        |    505000 | PA      | $537577.55    | 0.03%             | 2033-09-13      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                                   | BRASKEM NETHERLANDS FIN BV 8.5% 01/12/2031 144A                                                      | CUSIP: 10554TAH8<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    595000 | PA      | $285600.00    | 0.02%             | 2031-01-12      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                                     | US FOODS INC 7.25% 01/15/2032 144A                                                                   | CUSIP: 90290MAH4<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    290000 | PA      | $300082.56    | 0.02%             | 2032-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                                            | WILLIAMS SCOTSMAN INC 7.375% 10/01/2031 144A                                                         | CUSIP: 96949VAL7<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    260000 | PA      | $266598.28    | 0.02%             | 2031-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DIAMOND FOREIGN ASSET CO / DIAMOND FINANCE LLC                                   | DIAMOND FOREIGN ASSET CO / DIAMOND FINANCE LLC 8.5% 10/01/2030 144A                                  | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    261000 | PA      | $275731.36    | 0.02%             | 2030-10-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                         | VISTRA OPERATIONS CO LLC 7.75% 10/15/2031 144A                                                       | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    580000 | PA      | $607539.35    | 0.04%             | 2031-10-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                                               | BAUSCH + LOMB CORP 8.375% 10/01/2028 144A                                                            | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |    580000 | PA      | $598850.00    | 0.04%             | 2028-10-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP / SUNOCO FIN CORP                                                      | SUNOCO LP / SUNOCO FIN CORP 7% 09/15/2028 144A                                                       | CUSIP: 86765KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $295884.39    | 0.02%             | 2028-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORP                                                             | CITGO PETROLEUM CORP 8.375% 01/15/2029 144A                                                          | CUSIP: 17302XAN6<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1321835.52   | 0.08%             | 2029-01-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE CO LLC                                                   | NISSAN MOTOR ACCEPTANCE CO LLC 7.05% 09/15/2028 144A                                                 | CUSIP: 65480CAF2<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86325.13     | 0.01%             | 2028-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NCR ATLEOS CORP                                                                  | NCR ATLEOS CORP 9.5% 04/01/2029 144A                                                                 | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |    435000 | PA      | $465642.43    | 0.03%             | 2029-04-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| SUNNOVA ENERGY CORP                                                              | SUNNOVA ENERGY CORP 11.75% 10/01/2028 144A                                                           | CUSIP: 86745GAG8<br>LEI: 549300TH3GCD8YQUDR46 | Long             | DBT              | CORP              | US        |    860000 | PA      | $4300.00      | 0.00%             | 2028-10-01      | Fixed         | 0.12%                 | No            |                  3 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 4.625% 09/30/2030                                                                          | CUSIP: 91282CHZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    399000 | PA      | $410330.98    | 0.02%             | 2030-09-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                            | MINERAL RESOURCES LTD 9.25% 10/01/2028 144A                                                          | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |   1005000 | PA      | $1041303.10   | 0.06%             | 2028-10-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                    | FHLG 30YR 6.5% 10/01/2053#RJ0002                                                                     | CUSIP: 3142GQAC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    287702 | PA      | $302219.33    | 0.02%             | 2053-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                    | FHLG 30YR 6.5% 10/01/2053#RJ0001                                                                     | CUSIP: 3142GQAB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    285748 | PA      | $300434.24    | 0.02%             | 2053-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                    | FHLG 20YR 2.5% 05/01/2041#SC0237                                                                     | CUSIP: 3132D9HN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    463534 | PA      | $420763.43    | 0.03%             | 2041-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 20YR 2.5% 05/01/2042#RB0806                                                                     | CUSIP: 3133KT3P3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16989 | PA      | $15252.47     | 0.00%             | 2042-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 20YR 2.5% 05/01/2042#RB0710                                                                     | CUSIP: 3133KTYF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36975 | PA      | $33243.43     | 0.00%             | 2042-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                    | FHLG 20YR 2.5% 02/01/2042#SC0248                                                                     | CUSIP: 3132D9HZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    219543 | PA      | $198075.31    | 0.01%             | 2042-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                    | FHLG 20YR 2.5% 11/01/2041#SC0210                                                                     | CUSIP: 3132D9GT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1173469 | PA      | $1056800.59   | 0.06%             | 2041-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                            | FEDERAL HOME LN MTG MLT CTF GT 1.5% 06/25/2051                                                       | CUSIP: 3137H1B70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    399162 | PA      | $336676.61    | 0.02%             | 2051-06-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                                     | SM ENERGY CO 8.625% 11/01/2030 144A                                                                  | CUSIP: 17888HAC7<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    580000 | PA      | $611949.88    | 0.04%             | 2030-11-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                   | GNMA II 2.5% 09/20/2051#785616                                                                       | CUSIP: 3622ABDV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    332657 | PA      | $285256.68    | 0.02%             | 2051-09-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALPHA STAR HOLDING VIII LTD                                                      | ALPHA STAR HOLDING VIII LTD 8.375% 04/12/2027 REGS                                                   | CUSIP: N/A<br>LEI: 254900TMRVHA9YMIFC14       | Long             | DBT              | CORP              | AE        |    445000 | PA      | $440639.00    | 0.03%             | 2027-04-12      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                            | FEDERAL HOME LN MTG MLT CTF GT 3.5% 09/25/2051                                                       | CUSIP: 3137H6XY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    521397 | PA      | $509535.82    | 0.03%             | 2051-09-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                            | FEDERAL HOME LN MTG MLT CTF GT 3.75% 08/25/2044                                                      | CUSIP: 3137H7FZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    300050 | PA      | $290688.37    | 0.02%             | 2044-08-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                                                       | AUSTRALIA COMMONWEALTH OF 4.75% 06/21/2054 REGS                                                      | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     10000 | PA      | $6324.84      | 0.00%             | 2054-06-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 4.875% 10/31/2030                                                                          | CUSIP: 91282CJG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4520000 | PA      | $4696032.80   | 0.28%             | 2030-10-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MEDCO MAPLE TREE PTE LTD                                                         | MEDCO MAPLE TREE PTE LTD 8.96% 04/27/2029 144A                                                       | CUSIP: 58407HAA7<br>LEI: 254900T5AQZNR0THA508 | Long             | DBT              | CORP              | SG        |    550000 | PA      | $564109.10    | 0.03%             | 2029-04-27      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| BORR IHC LTD / BORR FINANCE LLC                                                  | BORR IHC LTD / BORR FINANCE LLC 10% 11/15/2028 144A                                                  | CUSIP: 100018AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    371342 | PA      | $379233.12    | 0.02%             | 2028-11-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BORR IHC LTD / BORR FINANCE LLC                                                  | BORR IHC LTD / BORR FINANCE LLC 10.375% 11/15/2030 144A                                              | CUSIP: 100018AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130922 | PA      | $132350.69    | 0.01%             | 2030-11-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                            | FEDERAL HOME LN MTG MLT CTF GT 3.5% 04/25/2052                                                       | CUSIP: 3137H6RW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    215232 | PA      | $206011.21    | 0.01%             | 2052-04-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                            | FEDERAL HOME LN MTG MLT CTF GT 3.5% 01/25/2051                                                       | CUSIP: 3137H77F4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    283451 | PA      | $269711.80    | 0.02%             | 2051-01-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                                              | HUNGARY REPUBLIC OF 7% 10/24/2035                                                                    | CUSIP: N/A<br>LEI: 5299008DH62LEB10JK83       | Long             | DBT              | NUSS              | HU        | 213810000 | PA      | $634454.52    | 0.04%             | 2035-10-24      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                   | BOMBARDIER INC 8.75% 11/15/2030 144A                                                                 | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    430000 | PA      | $457323.06    | 0.03%             | 2030-11-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| COSTA RICA REPUBLIC OF                                                           | COSTA RICA REPUBLIC OF 7.3% 11/13/2054 144A                                                          | CUSIP: 221597CV7<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    305000 | PA      | $330925.00    | 0.02%             | 2054-11-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                                                            | EG GLOBAL FINANCE PLC 12% 11/30/2028 144A                                                            | CUSIP: 28228PAC5<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |   5765000 | PA      | $6167575.72   | 0.37%             | 2028-11-30      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRETE LLC                                                    | SMYRNA READY MIX CONCRETE LLC 8.875% 11/15/2031 144A                                                 | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1185880.00   | 0.07%             | 2031-11-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                             | COLOMBIA REPUBLIC OF 8.75% 11/14/2053                                                                | CUSIP: 195325EM3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    290000 | PA      | $310807.50    | 0.02%             | 2053-11-14      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                             | COLOMBIA REPUBLIC OF 8% 11/14/2035                                                                   | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    310000 | PA      | $324585.50    | 0.02%             | 2035-11-14      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                                              | NOVA CHEMICALS CORP 8.5% 11/15/2028 144A                                                             | CUSIP: 66977WAT6<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |    385000 | PA      | $400146.29    | 0.02%             | 2028-11-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 7.125% 12/01/2031 144A                                                                 | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    575000 | PA      | $593489.70    | 0.04%             | 2031-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                                            | NABORS INDUSTRIES INC 9.125% 01/31/2030 144A                                                         | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    575000 | PA      | $603744.83    | 0.04%             | 2030-01-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                                                    | LGI HOMES INC 8.75% 12/15/2028 144A                                                                  | CUSIP: 50187TAH9<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |    285000 | PA      | $291592.62    | 0.02%             | 2028-12-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANSN and INFRASTRUCTURE INVS LLC                                      | FORTRESS TRANSN and INFRASTRUCTURE INVS LLC 7.875% 12/01/2030 144A                                   | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    430000 | PA      | $449003.85    | 0.03%             | 2030-12-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 4.375% 11/30/2028                                                                          | CUSIP: 91282CJN2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3230000 | PA      | $3274664.83   | 0.20%             | 2028-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 4.375% 11/30/2030                                                                          | CUSIP: 91282CJM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    791000 | PA      | $805305.98    | 0.05%             | 2030-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MONGOLIA GOVERNMENT OF                                                           | MONGOLIA GOVERNMENT OF 7.875% 06/05/2029 144A                                                        | CUSIP: 60937LAH8<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |    200000 | PA      | $209000.00    | 0.01%             | 2029-06-05      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                            | GFL ENVIRONMENTAL INC 6.75% 01/15/2031 144A                                                          | CUSIP: 36168QAQ7<br>LEI: 5493008HF9XC5H29ZX61 | Long             | DBT              | CORP              | CA        |    425000 | PA      | $439801.62    | 0.03%             | 2031-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TAV HAVALIMANLARI HOLDING AS                                                     | TAV HAVALIMANLARI HOLDING AS 8.5% 12/07/2028 144A                                                    | CUSIP: 87216EAA4<br>LEI: 789000PBM9TT5D88M597 | Long             | DBT              | CORP              | TR        |    185000 | PA      | $188642.19    | 0.01%             | 2028-12-07      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CSN RESOURCES SA                                                                 | CSN RESOURCES SA 8.875% 12/05/2030 144A                                                              | CUSIP: 12644VAF5<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $140620.00    | 0.01%             | 2030-12-05      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER                           | ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER 7% 01/15/2031 144A                            | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    920000 | PA      | $927831.10    | 0.06%             | 2031-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP / BIP-V CHINOOK HOLDCO LLC                                         | CQP HOLDCO LP / BIP-V CHINOOK HOLDCO LLC 7.5% 12/15/2033 144A                                        | CUSIP: 12657NAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    760000 | PA      | $797591.88    | 0.05%             | 2033-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING PARTNERS LP                                             | NEXTERA ENERGY OPERATING PARTNERS LP 7.25% 01/15/2029 144A                                           | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    285000 | PA      | $293312.31    | 0.02%             | 2029-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| XPO INC                                                                          | XPO INC 7.125% 02/01/2032 144A                                                                       | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    430000 | PA      | $443508.88    | 0.03%             | 2032-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                     | CHS/CMNTY HEALTH SYSTEMS INC 10.875% 01/15/2032 144A                                                 | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    732000 | PA      | $785334.25    | 0.05%             | 2032-01-15      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP 7.875% 03/15/2030                                                               | CUSIP: 682691AE0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    285000 | PA      | $294113.53    | 0.02%             | 2030-03-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                                                             | SAMARCO MINERACAO SA PIK VAR 06/30/2031 144A                                                         | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |   1377512 | PA      | $1356849.32   | 0.08%             | 2031-06-30      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| USI INC                                                                          | USI INC 7.5% 01/15/2032 144A                                                                         | CUSIP: 90346KAB5<br>LEI: 2549006D7UF7072T7I27 | Long             | DBT              | CORP              | US        |    380000 | PA      | $385130.76    | 0.02%             | 2032-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PENHALL ACQUISITION COMPANY                                                      | PENHALL ACQUISITION CMPNY SHAREHOLDERS REPRESENTATIVE ESCROW LINE                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       428 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| GLOBAL PARTNERS LP / GLP FIN CORP                                                | GLOBAL PARTNERS LP / GLP FIN CORP 8.25% 01/15/2032 144A                                              | CUSIP: 37954FAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    355000 | PA      | $366874.75    | 0.02%             | 2032-01-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                     | MEXICO UNITED MEXICAN STATES 6% 05/07/2036                                                           | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    600000 | PA      | $596100.00    | 0.04%             | 2036-05-07      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                     | MEXICO UNITED MEXICAN STATES 6.4% 05/07/2054                                                         | CUSIP: 91087BBA7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $187000.00    | 0.01%             | 2054-05-07      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                     | ECOPETROL SA 8.375% 01/19/2036                                                                       | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    290000 | PA      | $293581.50    | 0.02%             | 2036-01-19      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / ACRISURE FINANCE INC                                              | ACRISURE LLC / ACRISURE FINANCE INC 8.25% 02/01/2029 144A                                            | CUSIP: 00489LAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1765000 | PA      | $1744864.17   | 0.11%             | 2029-02-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| SHRIRAM FINANCE LTD                                                              | SHRIRAM FINANCE LTD 6.625% 04/22/2027 144A                                                           | CUSIP: 82556FAA0<br>LEI: 335800TM2YO24B76XL26 | Long             | DBT              | CORP              | IN        |    230000 | PA      | $231449.00    | 0.01%             | 2027-04-22      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                                                 | WAND NEWCO 3 INC 7.625% 01/30/2032 144A                                                              | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |    565000 | PA      | $577710.79    | 0.04%             | 2032-01-30      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BUFFALO ENERGY MEXICO HOLDINGS                                                   | BUFFALO ENERGY MEXICO HOLDINGS 7.875% 02/15/2039 144A                                                | CUSIP: 11952AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    485756 | PA      | $508276.09    | 0.03%             | 2039-02-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                   | GNMA II 2.5% 08/20/2051#785575                                                                       | CUSIP: 3622ABCL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    374796 | PA      | $321625.76    | 0.02%             | 2051-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                   | GNMA II 2.5% 12/20/2051#785792                                                                       | CUSIP: 3622ABKD3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    442401 | PA      | $379363.07    | 0.02%             | 2051-12-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KEHE DIST/FIN / NEXTWAVE                                                         | KEHE DIST/FIN / NEXTWAVE 9% 02/15/2029 144A                                                          | CUSIP: 487526AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1595000 | PA      | $1660474.75   | 0.10%             | 2029-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                            | HUB INTERNATIONAL LTD 7.375% 01/31/2032 144A                                                         | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   1565000 | PA      | $1596242.10   | 0.10%             | 2032-01-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                                                             | TALOS PRODUCTION INC 9% 02/01/2029 144A                                                              | CUSIP: 87485LAD6<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |    250000 | PA      | $260228.25    | 0.02%             | 2029-02-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                                                             | TALOS PRODUCTION INC 9.375% 02/01/2031 144A                                                          | CUSIP: 87485LAE4<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |    285000 | PA      | $302030.75    | 0.02%             | 2031-02-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| IVORY COAST (COTE D'IVOIRE)                                                      | IVORY COAST (COTE D'IVOIRE) 8.25% 01/30/2037 144A                                                    | CUSIP: 221625AU0<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    300000 | PA      | $307081.74    | 0.02%             | 2037-01-30      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DE CHILE                                          | CORPORACION NACIONAL DEL COBRE DE CHILE 6.44% 01/26/2036 144A                                        | CUSIP: 21987BBK3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    205000 | PA      | $215747.13    | 0.01%             | 2036-01-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ARTERA SERVICES LLC                                                              | ARTERA SERVICES LLC 8.5% 02/15/2031 144A                                                             | CUSIP: 04302XAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |   1315000 | PA      | $1126010.44   | 0.07%             | 2031-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ARTERA SERVICES LLC                                                              | ARTERA SERVICES TERM 1LN 2/15/2031                                                                   | CUSIP: 73937UAL2<br>LEI: 549300J2G34D0WX8Z443 | Long             | LON              | CORP              | US        |    289100 | PA      | $245735.00    | 0.01%             | 2031-02-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                                          | UKG INC 6.875% 02/01/2031 144A                                                                       | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |    425000 | PA      | $415359.06    | 0.03%             | 2031-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HOWDEN UK REFINANCE PLC / HOWDEN UK REFINANCE 2 PLC / HOWDEN US REFINANCE LLC    | HOWDEN UK REFINANCE PLC / HOWDEN UK REFINANCE 2 PLC / HOWDEN US REFINANCE LLC 8.125% 02/15/2032 144A | CUSIP: 44287DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    425000 | PA      | $398097.33    | 0.02%             | 2032-02-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FINANCE SA                                                   | CONSOLIDATED ENERGY FINANCE SA 12% 02/15/2031 144A                                                   | CUSIP: 20914UAH9<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |    450000 | PA      | $443250.00    | 0.03%             | 2031-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FINANCE SA                                                   | CONSOLIDATED ENERGY TERM B 1LN 11/15/2030                                                            | CUSIP: N/A<br>LEI: 549300PUNIS0USNSL750       | Long             | LON              | CORP              | LU        |    555112 | PA      | $530432.20    | 0.03%             | 2030-11-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                                             | FIESTA PURCHASER INC 7.875% 03/01/2031 144A                                                          | CUSIP: 31659AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    535000 | PA      | $544663.71    | 0.03%             | 2031-03-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                      | GERMANY FEDERAL REPUBLIC OF 2.5% 08/15/2054 REGS                                                     | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     90000 | PA      | $86638.02     | 0.01%             | 2054-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO E INVERSIONES                                                   | BANCO DE CREDITO E INVERSIONES 8.75%/VAR PERP 144A                                                   | CUSIP: 05890MAC7<br>LEI: 549300E9E5Y3PKW24142 | Long             | EP               | CORP              | CL        |    290000 | PA      | $303032.60    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| APPLIED SYS INC                                                                  | APPLIED SYSTEMS TERM 2LN 02/23/2032                                                                  | CUSIP: 03827FBC4<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |     10000 | PA      | $9845.80      | 0.00%             | 2032-02-23      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| PARAGUAY REPUBLIC OF                                                             | PARAGUAY REPUBLIC OF 6% 02/09/2036 144A                                                              | CUSIP: 699149AN0<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    260000 | PA      | $270140.00    | 0.02%             | 2036-02-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 4% 10/31/2054 144A REGS                                                             | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |   1700000 | PA      | $1932758.37   | 0.12%             | 2054-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAHRAIN KINGDOM                                                                  | BAHRAIN KINGDOM 7.5% 02/12/2036 144A                                                                 | CUSIP: 05675M2L7<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    200000 | PA      | $196500.00    | 0.01%             | 2036-02-12      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF BENIN                                                                | REPUBLIC OF BENIN 7.96% 02/13/2038 144A                                                              | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |    645000 | PA      | $631020.14    | 0.04%             | 2038-02-13      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                               | TURKEY REPUBLIC OF 7.625% 05/15/2034                                                                 | CUSIP: 900123DK3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    445000 | PA      | $451230.00    | 0.03%             | 2034-05-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 6.375% 03/01/2029 144A                                                                 | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    780000 | PA      | $789750.00    | 0.05%             | 2029-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 6.625% 03/01/2032 144A                                                                 | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    280000 | PA      | $285563.60    | 0.02%             | 2032-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| KENYA REPUBLIC OF                                                                | KENYA REPUBLIC OF 9.75% 02/16/2031 144A                                                              | CUSIP: 491798AM6<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    410000 | PA      | $420639.50    | 0.03%             | 2031-02-16      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| COTIVITI INC                                                                     | COTIVITI TERM B 1LN 5/1/2031                                                                         | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |   1588308 | PA      | $1460258.87   | 0.09%             | 2031-05-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                      | UNITED STATES TREASURY BOND 4.5% 02/15/2044                                                          | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1010000 | PA      | $965851.95    | 0.06%             | 2044-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                      | ROYAL CARIBBEAN CRUISES LTD 6.25% 03/15/2032 144A                                                    | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    565000 | PA      | $577646.83    | 0.04%             | 2032-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                                               | PANAMA REPUBLIC OF 8% 03/01/2038                                                                     | CUSIP: 698299BY9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    305000 | PA      | $349621.50    | 0.02%             | 2038-03-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                                               | PANAMA REPUBLIC OF 7.875% 03/01/2057                                                                 | CUSIP: 698299BZ6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    290000 | PA      | $336079.06    | 0.02%             | 2057-03-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 4.25% 02/28/2031                                                                           | CUSIP: 91282CKC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2840000 | PA      | $2876831.25   | 0.17%             | 2031-02-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 30YR 6.5% 03/01/2054#CB8113                                                                     | CUSIP: 3140QUAP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     98658 | PA      | $102487.69    | 0.01%             | 2054-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CORECIVIC INC                                                                    | CORECIVIC INC 8.25% 04/15/2029                                                                       | CUSIP: 21871NAC5<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1644041.70   | 0.10%             | 2029-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MVM ENERGETIKA ZRT                                                               | MVM ENERGETIKA ZRT 6.5% 03/13/2031 REGS                                                              | CUSIP: N/A<br>LEI: 529900ELI5AQ9F74PF85       | Long             | DBT              | CORP              | HU        |    200000 | PA      | $206375.00    | 0.01%             | 2031-03-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ISRAEL, STATE OF                                                                 | ISRAEL STATE OF 5.75% 03/12/2054                                                                     | CUSIP: 46514BRM1<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    315000 | PA      | $292913.65    | 0.02%             | 2054-03-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF MONTENEGRO                                                           | REPUBLIC OF MONTENEGRO 7.25% 03/12/2031 144A                                                         | CUSIP: 857305AA4<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |    745000 | PA      | $771916.85    | 0.05%             | 2031-03-12      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SOUTHEASTERN GROCERS INC                                                         | SOUTHEASTERN GROCERS INC CVR RT                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     40826 | NS      | $0.41         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| STS OPERATING INC                                                                | SUNSOURCE TERM 1LN 03/25/2031                                                                        | CUSIP: 12508KAJ6<br>LEI: 549300HW5C2VGPZCHL57 | Long             | LON              | CORP              | US        |    274400 | PA      | $274114.62    | 0.02%             | 2031-03-25      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL                                                               | INMARSAT TERM B 1LN 9/27/2029                                                                        | CUSIP: N/A<br>LEI: 2594001KNYIQ456J2792       | Long             | LON              | CORP              | LU        |    457476 | PA      | $457833.09    | 0.03%             | 2029-09-27      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING BV                                                       | ALCOA NEDERLAND HOLDING BV 7.125% 03/15/2031 144A                                                    | CUSIP: 013822AH4<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |    230000 | PA      | $240513.75    | 0.01%             | 2031-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CRC INSURANCE GROUP LLC                                                          | TRUIST INSURANCE TERM 2LN 05/06/2032                                                                 | CUSIP: 89788VAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    618421 | PA      | $611272.10    | 0.04%             | 2032-05-06      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                                               | POLAND REPUBLIC OF 5.5% 03/18/2054                                                                   | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    285000 | PA      | $262567.65    | 0.02%             | 2054-03-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                                              | COINBASE GLOBAL INC CONV 0.25% 04/01/2030                                                            | CUSIP: 19260QAF4<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    390000 | PA      | $361335.00    | 0.02%             | 2030-04-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HOLDINGS LTD                                                | MACQUARIE AIRFINANCE HOLDINGS LTD 6.5% 03/26/2031 144A                                               | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    295000 | PA      | $308929.27    | 0.02%             | 2031-03-26      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HOLDINGS LTD                                                | MACQUARIE AIRFINANCE HOLDINGS LTD 6.4% 03/26/2029 144A                                               | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    195000 | PA      | $202020.13    | 0.01%             | 2029-03-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MITER BRANDS ACQUISITION HOLDCO INC / MIWD BORROWER LLC                          | MITER BRANDS ACQUISITION HOLDCO INC / MIWD BORROWER LLC 6.75% 04/01/2032 144A                        | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    420000 | PA      | $402256.34    | 0.02%             | 2032-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 4.125% 03/31/2031                                                                          | CUSIP: 91282CKF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3858000 | PA      | $3885277.26   | 0.24%             | 2031-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                   | BOMBARDIER INC 7.25% 07/01/2031 144A                                                                 | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    280000 | PA      | $293416.76    | 0.02%             | 2031-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER LLC                                                        | PANTHER ESCROW ISSUER LLC 7.125% 06/01/2031 144A                                                     | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1259215.55   | 0.08%             | 2031-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AVENTIV TECHNOLOGIES LLC                                                         | AVENTIV TERM FLSO 1LN 9/30/2026                                                                      | CUSIP: 05358AAQ7<br>LEI: 549300EBCNNXVCJ2FW66 | Long             | LON              | CORP              | US        |     12498 | PA      | $12497.79     | 0.00%             | 2026-09-30      | Variable      | 0.11%                 | No            |                  3 | On Loan: No      |
| SURGERY CENTER HLDGS INC                                                         | SURGERY CENTER HLDGS INC 7.25% 04/15/2032 144A                                                       | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |    325000 | PA      | $319206.32    | 0.02%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR SA                                                        | MILLICOM INTL CELLULAR SA 7.375% 04/02/2032 144A                                                     | CUSIP: 600814AS6<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    265000 | PA      | $268816.00    | 0.02%             | 2032-04-02      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICES INC                                                    | BRANDSAFWAY TERM B 1LN 08/01/2030                                                                    | CUSIP: 10524MAS6<br>LEI: 549300B658W2BPDQMW42 | Long             | LON              | CORP              | US        |   1469713 | PA      | $1257824.25   | 0.08%             | 2030-08-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| MODENA BUYER LLC                                                                 | EUC TERM 1LN 07/01/2031                                                                              | CUSIP: 60753DAC8<br>LEI: 254900B0G2IU0VBDOY26 | Long             | LON              | CORP              | US        |   1338062 | PA      | $1197191.28   | 0.07%             | 2031-07-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| NEXA RESOURCES SA                                                                | NEXA RESOURCES SA 6.75% 04/09/2034 144A                                                              | CUSIP: 65290DAB9<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $208250.00    | 0.01%             | 2034-04-09      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNATIONAL LTD                                                     | TRANSOCEAN INTERNATIONAL LTD 8.25% 05/15/2029 144A                                                   | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    205000 | PA      | $211835.32    | 0.01%             | 2029-05-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNATIONAL LTD                                                     | TRANSOCEAN INTERNATIONAL LTD 8.5% 05/15/2031 144A                                                    | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    205000 | PA      | $215003.59    | 0.01%             | 2031-05-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| EL SALVADOR REPUBLIC OF                                                          | EL SALVADOR REPUBLIC OF 9.25% 04/17/2030 144A                                                        | CUSIP: 283875CE0<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    290000 | PA      | $302035.00    | 0.02%             | 2030-04-17      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| EL SALVADOR REPUBLIC OF                                                          | EL SALVADOR REPUBLIC OF 0.25% 04/17/2030 144A                                                        | CUSIP: 283875CD2<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    290000 | PA      | $10657.50     | 0.00%             | 2030-04-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| VALLOUREC SA                                                                     | VALLOUREC SA 7.5% 04/15/2032 144A                                                                    | CUSIP: 92023RAA8<br>LEI: 969500P2Q1B47H4MCJ34 | Long             | DBT              | CORP              | FR        |    508000 | PA      | $532433.78    | 0.03%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EMIRATE OF ABU DHABI                                                             | EMIRATE OF ABU DHABI 5.5% 04/30/2054 144A                                                            | CUSIP: 29135LAU4<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    395000 | PA      | $378311.25    | 0.02%             | 2054-04-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                           | OCP SA 6.75% 05/02/2034 144A                                                                         | CUSIP: 67091TAF2<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    255000 | PA      | $265551.90    | 0.02%             | 2034-05-02      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                           | OCP SA 7.5% 05/02/2054 144A                                                                          | CUSIP: 67091TAG0<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    200000 | PA      | $209663.00    | 0.01%             | 2054-05-02      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BANCO DEL ESTADO DE CHILE                                                        | BANCO DEL ESTADO DE CHILE 7.95%/VAR PERP 144A                                                        | CUSIP: 05957AAC3<br>LEI: 5493004R4EJC0W0XVQ72 | Long             | EP               | CORP              | CL        |    260000 | PA      | $272755.60    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AVENTIV TECHNOLOGIES LLC                                                         | AVENTIV TERM 1LN FLSO 9/30/2026                                                                      | CUSIP: 05358AAP9<br>LEI: 549300EBCNNXVCJ2FW66 | Long             | LON              | CORP              | US        |    468467 | PA      | $270151.10    | 0.02%             | 2026-09-30      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| ABU DHABI DEVELOPMENTAL HOLDING CO PJSC                                          | ABU DHABI DEVELOPMENTAL HOLDING CO PJSC 5.5% 05/08/2034 144A                                         | CUSIP: 00402D2B0<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |    230000 | PA      | $232734.70    | 0.01%             | 2034-05-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                      | UNITED STATES TREASURY BOND 4.625% 05/15/2054                                                        | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1460000 | PA      | $1392075.78   | 0.08%             | 2054-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 4.375% 05/15/2034                                                                          | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    230000 | PA      | $232425.78    | 0.01%             | 2034-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                                          | PHILIPPINES REPUBLIC OF 5.6% 05/14/2049                                                              | CUSIP: 718286DB0<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    295000 | PA      | $284914.69    | 0.02%             | 2049-05-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PROOFPOINT INC                                                                   | PROOFPOINT TERM B 1LN 08/31/2028                                                                     | CUSIP: 74345HAJ0<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |   3907603 | PA      | $3777362.48   | 0.23%             | 2028-08-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CORPORATION                                                 | CALIFORNIA RES CORP 8.25% 06/15/2029 144A                                                            | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |    168000 | PA      | $175766.30    | 0.01%             | 2029-06-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                                              | US LBM TERM B 1LN 3.75% 06/06/2031                                                                   | CUSIP: 50179JAH1<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |   5760629 | PA      | $4593410.38   | 0.28%             | 2031-06-06      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                     | UNIVISION COMMUNICATIONS INC 8.5% 07/31/2031 144A                                                    | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   1930000 | PA      | $1939418.40   | 0.12%             | 2031-07-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| YINSON BORONIA PRODUCTION B.V.                                                   | YINSON BORONIA PRODUCTION B.V. 8.947% 07/31/2042 144A                                                | CUSIP: 98584XAA3<br>LEI: 5493007X12FTT746N678 | Long             | DBT              | CORP              | NL        |    631449 | PA      | $682754.23    | 0.04%             | 2042-07-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / ACRISURE FINANCE INC                                              | ACRISURE LLC / ACRISURE FINANCE INC 7.5% 11/06/2030 144A                                             | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    475000 | PA      | $476455.40    | 0.03%             | 2030-11-06      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SERBIA REPUBLIC OF                                                               | SERBIA REPUBLIC OF 6% 06/12/2034 144A                                                                | CUSIP: 817477AJ1<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    205000 | PA      | $205000.00    | 0.01%             | 2034-06-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                                                | CLARIOS TERM B 1LN 05/06/2030                                                                        | CUSIP: N/A<br>LEI: 549300474L1ZLXZY2P98       | Long             | LON              | CORP              | US        |    132979 | PA      | $132439.30    | 0.01%             | 2030-05-06      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ZAMBIA REPUBLIC                                                                  | ZAMBIA REPUBLIC STEP 06/30/2033 144A                                                                 | CUSIP: 988895AQ1<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     55429 | PA      | $51947.61     | 0.00%             | 2033-06-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ZAMBIA REPUBLIC                                                                  | ZAMBIA REPUBLIC 0.5% 12/31/2053 144A                                                                 | CUSIP: 988895AR9<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |    567254 | PA      | $368886.69    | 0.02%             | 2053-12-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SABERT CORPORATION                                                               | SABERT TERM B 1LN 12/10/2026                                                                         | CUSIP: 78516EAD4<br>LEI: 54930029JPYBTHDWT603 | Long             | LON              | CORP              | US        |    253905 | PA      | $253429.82    | 0.02%             | 2026-12-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BANCOLOMBIA SA                                                                   | BANCOLOMBIA SA T5Y+NA 12/24/2034                                                                     | CUSIP: 05968LAN2<br>LEI: 54930052NWJRPNMP1W58 | Long             | DBT              | CORP              | CO        |    295000 | PA      | $308865.00    | 0.02%             | 2034-12-24      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                            | FEDERAL HOME LN MTG MLT CTF GT 2024-K523 AS TSFR1M+55 05/25/2029                                     | CUSIP: 3137HDJW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2196321 | PA      | $2195392.60   | 0.13%             | 2029-04-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP                                                                       | HERTZ CORP 12.625% 07/15/2029 144A                                                                   | CUSIP: 428040DC0<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    130000 | PA      | $114069.01    | 0.01%             | 2029-07-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| LEIA FINCO US LLC                                                                | DARKTRACE TERM 1LN 10/09/2031                                                                        | CUSIP: 52526CAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     74623 | PA      | $71274.78     | 0.00%             | 2031-10-09      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 4.25% 06/30/2031                                                                           | CUSIP: 91282CKW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3080000 | PA      | $3118860.95   | 0.19%             | 2031-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 4.25% 06/30/2029                                                                           | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4440000 | PA      | $4495297.09   | 0.27%             | 2029-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CPI ACQUISITION INC                                                              | CPI ACQUISITION INC 10% 07/15/2029 144A                                                              | CUSIP: 12598FAC3<br>LEI: 254900H3R50WH1B1LB48 | Long             | DBT              | CORP              | US        |    256000 | PA      | $270172.16    | 0.02%             | 2029-07-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                               | DOMINICAN REPUBLIC 6.6% 06/01/2036 144A                                                              | CUSIP: 25714PEZ7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    224000 | PA      | $224616.00    | 0.01%             | 2036-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LTD                                                                | VALE OVERSEAS LTD 6.4% 06/28/2054                                                                    | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    515000 | PA      | $518182.70    | 0.03%             | 2054-06-28      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AEROPUERTOS DOMINICANOS SIGLO XXI S A                                            | AEROPUERTOS DOMINI SIG XXI SA 7% 06/30/2034 144A                                                     | CUSIP: 007866AE6<br>LEI: 254900KJA5MXNPYB4W32 | Long             | DBT              | CORP              | DO        |    300000 | PA      | $305083.50    | 0.02%             | 2034-06-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CANO HEALTH LLC                                                                  | CANO HEALTH LLC WT                                                                                   | CUSIP: N/A<br>LEI: 254900OGI2T8V1NXN639       | Long             | EC               | CORP              | US        |       493 | NS      | $675.41       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOWEGO                                                      | BANK