# EDGAR Filing Document

**Accession Number:** 0000812303
**File Stem:** 0001193125-26-245362
**Filing Date:** 2026-5
**Character Count:** 1585564
**Document Hash:** 75b9f9c5425cf4ed3770f2226b1237ee
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-245362.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0001193125-26-245362

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 3

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260528

**DATE AS OF CHANGE**: 20260528

**PERIOD START**: 20261231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05104
- **FILM NUMBER:** 261036975

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

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

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

## Series and Classes Contracts Data

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

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

## Nport-Ex

![](img9aa8e6c71.jpg)

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

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

Investment portfolio

March 31, 2026

**unaudited**

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

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments 93.09%<br> **Euros 18.25%**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Agence Francaise de Developpement 2.75% 9/30/2030  | EUR3,000 | $3383 |
| Agence Francaise de Developpement 3.75% 1/28/2036  | 1800 | 2045 |
| AIA Group, Ltd. 0.88% 9/9/2033 (5-year EUR Mid-Swap + 1.10% on 9/9/2028) <sup>(a)</sup>  | 15900 | 17285 |
| AIB Group PLC 2.875% 5/30/2031 (5-year EUR Mid-Swap + 3.30% on 5/30/2026) <sup>(a)</sup>  | 2300 | 2658 |
| Air France-KLM 3.75% 9/4/2030  | 3900 | 4310 |
| Albania (Republic of) 4.75% 2/14/2035  | 9400 | 10668 |
| Alpha Bank SA 6.875% 6/27/2029 (1-year EUR-ICE Swap EURIBOR + 3.793% on 6/27/2028) <sup>(a)</sup>  | 2005 | 2482 |
| Alpha Bank SA 5.00% 5/12/2030 (1-year EUR-ICE Swap EURIBOR + 2.432% on 5/12/2029) <sup>(a)</sup>  | 1480 | 1771 |
| Altria Group, Inc. 2.20% 6/15/2027  | 4275 | 4897 |
| Amazon.com, Inc. 3.10% 3/16/2030  | 1065 | 1221 |
| Amazon.com, Inc. 3.35% 3/16/2032  | 885 | 1012 |
| Amazon.com, Inc. 3.70% 3/16/2035  | 683 | 782 |
| American Tower Corp. 0.45% 1/15/2027  | 125 | 142 |
| Amprion Gmbh 3.971% 9/22/2032  | 6300 | 7372 |
| Amprion Gmbh 4.125% 9/7/2034  | 8000 | 9317 |
| Amprion Gmbh 3.875% 6/5/2036  | 6100 | 6901 |
| Anheuser-Busch InBev SA/NV 1.125% 7/1/2027  | 675 | 763 |
| Anheuser-Busch InBev SA/NV 2.875% 4/2/2032  | 1561 | 1740 |
| AT&T, Inc. 2.05% 5/19/2032  | 6250 | 6562 |
| AT&T, Inc. 3.60% 6/1/2033  | 2350 | 2671 |
| AT&T, Inc. 4.30% 11/18/2034  | 1450 | 1708 |
| AT&T, Inc. 3.15% 9/4/2036  | 965 | 1020 |
| AT&T, Inc. 2.60% 5/19/2038  | 685 | 666 |
| Austria (Republic of) 3.45% 10/20/2030  | 630 | 745 |
| Austria (Republic of) 0% 2/20/2031  | 12975 | 13027 |
| Austria (Republic of) 0.90% 2/20/2032  | 1238 | 1270 |
| Austria (Republic of) 2.90% 2/20/2034  | 670 | 761 |
| Austria (Republic of) 3.80% 1/26/2062  | 30 | 35 |
| Austria (Republic of) 0.70% 4/20/2071  | 200 | 83 |
| Austria (Republic of) 1.50% 11/2/2086  | 30 | 17 |
| Austria (Republic of) 2.10% 9/20/2117  | 50 | 34 |
| Austria (Republic of) 0.85% 6/30/2120  | 50 | 18 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Banco de Credito Social Cooperativo SA 4.125% 9/3/2030 (1-year EUR-ICE Swap EURIBOR + 1.70% on <br> 9/3/2029) <sup>(a)</sup>  | 6800 | 7956 |
| Banco de Sabadell SA 5.25% 2/7/2029 (1-year EUR Mid-Swap + 2.40% on 2/7/2028) <sup>(a)</sup>  | 11800 | 14087 |
| Banco de Sabadell SA 5.50% 9/8/2029 (1-year EUR-ICE Swap EURIBOR + 2.40% on 9/8/2028) <sup>(a)</sup>  | 5000 | 6045 |
| Banco de Sabadell, SA 5.125% 6/27/2034 (5-year EUR Mid-Swap + 2.40% on 6/7/2029) <sup>(a)</sup>  | 7900 | 9373 |
| Bank Gospodarstwa Krajowego 4.25% 9/13/2044  | 1120 | 1249 |
| Bank Nederlandse Gemeenten NV 2.75% 4/5/2029  | 340 | 391 |
| Bank Nederlandse Gemeenten NV 3.00% 4/23/2030  | 410 | 475 |
| Bank of America Corp. 0.58% 8/8/2029 (3-month EUR-EURIBOR + 0.73% on 8/8/2028) <sup>(a)(b)</sup>  | 3140 | 3405 |
| Bank of Ireland Group PLC 1.375% 8/11/2031 (5-year EUR Mid-Swap + 1.65% on 8/11/2026) <sup>(a)</sup>  | 4000 | 4615 |
| Banque Federative du Credit Mutuel 3.875% 6/16/2032 (5-year EUR Mid-Swap + 2.20% on 6/16/2027) <sup>(a)</sup>  | 1500 | 1736 |
| Barclays PLC 5.262% 1/29/2034 (1-year EUR Mid-Swap + 2.55% on 1/29/2033) <sup>(a)(c)</sup>  | 3000 | 3694 |
| Barclays PLC 4.616% 3/26/2037 (5-year EUR Mid-Swap + 2.05% on 3/26/2032) <sup>(a)</sup>  | 16010 | 18576 |
| Belgium (Kingdom of) 2.60% 10/22/2030  | 1970 | 2239 |

---

Capital World Bond Fund — Page 1 of 64

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Euros (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Belgium (Kingdom of), Series 89, 0.10% 6/22/2030  | EUR585 | $601 |
| Belgium (Kingdom of), Series 94, 0.35% 6/22/2032  | 465 | 453 |
| Belgium (Kingdom of), Series 97, 3.00% 6/22/2033  | 170 | 193 |
| Belgium (Kingdom of), Series 106, 3.40% 6/22/2036  | 14930 | 16938 |
| Belgium (Kingdom of), Series 101, 3.50% 6/22/2055  | 410 | 408 |
| Belgium (Kingdom of), Series 107, 4.35% 6/22/2056  | 845 | 974 |
| Belgium (Kingdom of), Series 80, 2.15% 6/22/2066  | 70 | 49 |
| Belgium (Kingdom of), Series 93, 0.65% 6/22/2071  | 60 | 22 |
| BlackRock, Inc. 3.75% 7/18/2035  | 1755 | 2007 |
| BMS Ireland Capital Funding DAC 4.581% 11/10/2055  | 1200 | 1349 |
| BNP Paribas SA 2.50% 3/31/2032 (1-year EUR Mid-Swap + 1.60% on 3/31/2027) <sup>(a)</sup>  | 1500 | 1711 |
| BPCE SA 4.50% 1/13/2033  | 8800 | 10394 |
| BPCE SA 4.875% 2/26/2036 (5-year EUR-ICE Swap EURIBOR + 2.30% on 2/26/2031) <sup>(a)</sup>  | 6500 | 7673 |
| BPCE SA 4.00% 1/16/2037 (5-year EUR-ICE Swap EURIBOR + 1.45% on 1/16/2032) <sup>(a)</sup>  | 2000 | 2257 |
| Bulgaria (Republic of) 4.50% 1/27/2033  | 2788 | 3394 |
| Bulgaria (Republic of) 3.375% 7/18/2035  | 7800 | 8643 |
| CaixaBank SA 4.375% 8/8/2036 (5-year EUR-ICE Swap EURIBOR + 1.95% on 8/8/2031) <sup>(a)</sup>  | 11300 | 13158 |
| Chile (Republic of) 3.375% 4/14/2032  | 1474 | 1658 |
| Coca-Cola Co. 3.375% 8/15/2037  | 1425 | 1568 |
| Comcast Corp. 0% 9/14/2026  | 3325 | 3803 |
| Comcast Corp. 0.25% 5/20/2027  | 3350 | 3756 |
| Comcast Corp. 0.25% 9/14/2029  | 10395 | 10798 |
| Commerzbank AG 4.625% 1/17/2031 (3-month EUR-EURIBOR + 2.10% on 1/17/2030) <sup>(a)</sup>  | 6800 | 8100 |
| Cote d'Ivoire (Republic of) 6.875% 10/17/2040  | 700 | 763 |
| Croatia (Republic of) 3.25% 2/11/2037  | 7080 | 7825 |
| Deutsche Bank AG 1.75% 11/19/2030 (3-month EUR-EURIBOR + 2.05% on 11/19/2029) <sup>(a)</sup>  | 25900 | 27814 |
| Deutsche Telekom AG 3.25% 6/4/2035  | 1672 | 1869 |
| Dow Chemical Co. (The) 1.125% 3/15/2032  | 9000 | 8788 |
| Dow Chemical Co. (The) 1.875% 3/15/2040  | 500 | 401 |
| E.ON SE 1.625% 3/29/2031  | 5260 | 5590 |
| Eaton Capital Unlimited Co. 3.55% 3/10/2034  | 240 | 272 |
| Eaton Capital Unlimited Co. 4.00% 3/10/2038  | 1590 | 1814 |
| Eaton Capital Unlimited Co. 3.625% 5/9/2035  | 2000 | 2261 |
| Eaton Capital Unlimited Co. 3.802% 5/21/2036  | 7370 | 8387 |
| Electricite de France SA 4.25% 1/25/2032  | 9400 | 11192 |
| Electricite de France SA 4.00% 5/7/2037  | 3100 | 3504 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Electricite de France SA 2.625% junior subordinated perpetual bonds (5-year EUR Mid-Swap + 2.86% on <br> 6/1/2028) <sup>(a)</sup>  | 21200 | 23874 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Electricite de France SA 2.875% junior subordinated perpetual bonds (5-year EUR Mid-Swap + 3.373% on <br> 3/15/2027) <sup>(a)</sup>  | 2600 | 2982 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Electricite de France SA 3.00% junior subordinated perpetual bonds (5-year EUR Mid-Swap + 3.198% on <br> 12/3/2027) <sup>(a)</sup>  | 800 | 911 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Electricite de France SA 3.375% junior subordinated perpetual bonds (5-year EUR Mid-Swap + 3.97% on <br> 9/15/2030) <sup>(a)</sup>  | 400 | 437 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Electricite de France SA 7.50% junior subordinated perpetual bonds (5-year EUR Mid-Swap + 4.86% on <br> 12/6/2028) <sup>(a)</sup>  | 600 | 742 |
| Enel Finance International NV 4.00% 2/20/2031  | 3270 | 3847 |
| Enel SpA, 4.125% perpetual bonds, (5-year EUR Mid-Swap + 1.658% on 1/14/2032) <sup>(a)</sup>  | 750 | 837 |
| Engie SA 3.875% 1/6/2031  | 6800 | 7982 |
| Equinix Europe 2 Financing Corp., LLC 3.65% 9/3/2033  | 1580 | 1763 |
| Eurobank SA 5.875% 11/28/2029 (1-year EUR Mid-Swap + 2.83% on 11/28/2028) <sup>(a)</sup>  | 1695 | 2074 |
| Eurobank SA 4.00% 9/24/2030 (1-year EUR Mid-Swap + 2.127% on 9/24/2029) <sup>(a)</sup>  | 297 | 344 |
| Eurobank SA 4.875% 4/30/2031 (5-year EUR Mid-Swap + 2.165% on 4/30/2030) <sup>(a)</sup>  | 6968 | 8315 |
| Eurobank SA 4.00% 2/7/2036 (1-year EUR-ICE Swap EURIBOR + 1.70% on 2/7/2035) <sup>(a)</sup>  | 4000 | 4501 |
| European Investment Bank 0% 1/14/2031  | 2020 | 2035 |