GOSPODARSTWA KRAJOWEGO 6.25% 07/09/2054 144A                                                    | CUSIP: 06237MAD5<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |    250000 | PA      | $246000.00    | 0.01%             | 2054-07-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY                                                        | SAUDI ARABIAN OIL COMPANY 5.875% 07/17/2064 144A                                                     | CUSIP: 80414L2Q7<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    200000 | PA      | $181738.00    | 0.01%             | 2064-07-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TELECOM ARGENTINA SA                                                             | TELECOM ARGENTINA SA 9.5% 07/18/2031 144A                                                            | CUSIP: 879273AU4<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |    105000 | PA      | $110694.95    | 0.01%             | 2031-07-18      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                               | WELLS FARGO and CO NEW 6.85%/VAR PERP                                                                | CUSIP: 95002YAC7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |    425000 | PA      | $440557.13    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GEO GROUP INC/THE                                                                | GEO GROUP INC/THE 10.25% 04/15/2031                                                                  | CUSIP: 36162JAH9<br>LEI: 5493003VOR6NTY465495 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1315706.73   | 0.08%             | 2031-04-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| GEO GROUP INC/THE                                                                | GEO GROUP INC/THE 8.625% 04/15/2029                                                                  | CUSIP: 36162JAG1<br>LEI: 5493003VOR6NTY465495 | Long             | DBT              | CORP              | US        |    970000 | PA      | $1007376.43   | 0.06%             | 2029-04-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDCO SARL                                                   | GREENSAIF PIPELINES BIDCO SARL 6.1027% 08/23/2042 144A                                               | CUSIP: 39541EAE3<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |    380000 | PA      | $377507.20    | 0.02%             | 2042-08-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDCO SARL                                                   | GREENSAIF PIPELINES BIDCO SARL 5.8528% 02/23/2036 144A                                               | CUSIP: 39541EAD5<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |    510000 | PA      | $511020.00    | 0.03%             | 2036-02-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2017-14 LTD                                                              | OCP CLO 2017-14 LTD ER TSFR3M+655 07/20/2037 144A                                                    | CUSIP: 67097TAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    200000 | PA      | $197121.20    | 0.01%             | 2037-07-20      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 4% 07/31/2029                                                                              | CUSIP: 91282CLC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    260000 | PA      | $261198.39    | 0.02%             | 2029-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                      | GERMANY FEDERAL REPUBLIC OF 2.7% 09/17/2026 REGS                                                     | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |   5500000 | PA      | $6369266.28   | 0.39%             | 2026-09-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC 7%/VAR PERP                                                                            | CUSIP: 172967PM7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |    650000 | PA      | $668968.30    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                                             | AMENTUM HOLDINGS TERM 1LN 09/29/2031                                                                 | CUSIP: 02351XAB4<br>LEI: 2549009FJIBLW40CU216 | Long             | LON              | CORP              | US        |    214650 | PA      | $214471.84    | 0.01%             | 2031-09-29      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| EMPRESA NACIONAL DEL PETROLEO                                                    | EMPRESA NACIONAL DEL PETROLEO 5.95% 07/30/2034 144A                                                  | CUSIP: 29245JAP7<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $201730.00    | 0.01%             | 2034-07-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                                                              | LIGHTNING POWER TERM B 1LN 08/18/2031                                                                | CUSIP: N/A<br>LEI: 254900BWCHJ03XRL8K59       | Long             | LON              | CORP              | US        |    133312 | PA      | $133457.81    | 0.01%             | 2031-08-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| M2S GROUP INTERMEDIATE HOLDINGS INC                                              | M2S GROUP TERM B 1LN 8/25/2031                                                                       | CUSIP: 55287CAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1224156 | PA      | $1192536.24   | 0.07%             | 2031-08-25      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 3.875% 08/15/2034                                                                          | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3680000 | PA      | $3586071.68   | 0.22%             | 2034-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DIAMETER CAP CLO 7 LTD / DIAMETER CAP CLO 7 LLC                                  | DIAMETER CAP CLO 7 LTD / DIAMETER CAP CLO 7 LLC D TSFR3M+610 07/20/2037 144A                         | CUSIP: 25255XAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $248254.00    | 0.02%             | 2037-07-20      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                                                              | LIGHTNING POWER LLC 7.25% 08/15/2032 144A                                                            | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |    545000 | PA      | $566515.37    | 0.03%             | 2032-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MOSS CREEK RES HLDGS INC                                                         | MOSS CREEK RES HLDGS INC 8.25% 09/01/2031 144A                                                       | CUSIP: 61965RAC9<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |    280000 | PA      | $279826.23    | 0.02%             | 2031-09-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC / SHIFT4 PAYMENTS FINANCE SUB INC                            | SHIFT4 PAYMENTS LLC / SHIFT4 PAYMENTS FINANCE SUB INC 6.75% 08/15/2032 144A                          | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $236002.81    | 0.01%             | 2032-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                      | UNITED STATES TREASURY BOND 4.125% 08/15/2044                                                        | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4010000 | PA      | $3638135.14   | 0.22%             | 2044-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RR 31 LTD                                                                        | RR 31 LTD D TSFR3M+600 10/15/2039 144A                                                               | CUSIP: 74988BAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    125000 | PA      | $123948.00    | 0.01%             | 2039-10-15      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 3.75% 08/31/2031                                                                           | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3170000 | PA      | $3130622.64   | 0.19%             | 2031-08-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                               | UKRAINE GOVERNMENT STEP 02/01/2029 144A                                                              | CUSIP: 903724BZ4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    457501 | PA      | $320250.70    | 0.02%             | 2029-02-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                               | UKRAINE GOVERNMENT STEP 02/01/2036 144A                                                              | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    286989 | PA      | $131153.97    | 0.01%             | 2036-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                               | UKRAINE GOVERNMENT STEP 02/01/2034 144A                                                              | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    626091 | PA      | $332454.32    | 0.02%             | 2034-02-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                               | UKRAINE GOVERNMENT STEP 02/01/2035 144A                                                              | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    479387 | PA      | $219559.25    | 0.01%             | 2035-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                               | UKRAINE GOVERNMENT STEP 02/01/2034 144A                                                              | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    407526 | PA      | $173606.08    | 0.01%             | 2034-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                               | UKRAINE GOVERNMENT STEP 02/01/2035 144A                                                              | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    428419 | PA      | $223206.30    | 0.01%             | 2035-02-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                               | UKRAINE GOVERNMENT STEP 02/01/2036 144A                                                              | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    284447 | PA      | $145352.42    | 0.01%             | 2036-02-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                               | UKRAINE GOVERNMENT STEP 02/01/2030 144A                                                              | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    109055 | PA      | $63688.12     | 0.00%             | 2030-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PERU                                                        | BANCO DE CREDITO DEL PERU T5Y+NA 03/10/2035 144A                                                     | CUSIP: 05971U2H9<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |    485000 | PA      | $479859.00    | 0.03%             | 2035-03-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS BRANCH                                                    | BBVA BANCOMER SA TEXAS BRH 5.25% 09/10/2029 144A                                                     | CUSIP: 07336UAC7<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | US        |    440000 | PA      | $443097.60    | 0.03%             | 2029-09-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM TERM L 1LN 1/19/2032                                                                       | CUSIP: 89364MCD4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    467875 | PA      | $467725.28    | 0.03%             | 2032-01-19      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ADNOC MURBAN RSC LTD                                                             | ADNOC MURBAN RSC LTD 5.125% 09/11/2054 144A                                                          | CUSIP: 00723L2C2<br>LEI: 213800OWGH7RAYG61M70 | Long             | DBT              | CORP              | AE        |    375000 | PA      | $321517.20    | 0.02%             | 2054-09-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                                                 | HF SINCLAIR CORP 5% 02/01/2028                                                                       | CUSIP: 403949AQ3<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399968.22    | 0.02%             | 2028-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO E INVERSIONES                                                   | BANCO DE CREDITO E INVERSIONES 7.5%/VAR PERP 144A                                                    | CUSIP: 05956NAF9<br>LEI: 549300E9E5Y3PKW24142 | Long             | EP               | CORP              | CL        |    295000 | PA      | $307640.75    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                                             | FIESTA PURCHASER INC 9.625% 09/15/2032 144A                                                          | CUSIP: 31659AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    340000 | PA      | $346280.14    | 0.02%             | 2032-09-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| TERMOCANDELARIA POWER LTD                                                        | TERMOCANDELARIA POWER LTD 7.75% 09/17/2031 144A                                                      | CUSIP: 88087AAA6<br>LEI: 549300YDORW43JL6G659 | Long             | DBT              | CORP              | ES        |    410000 | PA      | $416318.10    | 0.03%             | 2031-09-17      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                                                                | KOSMOS ENERGY LTD 8.75% 10/01/2031 144A                                                              | CUSIP: 500688AJ5<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1041300.00   | 0.06%             | 2031-10-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE CO LLC                                                   | NISSAN MOTOR ACCEPTANCE CO LLC 5.55% 09/13/2029 144A                                                 | CUSIP: 65480CAH8<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192787.84    | 0.01%             | 2029-09-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER                           | ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER 6.5% 10/01/2031 144A                          | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $279855.07    | 0.02%             | 2031-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GHANA REPUBLIC OF                                                                | GHANA REPUBLIC OF 0% 07/03/2026 144A                                                                 | CUSIP: 374422AL7<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      8480 | PA      | $8331.60      | 0.00%             | 2026-07-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GHANA REPUBLIC OF                                                                | GHANA REPUBLIC OF 0% 01/03/2030 144A                                                                 | CUSIP: 374422AN3<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     21069 | PA      | $17724.20     | 0.00%             | 2030-01-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GHANA REPUBLIC OF                                                                | GHANA REPUBLIC OF STEP 07/03/2029 144A                                                               | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    255080 | PA      | $243091.24    | 0.01%             | 2029-07-03      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GHANA REPUBLIC OF                                                                | GHANA REPUBLIC OF STEP 07/03/2035 144A                                                               | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    333880 | PA      | $283798.00    | 0.02%             | 2035-07-03      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BIRCH GROVE CLO 5 LLC                                                            | BIRCH GROVE CLO 5 LLC ER TSFR3M+675 10/20/2037 144A                                                  | CUSIP: 090985AE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    100000 | PA      | $97142.30     | 0.01%             | 2037-10-20      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| HAH GROUP HOLDING CO LLC                                                         | HAH GROUP HOLDING CO LLC 9.75% 10/01/2031 144A                                                       | CUSIP: 40518JAA7<br>LEI: 254900FFJQHW9R90FL74 | Long             | DBT              | CORP              | US        |    420000 | PA      | $367947.05    | 0.02%             | 2031-10-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                                      | WAYFAIR LLC 7.25% 10/31/2029 144A                                                                    | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    610000 | PA      | $622678.24    | 0.04%             | 2029-10-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SABLE INTL FINANCE LTD                                                           | SABLE INTL FIN LTD 7.125% 10/15/2032 144A                                                            | CUSIP: 785712AK6<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |    540000 | PA      | $531418.48    | 0.03%             | 2032-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS, L.P.                                                           | ALLIANT HOLDINGS LP 10%/ 10.5% PIK PREF PERP                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |   2227279 | PA      | $2160460.63   | 0.13%             |  |  |  | No            |                  3 | On Loan: No      |
| ABU DHABI DEVELOPMENTAL HOLDING CO PJSC                                          | ABU DHABI DEVELOPMENTAL HOLDING CO PJSC 5.25% 10/02/2054 144A                                        | CUSIP: 00402D2D6<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |    470000 | PA      | $414892.50    | 0.03%             | 2054-10-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KINGSTON AIRPORT REV FIN                                                         | KINGSTON AIRPORT REV FIN 6.75% 12/15/2036 144A                                                       | CUSIP: 49647QAA6<br>LEI: 254900SK2YRR95AVHU30 | Long             | DBT              | CORP              | KY        |    215000 | PA      | $213570.25    | 0.01%             | 2036-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LD CELULOSE INTERNATIONA                                                         | LD CELULOSE INTERNATIONA 7.95% 01/26/2032 144A                                                       | CUSIP: 50206BAA0<br>LEI: 529900EHUSQJVOTP9J45 | Long             | DBT              | CORP              | AT        |    440000 | PA      | $452309.00    | 0.03%             | 2032-01-26      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| NIAGARA ENERGY SAC                                                               | NIAGARA ENERGY SAC 5.746% 10/03/2034 144A                                                            | CUSIP: 65345YAA0<br>LEI: 254900V9UGCG42YQ6848 | Long             | DBT              | CORP              | PE        |    495000 | PA      | $495321.75    | 0.03%             | 2034-10-03      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                    | ECHOSTAR CORP 10.75% 11/30/2029                                                                      | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   7297195 | PA      | $7882800.52   | 0.48%             | 2029-11-30      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                    | ECHOSTAR CORP CPIK VAR 11/30/2030                                                                    | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   1992908 | PA      | $7118866.67   | 0.43%             | 2030-11-30      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                    | ECHOSTAR CORP PIPE                                                                                   | CUSIP: N/A<br>LEI: 549300EE20907QZ9GT38       | Long             | EC               | CORP              | US        |     22127 | NS      | $2590407.89   | 0.16%             |  |  |  | Yes           |                  1 | On Loan: No      |
| BIOCON BIOLOGICS GLOBAL PLC                                                      | BIOCON BIOLOGICS GLOBAL PLC 6.67% 10/09/2029 144A                                                    | CUSIP: 090978AA5<br>LEI: 254900PMQN51VACG2D55 | Long             | DBT              | CORP              | GB        |    255000 | PA      | $251430.00    | 0.02%             | 2029-10-09      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ABU DHABI NATL ENERGY CO PJSC                                                    | ABU DHABI NATL ENERGY CO PJSC 4.75% 03/09/2037 144A                                                  | CUSIP: 00388WAP6<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | AE        |    470000 | PA      | $440634.40    | 0.03%             | 2037-03-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX MPC II SARL                                                | CHILE ELECTRICITY LUX MPC II SARL 5.58% 10/20/2035 144A                                              | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    195501 | PA      | $196578.21    | 0.01%             | 2035-10-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ARES MANAGEMENT CORP                                                             | ARES MANAGEMENT CORP 6.75% SER B PC                                                                  | CUSIP: 03990B309<br>LEI: 529900JUV61FH7B8VW38 | Long             | EP               | CORP              | US        |     41337 | NS      | $1527815.52   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| NAVOI MINING METALLURGIC                                                         | NAVOI MINING METALLURGIC 6.7% 10/17/2028 144A                                                        | CUSIP: 63890CAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |    200000 | PA      | $203440.00    | 0.01%             | 2028-10-17      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NAVOI MINING METALLURGIC                                                         | NAVOI MINING METALLURGIC 6.95% 10/17/2031 144A                                                       | CUSIP: 63890CAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |    235000 | PA      | $244400.00    | 0.01%             | 2031-10-17      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                                   | BRASKEM NETHERLANDS FIN BV 8% 10/15/2034 144A                                                        | CUSIP: 10554TAJ4<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    225000 | PA      | $104625.00    | 0.01%             | 2034-10-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CARLYLE US CLO 2024-6 LTD                                                        | CARLYLE US CLO 2024-6 LTD E TSFR3M+575 10/25/2037 144A                                               | CUSIP: 14319QAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    150000 | PA      | $145593.90    | 0.01%             | 2037-10-25      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| TELECOMMUNICATIONS CO TELEKOM SRBIJA AD BELGRADE                                 | TELECOMMUNICATIONS CO TELEKOM SRBIJA AD BELGRADE 7% 10/28/2029 144A                                  | CUSIP: 87945BAA8<br>LEI: 254900OVY0XI1DFYC092 | Long             | DBT              | CORP              | RS        |    465000 | PA      | $457560.00    | 0.03%             | 2029-10-28      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GCM MINING CORP                                                                  | GCM MINING CORP 8% 10/31/2029 144A                                                                   | CUSIP: 04040YAB5<br>LEI: 5493001GJ5TILX6L1F82 | Long             | DBT              | CORP              | CA        |    580000 | PA      | $597835.00    | 0.04%             | 2029-10-31      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                      | GERMANY FEDERAL REPUBLIC OF 2% 12/10/2026 REGS                                                       | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |   2940000 | PA      | $3388041.69   | 0.21%             | 2026-12-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES GLOBAL HOLDINGS LLC                                           | CITADEL TERM B 1LN 10/31/2031                                                                        | CUSIP: 17288YAN2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | LON              | CORP              | US        |    514788 | PA      | $515076.05    | 0.03%             | 2031-10-31      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 4.125% 10/31/2029                                                                          | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    136000 | PA      | $137115.62    | 0.01%             | 2029-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 4.125% 10/31/2031                                                                          | CUSIP: 91282CLU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4390000 | PA      | $4412978.93   | 0.27%             | 2031-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                      | UNITED STATES TREASURY BOND 4.5% 11/15/2054                                                          | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2240000 | PA      | $2092650.00   | 0.13%             | 2054-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 4.25% 11/15/2034                                                                           | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1824000 | PA      | $1823501.25   | 0.11%             | 2034-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                    | ECHOSTAR CORP PIK VAR 11/30/2030                                                                     | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   2249516 | PA      | $2271466.78   | 0.14%             | 2030-11-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA REPUBLIC OF                                                         | SOUTH AFRICA REPUBLIC OF 7.1% 11/19/2036 144A                                                        | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    475000 | PA      | $486699.25    | 0.03%             | 2036-11-19      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PEX HOLDINGS LLC                                                                 | GEN II FUND SERVICES TERM 1LN 11/26/2031                                                             | CUSIP: 69381MAB1<br>LEI: 2138006XMWHEBFQ55Z05 | Long             | LON              | CORP              | US        |     79200 | PA      | $78144.26     | 0.00%             | 2031-11-26      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP                            | ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP 10% 11/15/2029 144A                            | CUSIP: 451102CK1<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1061100.00   | 0.06%             | 2029-11-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DEL NORTE SA CAYMAN ISLANDS BRANCH                               | BANCO MERCANTIL DEL NORTE CAYMAN ISLAND BRH 8.375%/VAR PERP 144A                                     | CUSIP: 05971PAD0<br>LEI: 549300QTVYRPFHS0J362 | Long             | EP               | CORP              | KY        |    200000 | PA      | $206400.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                                  | IHS HOLDING LTD 7.875% 05/29/2030 144A                                                               | CUSIP: 44963HAC9<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |    465000 | PA      | $470891.55    | 0.03%             | 2030-05-29      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| EL SALVADOR REPUBLIC OF                                                          | EL SALVADOR REPUBLIC OF 9.65% 11/21/2054 144A                                                        | CUSIP: 283875CG5<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    175000 | PA      | $186550.00    | 0.01%             | 2054-11-21      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                      | UNITED STATES TREASURY BOND 4.625% 11/15/2044                                                        | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2050000 | PA      | $1983615.24   | 0.12%             | 2044-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KODIAK BP LLC                                                                    | KODIAK TERM B 1LN 12/4/2031                                                                          | CUSIP: 50011JAF7<br>LEI: 549300Y1Q6ZUH0EXO182 | Long             | LON              | CORP              | US        |    126922 | PA      | $126862.30    | 0.01%             | 2031-12-04      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ARISTA NETWORKS INC                                                              | ARISTA NETWORKS INC                                                                                  | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |     14400 | NS      | $1768032.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC 6.75%/VAR PERP                                                                         | CUSIP: 172967PR6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |    850000 | PA      | $849617.16    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CRC INSURANCE GROUP LLC                                                          | TRUIST INSURANCE TERM B 1LN 05/06/2031                                                               | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    388427 | PA      | $382480.60    | 0.02%             | 2031-05-06      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                                                     | ACRISURE TERM B6 1LN 11/06/2030                                                                      | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |    535032 | PA      | $517509.74    | 0.03%             | 2030-11-06      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ABG INTERMEDIATE HLDGS 2 LLC                                                     | AUTHENTIC BRANDS TERM B1 1LN 12/21/2028                                                              | CUSIP: 00076VBL3<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |    853314 | PA      | $850941.60    | 0.05%             | 2028-12-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                        | GNII II 5.5% 12/20/2054#MB0092                                                                       | CUSIP: 3618N5C64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    160661 | PA      | $162150.83    | 0.01%             | 2054-12-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AVENTIV TECHNOLOGIES LLC                                                         | AVENTIV TERM DEC FLSO 9/30/2026                                                                      | CUSIP: N/A<br>LEI: 549300EBCNNXVCJ2FW66       | Long             | LON              | CORP              | US        |     12472 | PA      | $12939.67     | 0.00%             | 2026-09-30      | Variable      | 0.14%                 | No            |                  3 | On Loan: No      |