---

Capital World Bond Fund — Page 2 of 64

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Euros (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| European Investment Bank 0.25% 1/20/2032  | EUR19,400 | $19191 |
| European Investment Bank 1.50% 6/15/2032  | 6160 | 6522 |
| European Investment Bank 2.875% 1/15/2035  | 2810 | 3172 |
| European Union 2.875% 12/6/2027  | 2270 | 2629 |
| European Union 0% 6/2/2028  | 19680 | 21445 |
| European Union 2.625% 7/4/2028  | 8820 | 10158 |
| European Union 2.375% 7/12/2029  | 1830 | 2084 |
| European Union 2.50% 10/14/2030  | 5820 | 6599 |
| European Union 0% 7/4/2031  | 4680 | 4635 |
| European Union 2.75% 12/13/2032  | 9616 | 10860 |
| European Union 0% 7/4/2035  | 1355 | 1156 |
| European Union 3.375% 12/12/2035  | 69240 | 79851 |
| European Union 3.25% 12/12/2036  | 4730 | 5344 |
| European Union 3.625% 12/12/2040  | 64260 | 72637 |
| European Union 3.75% 10/12/2045  | 1415 | 1584 |
| European Union 2.625% 2/4/2048  | 400 | 370 |
| European Union 4.00% 10/12/2055  | 25310 | 28775 |
| Finland (Republic of) 2.50% 4/15/2030  | 290 | 330 |
| Finland (Republic of) 3.55% 4/15/2041  | 1320 | 1505 |
| Finland (Republic of), Series 10Y, 3.00% 9/15/2034  | 360 | 409 |
| Finland (Republic of), Series 31Y, 2.95% 4/15/2055  | 120 | 117 |
| Ford Motor Credit Co., LLC 3.622% 7/27/2028  | 2580 | 2957 |
| Ford Motor Credit Co., LLC 4.445% 2/14/2030  | 1200 | 1391 |
| Ford Motor Credit Co., LLC 4.087% 2/17/2033  | 11875 | 13231 |
| French Republic O.A.T. 0% 2/25/2027  | 2000 | 2258 |
| French Republic O.A.T. 0.75% 2/25/2028  | 2710 | 3014 |
| French Republic O.A.T. 2.40% 9/24/2028  | 4520 | 5164 |
| French Republic O.A.T. 2.75% 2/25/2029  | 6870 | 7903 |
| French Republic O.A.T. 0% 11/25/2030  | 75900 | 76099 |
| French Republic O.A.T. 0% 11/25/2031  | 1140 | 1101 |
| French Republic O.A.T. 0% 5/25/2032  | 320 | 303 |
| French Republic O.A.T. 2.00% 11/25/2032  | 14765 | 15691 |
| French Republic O.A.T. 3.00% 5/25/2033  | 2845 | 3198 |
| French Republic O.A.T. 1.25% 5/25/2034  | 36800 | 35664 |
| French Republic O.A.T. 3.00% 11/25/2034  | 32700 | 36093 |
| French Republic O.A.T. 1.25% 5/25/2038  | 490 | 420 |
| French Republic O.A.T. 0.50% 5/25/2040  | 5600 | 4003 |
| French Republic O.A.T. 4.50% 4/25/2041  | 60 | 73 |
| French Republic O.A.T. 2.50% 5/25/2043  | 680 | 624 |
| French Republic O.A.T. 4.10% 5/25/2046  | 545 | 615 |
| French Republic O.A.T. 0.75% 5/25/2052  | 1020 | 520 |
| French Republic O.A.T. 0.75% 5/25/2053  | 80 | 40 |
| French Republic O.A.T. 3.00% 5/25/2054  | 80 | 71 |
| French Republic O.A.T. 3.25% 5/25/2055  | 110 | 102 |
| French Republic O.A.T. 3.75% 5/25/2056  | 3010 | 3063 |
| French Republic O.A.T. 4.40% 5/25/2057  | 620 | 705 |
| French Republic O.A.T. 1.75% 5/25/2066  | 150 | 89 |
| French Republic O.A.T. 0.50% 5/25/2072  | 120 | 38 |
| General Motors Financial Co., Inc. 4.00% 7/10/2030 <sup>(b)</sup>  | 2200 | 2563 |
| General Motors Financial Co., Inc. 3.70% 7/14/2031 <sup>(b)</sup>  | 7210 | 8244 |
| Germany (Federal Republic of) 0% 10/9/2026  | 1500 | 1713 |
| Germany (Federal Republic of) 0% 4/16/2027  | 5 | 6 |
| Germany (Federal Republic of) 2.00% 12/16/2027  | 16060 | 18374 |
| Germany (Federal Republic of) 2.10% 11/15/2029  | 17701 | 20060 |
| Germany (Federal Republic of) 0% 8/15/2031  | 900 | 900 |

---

Capital World Bond Fund — Page 3 of 64

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Euros (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Germany (Federal Republic of) 0% 2/15/2032  | EUR1,470 | $1448 |
| Germany (Federal Republic of) 1.70% 8/15/2032  | 37465 | 40596 |
| Germany (Federal Republic of) 2.30% 2/15/2033  | 2000 | 2234 |
| Germany (Federal Republic of) 2.20% 2/15/2034  | 5000 | 5494 |
| Germany (Federal Republic of) 0% 5/15/2036  | 830 | 707 |
| Germany (Federal Republic of) 1.00% 5/15/2038  | 440 | 398 |
| Germany (Federal Republic of) 2.60% 5/15/2041  | 5790 | 6119 |
| Germany (Federal Republic of) 3.25% 7/4/2042  | 320 | 365 |
| Germany (Federal Republic of) 2.50% 7/4/2044  | 90 | 91 |
| Germany (Federal Republic of) 0% 8/15/2050  | 25740 | 13056 |
| Germany (Federal Republic of) 1.80% 8/15/2053  | 830 | 683 |
| Germany (Federal Republic of) 2.50% 8/15/2054  | 110 | 105 |
| Germany (Federal Republic of) 2.90% 8/15/2056  | 7960 | 8231 |
| Germany (Federal Republic of), Series 187, 2.20% 4/13/2028  | 6741 | 7729 |
| Germany (Federal Republic of), Series TWIN, 2.50% 2/15/2035  | 30990 | 34546 |
| Greece (Hellenic Republic of) 3.875% 6/15/2028  | 25 | 30 |
| Greece (Hellenic Republic of) 1.50% 6/18/2030  | 4320 | 4687 |
| Greece (Hellenic Republic of) 0.75% 6/18/2031  | 9150 | 9352 |
| Greece (Hellenic Republic of) 4.25% 6/15/2033  | 145 | 176 |
| Greece (Hellenic Republic of) 3.625% 6/15/2035  | 11370 | 13010 |
| Greece (Hellenic Republic of) 3.375% 6/16/2036  | 4580 | 5082 |
| Greece (Hellenic Republic of) 4.375% 7/18/2038  | 1250 | 1492 |
| Greece (Hellenic Republic of) 4.125% 6/15/2054  | 5900 | 6457 |
| Heineken NV 4.125% 3/23/2035  | 770 | 905 |
| Honeywell International, Inc. 0.75% 3/10/2032  | 1990 | 1955 |
| Hungary (Republic of), Series 10Y, 5.375% 9/12/2033  | 600 | 729 |
| Hungary (Republic of) 4.875% 3/22/2040  | 1465 | 1667 |
| Hyundai Capital America 2.875% 6/26/2028  | 4430 | 5011 |
| ING Groep NV 5.25% 11/14/2033 (3-month EUR-EURIBOR + 2.15% on 11/14/2032) <sup>(a)</sup>  | 6100 | 7583 |
| Intesa Sanpaolo SpA 5.625% 3/8/2033  | 3000 | 3834 |
| Intesa Sanpaolo SpA 4.271% 11/14/2036 (5-year EUR Mid-Swap + 1.95% on 11/14/2031) <sup>(a)</sup>  | 5850 | 6729 |
| Ireland (Republic of) 0.20% 5/15/2027  | 30 | 34 |
| Ireland (Republic of) 2.60% 10/18/2034  | 3840 | 4271 |
| Ireland (Republic of) 3.10% 6/18/2036  | 2040 | 2327 |
| Ireland (Republic of) 3.00% 10/18/2043  | 6740 | 7242 |
| Ireland (Republic of) 1.50% 5/15/2050  | 795 | 608 |
| Ireland (Republic of) 3.15% 10/18/2055  | 1060 | 1105 |
| Italy (Republic of) 0.25% 3/15/2028  | 6040 | 6640 |
| Italy (Republic of) 2.65% 6/15/2028  | 1140 | 1311 |
| Italy (Republic of) 2.95% 7/1/2030  | 620 | 710 |
| Italy (Republic of) 2.70% 10/1/2030  | 1095 | 1239 |
| Italy (Republic of) 3.15% 11/15/2031  | 130 | 149 |
| Italy (Republic of) 3.25% 11/15/2032  | 18965 | 21587 |
| Italy (Republic of) 2.50% 12/1/2032  | 90 | 98 |
| Italy (Republic of) 3.15% 3/15/2033  | 2857 | 3221 |
| Italy (Republic of) 4.20% 3/1/2034  | 10813 | 12950 |
| Italy (Republic of) 3.65% 8/1/2035  | 26990 | 30769 |
| Italy (Republic of) 3.60% 10/1/2035  | 180 | 204 |
| Italy (Republic of) 3.85% 10/1/2040  | 15030 | 16707 |
| Italy (Republic of) 3.95% 10/1/2041  | 1885 | 2101 |
| Italy (Republic of) 4.45% 9/1/2043  | 1390 | 1630 |
| Italy (Republic of) 4.10% 4/30/2046  | 1015 | 1128 |
| Italy (Republic of) 4.30% 10/1/2054  | 35710 | 39640 |
| Italy (Republic of) 4.65% 10/1/2055  | 600 | 701 |
| Italy (Republic of) 2.80% 3/1/2067  | 90 | 72 |

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Capital World Bond Fund — Page 4 of 64