| SRI LANKA GOVT DEMOCRATIC SOCIALIST REP                                          | SRI LANKA GOVT DEMOC SOCIA REP STEP 01/15/2030 144A                                                  | CUSIP: N/A<br>LEI: 254900HXCCIOHM74FA02       | Long             | DBT              | NUSS              | LK        |    225923 | PA      | $208413.97    | 0.01%             | 2030-01-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT DEMOCRATIC SOCIALIST REP                                          | SRI LANKA GOVT DEMOC SOCIA REP STEP 03/15/2033 144A                                                  | CUSIP: N/A<br>LEI: 254900HXCCIOHM74FA02       | Long             | DBT              | NUSS              | LK        |    755264 | PA      | $628190.83    | 0.04%             | 2033-03-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT DEMOCRATIC SOCIALIST REP                                          | SRI LANKA GOVT DEMOC SOCIA REP STEP 05/15/2036 144A                                                  | CUSIP: N/A<br>LEI: 254900HXCCIOHM74FA02       | Long             | DBT              | NUSS              | LK        |    157112 | PA      | $138847.73    | 0.01%             | 2036-05-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT DEMOCRATIC SOCIALIST REP                                          | SRI LANKA GOVT DEMOC SOCIA REP STEP 02/15/2038 144A                                                  | CUSIP: N/A<br>LEI: 254900HXCCIOHM74FA02       | Long             | DBT              | NUSS              | LK        |    314356 | PA      | $280955.68    | 0.02%             | 2038-02-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT DEMOCRATIC SOCIALIST REP                                          | SRI LANKA GOVT DEMOC SOCIA REP STEP 06/15/2035 144A                                                  | CUSIP: N/A<br>LEI: 254900HXCCIOHM74FA02       | Long             | DBT              | NUSS              | LK        |     91380 | PA      | $69220.35     | 0.00%             | 2035-06-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT DEMOCRATIC SOCIALIST REP                                          | SRI LANKA GOVT DEMOC SOCIA REP 4% 04/15/2028 144A                                                    | CUSIP: N/A<br>LEI: 254900HXCCIOHM74FA02       | Long             | DBT              | NUSS              | LK        |    165813 | PA      | $158475.71    | 0.01%             | 2028-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                             | ROMANIA REPUBLIC OF 6.85% 07/29/2030                                                                 | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |   1075000 | PA      | $241969.75    | 0.01%             | 2030-07-29      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SOLENIS HOLDINGS LTD                                                             | SOLENIS TERM B6 1LN 6/20/2031                                                                        | CUSIP: 68163YAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    151411 | PA      | $145109.26    | 0.01%             | 2031-06-20      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                     | MEXICO UNITED MEXICAN STATES 6.875% 05/13/2037                                                       | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    245000 | PA      | $256392.50    | 0.02%             | 2037-05-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                     | MEXICO UNITED MEXICAN STATES 7.375% 05/13/2055                                                       | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    500000 | PA      | $525000.00    | 0.03%             | 2055-05-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                          | FHLM 30YR 6.5% 01/01/2055#RJ3308                                                                     | CUSIP: 3142GTVA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    301654 | PA      | $316969.28    | 0.02%             | 2055-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 30YR 6.5% 01/01/2055#CB9828                                                                     | CUSIP: 3140QV4N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    168150 | PA      | $177278.55    | 0.01%             | 2055-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                                                 | CALIBER COLLISION TERM B 1LN 01/30/2031                                                              | CUSIP: 93369PAM6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |     98346 | PA      | $97424.49     | 0.01%             | 2031-01-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                      | GERMANY FEDERAL REPUBLIC OF 2.5% 02/15/2035 REGS                                                     | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |   4635000 | PA      | $5181359.28   | 0.31%             | 2035-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALDAR PROPERTIES PJSC                                                            | ALDAR PROPERTIES PJSC T5Y+NA 04/15/2055 REGS                                                         | CUSIP: N/A<br>LEI: 98450048CD8AEF13B480       | Long             | DBT              | CORP              | AE        |    755000 | PA      | $719364.00    | 0.04%             | 2055-04-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| YPF SA                                                                           | YPF SA 8.25% 01/17/2034 144A                                                                         | CUSIP: 984245BB5<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |    255000 | PA      | $259857.95    | 0.02%             | 2034-01-17      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DE CHILE                                          | CORPORACION NACIONAL DEL COBRE DE CHILE 6.78% 01/13/2055 144A                                        | CUSIP: 21987BBM9<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    235000 | PA      | $245450.45    | 0.01%             | 2055-01-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DE CHILE                                          | CORPORACION NACIONAL DEL COBRE DE CHILE 6.33% 01/13/2035 144A                                        | CUSIP: 21987BBL1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $207926.00    | 0.01%             | 2035-01-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HUNTER DOUGLAS INC                                                               | HUNTER DOUGLAS TERM B 1LN 1/17/2032                                                                  | CUSIP: N/A<br>LEI: 529900811T142NS3H544       | Long             | LON              | CORP              | US        |    916950 | PA      | $911604.37    | 0.06%             | 2032-01-17      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                                            | CANADA GOVERNMENT OF 3.25% 06/01/2035                                                                | CUSIP: 135087S62<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |  23700000 | PA      | $16795635.11  | 1.02%             | 2035-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DISCOVERY PURCHASER CORPORATION                                                  | ENVU TERM B 1LN 10/04/2029                                                                           | CUSIP: 25471NAC0<br>LEI: 2549001LSO1ZBIPA5D65 | Long             | LON              | CORP              | US        |   2869315 | PA      | $2818384.81   | 0.17%             | 2029-10-04      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                      | GERMANY FEDERAL REPUBLIC OF 2.4% 04/18/2030 REGS                                                     | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |  16000000 | PA      | $18322040.05  | 1.11%             | 2030-04-18      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIEMAE 30YR 2% 02/01/2052#FA0353                                                                  | CUSIP: 3140W0MB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    272301 | PA      | $223379.11    | 0.01%             | 2052-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GREAT OUTDOORS GROUP LLC                                                         | BASS PRO TERM B 1LN 01/23/2032                                                                       | CUSIP: 07014QAP6<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |    299773 | PA      | $298873.84    | 0.02%             | 2032-01-23      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                            | HUB INTERNATIONAL TERM B 1LN 06/20/2030                                                              | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |    187992 | PA      | $187452.77    | 0.01%             | 2030-06-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| IVANHOE MINE LTD                                                                 | IVANHOE MINE LTD 7.875% 01/23/2030 144A                                                              | CUSIP: 46579RAE4<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | CA        |    390000 | PA      | $394699.50    | 0.02%             | 2030-01-23      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF BENIN                                                                | REPUBLIC OF BENIN 8.375% 01/23/2041 144A                                                             | CUSIP: 08205QAC2<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |    180000 | PA      | $177584.40    | 0.01%             | 2041-01-23      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| TECPETROL SA                                                                     | TECPETROL SA 7.625% 01/22/2033 144A                                                                  | CUSIP: 87876TAG9<br>LEI: 529900C0GOV3UC7ZMZ16 | Long             | DBT              | CORP              | AR        |    255000 | PA      | $260342.25    | 0.02%             | 2033-01-22      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                    | GOLDMAN SACHS GROUP INC (THE) 6.85%/VAR PERP                                                         | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |    425000 | PA      | $433208.03    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CIFC FDG 2018-IV LTD / CIFC FDG 2018-IV LLC                                      | CIFC FDG 2018-IV LTD / CIFC FDG 2018-IV LLC D2R TSFR3M+375 01/17/2038 144A                           | CUSIP: 17181TAS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    100000 | PA      | $95187.00     | 0.01%             | 2038-01-17      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| USIMINAS INTERNATIONAL SARL                                                      | USIMINAS INTERNATIONAL SARL 7.5% 01/27/2032 144A                                                     | CUSIP: 91734JAB6<br>LEI: 529900KLYX6QPXVIVP43 | Long             | DBT              | CORP              | LU        |    575000 | PA      | $585068.25    | 0.04%             | 2032-01-27      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ORLEN SA                                                                         | ORLEN SA 6% 01/30/2035 144A                                                                          | CUSIP: 68666UAA3<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |    630000 | PA      | $641812.50    | 0.04%             | 2035-01-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                                                        | EGYPT (ARAB) REPUBLIC OF 9.45% 02/04/2033 144A                                                       | CUSIP: 03846JAG5<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    320000 | PA      | $334819.20    | 0.02%             | 2033-02-04      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| GEOPARK LTD                                                                      | GEOPARK LTD 8.75% 01/31/2030 144A                                                                    | CUSIP: 37255BAC3<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | DBT              | CORP              | BM        |    430000 | PA      | $423550.00    | 0.03%             | 2030-01-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSHIP LP / MPT FIN CORP                                           | MPT OPER PARTNERSHIP LP/CORP 8.5% 02/15/2032 144A                                                    | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    410000 | PA      | $415662.92    | 0.03%             | 2032-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CIA DE MINAS BUENAVENTURA SAA                                                    | CIA DE MINAS BUENAVENTURA SAA 6.8% 02/04/2032 144A                                                   | CUSIP: 204448AB0<br>LEI: 529900WQB1ZU9KB6EL71 | Long             | DBT              | CORP              | PE        |    515000 | PA      | $522853.75    | 0.03%             | 2032-02-04      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                             | CLEVELAND-CLIFFS INC 7.5% 09/15/2031 144A                                                            | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    965000 | PA      | $962546.49    | 0.06%             | 2031-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                             | ROMANIA REPUBLIC OF 7.5% 02/10/2037 144A                                                             | CUSIP: 77586RAW0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    572000 | PA      | $600817.36    | 0.04%             | 2037-02-10      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA GTD MTG PASS THRU CTF SOFR30A+ 09/25/2054                                                       | CUSIP: 3136BUW22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    249100 | PA      | $250178.27    | 0.02%             | 2054-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                            | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+125 10/25/2054                                                | CUSIP: 3137HJQ26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    380936 | PA      | $383067.57    | 0.02%             | 2054-10-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                            | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+120 02/25/2055                                                | CUSIP: 3137HJZC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    207532 | PA      | $207737.25    | 0.01%             | 2055-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA GTD MTG PASS THRU CTF SOFR30A+115 02/25/2055                                                    | CUSIP: 3136BUWD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    261704 | PA      | $263113.35    | 0.02%             | 2055-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA GTD MTG PASS THRU CTF SOFR30A+140 02/25/2055                                                    | CUSIP: 3136BUWL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    320417 | PA      | $322620.39    | 0.02%             | 2055-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA GTD MTG PASS THRU CTF 2025-7 DF SOFR30A+140 09/25/2054                                          | CUSIP: 3136BUWX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    374560 | PA      | $376966.41    | 0.02%             | 2054-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SAAVI ENERGIA SARL                                                               | SAAVI ENERGIA SARL 8.875% 02/10/2035 144A                                                            | CUSIP: 78518PAA3<br>LEI: 254900A2V0IO8K56UH35 | Long             | DBT              | CORP              | LU        |    740000 | PA      | $772560.00    | 0.05%             | 2035-02-10      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| WH BORROWER LLC                                                                  | WHP TERM B 1LN 02/20/2032                                                                            | CUSIP: 92942LAG6<br>LEI: 2549009H920CQUE3R944 | Long             | LON              | CORP              | US        |    606950 | PA      | $606476.58    | 0.04%             | 2032-02-20      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                               | TURKEY REPUBLIC OF 7.125% 02/12/2032                                                                 | CUSIP: 900123DP2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    380000 | PA      | $380570.00    | 0.02%             | 2032-02-12      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 4.625% 02/15/2035                                                                          | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1176000 | PA      | $1206502.50   | 0.07%             | 2035-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                   | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+145 11/25/2053                                                | CUSIP: 3136BQRD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    654836 | PA      | $663808.88    | 0.04%             | 2053-11-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MA'ADEN SUKUK LTD                                                                | MA'ADEN SUKUK LTD 5.25% 02/13/2030 144A                                                              | CUSIP: 55407NAA0<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | CORP              | KY        |    585000 | PA      | $588221.19    | 0.04%             | 2030-02-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| C and W SENIOR FINANCE LTD                                                       | C and W SENIOR FINANCE LTD 9% 01/15/2033 144A                                                        | CUSIP: 12665MAA0<br>LEI: 213800CG16G1YMJRCG10 | Long             | DBT              | CORP              | KY        |    315000 | PA      | $315393.75    | 0.02%             | 2033-01-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                            | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+115 02/25/2055                                                | CUSIP: 3137HJYG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    642081 | PA      | $644451.26    | 0.04%             | 2055-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA GTD MTG PASS THRU CTF SOFR30A+120 06/25/2054                                                    | CUSIP: 3136BUGA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    486806 | PA      | $489044.73    | 0.03%             | 2054-06-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ABG INTERMEDIATE HLDGS 2 LLC                                                     | AUTHENTIC BRANDS TERM B 1LN 2/13/2032                                                                | CUSIP: 00076VBM1<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |    856350 | PA      | $851263.28    | 0.05%             | 2032-02-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                            | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+115 02/25/2055                                                | CUSIP: 3137HJEZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    428101 | PA      | $430398.68    | 0.03%             | 2055-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BBAM US CLO I LTD                                                                | BBAM US CLO I LTD D1R TSFR3M+300 03/30/2038 144A                                                     | CUSIP: 054978AS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    125000 | PA      | $123756.88    | 0.01%             | 2038-03-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| PRIMO WATER HOLDINGS INC / TRITON WATER HOLDINGS INC                             | PRIMO WATER HOLDINGS INC / TRITON WATER HOLDINGS INC 6.25% 04/01/2029 144A                           | CUSIP: 74168RAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    315000 | PA      | $315510.62    | 0.02%             | 2029-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ALBANIA                                                              | REPUBLIC OF ALBANIA 4.75% 02/14/2035 REGS                                                            | CUSIP: N/A<br>LEI: 254900EDM43U3SGRND29       | Long             | DBT              | NUSS              | AL        |    255000 | PA      | $288552.17    | 0.02%             | 2035-02-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 4.75% 02/15/2045                                                                           | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8450000 | PA      | $8302785.11   | 0.50%             | 2045-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                      | USTN TII 2.375% 02/15/2055                                                                           | CUSIP: 912810UH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1410000 | PA      | $1352074.93   | 0.08%             | 2055-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF                                                   | BRAZIL FEDERATIVE REPUBLIC OF 6.625% 03/15/2035                                                      | CUSIP: 105756CL2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    270000 | PA      | $276210.00    | 0.02%             | 2035-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                               | DOMINICAN REPUBLIC 7.15% 02/24/2055 144A                                                             | CUSIP: 25714PFC7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    375000 | PA      | $379640.63    | 0.02%             | 2055-02-24      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MONGOLIA GOVERNMENT OF                                                           | MONGOLIA GOVERNMENT OF 6.625% 02/25/2030 144A                                                        | CUSIP: 60937LAJ4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |    230000 | PA      | $232990.00    | 0.01%             | 2030-02-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALPHA STAR HOLDING IX LTD                                                        | ALPHA STAR HOLDING IX LTD 7% 08/26/2028 REGS                                                         | CUSIP: N/A<br>LEI: 254900IL2SBV9ANGBE89       | Long             | DBT              | CORP              | AE        |    400000 | PA      | $379840.00    | 0.02%             | 2028-08-26      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EMIRATES NBD BANK PJSC                                                           | EMIRATES NBD BANK PJSC 6.25%/VAR PERP REGS                                                           | CUSIP: N/A<br>LEI: 54930029BCN8HF3B1286       | Long             | EP               | CORP              | AE        |    380000 | PA      | $373840.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA GTD MTG PASS THRU CTF SOFR30A+120 02/25/2055                                                    | CUSIP: 3136BUVN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    543474 | PA      | $546733.00    | 0.03%             | 2055-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BIRCH GROVE CLO 12 LTD                                                           | BIRCH GROVE CLO 12 LTD D1 TSFR3M+275 04/22/2038 144A                                                 | CUSIP: 09090MAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    150000 | PA      | $148467.30    | 0.01%             | 2038-04-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PARAGUAY REPUBLIC OF                                                             | PARAGUAY REPUBLIC OF 6.65% 03/04/2055 144A                                                           | CUSIP: 699149BY5<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    200000 | PA      | $207800.00    | 0.01%             | 2055-03-04      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| KENYA REPUBLIC OF                                                                | KENYA REPUBLIC OF 9.5% 03/05/2036 144A                                                               | CUSIP: 491798AN4<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    200000 | PA      | $194660.00    | 0.01%             | 2036-03-05      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                                            | SINGAPORE REPUBLIC OF 2.75% 03/01/2035                                                               | CUSIP: N/A<br>LEI: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |   2000000 | PA      | $1617484.69   | 0.10%             | 2035-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                          | NEW FORTRESS ENERGY TERM B 1LN 10/30/2028                                                            | CUSIP: N/A<br>LEI: 254900EICTYTCHA5X705       | Long             | LON              | CORP              | US        |   1070873 | PA      | $595758.98    | 0.04%             | 2028-10-30      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| KASEYA INC                                                                       | KASEYA TERM B 1LN 3/22/2032                                                                          | CUSIP: 48578AAB4<br>LEI: 254900MISXMLRZ63NH46 | Long             | LON              | CORP              | US        |    253088 | PA      | $235687.73    | 0.01%             | 2032-03-22      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARMENIA                                                              | REPUBLIC OF ARMENIA 6.75% 03/12/2035 144A                                                            | CUSIP: 042207AE0<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |    570000 | PA      | $576327.00    | 0.03%             | 2035-03-12      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PBF HLDG CO LLC / PBF FIN CORP                                                   | PBF HLDG CO LLC / PBF FIN CORP 9.875% 03/15/2030 144A                                                | CUSIP: 69318FAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $750371.30    | 0.05%             | 2030-03-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| SPIRIT AVIATION HOLDINGS INC                                                     | SPIRIT AVIATION HOLDINGS INC                                                                         | CUSIP: 84863V101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15141 | NS      | $3785.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SPIRIT AVIATION HOLDINGS INC                                                     | SPIRIT AVIATION HOLDINGS INC                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      3278 | NS      | $819.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NAKED JUICE LLC                                                                  | TROPICANA TERM EXCH FLSO FL20 01/24/2029                                                             | CUSIP: 62984CAM5<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |     81884 | PA      | $43193.82     | 0.00%             | 2029-01-24      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| NAKED JUICE LLC                                                                  | TROPICANA TERM FLFO 01/24/2029                                                                       | CUSIP: 62984CAK9<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |     53539 | PA      | $53137.05     | 0.00%             | 2029-01-24      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| STRATEGY INC                                                                     | STRATEGY INC SER A 10% PERP PFD                                                                      | CUSIP: 594972879<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EP               | CORP              | US        |     14504 | NS      | $1388758.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PALMER SQUARE CLO 2021-2 LTD                                                     | PALMER SQUARE CLO 2021-2 LTD DR2 TSFR3M+414 02/15/2038 144A                                          | CUSIP: 69701XAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    100000 | PA      | $97056.00     | 0.01%             | 2038-02-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| MOHEGAN TRIBAL GAMING AUTHORITY / MS DIGITAL ENTERTAINMENT HOLDINGS LLC          | MOHEGAN TRIBAL GAMING AUTHORITY / MS DIGITAL ENTERTAINMENT HOLDINGS LLC 8.25% 04/15/2030 144A        | CUSIP: 60832QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    795000 | PA      | $813865.35    | 0.05%             | 2030-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                                   | 1261229 BC LTD 10% 04/15/2032 144A                                                                   | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   3130000 | PA      | $3204631.72   | 0.19%             | 2032-04-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                                   | BAUSCH HEALTH TERM B 1LN 10/08/2030                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |    823775 | PA      | $793797.83    | 0.05%             | 2030-10-08      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| FLATIRON RR CLO 30 LTD                                                           | FLATIRON RR CLO 30 LTD E TSFR3M+525 04/15/2038 144A                                                  | CUSIP: 33882NAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    200000 | PA      | $193804.40    | 0.01%             | 2038-04-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| IVORY COAST (COTE D'IVOIRE)                                                      | IVORY COAST (COTE D'IVOIRE) 8.075% 04/01/2036 144A                                                   | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    285000 | PA      | $289584.82    | 0.02%             | 2036-04-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF MONTENEGRO                                                           | REPUBLIC OF MONTENEGRO 4.875% 04/01/2032 144A                                                        | CUSIP: N/A<br>LEI: 747800V014106FYLL014       | Long             | DBT              | NUSS              | ME        |    195000 | PA      | $222554.21    | 0.01%             | 2032-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEXA RESOURCES SA                                                                | NEXA RESOURCES SA 6.6% 04/08/2037 144A                                                               | CUSIP: 65290DAC7<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | LU        |    235000 | PA      | $242637.50    | 0.01%             | 2037-04-08      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GTT COMMUNICATIONS INC                                                           | GTT CMM TERM NEW $ HOLDCO 1LN 7/15/2031                                                              | CUSIP: 36250LAX2<br>LEI: 549300ETSL7K1ZX05H30 | Long             | LON              | CORP              | US        |    221076 | PA      | $179348.20    | 0.01%             | 2031-07-15      | Variable      | 0.14%                 | No            |                  2 | On Loan: No      |
| AVENTIV TECHNOLOGIES LLC                                                         | AVENTIV TERM FLSO 09/30/2026                                                                         | CUSIP: 05358AAV6<br>LEI: 549300EBCNNXVCJ2FW66 | Long             | LON              | CORP              | US        |    114588 | PA      | $118885.36    | 0.01%             | 2026-09-30      | Variable      | 0.14%                 | No            |                  2 | On Loan: No      |
| BAYARD PK CLO LTD                                                                | BAYARD PK CLO LTD E TSFR3M+635 07/24/2038 144A                                                       | CUSIP: 072716AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    150000 | PA      | $148883.85    | 0.01%             | 2038-07-24      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                               | VENTURE GLOBAL PLAQUEMINES LNG LLC 7.5% 05/01/2033 144A                                              | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    635000 | PA      | $697994.54    | 0.04%             | 2033-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                               | VENTURE GLOBAL PLAQUEMINES LNG LLC 7.75% 05/01/2035 144A                                             | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    645000 | PA      | $722901.81    | 0.04%             | 2035-05-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                             | COLOMBIA REPUBLIC OF 7.375% 04/25/2030                                                               | CUSIP: 195325ER2<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    250000 | PA      | $259500.00    | 0.02%             | 2030-04-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                             | COLOMBIA REPUBLIC OF 8.5% 04/25/2035                                                                 | CUSIP: 195325ES0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    280000 | PA      | $302400.00    | 0.02%             | 2035-04-25      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CIFC FDG 2025-III LTD                                                            | CIFC FDG 2025-III LTD E TSFR3M+725 07/21/2038 144A                                                   | CUSIP: 12574PAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250131.25    | 0.02%             | 2038-07-21      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| ACRISURE HOLDINGS INC                                                            | ACRISURE HOLDINGS INC SER A-2 PC                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |    241598 | NS      | $6938694.56   | 0.42%             |  |  |  | No            |                  3 | On Loan: No      |
| OCP SA                                                                           | OCP SA 6.1% 04/30/2030 144A                                                                          | CUSIP: 67091TAH8<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    280000 | PA      | $284550.00    | 0.02%             | 2030-04-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | BOAM SWAP REC 4.025 04/23/30                                                                         | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |   1540000 | NC      | $49670.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | BOAM SWAP PAY 4.025 04/23/30                                                                         | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |   1540000 | NC      | $51077.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | BOAM SWAP REC 3.95 04/29/30                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |   1370000 | NC      | $42012.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | BOAM SWAP PAY 3.95 04/29/30                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |   1370000 | NC      | $47389.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                      | UNITED STATES TREASURY BOND 4.75% 05/15/2055                                                         | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1840000 | PA      | $1791628.13   | 0.11%             | 2055-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO Y CONSTITUCION SA                                                | CELULOSA ARAUCO Y CONSTITUCION SA 6.18% 05/05/2032 144A                                              | CUSIP: 151191BR3<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |    225000 | PA      | $223735.50    | 0.01%             | 2032-05-05      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORPORATION SAB DE CV                                              | ORBIA ADVANCE CORPORATION SAB DE CV 6.8% 05/13/2030 144A                                             | CUSIP: 68560EAC2<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |    670000 | PA      | $652496.25    | 0.04%             | 2030-05-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | BOAM SWAP PAY 4.065 05/02/30                                                                         | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |    590000 | NC      | $19244.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WINDFALL MINING GROUP INC/GROUPE MINIER WINDFALL INC                             | WINDFALL MINING GROUP INC/GROUPE MINIER WINDFALL INC 5.854% 05/13/2032 144A                          | CUSIP: 973244AA4<br>LEI: 984500E4L49391BFF948 | Long             | DBT              | CORP              | CA        |    330000 | PA      | $333771.70    | 0.02%             | 2032-05-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NAVOI MINING METALLURGIC                                                         | NAVOI MINING METALLURGIC 6.75% 05/14/2030 144A                                                       | CUSIP: 63890CAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |    480000 | PA      | $493296.00    | 0.03%             | 2030-05-14      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | BOAM SWAP PAY 4.01 05/07/30                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |   2360000 | NC      | $79484.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UST BILLS                                                                        | UST BILLS 0% 05/14/2026                                                                              | CUSIP: 912797QN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2340000 | PA      | $2329824.91   | 0.14%             | 2026-05-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                    | CARNIVAL CORP 5.875% 06/15/2031 144A                                                                 | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    435000 | PA      | $440346.59    | 0.03%             | 2031-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 6.375% 05/31/2033 144A                                                                 | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1492002.45   | 0.09%             | 2033-05-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ORION US FINCO INC                                                               | OSTTRA TERM B 1LN 10/8/2032                                                                          | CUSIP: 68631KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     60000 | PA      | $59337.60     | 0.00%             | 2032-10-08      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                      | UNITED STATES TREASURY BOND 5% 05/15/2045                                                            | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1020000 | PA      | $1033267.97   | 0.06%             | 2045-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MIDOCEAN CR CLO XIX                                                              | MIDOCEAN CR CLO XIX E TSFR3M+625 07/20/2036 144A                                                     | CUSIP: 59803JAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    100000 | PA      | $96982.90     | 0.01%             | 2036-07-20      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP                                                                       | HERTZ CORP 6% PERP                                                                                   | CUSIP: N/A<br>LEI: 549300PD0C69OJ0NLB27       | Long             | DBT              | CORP              | US        |    575000 | PA      | $0.06         | 0.00%             | 2199-12-31      | Fixed         | 0.06%                 | No            |                  3 | On Loan: No      |
| COREWEAVE INC                                                                    | COREWEAVE INC 9.25% 06/01/2030 144A                                                                  | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |   2180000 | PA      | $2118217.49   | 0.13%             | 2030-06-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                                   | SABRE GLBL INC 11.125% 07/15/2030 144A                                                               | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1251921.00   | 0.08%             | 2030-07-15      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| AHLSTROM HOLDING 3 OY                                                            | AHLSTROM TERM B 1LN 5/23/2030                                                                        | CUSIP: 78475BAB3<br>LEI: 743700UEY0YM039XN974 | Long             | LON              | CORP              | FI        |    432828 | PA      | $427867.51    | 0.03%             | 2030-05-23      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ENDEAVOUR MINING PLC                                                             | ENDEAVOUR MINING PLC 7% 05/28/2030 144A                                                              | CUSIP: 29261HAB1<br>LEI: 529900NI5MXQ91GHXR07 | Long             | DBT              | CORP              | GB        |    630000 | PA      | $639450.00    | 0.04%             | 2030-05-28      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                               | TURKEY REPUBLIC OF 7.25% 05/29/2032                                                                  | CUSIP: 900123DQ0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    200000 | PA      | $200394.00    | 0.01%             | 2032-05-29      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CFC USA 2025 LLC                                                                 | CFC GROUP TERM B 1LN 07/01/2032                                                                      | CUSIP: 12531JAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    670000 | PA      | $638175.00    | 0.04%             | 2032-07-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY                                                        | SAUDI ARABIAN OIL COMPANY 6.375% 06/02/2055 144A                                                     | CUSIP: 80414L3F0<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    780000 | PA      | $775125.00    | 0.05%             | 2055-06-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                                                     | ACRISURE TERM B 1LN 06/21/2032                                                                       | CUSIP: 00488PAX3<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |    785554 | PA      | $760023.02    | 0.05%             | 2032-06-21      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 30YR 6% 06/01/2055#CC0577                                                                       | CUSIP: 3140Y6UB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    327460 | PA      | $339935.14    | 0.02%             | 2055-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                                                  | CEMEX SAB DE CV T5Y+NA PERP 144A                                                                     | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | EP               | CORP              | MX        |    715000 | PA      | $725809.51    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ACRISURE LLC / ACRISURE FINANCE INC                                              | ACRISURE LLC / ACRISURE FINANCE INC 6.75% 07/01/2032 144A                                            | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    505000 | PA      | $486629.67    | 0.03%             | 2032-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GLOBAL PARTNERS LP / GLP FIN CORP                                                | GLOBAL PARTNERS LP / GLP FIN CORP 7.125% 07/01/2033 144A                                             | CUSIP: 37954FAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $257081.57    | 0.02%             | 2033-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                            | FEDERAL HOME LN MTG MLT CTF GT 5330 FA SOFR30A+105 08/25/2053                                        | CUSIP: 3137HAFW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    414066 | PA      | $415037.57    | 0.03%             | 2053-08-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                            | FEDERAL HOME LN MTG MLT CTF GT 5425 FK SOFR30A+120 06/25/2054                                        | CUSIP: 3137HCYX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    281111 | PA      | $282722.02    | 0.02%             | 2054-06-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                            | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+105 04/25/2055                                                | CUSIP: 3137HKUC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    375317 | PA      | $376034.87    | 0.02%             | 2055-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BAHAMAS COMWLTH                                                                  | BAHAMAS COMWLTH 8.25% 06/24/2036 144A                                                                | CUSIP: 056732AP5<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |    385000 | PA      | $412057.42    | 0.03%             | 2036-06-24      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| REALOGY GROUP LLC / REALOGY CO-ISSUER CORP                                       | REALOGY GROUP LLC / REALOGY CO-ISSUER CORP 9.75% 04/15/2030 144A                                     | CUSIP: 75606DAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    585000 | PA      | $621014.94    | 0.04%             | 2030-04-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO LLC                                                      | SKECHERS TERM B 1LN 09/13/2032                                                                       | CUSIP: 07337FAB1<br>LEI: 254900F2FNX3GBTB6202 | Long             | LON              | CORP              | US        |     94762 | PA      | $94880.95     | 0.01%             | 2032-09-13      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                                              | HUNGARY REPUBLIC OF 6.75% 09/23/2055 144A                                                            | CUSIP: 445545AX4<br>LEI: 5299008DH62LEB10JK83 | Long             | DBT              | NUSS              | HU        |    435000 | PA      | $442212.30    | 0.03%             | 2055-09-23      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO LLC                                                      | BEACH ACQUISITION BIDCO LLC PIK VAR 07/15/2033 144A                                                  | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    922292 | PA      | $982256.94    | 0.06%             | 2033-07-15      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| TURKIYE GARANTI BANKASI AS                                                       | TURKIYE GARANTI BANKASI AS 8.125%/VAR 1/08/2036 144A                                                 | CUSIP: 900148AH0<br>LEI: 5493002XSS7K7RHN1V37 | Long             | DBT              | CORP              | TR        |    380000 | PA      | $377036.00    | 0.02%             | 2036-01-08      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| AXIAN TELECOM HOLDING and MANAGEMENT LTD                                         | AXIAN TELECOM HOLDING and MANAGEMENT LTD 7.25% 07/11/2030 144A                                       | CUSIP: 05465QAA7<br>LEI: 984500B7DCD97EB04857 | Long             | DBT              | CORP              | AE        |    280000 | PA      | $277594.80    | 0.02%             | 2030-07-11      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NAVOIYURAN STATE ENTERPRISE                                                      | NAVOIYURAN STATE ENTERPRISE 6.7% 07/02/2030 144A                                                     | CUSIP: 85679AAA6<br>LEI: 254900ACNT2MA4KNLL55 | Long             | DBT              | CORP              | UZ        |    365000 | PA      | $365547.50    | 0.02%             | 2030-07-02      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CZECHOSLOVAK GROUP AS                                                            | CZECHOSLOVAK GROUP AS 6.5% 01/10/2031 144A                                                           | CUSIP: N/A<br>LEI: 315700SWFD7G70AVG768       | Long             | DBT              | CORP              | CZ        |    400000 | PA      | $409800.00    | 0.02%             | 2031-01-10      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CZECHOSLOVAK GROUP AS                                                            | CZECHOSLOVAK GROUP AS 5.25% 01/10/2031 144A                                                          | CUSIP: N/A<br>LEI: 315700SWFD7G70AVG768       | Long             | DBT              | CORP              | CZ        |    110000 | PA      | $130242.62    | 0.01%             | 2031-01-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| YINSON BERGENIA PRODUCTION BV                                                    | YINSON BERGENIA PRODUCTION BV 8.498% 01/31/2045 144A                                                 | CUSIP: 98585VAA6<br>LEI: 549300JDIAWKPMZD5256 | Long             | DBT              | CORP              | NL        |    281210 | PA      | $296465.12    | 0.02%             | 2045-01-31      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| VALE SA                                                                          | VALE SA VAR PFD PERP                                                                                 | CUSIP: N/A<br>LEI: 254900SMTWBX7RU2SR20       | Long             | EP               | CORP              | BR        |     68058 | NS      | $568261.34    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| DAR AL-ARKAN SUKUK CO LTD                                                        | DAR AL-ARKAN SUKUK CO LTD 7.25% 07/02/2030 REGS                                                      | CUSIP: N/A<br>LEI: 5493000UYHRBXEIYUQ69       | Long             | DBT              | CORP              | KY        |    375000 | PA      | $363724.24    | 0.02%             | 2030-07-02      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                               | VENTURE GLOBAL PLAQUEMINES LNG LLC 6.5% 01/15/2034 144A                                              | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   2315000 | PA      | $2413258.51   | 0.15%             | 2034-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                               | VENTURE GLOBAL PLAQUEMINES LNG LLC 6.75% 01/15/2036 144A                                             | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   1455000 | PA      | $1541066.16   | 0.09%             | 2036-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD                                          | SEAGATE DATA STORAGE TECHNOLOGY PTE LTD 8.5% 07/15/2031 144A                                         | CUSIP: 81180LAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    