------

**unaudited**

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Euros (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Italy (Republic of), Series 10Y, 2.80% 12/1/2028  | EUR28,044 | $32339 |
| Italy (Republic of), Series 5Y, 3.35% 7/1/2029  | 6440 | 7513 |
| Italy (Republic of), Series 7Y, 3.50% 2/15/2031  | 650 | 759 |
| Italy (Republic of), Series 7Y, 3.45% 7/15/2031  | 780 | 908 |
| Italy (Republic of), Series 16Y, 1.45% 3/1/2036  | 3960 | 3674 |
| Italy (Republic of), Series 50Y, 2.15% 3/1/2072  | 60 | 40 |
| Johnson & Johnson 3.35% 2/26/2037  | 2550 | 2834 |
| Johnson Controls International PLC 3.125% 12/11/2033  | 1500 | 1647 |
| KfW 2.375% 6/29/2029  | 5765 | 6576 |
| Latvia (Republic of) 3.50% 1/17/2028  | 9000 | 10494 |
| Lithuania (Republic of) 3.50% 7/3/2031  | 4910 | 5717 |
| Lithuania (Republic of) 2.125% 6/1/2032  | 18000 | 19250 |
| Lithuania (Republic of) 4.25% 9/10/2045  | 3325 | 3758 |
| Lloyds Banking Group PLC 3.875% 5/14/2032 (1-year EUR-ICE Swap EURIBOR + 1.18% on 5/14/2031) <sup>(a)</sup>  | 438 | 509 |
| Luxembourg (Grand Duchy of) 0% 9/14/2032  | 271 | 259 |
| Magyar Export-Import Bank 6.00% 5/16/2029  | 3130 | 3797 |
| Medtronic Global Holdings SCA 1.00% 7/2/2031  | 7720 | 7859 |
| Ministeries Van de Vlaamse Gemeenschap 2.375% 11/27/2028  | 800 | 912 |
| Morocco (Kingdom of) 4.75% 4/2/2035  | 900 | 1028 |
| Nasdaq, Inc. 4.50% 2/15/2032  | 3355 | 4029 |
| Nasdaq, Inc. 0.90% 7/30/2033  | 2100 | 1962 |
| NatWest Group PLC 0.78% 2/26/2030 (3-month EUR-EURIBOR + 0.949% on 2/26/2029) <sup>(a)</sup>  | 8365 | 8925 |
| NatWest Group PLC 1.043% 9/14/2032 (5-year EUR Mid-Swap + 1.27% on 9/14/2027) <sup>(a)</sup>  | 1190 | 1330 |
| NextEra Energy Capital Holdings, Inc. 2.989% 2/10/2030  | 1635 | 1854 |
| NextEra Energy Capital Holdings, Inc. 3.624% 2/10/2034  | 21943 | 24815 |
| NGG Finance PLC, junior subordinated, 2.125% 9/5/2082 (5-year EUR Mid-Swap + 2.532% on 9/5/2027) <sup>(a)</sup>  | 3035 | 3445 |
| North Macedonia (Republic of) 4.75% 1/21/2034  | 3487 | 3831 |
| Orange 2.00% 1/15/2029  | 400 | 449 |
| Orange 3.50% 5/19/2035  | 10700 | 11966 |
| Orange 3.875% 9/11/2035  | 1800 | 2076 |
| Philip Morris International, Inc. 2.75% 6/6/2029  | 970 | 1098 |
| Philip Morris International, Inc. 3.75% 1/15/2031  | 1700 | 1973 |
| Philip Morris International, Inc. 0.80% 8/1/2031  | 4800 | 4788 |
| Philippines (Republic of) 0.70% 2/3/2029  | 3480 | 3740 |
| Piraeus Bank SA 6.75% 12/5/2029 (1-year EUR Mid-Swap + 3.837% on 12/5/2028) <sup>(a)</sup>  | 2460 | 3061 |
| Piraeus Bank SA 5.00% 4/16/2030 (1-year EUR-ICE Swap EURIBOR + 2.245% on 4/16/2029) <sup>(a)</sup>  | 3930 | 4702 |
| Portugal (Republic of), Series 10Y, 1.95% 6/15/2029  | 60 | 68 |
| Portugal (Republic of), Series 15Y, 3.875% 2/15/2030  | 320 | 385 |
| Portugal (Republic of), Series 11Y, 0.475% 10/18/2030  | 2150 | 2239 |
| Portugal (Republic of), Series 11Y, 2.875% 10/20/2034  | 1280 | 1435 |
| Portugal (Republic of), Series 10Y, 3.00% 6/15/2035  | 4620 | 5196 |
| Portugal (Republic of), Series 10Y, 3.25% 6/13/2036  | 11275 | 12807 |
| Portugal (Republic of), Series 15Y, 3.50% 6/18/2038  | 5040 | 5769 |
| Portugal (Republic of), Series 15Y, 3.375% 6/15/2040  | 4310 | 4782 |
| Portugal (Republic of), Series 30Y, 3.625% 6/12/2054  | 5230 | 5638 |
| Prologis Euro Finance, LLC 3.875% 1/31/2030  | 175 | 204 |
| Prologis Euro Finance, LLC 4.625% 5/23/2033  | 225 | 269 |
| Prologis Euro Finance, LLC 4.25% 1/31/2043  | 1100 | 1192 |
| Prysmian SpA 3.875% 11/28/2031  | 3000 | 3467 |
| Republika Srpska 6.25% 4/2/2031  | 4030 | 4682 |
| Romania (Republic of) 5.375% 3/22/2031  | 900 | 1051 |
| Romania (Republic of) 5.625% 5/30/2037  | 1516 | 1655 |
| Romania (Republic of) 5.625% 5/30/2037  | 735 | 802 |
| Saudi Arabia (Kingdom of) 3.75% 3/5/2037  | 2960 | 3233 |
| Senegal (Republic of) 4.75% 3/13/2028  | 460 | 335 |

---

Capital World Bond Fund — Page 5 of 64

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Euros (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Senegal (Republic of) 5.375% 6/8/2037  | EUR260 | $153 |
| Severn Trent Utilities Finance PLC 4.00% 3/5/2034  | 3340 | 3853 |
| Severn Trent Utilities Finance PLC 3.875% 8/4/2035  | 5302 | 5985 |
| Spain (Kingdom of) 0% 1/31/2027  | 7212 | 8163 |
| Spain (Kingdom of) 0.80% 7/30/2027  | 13890 | 15671 |
| Spain (Kingdom of) 0% 1/31/2028  | 930 | 1024 |
| Spain (Kingdom of) 2.40% 5/31/2028  | 710 | 815 |
| Spain (Kingdom of) 1.40% 7/30/2028  | 207 | 232 |
| Spain (Kingdom of) 1.45% 4/30/2029  | 10215 | 11353 |
| Spain (Kingdom of) 2.70% 1/31/2030  | 1800 | 2067 |
| Spain (Kingdom of) 1.25% 10/31/2030  | 1381 | 1483 |
| Spain (Kingdom of) 0.70% 4/30/2032  | 2073 | 2084 |
| Spain (Kingdom of) 3.00% 1/31/2033  | 1270 | 1451 |
| Spain (Kingdom of) 3.15% 4/30/2033  | 8820 | 10159 |
| Spain (Kingdom of) 3.55% 10/31/2033  | 26101 | 30727 |
| Spain (Kingdom of) 3.25% 4/30/2034  | 4410 | 5069 |
| Spain (Kingdom of) 3.45% 10/31/2034  | 1100 | 1279 |
| Spain (Kingdom of) 3.20% 10/31/2035  | 625 | 707 |
| Spain (Kingdom of) 3.30% 4/30/2036  | 14945 | 16969 |
| Spain (Kingdom of) 3.90% 7/30/2039  | 3942 | 4622 |
| Spain (Kingdom of) 3.50% 1/31/2041  | 860 | 954 |
| Spain (Kingdom of) 3.45% 7/30/2043  | 1365 | 1481 |
| Spain (Kingdom of) 2.70% 10/31/2048  | 5875 | 5468 |
| Spain (Kingdom of) 1.90% 10/31/2052  | 2680 | 2009 |
| Spain (Kingdom of) 4.00% 10/31/2054  | 2150 | 2434 |
| Spain (Kingdom of) 3.95% 10/31/2056  | 210 | 234 |
| State Grid Overseas Investment (2016), Ltd. 2.125% 5/2/2030  | 800 | 888 |
| Stryker Corp. 0.75% 3/1/2029  | 5230 | 5605 |
| Stryker Corp. 1.00% 12/3/2031  | 2410 | 2422 |
| Takeda Pharmaceutical Co., Ltd. 0.75% 7/9/2027  | 3230 | 3630 |
| TenneT Netherlands BV 3.25% 4/1/2036  | 9900 | 11369 |
| T-Mobile USA, Inc. 3.85% 5/8/2036  | 1400 | 1595 |
| T-Mobile USA, Inc. 3.50% 2/11/2037  | 1180 | 1282 |
| T-Mobile USA, Inc. 3.80% 2/11/2045  | 840 | 865 |
| Treasury Corp. of Victoria 3.625% 9/29/2040  | 12420 | 14045 |
| United Mexican States 3.50% 9/19/2029  | 4390 | 4991 |
| United Mexican States 4.50% 3/19/2034  | 595 | 671 |
| United Mexican States 4.875% 5/16/2036  | 1130 | 1274 |
| Verallia SAS 3.875% 11/4/2032  | 13300 | 14659 |
| Verizon Communications, Inc. 1.25% 4/8/2030  | 6000 | 6346 |
| Verizon Communications, Inc. 3.25% 10/29/2032  | 1250 | 1400 |
| Verizon Communications, Inc. 4.75% 10/31/2034  | 1760 | 2138 |
| Verizon Communications, Inc. 3.75% 2/28/2036  | 790 | 888 |
| Verizon Communications, Inc. 3.75% 8/6/2037  | 1700 | 1874 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Verizon Communications, Inc., junior subordinated, 4.246% 8/15/2056 (5-year EUR-ICE Swap EURIBOR + 1.716% <br> on 8/15/2032) <sup>(a)</sup>  | 6270 | 7017 |
| Wells Fargo & Co. 3.90% 7/22/2032 (3-month EUR-EURIBOR + 1.22% on 7/22/2031) <sup>(a)(b)</sup>  | 1170 | 1361 |
|  |  | 1784738 |
| **Japanese yen 5.08%** |  |  |
| Indonesia (Republic of), Series 20, 0.57% 5/27/2026  | JPY700,000 | 4406 |
| Indonesia (Republic of), Series 31, 0.99% 5/27/2027  | 1900000 | 11876 |
| Indonesia (Republic of), Series 32, 1.33% 5/25/2029  | 2000000 | 12225 |
| Japan, Series 346, 0.10% 3/20/2027  | 2907900 | 18148 |
| Japan, Series 347, 0.10% 6/20/2027  | 1000000 | 6221 |

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Capital World Bond Fund — Page 6 of 64

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Japanese yen (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Japan, Series 352, 0.10% 9/20/2028  | JPY13,106,200 | $79961 |
| Japan, Series 358, 0.10% 3/20/2030  | 1035600 | 6137 |
| Japan, Series 362, 0.10% 3/20/2031  | 902700 | 5234 |
| Japan, Series 363, 0.10% 6/20/2031  | 500000 | 2882 |
| Japan, Series 374, 0.80% 3/20/2034  | 500000 | 2845 |
| Japan, Series 152, 1.20% 3/20/2035  | 361650 | 2086 |
| Japan, Series 381, 2.10% 12/20/2035  | 8893100 | 54924 |
| Japan, Series 161, 0.60% 6/20/2037  | 1581700 | 8104 |
| Japan, Series 162, 0.60% 9/20/2037  | 2020000 | 10266 |
| Japan, Series 173, 0.40% 6/20/2040  | 2385650 | 10756 |
| Japan, Series 175, 0.50% 12/20/2040  | 2279750 | 10269 |
| Japan, Series 176, 0.50% 3/20/2041  | 741900 | 3313 |
| Japan, Series 182, 1.10% 9/20/2042  | 4065000 | 19205 |
| Japan, Series 185, 1.10% 6/20/2043  | 942700 | 4362 |
| Japan, Series 186, 1.50% 9/20/2043  | 6419100 | 31676 |
| Japan, Series 187, 1.30% 12/20/2043  | 523600 | 2481 |
| Japan, Series 188, 1.60% 3/20/2044  | 500000 | 2484 |
| Japan, Series 192, 2.40% 3/20/2045  | 9818200 | 54705 |
| Japan, Series 53, 0.60% 12/20/2046  | 7611850 | 28422 |
| Japan, Series 37, 0.60% 6/20/2050  | 5218850 | 17195 |
| Japan, Series 70, 0.70% 3/20/2051  | 2521150 | 8332 |
| Japan, Series 73, 0.70% 12/20/2051  | 6513600 | 20940 |
| Japan, Series 74, 1.00% 3/20/2052  | 1353400 | 4751 |
| Japan, Series 76, 1.40% 9/20/2052  | 105000 | 409 |
| Japan, Series 77, 1.60% 12/20/2052  | 1165600 | 4776 |
| Japan, Series 79, 1.20% 6/20/2053  | 1805700 | 6568 |
| Japan, Series 81, 1.60% 12/20/2053  | 2352150 | 9510 |
| Japan, Series 84, 2.10% 9/20/2054  | 5100000 | 23235 |
| Japan, Series 85, 2.30% 12/20/2054  | 500000 | 2383 |
| Japan, Series 86, 2.40% 3/20/2055  | 720600 | 3511 |
| Japan, Series 13, 0.50% 3/20/2060  | 60000 | 150 |
| Japan, Series 18, 3.10% 3/20/2065  | 420000 | 2296 |
|  |  | 497044 |
| **British pounds 3.23%** |  |  |
| Banco Santander, SA 5.50% 6/11/2029  | GBP7,600 | 10150 |
| Credit Agricole SA 5.375% 1/15/2029 (1-year GBP-GILT + 1.65% on 1/15/2028) <sup>(a)</sup>  | 5900 | 7831 |
| Dexia 4.125% 7/22/2027  | 2200 | 2891 |
| Electricite de France SA 5.50% 3/27/2037  | 6000 | 7376 |
| Ford Motor Credit Co., LLC 5.625% 10/9/2028  | 4280 | 5644 |
| Lloyds Banking Group PLC 2.707% 12/3/2035 (5-year GBP-GILT + 2.40% on 12/3/2030) <sup>(a)</sup>  | 7000 | 8142 |
| Oesterreichische Kontrollbank Aktiengesellschaft 4.50% 10/22/2029  | 600 | 794 |
| Quebec (Province of) 2.25% 9/15/2026  | 18480 | 24255 |
| United Kingdom 1.25% 7/22/2027  | 16940 | 21545 |
| United Kingdom 4.25% 12/7/2027  | 9590 | 12674 |
| United Kingdom 4.50% 6/7/2028  | 515 | 683 |
| United Kingdom 1.625% 10/22/2028  | 20610 | 25557 |
| United Kingdom 4.125% 7/22/2029  | 13700 | 17982 |
| United Kingdom 0.875% 10/22/2029  | 660 | 776 |
| United Kingdom 4.375% 3/7/2030  | 4080 | 5391 |
| United Kingdom 0.25% 7/31/2031  | 13940 | 14853 |
| United Kingdom 1.00% 1/31/2032  | 45590 | 49478 |
| United Kingdom 4.25% 6/7/2032  | 9500 | 12394 |
| United Kingdom 3.25% 1/31/2033  | 4230 | 5142 |
| United Kingdom 4.50% 3/7/2035  | 3370 | 4345 |