640000 | PA      | $671000.32    | 0.04%             | 2031-07-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                      | GERMANY FEDERAL REPUBLIC OF 2.6% 08/15/2035 REGS                                                     | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |  10950000 | PA      | $12267745.20  | 0.74%             | 2035-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD                                          | SEAGATE DATA STORAGE TECHNOLOGY PTE LTD 8.25% 12/15/2029 144A                                        | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    985000 | PA      | $1034435.18   | 0.06%             | 2029-12-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GUATEMALA, REP OF                                                                | GUATEMALA REP OF 6.25% 08/15/2036 144A                                                               | CUSIP: 401494BA6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    460000 | PA      | $467705.00    | 0.03%             | 2036-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GUATEMALA, REP OF                                                                | GUATEMALA REP OF 6.875% 08/15/2055 144A                                                              | CUSIP: 401494BB4<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    280000 | PA      | $292880.00    | 0.02%             | 2055-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                             | ROMANIA REPUBLIC OF 5.75% 09/16/2030 144A                                                            | CUSIP: 77586RAY6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    374000 | PA      | $372410.50    | 0.02%             | 2030-09-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KNOWBE4 INC                                                                      | KNOWBE4 TERM 1LN 07/26/2032                                                                          | CUSIP: 49925TAD7<br>LEI: 64883ZJ0RS5039H4PN24 | Long             | LON              | CORP              | US        |     79800 | PA      | $70888.73     | 0.00%             | 2032-07-26      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                      | GERMANY FEDERAL REPUBLIC OF 1.9% 09/16/2027 REGS                                                     | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |   9000000 | PA      | $10301615.78  | 0.63%             | 2027-09-16      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MONTEGO BAY AIRPORT REVENUE FINANCE LTD                                          | MONTEGO BAY AIRPORT REVENUE FINANCE LTD 6.6% 06/15/2035 144A                                         | CUSIP: 61238BAA9<br>LEI: 2549008BQQ5ON8H2UC19 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $194250.00    | 0.01%             | 2035-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                                    | COREWEAVE INC 9% 02/01/2031 144A                                                                     | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1156095.46   | 0.07%             | 2031-02-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC NV                                                    | GOLDEN NUGGET TERM B 1LN 01/29/2029                                                                  | CUSIP: 31556PAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1357490 | PA      | $1329158.87   | 0.08%             | 2029-01-29      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA CORPORATION 6.25%/VAR PERP                                                           | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |   2285000 | PA      | $2298762.56   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| STRATEGY INC                                                                     | STRATEGY INC STEP PERP PFD                                                                           | CUSIP: 594972853<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EP               | CORP              | US        |     31953 | NS      | $3195140.24   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED SYS INC                                                                  | APPLIED SYSTEMS TERM B2 1LN 02/24/2031                                                               | CUSIP: 03827FBD2<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |    541791 | PA      | $530651.95    | 0.03%             | 2031-02-24      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                                          | UKG TERM B 1LN 02/10/2031                                                                            | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |   3804815 | PA      | $3630288.24   | 0.22%             | 2031-02-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| VS BUYER LLC                                                                     | VEEAM SOFTWARE TERM B 1LN 04/14/2031                                                                 | CUSIP: 91834WAG5<br>LEI: 254900G5QLDMHSCYJK25 | Long             | LON              | CORP              | US        |   1675619 | PA      | $1633728.64   | 0.10%             | 2031-04-14      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                              | MEDLINE TERM B 1LN 10/23/2028                                                                        | CUSIP: 58503UAH6<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |    191410 | PA      | $191660.95    | 0.01%             | 2028-10-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                            | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+53 06/25/2030                                                 | CUSIP: 3137HMCF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1300000 | PA      | $1297771.54   | 0.08%             | 2030-06-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 4% 07/31/2032                                                                              | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    270000 | PA      | $268639.45    | 0.02%             | 2032-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                                         | EAGLE FUNDING LUXCO SARL 5.5% 08/17/2030 144A                                                        | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | CORP              | LU        |    970000 | PA      | $972425.00    | 0.06%             | 2030-08-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                                                       | AUSTRALIA COMMONWEALTH OF 4.25% 10/21/2036 REGS                                                      | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |   4700000 | PA      | $3053906.21   | 0.19%             | 2036-10-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                                              | LBM ACQUISITION LLC 9.5% 06/15/2031 144A                                                             | CUSIP: 52109SAB5<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |    900000 | PA      | $783401.94    | 0.05%             | 2031-06-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ALLIANT HLDGS INTERMEDIATE LLC                                                   | ALLIANT HOLDINGS TERM B 1LN 09/19/2031                                                               | CUSIP: 01881UAN5<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |   1594579 | PA      | $1580801.55   | 0.10%             | 2031-09-19      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                                             | SHEARER'S FOODS TERM B 1LN 02/12/2031                                                                | CUSIP: 31659LAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     98259 | PA      | $95680.02     | 0.01%             | 2031-02-12      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                      | UNITED STATES TREASURY BOND 4.75% 08/15/2055                                                         | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2350000 | PA      | $2290148.44   | 0.14%             | 2055-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 4.25% 08/15/2035                                                                           | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2510000 | PA      | $2500587.50   | 0.15%             | 2035-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RED PLANET BORROWER LLC                                                          | RED PLANET TERM B 1LN 9/8/2032                                                                       | CUSIP: 57165KAE6<br>LEI: 254900LGTHBRY5NA0C90 | Long             | LON              | CORP              | US        |    430000 | PA      | $419895.00    | 0.03%             | 2032-09-08      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                            | LEVEL 3 FINANCING INC 7% 03/31/2034 144A                                                             | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   1920000 | PA      | $1965284.91   | 0.12%             | 2034-03-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                                                         | LINDBLAD EXPEDITIONS LLC 7% 09/15/2030 144A                                                          | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |    390000 | PA      | $398186.49    | 0.02%             | 2030-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NEXUS BUYER LLC                                                                  | INTRAFI NETWORK TERM B 1LN 07/31/2031                                                                | CUSIP: 65343UAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    573562 | PA      | $554285.06    | 0.03%             | 2031-07-31      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                       | FIRST QUANTUM MINERALS LTD 7.25% 02/15/2034 144A                                                     | CUSIP: 335934AX3<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    840000 | PA      | $850432.80    | 0.05%             | 2034-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PETSMART INC / PETSMART FINANCE CORP                                             | PETSMART INC / PETSMART FINANCE CORP 7.5% 09/15/2032 144A                                            | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    720000 | PA      | $723506.40    | 0.04%             | 2032-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 6.25% 01/31/2034 144A                                                                  | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    230000 | PA      | $232537.13    | 0.01%             | 2034-01-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 6.75% 01/31/2034 144A                                                                  | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    865000 | PA      | $876335.83    | 0.05%             | 2034-01-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM GROUP INC                                                              | TRANSDIGM TERM M 1LN 8/19/2032                                                                       | CUSIP: 89364MCE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1044750 | PA      | $1044499.26   | 0.06%             | 2032-08-19      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                        | BLOCK INC 5.625% 08/15/2030 144A                                                                     | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    645000 | PA      | $641435.79    | 0.04%             | 2030-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                        | BLOCK INC 6% 08/15/2033 144A                                                                         | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    510000 | PA      | $501576.60    | 0.03%             | 2033-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                      | UNITED STATES TREASURY BOND 4.875% 08/15/2045                                                        | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    650000 | PA      | $647867.19    | 0.04%             | 2045-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF                                                   | BRAZIL FEDERATIVE REPUBLIC OF 7.25% 01/12/2056                                                       | CUSIP: 105756CN8<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    355000 | PA      | $347545.00    | 0.02%             | 2056-01-12      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                                                                  | ANTOFAGASTA PLC 5.625% 09/09/2035 144A                                                               | CUSIP: 03718NAD8<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $248000.00    | 0.02%             | 2035-09-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SUZANO NETHERLANDS BV                                                            | SUZANO NETHERLANDS BV 5.5% 01/15/2036                                                                | CUSIP: 86960YAA0<br>LEI: 9845009ZB9F5D6DB3602 | Long             | DBT              | CORP              | NL        |    460000 | PA      | $445050.00    | 0.03%             | 2036-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 4.65% 10/01/2055 144A REGS                                                         | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |   1700000 | PA      | $1994737.47   | 0.12%             | 2055-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KALLPA GENERACION SA                                                             | KALLPA GENERACION SA 5.5% 09/11/2035 144A                                                            | CUSIP: 48344FAC4<br>LEI: 549300NG1PWEI5BZG095 | Long             | DBT              | CORP              | PE        |    240000 | PA      | $234624.00    | 0.01%             | 2035-09-11      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 30YR 6% 08/01/2055#CC0868                                                                       | CUSIP: 3140Y66E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    517654 | PA      | $535918.60    | 0.03%             | 2055-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SILK ROAD GROUP HOLDING LLC                                                      | SILK ROAD GROUP HOLDING LLC 7.5% 09/15/2030 144A                                                     | CUSIP: 82710NAA6<br>LEI: 254900J9KTY8FE4C8227 | Long             | DBT              | CORP              | GE        |    315000 | PA      | $314524.35    | 0.02%             | 2030-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                | EURO-BUXL 30Y BND FUT JUN26 UBM6                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |       -31 | NC      | $34941.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGUATE TRUST 2 0                                                              | ENERGUATE TRUST 2 0 6.35% 09/15/2035 144A                                                            | CUSIP: 29277RAB1<br>LEI: 2549000ZL9MU01FZK194 | Long             | DBT              | CORP              | KY        |    495000 | PA      | $485397.00    | 0.03%             | 2035-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AVALARA INC                                                                      | AVALARA TERM B 1LN 03/29/2032                                                                        | CUSIP: 05338KAD9<br>LEI: 549300Q16CMW239SS315 | Long             | LON              | CORP              | US        |   1293508 | PA      | $1262321.64   | 0.08%             | 2032-03-29      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                                                    | TOPBUILD CORP 5.625% 01/31/2034 144A                                                                 | CUSIP: 89055FAD5<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |    430000 | PA      | $420871.83    | 0.03%             | 2034-01-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                              | MSCS SWAP PAY 3.853 09/16/30                                                                         | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DIR              | CORP              | US        |   1800000 | NC      | $67616.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | BOAM SWAP PAY 3.565 09/15/26                                                                         | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |   3040000 | NC      | $110835.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WEBER-STEPHEN PRODUCTS LLC                                                       | WEBER BLACKSTONE TERM B 1LN 10/1/2032                                                                | CUSIP: 94767KAR2<br>LEI: 549300XU8TJBBGLK8V26 | Long             | LON              | CORP              | US        |    575000 | PA      | $560912.50    | 0.03%             | 2032-10-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ACCELYA LUX FINCO SARL                                                           | ACCELYA TERM B 1LN 10/1/2032                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |    573562 | PA      | $524092.73    | 0.03%             | 2032-10-01      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                     | MEXICO UNITED MEXICAN STATES 5.375% 03/22/2033                                                       | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    330000 | PA      | $322410.00    | 0.02%             | 2033-03-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                           | US ULTRA BOND CBT FUT JUN26 WNM6                                                                     | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       581 | NC      | $-1418837.50  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                           | US 10YR NOTE FUT (CBT)JUN26 TYM6                                                                     | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |      1194 | NC      | $-1699502.43  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| TURKIYE IHRACAT KREDI BANKASI AS                                                 | TURKIYE IHRACAT KREDI BANKASI AS 6.375% 10/03/2030 144A                                              | CUSIP: 90015LAL1<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | CORP              | TR        |    465000 | PA      | $449160.94    | 0.03%             | 2030-10-03      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                                                          | PARK RIVER HOLDINGS INC 8% 03/15/2031 144A                                                           | CUSIP: 70082LAC1<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |    265000 | PA      | $263776.28    | 0.02%             | 2031-03-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                            | MINERAL RESOURCES LTD 7% 04/01/2031 144A                                                             | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    380000 | PA      | $388270.70    | 0.02%             | 2031-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL AND GAS INC                                                         | NORTHERN OIL AND GAS INC 7.875% 10/15/2033 144A                                                      | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    530000 | PA      | $548366.09    | 0.03%             | 2033-10-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINANCE BV                                                   | EMBRAER NETHERLANDS FINANCE BV 5.4% 01/09/2038                                                       | CUSIP: 29082HAF9<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |    265000 | PA      | $253308.20    | 0.02%             | 2038-01-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                                                          | PRIMESOURCE TERM B 1LN 3/15/2031                                                                     | CUSIP: 70082HAE6<br>LEI: 254900PGY077KWCROT75 | Long             | LON              | CORP              | US        |     70000 | PA      | $68276.60     | 0.00%             | 2031-03-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                   | NRG ENERGY INC 5.75% 01/15/2034 144A                                                                 | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    575000 | PA      | $566989.96    | 0.03%             | 2034-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                   | NRG ENERGY INC 6% 01/15/2036 144A                                                                    | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1139649.77   | 0.07%             | 2036-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORPORATION                                             | OLYMPUS WATER US HOLDING CORPORATION 7.25% 02/15/2033 144A                                           | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1373905.73   | 0.08%             | 2033-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CORPORACION INMOBILIARIA VESTA SAB. DE CV.                                       | CORPORACION INMO VESTA SAB CV 5.5% 01/30/2033 144A                                                   | CUSIP: 21989DAB8<br>LEI: 4469000001BIRIFZJ959 | Long             | DBT              | CORP              | MX        |    355000 | PA      | $343018.75    | 0.02%             | 2033-01-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                           | US 2YR NOTE (CBT) FUT JUN26 TUM6                                                                     | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       177 | NC      | $-121096.93   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| SESI LLC                                                                         | SESI LLC 7.875% 09/30/2030 144A                                                                      | CUSIP: 78412FAX2<br>LEI: XDZ56K6RXS5J1ESBZS35 | Long             | DBT              | CORP              | US        |    290000 | PA      | $295716.48    | 0.02%             | 2030-09-30      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC/DE                                                                 | WOLFSPEED INC/DE                                                                                     | CUSIP: 97785W106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43692 | NS      | $713053.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WOLFSPEED INC/DE                                                                 | WOLFSPEED INC/DE PIK VAR 06/15/2031                                                                  | CUSIP: 977852AS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    527869 | PA      | $418336.18    | 0.03%             | 2031-06-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC/DE                                                                 | WOLFSPEED INC/DE CONV 2.5% 06/15/2031                                                                | CUSIP: 977852AP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    417000 | PA      | $594746.25    | 0.04%             | 2031-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC/DE                                                                 | WOLFSPEED INC/DE PIK VAR 06/23/2030 144A                                                             | CUSIP: 977852AK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    177813 | PA      | $193992.74    | 0.01%             | 2030-06-23      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| EGYPTIAN FINANCIAL CO FOR SOVEREIGN TASKEEK/THE                                  | EGYPTIAN FINANCIAL CO FOR SOVEREIGN TASKEEK/THE 7.95% 10/07/2032 144A                                | CUSIP: 282370AC9<br>LEI: 894500CX5LI3HIC87H85 | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $200900.00    | 0.01%             | 2032-10-07      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| TURK TELEKOMUNIKASYON                                                            | TURK TELEKOMUNIKASYON 6.95% 10/07/2032 144A                                                          | CUSIP: 90011QAE0<br>LEI: 789000A2TXOI10JZLF90 | Long             | DBT              | CORP              | TR        |    250000 | PA      | $243397.50    | 0.01%             | 2032-10-07      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                    | CARNIVAL CORP 5.125% 05/01/2029 144A                                                                 | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    575000 | PA      | $570069.15    | 0.03%             | 2029-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNATIONAL LTD                                                     | TRANSOCEAN INTERNATIONAL LTD 7.875% 10/15/2032 144A                                                  | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    195000 | PA      | $208237.38    | 0.01%             | 2032-10-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                 | ALTICE FRANCE SA 6.5% 04/15/2032 144A                                                                | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   3692838 | PA      | $3489895.02   | 0.21%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                 | ALTICE FRANCE SA 6.875% 10/15/2030 144A                                                              | CUSIP: 02090DAB4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   1032775 | PA      | $987891.87    | 0.06%             | 2030-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                 | ALTICE FRANCE SA 6.875% 07/15/2032 144A                                                              | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   2294209 | PA      | $2173828.34   | 0.13%             | 2032-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                 | ALTICE FRANCE SA 6.5% 10/15/2031 144A                                                                | CUSIP: 02090DAC2<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    102896 | PA      | $97572.04     | 0.01%             | 2031-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BAHRAIN KINGDOM                                                                  | BAHRAIN KINGDOM 6.625% 10/06/2037 144A                                                               | CUSIP: 056909AA2<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    200000 | PA      | $181316.00    | 0.01%             | 2037-10-06      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BAHRAIN KINGDOM                                                                  | BAHRAIN KINGDOM 5.875% 02/06/2034 144A                                                               | CUSIP: 124808AC0<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    245000 | PA      | $227769.15    | 0.01%             | 2034-02-06      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                                             | ALPHA GENERATION LLC 6.25% 01/15/2034 144A                                                           | CUSIP: 02073LAC5<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |    430000 | PA      | $422407.75    | 0.03%             | 2034-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC/DE                                                                 | WOLFSPEED INC/DE CONV 2.5% 06/15/2031 144A                                                           | CUSIP: 977852AQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    472000 | PA      | $673190.00    | 0.04%             | 2031-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KENYA REPUBLIC OF                                                                | KENYA REPUBLIC OF 8.8% 10/09/2038 144A                                                               | CUSIP: 491798AQ7<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    200000 | PA      | $183200.00    | 0.01%             | 2038-10-09      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                             | ROMANIA REPUBLIC OF 6.125% 10/07/2037 144A                                                           | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    435000 | PA      | $486644.99    | 0.03%             | 2037-10-07      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 3.5% 10/15/2028                                                                            | CUSIP: 91282CPC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4470000 | PA      | $4435684.70   | 0.27%             | 2028-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                                         | LUXCO 3                                                                                              | CUSIP: N/A<br>LEI: 5299000JVHXKJPOE6H40       | Long             | EC               | CORP              | LU        |     46642 | NS      | $691680.13    | 0.04%             |  |  |  | No            |                  3 | On Loan: No      |