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Capital World Bond Fund — Page 7 of 64

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **British pounds (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| United Kingdom 0.625% 7/31/2035  | GBP1,708 | $1550 |
| United Kingdom 4.75% 10/22/2035  | 1510 | 1973 |
| United Kingdom 3.75% 1/29/2038  | 2320 | 2702 |
| United Kingdom 1.125% 1/31/2039  | 1200 | 996 |
| United Kingdom 4.375% 1/31/2040  | 2100 | 2545 |
| United Kingdom 1.25% 10/22/2041  | 550 | 419 |
| United Kingdom 4.75% 10/22/2043  | 470 | 574 |
| United Kingdom 1.75% 1/22/2049  | 610 | 416 |
| United Kingdom 0.625% 10/22/2050  | 260 | 120 |
| United Kingdom 1.25% 7/31/2051  | 24790 | 13746 |
| United Kingdom 1.50% 7/31/2053  | 440 | 252 |
| United Kingdom 3.75% 10/22/2053  | 390 | 385 |
| United Kingdom 4.375% 7/31/2054  | 30820 | 33981 |
| United Kingdom 5.375% 1/31/2056  | 700 | 906 |
| United Kingdom 1.75% 7/22/2057  | 600 | 351 |
| United Kingdom 0.50% 10/22/2061  | 1440 | 451 |
| United Kingdom 4.00% 10/22/2063  | 420 | 423 |
| United Kingdom 2.50% 7/22/2065  | 22070 | 15320 |
| United Kingdom 3.50% 7/22/2068  | 170 | 153 |
| United Kingdom 1.625% 10/22/2071  | 200 | 100 |
| United Kingdom 1.125% 10/22/2073  | 90 | 35 |
| Volkswagen International Finance NV 3.375% 11/16/2026  | 700 | 917 |
|  |  | 316218 |
| **South Korean won 2.56%** |  |  |
| South Korea (Republic of), Series 2712, 2.375% 12/10/2027  | KRW28,587,150 | 18357 |
| South Korea (Republic of), Series 3106, 2.00% 6/10/2031  | 5250000 | 3136 |
| South Korea (Republic of), Series 3212, 4.25% 12/10/2032  | 117729040 | 78688 |
| South Korea (Republic of), Series 3506, 2.625% 6/10/2035  | 8000000 | 4706 |
| South Korea (Republic of), Series 3512, 3.25% 12/10/2035  | 230850780 | 143222 |
| South Korea (Republic of), Series 4409, 2.875% 9/10/2044  | 2000000 | 1124 |
| South Korea (Republic of), Series 6809, 2.00% 9/10/2068  | 2000000 | 824 |
|  |  | 250057 |
| **Australian dollars 2.02%** |  |  |
| Australia (Commonwealth of), Series 157, 1.50% 6/21/2031  | AUD20,000 | 11777 |
| Australia (Commonwealth of), Series 158, 1.25% 5/21/2032  | 2800 | 1575 |
| Australia (Commonwealth of), Series 166, 3.00% 11/21/2033  | 15309 | 9321 |
| Australia (Commonwealth of), Series 167, 3.75% 5/21/2034  | 36250 | 23118 |
| Australia (Commonwealth of), Series 168, 3.50% 12/21/2034  | 11350 | 7048 |
| Australia (Commonwealth of), Series 144, 3.75% 4/21/2037  | 34036 | 20978 |
| Australia (Commonwealth of), Series 162, 1.75% 6/21/2051  | 884 | 306 |
| New South Wales Treasury Corp. 4.25% 2/20/2036  | 44039 | 27365 |
| New South Wales Treasury Corp. 5.25% 2/24/2038  | 28089 | 18508 |
| Suncorp Group, Ltd. (3-month AUD-BBSW + 2.65%) 6.617% 12/1/2038 <sup>(c)</sup>  | 450 | 321 |
| Treasury Corp. of Victoria 5.50% 9/15/2039  | 117462 | 77535 |
|  |  | 197852 |
| **Brazilian reais 1.83%** |  |  |
| Brazil (Federative Republic of) 10.00% 1/1/2027  | BRL45,865 | 8638 |
| Brazil (Federative Republic of) 10.00% 1/1/2029  | 10300 | 1835 |
| Brazil (Federative Republic of) 0% 1/1/2030  | 373400 | 44524 |
| Brazil (Federative Republic of) 10.00% 1/1/2031  | 77885 | 13143 |
| Brazil (Federative Republic of) 10.00% 1/1/2033  | 20000 | 3243 |
| Brazil (Federative Republic of) 10.00% 1/1/2035  | 479400 | 75393 |

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Capital World Bond Fund — Page 8 of 64

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Brazilian reais (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Brazil (Federative Republic of) 6.00% 8/15/2040 <sup>(d)</sup>  | BRL12,655 | $2150 |
| Brazil (Federative Republic of) 6.00% 8/15/2050 <sup>(d)</sup>  | 171294 | 28373 |
| Brazil (Federative Republic of) 6.00% 8/15/2060 <sup>(d)</sup>  | 12656 | 2061 |
|  |  | 179360 |
| **Hungarian forints 1.57%** |  |  |
| Hungary (Republic of) 2.00% 5/23/2029  | HUF533,400 | 1379 |
| Hungary (Republic of) 3.00% 8/21/2030  | 19100420 | 48693 |
| Hungary (Republic of) 6.75% 7/23/2031  | 2014450 | 5955 |
| Hungary (Republic of) 3.25% 10/22/2031  | 1901750 | 4724 |
| Hungary (Republic of) 4.50% 5/27/2032  | 11705590 | 30663 |
| Hungary (Republic of) 4.75% 11/24/2032  | 11831250 | 31118 |
| Hungary (Republic of) 7.00% 10/24/2035  | 895130 | 2665 |
| Hungary (Republic of) 3.00% 4/25/2041  | 15088180 | 28558 |
|  |  | 153755 |
| **Indian rupees 1.12%** |  |  |
| Asian Development Bank 6.72% 2/8/2028  | INR918,700 | 9490 |
| European Bank for Reconstruction and Development 5.25% 1/12/2027  | 516700 | 5357 |
| European Bank for Reconstruction and Development 6.30% 10/26/2027  | 215800 | 2217 |
| European Bank for Reconstruction and Development 6.875% 7/30/2031  | 174000 | 1797 |
| European Bank for Reconstruction and Development 6.75% 1/13/2032  | 3739700 | 37998 |
| European Investment Bank 6.95% 3/1/2029  | 378300 | 3882 |
| European Investment Bank 7.40% 10/23/2033  | 1194200 | 12177 |
| Export-Import Bank of Korea 7.40% 2/5/2030  | 17500 | 183 |
| Export-Import Bank of Korea 8.10% 10/16/2030  | 33100 | 353 |
| India (Republic of) 7.18% 7/24/2037  | 105790 | 1114 |
| India (Republic of) 7.30% 6/19/2053  | 388030 | 3876 |
| Inter-American Development Bank 7.35% 10/6/2030  | 186000 | 1927 |
| Inter-American Development Bank 7.00% 4/17/2033  | 702000 | 7024 |
| International Bank for Reconstruction and Development 6.75% 9/8/2027  | 802400 | 8303 |
| International Bank for Reconstruction and Development 6.85% 4/24/2028  | 207000 | 2136 |
| International Bank for Reconstruction and Development 6.50% 4/17/2030  | 726000 | 7295 |
| Korea Development Bank 6.75% 7/1/2030  | 465000 | 4655 |
|  |  | 109784 |
| **Czech korunas 1.06%** |  |  |
| Czech Republic 0.95% 5/15/2030  | CZK50 | 2 |
| Czech Republic 1.20% 3/13/2031  | 28560 | 1154 |
| Czech Republic 4.90% 4/14/2034  | 23470 | 1114 |
| Czech Republic 1.95% 7/30/2037  | 9140 | 321 |
| Czech Republic 1.50% 4/24/2040  | 115710 | 3521 |
| Czech Republic, Series 78, 2.50% 8/25/2028  | 117440 | 5319 |
| Czech Republic, Series 138, 1.75% 6/23/2032  | 218780 | 8735 |
| Czech Republic, Series 154, 4.50% 11/11/2032  | 1209000 | 56396 |
| Czech Republic, Series 157, 3.60% 6/3/2036  | 650000 | 27537 |
|  |  | 104099 |
| **Peruvian nuevos soles 1.05%** |  |  |
| Peru (Republic of) 6.85% 8/12/2035  | PEN4,633 | 1356 |
| Peru (Republic of) 7.60% 8/12/2039  | 342361 | 101794 |
|  |  | 103150 |

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Capital World Bond Fund — Page 9 of 64

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Chinese yuan renminbi 0.80%**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| China (People's Republic of), Series INBK, 2.69% 8/12/2026  | CNY99,400 | $14479 |
| China (People's Republic of), Series INBK, 2.37% 1/20/2027  | 4650 | 680 |
| China (People's Republic of), Series INBK, 2.48% 4/15/2027  | 420 | 62 |
| China (People's Republic of), Series INBK, 2.37% 1/15/2029  | 12000 | 1790 |
| China (People's Republic of), Series INBK, 3.13% 11/21/2029  | 75090 | 11599 |
| China (People's Republic of), Series INBK, 1.49% 12/25/2031  | 15000 | 2160 |
| China (People's Republic of), Series INBK, 2.67% 11/25/2033  | 36000 | 5585 |
| China (People's Republic of), Series INBK, 2.27% 5/25/2034  | 99850 | 15056 |
| China (People's Republic of), Series INBK, 1.78% 11/15/2035  | 15000 | 2165 |
| China (People's Republic of), Series INBK, 2.33% 8/15/2044  | 39000 | 5695 |
| China (People's Republic of), Series INBK, 3.86% 7/22/2049  | 13170 | 2415 |
| China (People's Republic of), Series INBK, 3.39% 3/16/2050  | 16400 | 2817 |
| China (People's Republic of), Series INBK, 3.19% 4/15/2053  | 57240 | 9657 |
| China (People's Republic of), Series INBK, 3.00% 10/15/2053  | 13010 | 2138 |
| China (People's Republic of), Series INBK, 2.47% 7/25/2054  | 1710 | 253 |
| China Development Bank Corp., Series 2004, 3.43% 1/14/2027  | 9380 | 1380 |
|  |  | 77931 |
| **Canadian dollars 0.65%** |  |  |
| Canada (Government of) 3.50% 3/1/2028  | CAD60,003 | 43668 |
| Canada (Government of) 2.75% 12/1/2048  | 22100 | 13298 |
| Canada (Government of), Series 0206, 3.00% 2/1/2027  | 3000 | 2165 |
| Canada (Government of), Series 1128, 2.75% 12/1/2055  | 2182 | 1256 |
| Canada Housing Trust 2.85% 6/15/2030  | 2980 | 2119 |
| Ontario (Province of) 3.95% 12/2/2035  | 1500 | 1079 |
|  |  | 63585 |
| **Colombian pesos 0.61%** |  |  |
| Colombia (Republic of) 11.00% 8/22/2029  | COP2,525,200 | 634 |
| Colombia (Republic of) 12.75% 11/28/2040  | 10755800 | 2855 |
| Colombia (Republic of) 12.00% 3/13/2058  | 5100000 | 1271 |
| Colombia (Republic of), Series B, 12.50% 2/27/2030  | 162904700 | 42435 |
| Colombia (Republic of), Series B, 7.00% 3/26/2031  | 26334400 | 5530 |
| Colombia (Republic of), Series B, 7.00% 6/30/2032  | 643700 | 129 |
| Colombia (Republic of), Series B, 13.25% 2/9/2033  | 2400400 | 648 |
| Colombia (Republic of), Series B, 7.25% 10/18/2034  | 19428400 | 3738 |
| Colombia (Republic of), Series B, 11.75% 1/24/2035  | 8291300 | 2095 |
|  |  | 59335 |
| **Mexican pesos 0.60%** |  |  |
| America Movil, SAB de CV, 10.125% 1/22/2029  | MXN41,210 | 2359 |
| America Movil, SAB de CV, 9.50% 1/27/2031  | 299500 | 16729 |
| America Movil, SAB de CV, 10.30% 1/30/2034  | 141920 | 8171 |
| America Movil, SAB de CV, 8.46% 12/18/2036  | 15000 | 754 |
| Inter-American Development Bank 0% 3/6/2046  | 35900 | 327 |
| International Finance Corp. 0% 4/26/2052  | 1465160 | 7619 |
| Petroleos Mexicanos 7.47% 11/12/2026  | 170700 | 9466 |
| United Mexican States, Series M, 7.50% 6/3/2027  | 1700 | 95 |
| United Mexican States, Series M, 8.50% 5/31/2029  | 50880 | 2837 |
| United Mexican States, Series M, 7.75% 5/29/2031  | 95621 | 5088 |
| United Mexican States, Series M, 7.50% 5/26/2033  | 35570 | 1820 |
| United Mexican States, Series M, 7.75% 11/13/2042  | 41460 | 1922 |

---

Capital World Bond Fund — Page 10 of 64

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Mexican pesos (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| United Mexican States, Series M, 8.00% 11/7/2047  | MXN7,491 | $350 |
| United Mexican States, Series M, 8.00% 7/31/2053  | 27000 | 1249 |
|  |  | 58786 |
| **Danish kroner 0.56%** |  |  |
| Denmark (Kingdom of) 2.25% 11/15/2033  | DKK1,650 | 247 |
| Denmark (Kingdom of) 4.50% 11/15/2039  | 830 | 149 |
| Denmark (Kingdom of) 0.25% 11/15/2052  | 590 | 44 |
| Nykredit Realkredit AS, Series 01E, 2.00% 10/1/2037 <sup>(e)</sup>  | 12258 | 1812 |
| Nykredit Realkredit AS, Series 01E, 1.50% 10/1/2040 <sup>(e)</sup>  | 78822 | 10973 |
| Nykredit Realkredit AS, Series 01E, 0.50% 10/1/2043 <sup>(e)</sup>  | 198044 | 24957 |
| Nykredit Realkredit AS, Series 01E, 2.50% 10/1/2047 <sup>(e)</sup>  | 6460 | 923 |
| Nykredit Realkredit AS, Series CCE, 1.00% 10/1/2050 <sup>(e)</sup>  | 47139 | 5649 |
| Nykredit Realkredit AS, Series 01E, 1.00% 10/1/2053 <sup>(e)</sup>  | 66011 | 7842 |
| Realkredit Danmark AS 1.00% 10/1/2053 <sup>(e)</sup>  | 18036 | 2124 |
|  |  | 54720 |
| **Norwegian kroner 0.55%** |  |  |
| Norway (Kingdom of) 3.75% 6/12/2035  | NOK87,140 | 8609 |
| Norway (Kingdom of) 4.125% 6/3/2036  | 229215 | 23248 |
| Norway (Kingdom of), Series 487, 3.625% 4/13/2034  | 222720 | 21922 |
|  |  | 53779 |
| **Malaysian ringgits 0.49%** |  |  |
| Malaysia (Federation of) 3.519% 4/20/2028  | MYR5,000 | 1242 |
| Malaysia (Federation of), Series 0218, 4.369% 10/31/2028  | 2545 | 646 |
| Malaysia (Federation of), Series 0125, 3.336% 5/15/2030  | 2000 | 493 |
| Malaysia (Federation of), Series 0122, 3.582% 7/15/2032  | 9000 | 2228 |
| Malaysia (Federation of), Series 0419, 3.828% 7/5/2034  | 51373 | 12834 |
| Malaysia (Federation of), Series 0317, 4.762% 4/7/2037  | 15220 | 4069 |
| Malaysia (Federation of), Series 0124, 4.054% 4/18/2039  | 1210 | 304 |
| Malaysia (Federation of), Series 0219, 4.467% 9/15/2039  | 5000 | 1309 |
| Malaysia (Federation of), Series 0519, 3.757% 5/22/2040  | 5030 | 1224 |
| Malaysia (Federation of), Series 0221, 4.417% 9/30/2041  | 18546 | 4829 |
| Malaysia (Federation of), Series 0223, 4.291% 8/14/2043  | 816 | 209 |
| Malaysia (Federation of), Series 0224, 4.18% 5/16/2044  | 68093 | 17204 |
| Malaysia (Federation of), Series 0417, 4.895% 5/8/2047  | 184 | 51 |
| Malaysia (Federation of), Series 0120, 4.065% 6/15/2050  | 2750 | 676 |
| Malaysia (Federation of), Series 0123, 4.457% 3/31/2053  | 3500 | 911 |
|  |  | 48229 |
| **Indonesian rupiah 0.49%** |  |  |
| Indonesia (Republic of), Series FR64, 6.125% 5/15/2028  | IDR2,386,000 | 140 |
| Indonesia (Republic of), Series FR71, 9.00% 3/15/2029  | 170772000 | 10753 |
| Indonesia (Republic of), Series 101, 6.875% 4/15/2029  | 31000000 | 1842 |
| Indonesia (Republic of), Series FR78, 8.25% 5/15/2029  | 65342000 | 4028 |
| Indonesia (Republic of), Series FR91, 6.375% 4/15/2032  | 22535000 | 1300 |
| Indonesia (Republic of), Series FR96, 7.00% 2/15/2033  | 258118000 | 15318 |
| Indonesia (Republic of), Series FR100, 6.625% 2/15/2034  | 160502000 | 9303 |
| Indonesia (Republic of), Series FR68, 8.375% 3/15/2034  | 29000 | 2 |
| Indonesia (Republic of), Series 103, 6.75% 7/15/2035  | 7869000 | 461 |
| Indonesia (Republic of), Series FR98, 7.125% 6/15/2038  | 20274000 | 1211 |

---

Capital World Bond Fund — Page 11 of 64

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Indonesian rupiah (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Indonesia (Republic of), Series FR79, 8.375% 4/15/2039  | IDR43,000,000 | $2832 |
| Indonesia (Republic of), Series FR92, 7.125% 6/15/2042  | 16300000 | 975 |
|  |  | 48165 |
| **South African rand 0.27%** |  |  |
| South Africa (Republic of), Series R-2030, 8.00% 1/31/2030  | ZAR11,548 | 676 |
| South Africa (Republic of), Series R-213, 7.00% 2/28/2031  | 6000 | 333 |
| South Africa (Republic of), Series R-2032, 8.25% 3/31/2032  | 16952 | 979 |
| South Africa (Republic of), Series R-2035, 8.875% 2/28/2035  | 16520 | 960 |
| South Africa (Republic of), Series R-2040, 9.00% 1/31/2040  | 296565 | 16477 |
| South Africa (Republic of), Series R-214, 6.50% 2/28/2041  | 15385 | 680 |
| South Africa (Republic of), Series R-2048, 8.75% 2/28/2048  | 123278 | 6597 |
|  |  | 26702 |
| **New Zealand dollars 0.26%** |  |  |
| New Zealand 4.25% 5/15/2036  | NZD22,075 | 12199 |
| New Zealand 3.25% 9/20/2050 <sup>(d)</sup>  | 19723 | 11804 |
| New Zealand (Government of), Series 0535, 4.50% 5/15/2035  | 1800 | 1023 |
| New Zealand (Government of), Series 0554, 5.00% 5/15/2054  | 192 | 105 |
|  |  | 25131 |
| **Polish zloty 0.22%** |  |  |
| Poland (Republic of), Series 1029, 2.75% 10/25/2029  | PLN26,990 | 6761 |
| Poland (Republic of), Series 0432, 1.75% 4/25/2032  | 3166 | 694 |
| Poland (Republic of), Series 1033, 6.00% 10/25/2033  | 44930 | 12374 |
| Poland (Republic of), Series 1034, 5.00% 10/25/2034  | 5017 | 1287 |
|  |  | 21116 |
| **Philippine pesos 0.13%** |  |  |
| Asian Development Bank 5.25% 4/29/2035  | PHP312,000 | 4806 |
| Philippines (Republic of) 6.75% 9/15/2032  | 457000 | 7488 |
| Philippines (Republic of) 6.375% 4/28/2035  | 39000 | 619 |
|  |  | 12913 |
| **Chilean pesos 0.10%** |  |  |
| Chile (Republic of) 4.70% 9/1/2030  | CLP1,550,000 | 1633 |
| Chile (Republic of) 6.00% 4/1/2033  | 7000000 | 7776 |
|  |  | 9409 |
| **Thai baht 0.09%** |  |  |
| Thailand (Kingdom of) 1.66% 3/17/2030  | THB20,000 | 614 |
| Thailand (Kingdom of) 3.35% 6/17/2033  | 26000 | 868 |
| Thailand (Kingdom of) 1.585% 12/17/2035  | 88000 | 2557 |
| Thailand (Kingdom of) 1.84% 5/17/2036  | 54000 | 1606 |
| Thailand (Kingdom of) 2.00% 6/17/2042  | 20009 | 534 |
| Thailand (Kingdom of) 3.45% 6/17/2043  | 56548 | 1793 |
| Thailand (Kingdom of) 2.875% 6/17/2046  | 8967 | 262 |
| Thailand (Kingdom of) 4.00% 6/17/2055  | 21000 | 722 |
|  |  | 8956 |
| **Kazakhstani tenge 0.07%** |  |  |
| Development Bank of Kazakhstan JSC 10.95% 5/6/2026  | KZT500,000 | 1043 |
| Development Bank of Kazakhstan JSC 18.40% 10/16/2028  | 145000 | 315 |
| Kazakhstan (Republic of) 5.30% 10/19/2027  | 768289 | 1379 |