| PETRORIO LUXEMBOURG HOLDING SARL                                                 | PETRORIO LUXEMBOURG HOLDING SARL 6.75% 10/15/2030 144A                                               | CUSIP: 74259PAA5<br>LEI: 2221003VQP4JY7T31H94 | Long             | DBT              | CORP              | LU        |    450000 | PA      | $437737.50    | 0.03%             | 2030-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ANGOLA REPUBLIC                                                                  | ANGOLA REPUBLIC 9.244% 01/15/2031 144A                                                               | CUSIP: 035198AH3<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    335000 | PA      | $338664.06    | 0.02%             | 2031-01-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ANGOLA REPUBLIC                                                                  | ANGOLA REPUBLIC 9.875% 10/15/2035 144A                                                               | CUSIP: 035198AJ9<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    200000 | PA      | $200300.00    | 0.01%             | 2035-10-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC / ION PLATFORM FINANCE SARL                          | ION PLATFORM FINANCE US INC / ION PLATFORM FINANCE SARL 5% 05/01/2028 144A                           | CUSIP: 46206AAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $401640.25    | 0.02%             | 2028-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC / ION PLATFORM FINANCE SARL                          | ION PLATFORM FINANCE US INC / ION PLATFORM FINANCE SARL 5.75% 05/15/2028 144A                        | CUSIP: 46206AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    575000 | PA      | $545591.45    | 0.03%             | 2028-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                 | SFR TERM B14 1LN 5/31/2031                                                                           | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | LON              | CORP              | FR        |    727422 | PA      | $727880.55    | 0.04%             | 2031-05-31      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                                                        | EGYPT (ARAB) REPUBLIC OF 0% 04/14/2026                                                               | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |  10750000 | PA      | $195443.79    | 0.01%             | 2026-04-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                          | TALEN ENERGY SUPPLY LLC 6.25% 02/01/2034 144A                                                        | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    430000 | PA      | $425209.11    | 0.03%             | 2034-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                          | TALEN ENERGY SUPPLY LLC 6.5% 02/01/2036 144A                                                         | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    430000 | PA      | $432980.21    | 0.03%             | 2036-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| INRETAIL SHOPPING MALLS                                                          | INRETAIL SHOPPING MALLS 5.65% 10/16/2032 144A                                                        | CUSIP: 45780UAC8<br>LEI: 254900340JT2D5SHMA49 | Long             | DBT              | CORP              | PE        |    365000 | PA      | $355327.50    | 0.02%             | 2032-10-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                                                                 | WULF COMPUTE LLC 7.75% 10/15/2030 144A                                                               | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1489918.80   | 0.09%             | 2030-10-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 4.125% 03/07/2031 REGS                                             | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |  16750000 | PA      | $21834161.99  | 1.33%             | 2031-03-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VOLCAN CIA MINERA SAA                                                            | VOLCAN CIA MINERA SAA 8.5% 10/28/2032 144A                                                           | CUSIP: 92863UAD8<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |    690000 | PA      | $702006.00    | 0.04%             | 2032-10-28      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                               | TURKEY REPUBLIC OF 6.8% 11/04/2036                                                                   | CUSIP: 900123DS6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    510000 | PA      | $481312.50    | 0.03%             | 2036-11-04      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PING IDENTITY HOLDING CORP                                                       | PING IDENTITY TERM 1LN 11/15/2032                                                                    | CUSIP: 72342MAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     85000 | PA      | $83831.25     | 0.01%             | 2032-11-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| TECPETROL SA                                                                     | TECPETROL SA 7.625% 11/03/2030 144A                                                                  | CUSIP: 87876TAH7<br>LEI: 529900C0GOV3UC7ZMZ16 | Long             | DBT              | CORP              | AR        |    275000 | PA      | $277752.75    | 0.02%             | 2030-11-03      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                                                        | UST BILLS 0% 05/07/2026                                                                              | CUSIP: 912797SP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    480000 | PA      | $478251.60    | 0.03%             | 2026-05-07      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MEDLINE INC                                                                      | MEDLINE INC                                                                                          | CUSIP: 58507V107<br>LEI: 984500FAN6J1P8566D43 | Long             | EC               | CORP              | US        |      2900 | NS      | $129050.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                        | GNII II 2.5% 04/01/2056 #TBA                                                                         | CUSIP: 21H022648<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |   -325000 | PA      | $-279011.79   | -0.02%            | 2056-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                        | GNII II 5.5% 04/01/2056 #TBA                                                                         | CUSIP: 21H052645<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5000000 | PA      | $5027650.50   | 0.31%             | 2056-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                        | GNII II 5.5% 04/01/2056 #TBA                                                                         | CUSIP: 21H052645<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |  -3800000 | PA      | $-3821014.38  | -0.23%            | 2056-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                        | GNII II 6% 04/01/2056 #TBA                                                                           | CUSIP: 21H060648<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |  -1650000 | PA      | $-1677199.26  | -0.10%            | 2056-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                        | GNII II 6% 04/01/2056 #TBA                                                                           | CUSIP: 21H060648<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1650000 | PA      | $1677199.26   | 0.10%             | 2056-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                             | UMBS 30YR 2% 04/01/2056 #TBA                                                                         | CUSIP: 01F020646<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -5200000 | PA      | $-4179296.68  | -0.25%            | 2056-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                             | UMBS 30YR 2.5% 04/01/2056 #TBA                                                                       | CUSIP: 01F022642<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -4350000 | PA      | $-3656718.75  | -0.22%            | 2056-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                             | UMBS 30YR 3% 04/01/2056 #TBA                                                                         | CUSIP: 01F030645<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -4500000 | PA      | $-3954726.45  | -0.24%            | 2056-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                             | UMBS 30YR 3.5% 04/01/2056 #TBA                                                                       | CUSIP: 01F032641<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -5600000 | PA      | $-5130562.64  | -0.31%            | 2056-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                             | UMBS 30YR 4% 04/01/2056 #TBA                                                                         | CUSIP: 01F040644<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    525000 | PA      | $494750.97    | 0.03%             | 2056-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                             | UMBS 30YR 4% 04/01/2056 #TBA                                                                         | CUSIP: 01F040644<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -525000 | PA      | $-494750.97   | -0.03%            | 2056-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                             | UMBS 30YR 4.5% 04/01/2056 #TBA                                                                       | CUSIP: 01F042640<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -5100000 | PA      | $-4917515.88  | -0.30%            | 2056-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | ALPHABET INC 4.375% 11/06/2064                                                                       | CUSIP: 02079KBG1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1519000 | PA      | $1656950.14   | 0.10%             | 2064-11-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                             | NEPTUNE BIDCO US INC 10.375% 05/15/2031 144A                                                         | CUSIP: 640695AC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    430000 | PA      | $433873.44    | 0.03%             | 2031-05-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                                            | NABORS INDUSTRIES INC 7.625% 11/15/2032 144A                                                         | CUSIP: 62957HAR6<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    285000 | PA      | $291739.55    | 0.02%             | 2032-11-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CIPHER COMPUTE LLC                                                               | CIPHER COMPUTE LLC 7.125% 11/15/2030 144A                                                            | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    620000 | PA      | $642337.98    | 0.04%             | 2030-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                                      | WAYFAIR LLC 6.75% 11/15/2032 144A                                                                    | CUSIP: 94419NAC1<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    450000 | PA      | $453416.34    | 0.03%             | 2032-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NIGERIA REPUBLIC OF                                                              | NIGERIA REPUBLIC 9.1297% 01/13/2046 144A                                                             | CUSIP: 65412AFG2<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    255000 | PA      | $265965.00    | 0.02%             | 2046-01-13      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                      | UNITED STATES TREASURY BOND 4.625% 11/15/2055                                                        | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3740000 | PA      | $3573453.13   | 0.22%             | 2055-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 4% 11/15/2035                                                                              | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7950000 | PA      | $7754976.56   | 0.47%             | 2035-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                        | SUNOCO LP 6.625% 08/15/2032 144A                                                                     | CUSIP: 86765KAL3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    280000 | PA      | $284386.76    | 0.02%             | 2032-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                        | SUNOCO LP 4.625% 05/01/2030 144A                                                                     | CUSIP: 86765KAK5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    550000 | PA      | $529302.96    | 0.03%             | 2030-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                        | SUNOCO LP 4.5% 10/01/2029 144A                                                                       | CUSIP: 86765KAJ8<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    440000 | PA      | $425164.26    | 0.03%             | 2029-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| APLD COMPUTECO LLC                                                               | APLD COMPUTECO LLC 9.25% 12/15/2030 144A                                                             | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1473360.46   | 0.09%             | 2030-12-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING PARTNERS LP                                             | NEXTERA ENERGY OPERATING PARTNERS LP 7.75% 04/15/2034 144A                                           | CUSIP: 98379YAA0<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    815000 | PA      | $841692.88    | 0.05%             | 2034-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| SYNERGY INFRASTRUCTURE HOLDINGS LLC                                              | SYNERGY INFRASTRUCTURE HOLDINGS LLC 7.875% 12/01/2030 144A                                           | CUSIP: 87191JAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    335000 | PA      | $341473.21    | 0.02%             | 2030-12-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS LLC                                                     | FOCUS FINANCIAL TERM B 1LN 09/15/2031                                                                | CUSIP: 34416DBD9<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |   1110966 | PA      | $1073581.67   | 0.07%             | 2031-09-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LTD                                                                | VALE OVERSEAS LTD T5Y+NA 02/25/2056 144A                                                             | CUSIP: 91911TAT0<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    305000 | PA      | $301004.50    | 0.02%             | 2056-02-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC        | ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC 6.25% 01/30/2031 144A      | CUSIP: 03969YAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $282552.68    | 0.02%             | 2031-01-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 3.75% 11/30/2032                                                                           | CUSIP: 91282CPM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1760000 | PA      | $1722531.25   | 0.10%             | 2032-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUTIONS HOLDING CO                                            | MAUSER PACKAGING SOLUTIONS HOLDING CO 7.875% 04/15/2030 144A                                         | CUSIP: 57763RAE7<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    305000 | PA      | $305000.00    | 0.02%             | 2030-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CSC SERVICEWORKS EAST LLC                                                        | CSC SERVICEWORKS TERM Initial FL1O 1LN 09/04/2030                                                    | CUSIP: 22946QAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    268025 | PA      | $272827.72    | 0.02%             | 2030-09-04      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| CSC SERVICEWORKS EAST LLC                                                        | CSC SERVICEWORKS TERM Exchange FLSO TL 1LN 09/04/2030                                                | CUSIP: 22946QAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1562244 | PA      | $1222456.19   | 0.07%             | 2030-09-04      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CANACOL ENERGY LTD                                                               | CANACOL ENERGY LTD TERM DIP 1LN 06/30/2026                                                           | CUSIP: N/A<br>LEI: 549300X5MNRWPMSM9N14       | Long             | LON              | CORP              | CA        |     23425 | PA      | $23425.20     | 0.00%             | 2026-06-30      | Variable      | 0.13%                 | No            |                  3 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                 | HILTON DOMESTIC OPERATING CO INC 5.5% 03/31/2034 144A                                                | CUSIP: 432833AT8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    425000 | PA      | $415215.18    | 0.03%             | 2034-03-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                        | GNII II 5.5% 05/01/2056 #TBA                                                                         | CUSIP: 21H052652<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3400000 | PA      | $3411896.26   | 0.21%             | 2056-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                             | UMBS 30YR 4% 05/01/2056 #TBA                                                                         | CUSIP: 01F040651<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -525000 | PA      | $-494361.32   | -0.03%            | 2056-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NATIONAL MENTOR HOLDINGS INC                                                     | NATIONAL MENTOR HOLDINGS INC 10.5% 12/15/2030 144A                                                   | CUSIP: 63688RAF4<br>LEI: 5493004QULJVJP3CNZ62 | Long             | DBT              | CORP              | US        |    570000 | PA      | $588340.89    | 0.04%             | 2030-12-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                   | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+120 09/25/2053                                                | CUSIP: 3136BQY60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    283395 | PA      | $285365.56    | 0.02%             | 2053-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                                                        | EGYPT (ARAB) REPUBLIC OF 0% 06/09/2026                                                               | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |  14700000 | PA      | $256313.90    | 0.02%             | 2026-06-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA REPUBLIC OF                                                         | SOUTH AFRICA REPUBLIC OF 7.25% 12/11/2055 144A                                                       | CUSIP: 836205BJ2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    200000 | PA      | $182900.00    | 0.01%             | 2055-12-11      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA REPUBLIC OF                                                         | SOUTH AFRICA REPUBLIC OF 6.125% 12/11/2037 144A                                                      | CUSIP: 836205BH6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    200000 | PA      | $185676.00    | 0.01%             | 2037-12-11      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PAREXEL INTERNATIONAL CORP                                                       | PAREXEL TERM B 1LN 12/12/2031                                                                        | CUSIP: 71911KAF1<br>LEI: 549300GCZVUYB6P2OA17 | Long             | LON              | CORP              | US        |    305423 | PA      | $304149.61    | 0.02%             | 2031-12-12      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                               | VENTURE GLOBAL PLAQUEMINES LNG LLC 6.5% 06/15/2034 144A                                              | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    450000 | PA      | $468428.40    | 0.03%             | 2034-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                               | VENTURE GLOBAL PLAQUEMINES LNG LLC 6.125% 12/15/2030 144A                                            | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    425000 | PA      | $437081.05    | 0.03%             | 2030-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MERCADOLIBRE INC                                                                 | MERCADOLIBRE INC 4.9% 01/15/2033                                                                     | CUSIP: 58733RAG7<br>LEI: 549300DKPDN9M5S8GB14 | Long             | DBT              | CORP              | US        |    365000 | PA      | $353265.25    | 0.02%             | 2033-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 3.5% 12/15/2028                                                                            | CUSIP: 91282CPP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4480000 | PA      | $4442900.00   | 0.27%             | 2028-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ASURION LLC AND ASURION CO-ISSUER INC                                            | ASURION LLC AND ASURION CO-ISSUER INC 8% 12/31/2032 144A                                             | CUSIP: 045941AA9<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |    710000 | PA      | $736588.07    | 0.04%             | 2032-12-31      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                                               | BAUSCH and LOMB TERM B 1LN 01/15/2031                                                                | CUSIP: N/A<br>LEI: 549300NY6OZM39SO6475       | Long             | LON              | CORP              | CA        |    154225 | PA      | $154417.78    | 0.01%             | 2031-01-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| DG INVESTMENT INTERMEDIATE HOLDINGS 2 INC                                        | CONVERGINT TECH TERM B 1LN 07/09/2032                                                                | CUSIP: 23344MAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     95765 | PA      | $95645.39     | 0.01%             | 2032-07-09      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                                                        | UST BILLS 0% 06/25/2026                                                                              | CUSIP: 912797TE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    980000 | PA      | $971698.92    | 0.06%             | 2026-06-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 3.875% 12/31/2032                                                                          | CUSIP: 91282CPQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1400000 | PA      | $1379710.93   | 0.08%             | 2032-12-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 3.625% 12/31/2030                                                                          | CUSIP: 91282CPR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1900000 | PA      | $1874171.88   | 0.11%             | 2030-12-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                               | UKRAINE GOVERNMENT STEP 02/01/2032 144A                                                              | CUSIP: 903724CH3<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    495800 | PA      | $356976.00    | 0.02%             | 2032-02-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA KINGDOM OF                                                          | SAUDI ARABIA KINGDOM OF 4.375% 01/12/2031 144A                                                       | CUSIP: 80413TBQ1<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    260000 | PA      | $253858.80    | 0.02%             | 2031-01-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA KINGDOM OF                                                          | SAUDI ARABIA KINGDOM OF 4.875% 01/12/2036 144A                                                       | CUSIP: 80413TBR9<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    270000 | PA      | $261697.50    | 0.02%             | 2036-01-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                     | MEXICO UNITED MEXICAN STATES 5.625% 02/09/2034                                                       | CUSIP: 91087BBQ2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    370000 | PA      | $363340.00    | 0.02%             | 2034-02-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                     | MEXICO UNITED MEXICAN STATES 6.125% 02/09/2038                                                       | CUSIP: 91087BBR0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    265000 | PA      | $258905.00    | 0.02%             | 2038-02-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                     | MEXICO UNITED MEXICAN STATES 6.75% 02/09/2056                                                        | CUSIP: 