---

Capital World Bond Fund — Page 12 of 64

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **Kazakhstani tenge (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Kazakhstan (Republic of) 6.50% 10/24/2027  | KZT1,436,615 | $2621 |
| Kazakhstan (Republic of), Series 5Y, 15.35% 11/18/2027  | 471992 | 974 |
|  |  | 6332 |
| **Turkish lira 0.03%** |  |  |
| Turkey (Republic of) 39.40% 6/16/2027 <sup>(c)</sup>  | TRY36,680 | 828 |
| Turkey (Republic of), Series 2Y, 36.00% 8/12/2026  | 73835 | 1634 |
| Turkey (Republic of), Series 5Y, 17.30% 7/19/2028  | 57410 | 915 |
|  |  | 3377 |
| **Egyptian pounds 0.03%** |  |  |
| Egypt (Arab Republic of) 25.318% 8/13/2027  | EGP50,725 | 932 |
| Egypt (Arab Republic of) 24.458% 10/1/2027  | 94950 | 1750 |
|  |  | 2682 |
| **Romanian leu 0.02%** |  |  |
| Romania (Republic of), Series 4Y, 7.20% 5/31/2027  | RON6,700 | 1529 |
| **Swedish kronor 0.00%** |  |  |
| Sweden (Kingdom of) 1.375% 6/23/2071  | SEK540 | 32 |
| Sweden (Kingdom of), Series 1066, 2.25% 5/11/2035  | 1990 | 201 |
|  |  | 233 |
| **U.S. dollars 49.35%** |  |  |
| 1261229 B.C., Ltd. 10.00% 4/15/2032 <sup>(f)</sup>  | USD2,107 | 2159 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 522 Funding CLO, Ltd., Series 2019-5A, Class AR2, (3-month USD CME Term SOFR + 1.02%) 4.68% <br>4/15/2035 <sup>(c)(e)(f)</sup>  | 3608 | 3605 |
| Abbott Laboratories 4.65% 3/15/2036  | 7245 | 7087 |
| Abbott Laboratories 5.50% 3/15/2056  | 2632 | 2583 |
| AbbVie, Inc. 4.40% 3/15/2033  | 729 | 716 |
| AbbVie, Inc. 5.05% 3/15/2034  | 12931 | 13129 |
| AbbVie, Inc. 4.75% 3/15/2036  | 452 | 444 |
| AbbVie, Inc. 5.40% 3/15/2054  | 3302 | 3155 |
| AbbVie, Inc. 5.55% 3/15/2056  | 126 | 123 |
| Accendra Health, Inc. 4.50% 3/31/2029 <sup>(f)</sup>  | 245 | 148 |
| Accendra Health, Inc. 6.625% 4/1/2030 <sup>(f)</sup>  | 748 | 357 |
| ACHD Trust, Series 2025-DS1, Class A, 5.978% 1/9/2034 <sup>(e)(f)</sup>  | 8457 | 8471 |
| ACHV ABS Trust, Series 2024-3AL, Class C, 5.68% 12/26/2031 <sup>(e)(f)</sup>  | 318 | 320 |
| Acushnet Co. 5.625% 12/1/2033 <sup>(f)</sup>  | 20 | 20 |
| Adobe, Inc. 2.15% 2/1/2027  | 6134 | 6043 |
| ADT Security Corp. 5.875% 10/15/2033 <sup>(f)</sup>  | 350 | 339 |
| Advanced Drainage Systems, Inc. 5.375% 3/1/2034 <sup>(f)</sup>  | 725 | 707 |
| Advanced Info Service PCL 4.894% 3/4/2036  | 200 | 195 |
| AECOM 6.00% 8/1/2033 <sup>(f)</sup>  | 35 | 35 |
| Aero Capital Solutions, Inc., Term Loan, (1-month USD CME Term SOFR + 3.00%) 7.61% 11/17/2029 <sup>(c)(f)(g)(h)</sup>  | 2535 | 2535 |
| Aeropuerto Internacional de Tocumen SA 5.125% 8/11/2061 <sup>(f)</sup>  | 4875 | 3909 |
| AIB Group PLC 5.871% 3/28/2035 (USD-SOFR + 1.91% on 3/28/2034) <sup>(a)(f)</sup>  | 8388 | 8671 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Aimbridge Acquisition Co., Inc., Term Loan, (1-month USD CME Term SOFR + 1.614%) 6.00% PIK and 5.282% <br> Cash 3/11/2030 <sup>(c)(g)(h)(i)</sup>  | 35 | 35 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Aimbridge Acquisition Co., Inc., Term Loan, (1-month USD CME Term SOFR + 5.614%) 9.29% <br>3/11/2030 <sup>(c)(g)(h)</sup>  | 36 | 36 |
| Albertsons Cos., Inc. 3.50% 3/15/2029 <sup>(f)</sup>  | 745 | 711 |
| Albertsons Cos., Inc. 4.875% 2/15/2030 <sup>(f)</sup>  | 245 | 240 |
| Albertsons Cos., Inc. 5.50% 3/31/2031 <sup>(f)</sup>  | 530 | 525 |

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Capital World Bond Fund — Page 13 of 64

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **U.S. dollars (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Albertsons Cos., Inc. 5.625% 3/31/2032 <sup>(f)</sup>  | USD455 | $448 |
| Albertsons Cos., Inc. 5.75% 3/31/2034 <sup>(f)</sup>  | 2035 | 1993 |
| Albion Financing 1 SARL 7.00% 5/21/2030 <sup>(f)</sup>  | 200 | 205 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Alera Group Intermediate Holdings, Inc., Term Loan, (3-month USD CME Term SOFR + 5.50%) 9.176% <br>5/30/2033 <sup>(c)(h)</sup>  | 440 | 426 |
| Alfa Transmisora De Energia SA 4.55% 9/27/2051  | 9416 | 7167 |
| Alibaba Group Holding, Ltd. 5.25% 5/26/2035  | 395 | 406 |
| Alibaba Group Holding, Ltd. 4.00% 12/6/2037  | 200 | 182 |
| Alibaba Group Holding, Ltd. 2.70% 2/9/2041  | 400 | 294 |
| Alibaba Group Holding, Ltd. 4.20% 12/6/2047  | 300 | 248 |
| Alibaba Group Holding, Ltd. 5.625% 11/26/2054  | 200 | 199 |
| Allegro CLO, Ltd., Series 2019-1, Class ARR, (3-month USD CME Term SOFR + 1.13%) 4.798% 4/20/2032 <sup>(c)(e)(f)</sup>  | 1409 | 1409 |
| Alliance Resource Operating Partners, LP 8.625% 6/15/2029 <sup>(f)</sup>  | 102 | 106 |
| Alliant Holdings Intermediate, LLC 5.875% 11/1/2029 <sup>(f)</sup>  | 588 | 569 |
| Alliant Holdings Intermediate, LLC 7.00% 1/15/2031 <sup>(f)</sup>  | 990 | 999 |
| Alliant Holdings Intermediate, LLC 6.50% 10/1/2031 <sup>(f)</sup>  | 425 | 418 |
| Alliant Holdings Intermediate, LLC 7.375% 10/1/2032 <sup>(f)</sup>  | 610 | 605 |
| Allied Universal Holdco, LLC 4.625% 6/1/2028 <sup>(f)</sup>  | 550 | 538 |
| Allied Universal Holdco, LLC 6.00% 6/1/2029 <sup>(f)</sup>  | 240 | 232 |
| Allison Transmission, Inc. 5.875% 12/1/2033 <sup>(f)</sup>  | 70 | 70 |
| Allwyn Entertainment Financing (UK) PLC 7.875% 4/30/2029 <sup>(f)</sup>  | 400 | 409 |
| Alphabet, Inc. 4.80% 2/15/2036  | 1506 | 1500 |
| Altice France 6.50% 4/15/2032 <sup>(f)</sup>  | 1062 | 1007 |
| Altice France 6.875% 7/15/2032 <sup>(f)</sup>  | 110 | 104 |
| Amazon.com, Inc. 4.10% 11/20/2030  | 3890 | 3846 |
| Amazon.com, Inc. 4.35% 3/20/2033  | 4594 | 4512 |
| Amazon.com, Inc. 4.65% 11/20/2035  | 1479 | 1451 |
| Amazon.com, Inc. 4.875% 3/13/2036  | 904 | 896 |
| Amazon.com, Inc. 5.45% 11/20/2055  | 300 | 287 |
| Amentum Holdings, Inc. 7.25% 8/1/2032 <sup>(f)</sup>  | 495 | 513 |
| American Express Co. 5.532% 4/25/2030 (USD-SOFR + 1.09% on 4/25/2029) <sup>(a)</sup>  | 3350 | 3450 |
| American Express Co. 4.456% 2/10/2032 (USD-SOFR + 0.867% on 2/10/2031) <sup>(a)</sup>  | 2875 | 2846 |
| American International Group, Inc. 5.125% 3/27/2033  | 289 | 292 |
| American International Group, Inc. 5.45% 5/7/2035  | 2749 | 2805 |
| American International Group, Inc. 4.375% 6/30/2050  | 1773 | 1437 |
| Amgen, Inc. 2.20% 2/21/2027  | 1179 | 1158 |
| Amgen, Inc. 4.20% 2/19/2031  | 979 | 966 |
| Amgen, Inc. 2.00% 1/15/2032  | 5845 | 5060 |
| Amgen, Inc. 5.25% 3/2/2033  | 13384 | 13740 |
| Amgen, Inc. 4.85% 2/19/2036  | 6150 | 6045 |
| Amgen, Inc. 5.65% 3/2/2053  | 10268 | 9952 |
| Amphenol Corp. 4.125% 11/15/2030  | 2500 | 2464 |
| Amphenol Corp. 4.40% 2/15/2033  | 2250 | 2197 |
| Amphenol Corp. 4.625% 2/15/2036  | 4250 | 4112 |
| Amphenol Corp. 5.30% 11/15/2055  | 477 | 448 |
| ams-OSRAM AG 12.25% 3/30/2029 <sup>(f)</sup>  | 750 | 798 |
| AMSR Trust, Series 2025-SFR1, Class A, 3.655% 6/17/2042 <sup>(e)(f)</sup>  | 3916 | 3732 |
| AmWINS Group, Inc. 4.875% 6/30/2029 <sup>(f)</sup>  | 730 | 700 |
| Angel Oak Mortgage Trust, Series 2022-6, Class A1, 4.30% 7/25/2067 (5.30% on 9/1/2026) <sup>(a)(e)(f)</sup>  | 5182 | 5161 |
| Angola (Republic of) 8.25% 5/9/2028  | 875 | 883 |
| Angola (Republic of) 8.75% 4/14/2032  | 780 | 758 |
| Angola (Republic of) 9.875% 3/31/2037 <sup>(f)</sup>  | 435 | 431 |
| Antero Midstream Partners, LP 5.75% 7/1/2034 <sup>(f)</sup>  | 280 | 276 |
| Anywhere Real Estate Group, LLC 5.75% 1/15/2029 <sup>(f)</sup>  | 305 | 294 |
| Anywhere Real Estate Group, LLC 5.25% 4/15/2030 <sup>(f)</sup>  | 255 | 241 |

---

Capital World Bond Fund — Page 14 of 64

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **U.S. dollars (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Aon Corp. 5.35% 2/28/2033  | USD482 | $494 |
| Aon Corp. 3.90% 2/28/2052  | 1000 | 731 |
| Aon North America, Inc. 5.45% 3/1/2034  | 199 | 203 |
| Aon North America, Inc. 5.75% 3/1/2054  | 1584 | 1527 |
| APL Finance, LLC, Series 2025-1A, Class A, 4.81% 3/20/2036 <sup>(e)(f)</sup>  | 279 | 279 |
| Apollo Aviation Securitization Equity Trust, Series 2025-2A, Class A, 5.522% 2/16/2050 <sup>(e)(f)</sup>  | 5495 | 5493 |
| Apollo Aviation Securitization Equity Trust, Series 2025-1A, Class A, 5.943% 2/16/2050 <sup>(e)(f)</sup>  | 2995 | 3019 |
| Aramark Services, Inc. 5.00% 2/1/2028 <sup>(f)</sup>  | 800 | 796 |
| Archrock Services, LP 6.00% 2/1/2034 <sup>(f)</sup>  | 505 | 500 |
| Ardonagh Finco, Ltd. 7.75% 2/15/2031 <sup>(f)</sup>  | 600 | 607 |
| Ardonagh Group Finance, Ltd. 8.875% 2/15/2032 <sup>(f)</sup>  | 400 | 392 |
| Aretec Group, Inc. 7.50% 4/1/2029 <sup>(f)</sup>  | 1257 | 1246 |
| Aretec Group, Inc. 10.00% 8/15/2030 <sup>(f)</sup>  | 552 | 587 |
| Argentine Republic 0.75% 7/9/2030 (1.75% on 7/9/2027) <sup>(a)</sup>  | 2330 | 1954 |
| Asbury Automotive Group, Inc. 4.625% 11/15/2029 <sup>(f)</sup>  | 730 | 706 |
| Ascent Resources Utica Holdings, LLC 5.875% 6/30/2029 <sup>(f)</sup>  | 110 | 110 |
| Asurion, LLC 8.00% 12/31/2032 <sup>(f)</sup>  | 275 | 286 |
| Asurion, LLC 8.375% 2/1/2034 <sup>(f)</sup>  | 640 | 622 |
| AT&T, Inc. 5.40% 2/15/2034  | 3577 | 3659 |
| AT&T, Inc. 4.50% 5/15/2035  | 1406 | 1333 |
| AT&T, Inc. 5.125% 4/30/2036  | 8040 | 7947 |
| AT&T, Inc. 3.50% 9/15/2053  | 2147 | 1409 |
| Athene Global Funding 5.543% 8/22/2035 <sup>(f)</sup>  | 361 | 355 |
| Athene Holding, Ltd. 6.625% 5/19/2055  | 3000 | 2893 |
| ATI, Inc. 7.25% 8/15/2030  | 810 | 840 |
| Augusta SpinCo Corp. 5.245% 3/23/2036  | 483 | 483 |
| Avantor Funding, Inc. 3.875% 11/1/2029 <sup>(f)</sup>  | 810 | 761 |
| Avis Budget Car Rental, LLC 5.375% 3/1/2029 <sup>(f)</sup>  | 35 | 34 |
| Avis Budget Car Rental, LLC 8.25% 1/15/2030 <sup>(f)</sup>  | 244 | 246 |
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2023-2, Class A, 5.20% 10/20/2027 <sup>(e)(f)</sup>  | 11562 | 11601 |
| Avis Budget Rental Car Funding (AESOP), LLC, Series 2023-6, Class A, 5.81% 12/20/2029 <sup>(e)(f)</sup>  | 6513 | 6720 |
| Axon Enterprise, Inc. 6.125% 3/15/2030 <sup>(f)</sup>  | 355 | 362 |
| Axon Enterprise, Inc. 6.25% 3/15/2033 <sup>(f)</sup>  | 775 | 792 |
| Azule Energy Finance PLC 8.125% 1/23/2030  | 3000 | 3041 |
| Azule Energy Finance PLC 8.25% 1/22/2031  | 3000 | 3033 |
| B&G Foods, Inc. 5.25% 9/15/2027  | 1150 | 1109 |
| B&G Foods, Inc. 8.00% 9/15/2028 <sup>(f)</sup>  | 640 | 631 |
| BAE Systems PLC 5.50% 3/26/2054 <sup>(f)</sup>  | 384 | 379 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bangkok Bank Public Co., Ltd. 3.733% 9/25/2034 (5-year UST Yield Curve Rate T Note Constant Maturity + 1.90% <br> on 9/25/2029) <sup>(a)</sup>  | 10480 | 9896 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bangkok Bank Public Co., Ltd. 3.733% 9/25/2034 (5-year UST Yield Curve Rate T Note Constant Maturity + 1.90% <br> on 9/25/2029) <sup>(a)(f)</sup>  | 290 | 274 |
| Bank Commercial Mortgage Trust, Series 2023-5YR4, Class AS, 7.274% 12/15/2056 <sup>(c)(e)</sup>  | 1412 | 1488 |
| Bank Commercial Mortgage Trust, Series 2025-5YR14, Class AS, 6.072% 4/15/2058 <sup>(c)(e)</sup>  | 3141 | 3250 |
| Bank Gospodarstwa Krajowego 5.75% 7/9/2034 <sup>(f)</sup>  | 2140 | 2211 |
| Bank Gospodarstwa Krajowego 6.25% 7/9/2054 <sup>(f)</sup>  | 2310 | 2289 |
| Bank of America Corp. 1.898% 7/23/2031 (USD-SOFR + 1.53% on 7/23/2030) <sup>(a)</sup>  | 5557 | 4951 |
| Bank of New York Mellon Corp. 4.942% 2/11/2031 (USD-SOFR + 0.887% on 2/11/2030) <sup>(a)</sup>  | 3228 | 3271 |
| BAT Capital Corp. 3.215% 9/6/2026  | 2 | 2 |
| BAT Capital Corp. 4.625% 3/22/2033  | 1716 | 1680 |
| BAT Capital Corp. 6.421% 8/2/2033  | 288 | 312 |
| BAT Capital Corp. 5.625% 8/15/2035  | 24699 | 25411 |
| BAT Capital Corp. 7.079% 8/2/2043  | 2250 | 2475 |
| BAT Capital Corp. 5.65% 3/16/2052  | 600 | 556 |
| BAT Capital Corp. 6.25% 8/15/2055  | 211 | 214 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **U.S. dollars (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Bausch Health Americas, Inc. 8.50% 1/31/2027 <sup>(f)</sup>  | USD1,425 | $1413 |
| Bausch Health Cos., Inc. 4.875% 6/1/2028 <sup>(f)</sup>  | 609 | 558 |
| Bausch Health Cos., Inc. 11.00% 9/30/2028 <sup>(f)</sup>  | 204 | 208 |
| Bausch Health Cos., Inc. 7.25% 5/30/2029 <sup>(f)</sup>  | 200 | 149 |
| Bausch Health Cos., Inc. 5.25% 1/30/2030 <sup>(f)</sup>  | 230 | 149 |
| Bausch Health Cos., Inc. 5.25% 2/15/2031 <sup>(f)</sup>  | 580 | 354 |
| Baxter International, Inc. 5.65% 12/15/2035  | 3404 | 3326 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BBVA Bancomer SA 5.125% 1/18/2033 (5-year UST Yield Curve Rate T Note Constant Maturity + 2.65% on <br> 1/17/2028) <sup>(a)</sup>  | 5000 | 4863 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BBVA Bancomer SA 8.45% 6/29/2038 (5-year UST Yield Curve Rate T Note Constant Maturity + 4.661% on <br> 6/29/2033) <sup>(a)</sup>  | 15052 | 16195 |
| Beach Acquisition Bidco, LLC 10.75% PIK 7/15/2033 <sup>(f)(i)</sup>  | 395 | 421 |
| Beignet Investor, LLC 6.581% 5/30/2049 <sup>(f)</sup>  | 300 | 309 |
| Belron Finance 2019, LLC, Term Loan B, (3-month USD CME Term SOFR + 2.00%) 5.66% 10/16/2031 <sup>(c)(h)</sup>  | 374 | 375 |
| Benchmark Mortgage Trust, Series 2024-V5, Class AM, 6.417% 1/10/2057 <sup>(c)(e)</sup>  | 1244 | 1291 |
| Benchmark Mortgage Trust, Series 2024-V5, Class C, 7.205% 1/10/2057 <sup>(c)(e)</sup>  | 739 | 756 |
| Benin (Republic of) 7.96% 2/13/2038 <sup>(f)</sup>  | 1080 | 1062 |
| BHP Billiton Finance (USA), Ltd. 5.30% 2/21/2035  | 2320 | 2363 |
| BHP Billiton Finance (USA), Ltd. 5.75% 9/5/2055  | 767 | 768 |
| BioMarin Pharmaceutical, Inc. 5.50% 2/15/2034 <sup>(f)</sup>  | 400 | 394 |
| BIP-V Chinook Holdco, LLC 5.50% 6/15/2031 <sup>(f)</sup>  | 600 | 585 |
| Black Pearl Compute, LLC 6.125% 2/15/2031 <sup>(f)</sup>  | 70 | 71 |
| Blackstone Reg Finance Co., LLC 4.95% 2/15/2036  | 1725 | 1666 |
| Block, Inc. 3.50% 6/1/2031  | 265 | 241 |
| Block, Inc. 6.50% 5/15/2032  | 1230 | 1242 |
| BMO Mortgage Trust, Series 2024-5C8, Class AS, 5.94% 12/15/2057 <sup>(c)(e)</sup>  | 7580 | 7804 |
| Boeing Co. (The) 2.70% 2/1/2027  | 525 | 518 |
| Boeing Co. (The) 5.04% 5/1/2027  | 2099 | 2111 |
| Boeing Co. (The) 5.15% 5/1/2030  | 421 | 428 |
| Boeing Co. (The) 6.528% 5/1/2034  | 131 | 143 |
| Boeing Co. (The) 5.705% 5/1/2040  | 2000 | 2004 |
| Boeing Co. (The) 5.805% 5/1/2050  | 1765 | 1707 |
| Boeing Co. (The) 6.858% 5/1/2054  | 1320 | 1454 |
| Boeing Co. (The) 5.93% 5/1/2060  | 2579 | 2478 |
| Boeing Co. (The) 7.008% 5/1/2064  | 1180 | 1306 |
| Borr IHC, Ltd. 10.00% 11/15/2028 <sup>(f)</sup>  | 1016 | 1043 |
| Boston Properties, LP 2.90% 3/15/2030  | 406 | 376 |
| Boston Properties, LP 3.25% 1/30/2031  | 173 | 160 |
| Boston Properties, LP 2.55% 4/1/2032  | 881 | 756 |
| Boston Properties, LP 2.45% 10/1/2033  | 2737 | 2216 |
| Boston Properties, LP 6.50% 1/15/2034  | 1276 | 1338 |
| Boston Properties, LP 5.75% 1/15/2035  | 1555 | 1547 |
| Boyd Gaming Corp. 4.75% 6/15/2031 <sup>(f)</sup>  | 260 | 247 |
| Boyne USA, Inc. 4.75% 5/15/2029 <sup>(f)</sup>  | 765 | 742 |
| BPCE SA 2.045% 10/19/2027 (USD-SOFR + 1.087% on 10/19/2026) <sup>(a)(f)</sup>  | 7500 | 7396 |
| BPCE SA 6.714% 10/19/2029 (USD-SOFR + 2.27% on 10/19/2028) <sup>(a)(f)</sup>  | 3000 | 3139 |
| BPCE SA 5.417% 1/13/2037 (USD-SOFR + 1.568% on 1/13/2036) <sup>(a)(f)</sup>  | 14560 | 14202 |
| Braskem Netherlands Finance BV 4.50% 1/10/2028  | 918 | 446 |
| Braskem Netherlands Finance BV 4.50% 1/31/2030  | 29861 | 13918 |
| Braskem Netherlands Finance BV 8.50% 1/12/2031  | 21382 | 10156 |
| Braskem Netherlands Finance BV 8.50% 1/12/2031 <sup>(f)</sup>  | 3035 | 1442 |
| Braskem Netherlands Finance BV 7.25% 2/13/2033  | 5283 | 2456 |
| BRAVO Residential Funding Trust, Series 2025-NQM5, Class A1, 5.496% 2/25/2065 (6.496% on 5/1/2027) <sup>(a)(e)(f)</sup>  | 1736 | 1744 |
| Brazil (Federative Republic of) 5.50% 11/6/2030  | 2320 | 2362 |
| Brazil (Federative Republic of) 6.25% 5/22/2036  | 1350 | 1324 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **U.S. dollars (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Brightstar Lottery PLC 5.75% 1/15/2033 <sup>(f)</sup>  | USD200 | $195 |
| Bristol-Myers Squibb Co. 5.20% 2/22/2034  | 16950 | 17383 |
| Bristol-Myers Squibb Co. 5.55% 2/22/2054  | 1800 | 1734 |
| Bristow Group, Inc. 6.75% 2/1/2033 <sup>(f)</sup>  | 285 | 288 |
| Broadcom, Inc. 4.00% 4/15/2029 <sup>(f)</sup>  | 4169 | 4129 |
| Broadcom, Inc. 4.75% 4/15/2029  | 1950 | 1972 |