91087BBS8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    310000 | PA      | $301010.00    | 0.02%             | 2056-02-09      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ISRAEL, STATE OF                                                                 | ISRAEL STATE OF 5% 01/13/2036                                                                        | CUSIP: 46515CJZ8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    445000 | PA      | $428899.04    | 0.03%             | 2036-01-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ISRAEL, STATE OF                                                                 | ISRAEL STATE OF 5.875% 01/13/2056                                                                    | CUSIP: 46515CKR4<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    450000 | PA      | $425035.17    | 0.03%             | 2056-01-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INSTALLED BUILDING PRODUCTS INC                                                  | INSTALLED BLDG PRODS INC 5.625% 02/01/2034 144A                                                      | CUSIP: 45780RAB7<br>LEI: 549300I95Y9P9YM5FI86 | Long             | DBT              | CORP              | US        |    425000 | PA      | $414713.30    | 0.03%             | 2034-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALDAR PROPERTIES PJSC                                                            | ALDAR PROPERTIES PJSC T5Y+NA 04/14/2056 144A                                                         | CUSIP: 013917AA7<br>LEI: 98450048CD8AEF13B480 | Long             | DBT              | CORP              | AE        |    260000 | PA      | $238058.60    | 0.01%             | 2056-04-14      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AMNEAL PHARMACEUTICALS LLC                                                       | AMNEAL PHARMACEUTICALS TERM B 1LN 08/02/2032                                                         | CUSIP: 03167DAS3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | LON              | CORP              | US        |     64838 | PA      | $64999.59     | 0.00%             | 2032-08-02      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                               | TURKEY REPUBLIC OF 6.3% 03/14/2033                                                                   | CUSIP: 900123DT4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    215000 | PA      | $203228.75    | 0.01%             | 2033-03-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                               | TURKEY REPUBLIC OF 6.875% 01/14/2038                                                                 | CUSIP: 900123DU1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    450000 | PA      | $420813.00    | 0.03%             | 2038-01-14      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BANK HAPOALIM B M                                                                | BANK HAPOALIM B M 5.252% 01/14/2033 144A REGS                                                        | CUSIP: N/A<br>LEI: B6ARUI4946ST4S7WOU88       | Long             | DBT              | CORP              | IL        |    200000 | PA      | $197540.93    | 0.01%             | 2033-01-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SGUS LLC                                                                         | SGUS LLC 10% 07/15/2026 Second Out                                                                   | CUSIP: 81881KAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      9559 | PA      | $2867.75      | 0.00%             | 2026-07-15      | Variable      | 0.16%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                      | GERMANY FEDERAL REPUBLIC OF 2.9% 02/15/2036 REGS                                                     | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |  16700000 | PA      | $19219962.68  | 1.17%             | 2036-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TURKIYE IHRACAT KREDI BANKASI AS                                                 | TURKIYE IHRACAT KREDI BANKASI AS 6.375% 01/15/2031 144A                                              | CUSIP: 90015LAM9<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | CORP              | TR        |    440000 | PA      | $423222.80    | 0.03%             | 2031-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 3.5% 01/15/2029                                                                            | CUSIP: 91282CPT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6220000 | PA      | $6167032.84   | 0.37%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                                              | HUNGARY REPUBLIC OF 4.25% 05/26/2033 REGS                                                            | CUSIP: N/A<br>LEI: 5299008DH62LEB10JK83       | Long             | DBT              | NUSS              | HU        |    210000 | PA      | $238784.16    | 0.01%             | 2033-05-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                             | COLOMBIA REPUBLIC OF 6.125% 01/21/2031                                                               | CUSIP: 195325EU5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $196800.00    | 0.01%             | 2031-01-21      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                             | COLOMBIA REPUBLIC OF 5.375% 01/21/2029                                                               | CUSIP: 195325ET8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    365000 | PA      | $362262.50    | 0.02%             | 2029-01-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                             | COLOMBIA REPUBLIC OF 6.5% 01/21/2033                                                                 | CUSIP: 195325EV3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    210000 | PA      | $205275.00    | 0.01%             | 2033-01-21      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AZUL SA                                                                          | AZUL SA SPON RESTRICTED ADR                                                                          | CUSIP: 05501U502<br>LEI: 549300Z0MWZ57Q9RR205 | Long             | EC               | CORP              | BR        |     29038 | NS      | $413791.50    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                                                         | AZULE ENERGY FINANCE PLC 8.25% 01/22/2031 144A                                                       | CUSIP: 05501YAB4<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |    275000 | PA      | $277623.50    | 0.02%             | 2031-01-22      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BELRON FINANCE 2019 LLC                                                          | BELRON TERM B 1LN 10/16/2031                                                                         | CUSIP: 08078UAQ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    211790 | PA      | $211577.97    | 0.01%             | 2031-10-16      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ALERA GROUP INTER HLDGS INC                                                      | ALERA TERM B 1LN 05/28/2032                                                                          | CUSIP: 01451PAE6<br>LEI: 2549003D76KZAKICNX26 | Long             | LON              | CORP              | US        |    179101 | PA      | $173463.02    | 0.01%             | 2032-05-28      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SOC QUIMICA Y MINERA DE CHILE                                                    | SOC QUIMICA Y MINERA DE CHILE 5.625%/VAR 04/22/2056 144A                                             | CUSIP: 833636AQ6<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |    420000 | PA      | $409342.50    | 0.02%             | 2056-04-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                             | NEPTUNE BIDCO US INC 9.5% 02/15/2033 144A                                                            | CUSIP: 640695AD4<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242559.75    | 0.01%             | 2033-02-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                            | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+52 11/25/2030                                                 | CUSIP: 3137HPUB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    799817 | PA      | $798689.74    | 0.05%             | 2030-10-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MA'ADEN SUKUK LTD                                                                | MA'ADEN SUKUK LTD 5.25% 01/29/2036 144A                                                              | CUSIP: 55407NAD4<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | CORP              | KY        |    290000 | PA      | $282112.00    | 0.02%             | 2036-01-29      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRINIDAD and TOBAGO, REPUBLIC OF                                                 | TRINIDAD and TOBAGO REPUBLIC OF 6.5% 01/28/2036 144A                                                 | CUSIP: 896292AN9<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |    345000 | PA      | $341550.00    | 0.02%             | 2036-01-28      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                             | NIELSEN HOLDINGS TERM B 1LN 02/03/2033                                                               | CUSIP: 64069JAK8<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |    250000 | PA      | $238250.00    | 0.01%             | 2033-02-03      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| ECUADOR REPUBLIC OF                                                              | ECUADOR REPUBLIC OF 8.75% 01/29/2034 144A                                                            | CUSIP: 27927WAQ5<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    425000 | PA      | $417243.75    | 0.03%             | 2034-01-29      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ECUADOR REPUBLIC OF                                                              | ECUADOR REPUBLIC OF 9.25% 01/29/2039 144A                                                            | CUSIP: 27927WAR3<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    200000 | PA      | $196200.00    | 0.01%             | 2039-01-29      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| EG AMERICA LLC                                                                   | EG GROUP TERM B 1LN 02/10/2031                                                                       | CUSIP: 28228QAB5<br>LEI: 549300BY1CRYVPEG9R57 | Long             | LON              | CORP              | US        |   1020000 | PA      | $1019235.00   | 0.06%             | 2031-02-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BAHRAIN KINGDOM                                                                  | BAHRAIN KINGDOM 7.1% 02/03/2038 144A                                                                 | CUSIP: 056909AB0<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    350000 | PA      | $328137.25    | 0.02%             | 2038-02-03      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DE CHILE                                          | CORPORACION NACIONAL DEL COBRE DE CHILE 5.529% 01/30/2037 144A                                       | CUSIP: 21987BBQ0<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    255000 | PA      | $249823.50    | 0.02%             | 2037-01-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KLEOPATRA FINCO SARL                                                             | KLOECKNER EXIT LOAN TERM EXIT LOAN 1LN 01/30/2031                                                    | CUSIP: N/A<br>LEI: 222100M6T1N8VIC8M726       | Long             | LON              | CORP              | LU        |     49796 | PA      | $40194.98     | 0.00%             | 2031-01-30      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| KLOECKNER PENTAPLAST OF AMERICA INC                                              | KLOECKNER PENTAPLAST REORG NEW EQUITY                                                                | CUSIP: N/A<br>LEI: 529900H8J1B7UA1CG794       | Long             | EC               | CORP              | LU        |      6498 | NS      | $0.07         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| AZUL SA                                                                          | AZUL SA SPON                                                                                         | CUSIP: 05501U601<br>LEI: 549300Z0MWZ57Q9RR205 | Long             | EC               | CORP              | BR        |      9402 | NS      | $207675.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BLACK PEARL COMPUTE LLC                                                          | BLACK PEARL COMPUTE LLC 6.125% 02/15/2031 144A                                                       | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    425000 | PA      | $432563.73    | 0.03%             | 2031-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 4.125% 02/15/2036                                                                          | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    610000 | PA      | $600468.75    | 0.04%             | 2036-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 3.5% 02/15/2029                                                                            | CUSIP: 91282CQA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  78650000 | PA      | $77967956.64  | 4.73%             | 2029-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC 6.5%/VAR PERP                                                                          | CUSIP: 172967QK0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |   1415000 | PA      | $1411567.35   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                                       | PERFORMANCE FOOD GROUP INC 5.625% 03/01/2034 144A                                                    | CUSIP: 71376LAH3<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    565000 | PA      | $544938.21    | 0.03%             | 2034-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF                                                   | BRAZIL FEDERATIVE REPUBLIC OF 6.25% 05/22/2036                                                       | CUSIP: 105756CQ1<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    350000 | PA      | $343533.75    | 0.02%             | 2036-05-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TKC HOLDINGS INC                                                                 | TKC HOLDINGS INC 8.5% 08/15/2030 144A                                                                | CUSIP: 87256YAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1381418.95   | 0.08%             | 2030-08-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 6.125% 07/31/2034 144A                                                                 | CUSIP: 893647CB1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    505000 | PA      | $496688.91    | 0.03%             | 2034-07-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SGUS LLC                                                                         | SGUS LLC TERM FIRST OUT DIP 1LN 07/15/2026                                                           | CUSIP: 81881KAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     10713 | PA      | $9844.86      | 0.00%             | 2026-07-15      | Variable      | 0.15%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                               | DOMINICAN REPUBLIC 5.75% 03/17/2034 144A                                                             | CUSIP: 25714PFG8<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    210000 | PA      | $199920.00    | 0.01%             | 2034-03-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS                                                        | FEDERAL FARM CREDIT BANKS VFAC SOFR+12 06/12/2028                                                    | CUSIP: 3133EWDR8<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   6490000 | PA      | $6489877.60   | 0.39%             | 2028-06-12      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                       | FIRST QUANTUM MINERALS LTD 6.375% 02/15/2036 144A                                                    | CUSIP: 335934AY1<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    690000 | PA      | $660195.45    | 0.04%             | 2036-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                      | USTN TII 2.375% 02/15/2056                                                                           | CUSIP: 912810US5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    530000 | PA      | $494469.53    | 0.03%             | 2056-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                                                        | EGYPT (ARAB) REPUBLIC OF 0% 06/02/2026                                                               | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |  14525000 | PA      | $256234.53    | 0.02%             | 2026-06-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS                                                        | FEDERAL FARM CREDIT BANKS VFAC SOFR+16.5 01/19/2029                                                  | CUSIP: 3133EWEB2<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   6990000 | PA      | $6989844.75   | 0.42%             | 2029-01-19      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                                               | PANAMA REPUBLIC OF 5.227% 02/23/2034                                                                 | CUSIP: 698299CB8<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    485000 | PA      | $469233.86    | 0.03%             | 2034-02-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                                               | PANAMA REPUBLIC OF 5.662% 02/23/2038                                                                 | CUSIP: 698299CC6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    790000 | PA      | $757897.01    | 0.05%             | 2038-02-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| IVORY COAST (COTE D'IVOIRE)                                                      | IVORY COAST (COTE D'IVOIRE) 6.75% 02/25/2041 144A                                                    | CUSIP: 221625AX4<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    335000 | PA      | $293125.00    | 0.02%             | 2041-02-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| KENYA REPUBLIC OF                                                                | KENYA REPUBLIC OF 8.7% 02/26/2039 144A                                                               | CUSIP: 491798AS3<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    200000 | PA      | $180650.00    | 0.01%             | 2039-02-26      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 3.75% 02/28/2033                                                                           | CUSIP: 91282CQC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4130000 | PA      | $4035784.38   | 0.24%             | 2033-02-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GRAN TIERRA ENERGY INC                                                           | GRAN TIERRA ENERGY INC 9.75% 04/15/2031 144A                                                         | CUSIP: 38500TAD3<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | US        |    279000 | PA      | $243776.25    | 0.01%             | 2031-04-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FINANCE SA                                                   | CONSOLIDATED ENERGY TERM 1LN 11/15/2030                                                              | CUSIP: N/A<br>LEI: 549300PUNIS0USNSL750       | Long             | LON              | CORP              | LU        |    435000 | PA      | $414067.80    | 0.03%             | 2030-11-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                             | ROMANIA REPUBLIC OF 5.75% 07/04/2036 144A                                                            | CUSIP: 775921AA7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    525000 | PA      | $486212.37    | 0.03%             | 2036-07-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SAKS GLOBAL ENTERPRISES LLC                                                      | SAKS GLOBAL ENTERPRISES TERM SECOND OUT ROLL-UP DIP 1LN 07/15/2026                                   | CUSIP: 81881KAG4<br>LEI: 5493007HQSJGRH78Q684 | Long             | LON              | CORP              | US        |      9250 | PA      | $2774.89      | 0.00%             | 2026-07-15      | Variable      | 0.16%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                            | FEDERAL HOME LN MTG MLT CTF GT K557 AS 4.19% 12/25/2030                                              | CUSIP: 3137HQSQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1300000 | PA      | $1299991.68   | 0.08%             | 2030-12-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES A GE CO LLC / BAKER HUGHES CO-OBLIGOR INC                           | BAKER HUGHES A GE CO LLC / CO-OBLIGOR INC 4.737% 03/11/2046                                          | CUSIP: 05724BAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1198407.96   | 0.07%             | 2046-03-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                            | LCH OIS SOFRV3.0% MAC 06/17/28                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        | -64467000 | NC      | $205743.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                            | LCH OIS SOFRV3.25% MAC 06/17/29                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |  -9117000 | NC      | $49876.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                            | LCH OIS SOFRV4.0% MAC 06/17/41                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |  -1150000 | NC      | $9966.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 3.5% 03/15/2029                                                                            | CUSIP: 91282CQE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30650000 | PA      | $30379418.12  | 1.84%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                           | GSCM SWAP PAY 3.275 03/10/28                                                                         | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DIR              | CORP              | US        |   9760000 | NC      | $62575.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | BOAM SWAP REC 3.7375 09/10/26                                                                        | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |   1520000 | NC      | $20065.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | BOAM SWAP PAY 3.7375 09/10/26                                                                        | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |   1520000 | NC      | $40397.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                               | WELLS FARGO and CO NEW 6.125%/VAR PERP                                                               | CUSIP: 95002YAE3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1420325.62   | 0.09%             | 2199-12-31      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                                                          | ELECTRONIC ARTS TERM B 1LN 03/24/2033                                                                | CUSIP: 67123SAB5<br>LEI: 6488ICS9P20290MA1H31 | Long             | LON              | CORP              | US        |    650000 | PA      | $645937.50    | 0.04%             | 2033-03-24      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                               | JPSW SWAP REC 4.36 03/20/31                                                                          | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DIR              | CORP              | US        |  -3600000 | NC      | $-215897.44   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                                                | NEXSTAR MEDIA INC 6.5% 09/15/2033 144A                                                               | CUSIP: 65346UAB5<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1143647.57   | 0.07%             | 2033-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NIGERIA REPUBLIC OF                                                              | NIGERIA REPUBLIC 0% 07/14/2026                                                                       | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        | 360000000 | PA      | $245895.93    | 0.01%             | 2026-07-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                                                          | OAK-EAGLE ACQUIRECO INC 7.25% 07/01/2033 144A                                                        | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1274396.15   | 0.08%             | 2033-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ANGOLA REPUBLIC                                                                  | ANGOLA REPUBLIC 9.375% 03/31/2033 144A                                                               | CUSIP: 035198AK6<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    265000 | PA      | $260516.97    | 0.02%             | 2033-03-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| LG ENERGY SOLUTION                                                               | LG ENERGY SOLUTION 5.875% 04/02/2036 144A                                                            | CUSIP: 50205MAN9<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $198480.67    | 0.01%             | 2036-04-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LG ENERGY SOLUTION                                                               | LG ENERGY SOLUTION 5.25% 04/02/2031 144A                                                             | CUSIP: 50205MAL3<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $199425.07    | 0.01%             | 2031-04-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                   | CITI SWAP PAY 4.34 03/25/31                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DIR              | CORP              | US        |   1670000 | NC      | $102790.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                        | CDX INDICES                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |  -2440000 | NC      | $1836.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                    | FED HOME LOAN MTG CORP - GOLD 4% 04/25/2027                                                          | CUSIP: 3133Q3TM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   8280000 | PA      | $8245991.56   | 0.50%             | 2027-04-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NIGERIA REPUBLIC OF                                                              | NIGERIA REPUBLIC 0% 07/28/2026                                                                       | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        | 597678000 | PA      | $406130.96    | 0.02%             | 2026-07-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-30

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

**Signature:** Laura M. Del Prato

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

**Title:** President and Treasurer