| Broadcom, Inc. 5.15% 11/15/2031  | 2211 | 2269 |
| Broadcom, Inc. 3.469% 4/15/2034  | 3875 | 3491 |
| Broadcom, Inc. 5.20% 7/15/2035  | 4022 | 4055 |
| Brown & Brown, Inc. 5.25% 6/23/2032  | 2000 | 1998 |
| Brown & Brown, Inc. 6.25% 6/23/2055  | 2000 | 1996 |
| Bulgaria (Republic of), Series 13Y, 5.00% 3/5/2037  | 824 | 797 |
| BX Trust, Series 2025-BIO3, Class A, 6.138% 2/10/2042 <sup>(e)(f)</sup>  | 5903 | 5981 |
| BX Trust, Series 2025-ARIA, Class A, 5.12% 12/13/2042 <sup>(c)(e)(f)</sup>  | 20390 | 20520 |
| BX Trust, Series 2025-VOLT, Class A, (1-month USD CME Term SOFR + 1.70%) 5.373% 12/15/2044 <sup>(c)(e)(f)</sup>  | 18697 | 18673 |
| BX Trust, Series 2025-VOLT, Class D, (1-month USD CME Term SOFR + 2.75%) 6.673% 12/15/2044 <sup>(c)(e)(f)</sup>  | 10210 | 10166 |
| CACI International, Inc. 6.375% 6/15/2033 <sup>(f)</sup>  | 235 | 239 |
| Caesars Entertainment, Inc. 7.00% 2/15/2030 <sup>(f)</sup>  | 489 | 495 |
| Caesars Entertainment, Inc. 6.50% 2/15/2032 <sup>(f)</sup>  | 315 | 312 |
| Caesars Entertainment, Inc. 6.00% 10/15/2032 <sup>(f)</sup>  | 380 | 350 |
| CaixaBank SA 6.208% 1/18/2029 (USD-SOFR + 2.70% on 1/18/2028) <sup>(a)(f)</sup>  | 7555 | 7762 |
| CaixaBank SA 5.673% 3/15/2030 (USD-SOFR + 1.78% on 3/15/2029) <sup>(a)(f)</sup>  | 1584 | 1628 |
| California Resources Corp. 8.25% 6/15/2029 <sup>(f)</sup>  | 368 | 385 |
| Canadian Imperial Bank of Commerce 5.245% 1/13/2031 (USD-SOFR + 1.105% on 1/13/2030) <sup>(a)</sup>  | 6122 | 6249 |
| Canadian Pacific Railway Co. 4.80% 3/30/2030  | 3557 | 3604 |
| Canadian Pacific Railway Co. 5.20% 3/30/2035  | 546 | 556 |
| Canadian Pacific Railway Co. 3.00% 12/2/2041  | 540 | 397 |
| Canadian Pacific Railway Co. 3.10% 12/2/2051  | 1683 | 1102 |
| CAN-PACK SA 3.875% 11/15/2029 <sup>(f)</sup>  | 255 | 240 |
| Capital One Financial Corp. 5.197% 9/11/2036 (USD-SOFR + 1.63% on 9/11/2035) <sup>(a)</sup>  | 2250 | 2182 |
| Capital One Financial Corp. 5.399% 1/30/2037 (USD-SOFR + 1.508% on 1/30/2036) <sup>(a)</sup>  | 2275 | 2230 |
| Capstone Copper Corp. 6.75% 3/31/2033 <sup>(f)</sup>  | 150 | 149 |
| Carnival Corp. 5.125% 5/1/2029 <sup>(f)</sup>  | 80 | 79 |
| Carnival Corp. 6.125% 2/15/2033 <sup>(f)</sup>  | 410 | 414 |
| Carpenter Technology Corp. 5.625% 3/1/2034 <sup>(f)</sup>  | 245 | 243 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cascade Funding Mortgage Trust, Series 2024-NR1, Class A1, 6.405% 11/25/2029 (9.405% on <br>11/25/2027) <sup>(a)(e)(f)</sup>  | 1097 | 1099 |
| Cascade Funding Mortgage Trust, Series 2024-HB15, Class M1, 4.00% 8/25/2034 <sup>(c)(e)(f)</sup>  | 4092 | 4016 |
| Cascade Funding Mortgage Trust, Series 2024-HB15, Class A, 4.00% 8/25/2034 <sup>(c)(e)(f)</sup>  | 549 | 548 |
| Castlelake Aircraft Securitization Trust, Series 2025-1A, Class A, 5.783% 2/15/2050 <sup>(e)(f)</sup>  | 4242 | 4278 |
| Caturus Energy, LLC 8.50% 2/15/2030 <sup>(f)</sup>  | 230 | 239 |
| CCO Holdings, LLC 5.125% 5/1/2027 <sup>(f)</sup>  | 140 | 140 |
| CCO Holdings, LLC 5.00% 2/1/2028 <sup>(f)</sup>  | 250 | 248 |
| CCO Holdings, LLC 4.75% 3/1/2030 <sup>(f)</sup>  | 495 | 470 |
| CCO Holdings, LLC 4.50% 8/15/2030 <sup>(f)</sup>  | 388 | 363 |
| CCO Holdings, LLC 4.25% 2/1/2031 <sup>(f)</sup>  | 325 | 296 |
| CCO Holdings, LLC 4.75% 2/1/2032 <sup>(f)</sup>  | 816 | 738 |
| CCO Holdings, LLC 4.50% 5/1/2032  | 301 | 269 |
| CCO Holdings, LLC 7.00% 2/1/2033 <sup>(f)</sup>  | 40 | 40 |
| CCO Holdings, LLC 4.50% 6/1/2033 <sup>(f)</sup>  | 1666 | 1452 |
| CCO Holdings, LLC 4.25% 1/15/2034 <sup>(f)</sup>  | 2512 | 2151 |
| CCO Holdings, LLC 7.375% 2/1/2036 <sup>(f)</sup>  | 290 | 289 |
| Cencora, Inc. 4.90% 2/13/2036  | 2339 | 2293 |
| Cencora, Inc. 5.65% 2/13/2056  | 784 | 768 |
| Central Garden & Pet Co. 4.125% 10/15/2030  | 760 | 716 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **U.S. dollars (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Central Garden & Pet Co. 4.125% 4/30/2031 <sup>(f)</sup>  | USD300 | $280 |
| Century Aluminum Co. 6.875% 8/1/2032 <sup>(f)</sup>  | 175 | 181 |
| CF Hippolyta, LLC, Series 2020-1, Class A1, 1.69% 7/15/2060 <sup>(e)(f)</sup>  | 3117 | 2637 |
| Charter Communications Operating, LLC 6.65% 2/1/2034  | 1313 | 1370 |
| Charter Communications Operating, LLC 6.55% 6/1/2034  | 1476 | 1533 |
| Charter Communications Operating, LLC 6.384% 10/23/2035  | 780 | 793 |
| Charter Communications Operating, LLC 5.85% 12/1/2035  | 15342 | 15099 |
| Charter Communications Operating, LLC 4.80% 3/1/2050  | 6309 | 4668 |
| Charter Communications Operating, LLC 3.70% 4/1/2051  | 4203 | 2604 |
| Charter Communications Operating, LLC 3.90% 6/1/2052  | 10485 | 6681 |
| Charter Communications Operating, LLC 5.25% 4/1/2053  | 8914 | 6997 |
| Charter Communications Operating, LLC 6.70% 12/1/2055  | 4245 | 4060 |
| Chevron Corp. 3.078% 5/11/2050  | 1352 | 911 |
| Chile (Republic of) 4.35% 4/13/2031  | 3335 | 3274 |
| Chile (Republic of) 4.34% 3/7/2042  | 715 | 628 |
| Chile (Republic of) 4.00% 1/31/2052  | 335 | 262 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; China Huaneng Group Co., Ltd. 5.30% perpetual bonds (3-year UST Yield Curve Rate T Note Constant Maturity + <br> 3.775% on 7/5/2027) <sup>(a)</sup>  | 1925 | 1952 |
| China Oil and Gas Group, Ltd. 4.70% 6/30/2026  | 8131 | 8112 |
| CHS / Community Health Systems, Inc. 6.00% 1/15/2029 <sup>(f)</sup>  | 300 | 297 |
| CHS / Community Health Systems, Inc. 10.875% 1/15/2032 <sup>(f)</sup>  | 288 | 309 |
| Chubb INA Holdings, LLC 5.00% 3/15/2034  | 5902 | 5937 |
| Chubb INA Holdings, LLC 4.90% 8/15/2035  | 3000 | 2955 |
| Cigna Group (The) 5.25% 1/15/2036  | 3850 | 3856 |
| Cigna Group (The) 6.00% 1/15/2056  | 575 | 576 |
| Cikarang Listrindo Tbk PT 5.65% 3/12/2035  | 200 | 198 |
| CIM Trust, Series 2025-R1, Class A1, 5.00% 2/25/2099 (8.00% on 3/1/2028) <sup>(a)(e)(f)</sup>  | 2595 | 2570 |
| Cipher Compute, LLC 7.125% 11/15/2030 <sup>(f)</sup>  | 450 | 467 |
| CITGO Petroleum Corp. 8.375% 1/15/2029 <sup>(f)</sup>  | 285 | 294 |
| Citibank, NA 4.914% 5/29/2030  | 1375 | 1397 |
| Citigroup Commercial Mortgage Trust, Series 2023-PRM3, Class A, 6.36% 7/10/2028 <sup>(c)(e)(f)</sup>  | 5275 | 5439 |
| Citigroup Commercial Mortgage Trust, Series 2023-SMRT, Class A, 6.015% 10/12/2040 <sup>(c)(e)(f)</sup>  | 8128 | 8290 |
| Citigroup, Inc. 5.174% 9/11/2036 (USD-SOFR + 1.488% on 9/11/2035) <sup>(a)</sup>  | 4154 | 4119 |
| Citizens Financial Group, Inc. 5.718% 7/23/2032 (USD-SOFR + 1.91% on 7/23/2031) <sup>(a)</sup>  | 2765 | 2843 |
| Citizens Financial Group, Inc. 6.645% 4/25/2035 (USD-SOFR + 2.325% on 4/25/2034) <sup>(a)</sup>  | 2187 | 2345 |
| CK Hutchison International (19) II, Ltd. 3.375% 9/6/2049  | 400 | 288 |
| CK Hutchison International (20), Ltd. 3.375% 5/8/2050  | 250 | 179 |
| CK Hutchison International (21), Ltd. 3.125% 4/15/2041 <sup>(b)</sup>  | 400 | 304 |
| CK Hutchison International (23), Ltd. 4.75% 4/21/2028 <sup>(f)</sup>  | 330 | 333 |
| CK Hutchison International (23), Ltd. 4.875% 4/21/2033  | 400 | 402 |
| CK Hutchison International (24), Ltd. 5.50% 4/26/2034 <sup>(f)</sup>  | 400 | 414 |
| Clarivate Science Holdings Corp. 4.875% 7/1/2029 <sup>(f)</sup>  | 275 | 239 |
| Clean Harbors, Inc. 5.75% 10/15/2033 <sup>(f)</sup>  | 151 | 151 |
| Clear Channel Outdoor Holdings, Inc. 7.75% 4/15/2028 <sup>(f)</sup>  | 325 | 327 |
| Clear Channel Outdoor Holdings, Inc. 7.50% 6/1/2029 <sup>(f)</sup>  | 25 | 25 |
| Clear Channel Outdoor Holdings, Inc. 7.125% 2/15/2031 <sup>(f)</sup>  | 380 | 398 |
| Cleveland Electric Illuminating Co. (The) 3.50% 4/1/2028 <sup>(f)</sup>  | 1069 | 1047 |
| Cleveland-Cliffs, Inc. 6.875% 11/1/2029 <sup>(f)</sup>  | 1028 | 1029 |
| Cleveland-Cliffs, Inc. 6.75% 4/15/2030 <sup>(f)</sup>  | 38 | 37 |
| Cleveland-Cliffs, Inc. 4.875% 3/1/2031 <sup>(f)</sup>  | 443 | 398 |
| Cleveland-Cliffs, Inc. 7.50% 9/15/2031 <sup>(f)</sup>  | 250 | 250 |
| Cleveland-Cliffs, Inc. 7.00% 3/15/2032 <sup>(f)</sup>  | 500 | 484 |
| Cleveland-Cliffs, Inc. 7.375% 5/1/2033 <sup>(f)</sup>  | 134 | 131 |
| Cleveland-Cliffs, Inc. 7.625% 1/15/2034 <sup>(f)</sup>  | 655 | 641 |
| Cloud Software Group, Inc. 6.50% 3/31/2029 <sup>(f)</sup>  | 275 | 269 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **U.S. dollars (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Cloud Software Group, Inc. 9.00% 9/30/2029 <sup>(f)</sup>  | USD2,635 | $2544 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CMS Energy Corp., junior subordinated, 6.50% 6/1/2055 (5-year UST Yield Curve Rate T Note Constant Maturity <br> + 1.961% on 6/1/2035) <sup>(a)</sup>  | 450 | 458 |
| CNX Resources Corp. 7.25% 3/1/2032 <sup>(f)</sup>  | 985 | 1016 |
| CNX Resources Corp. 5.875% 3/1/2034 <sup>(f)</sup>  | 235 | 229 |
| Coca-Cola Co. 4.65% 8/14/2034  | 2231 | 2247 |
| Coca-Cola Co. 5.20% 1/14/2055  | 443 | 420 |
| Coinbase Global, Inc. 3.375% 10/1/2028 <sup>(f)</sup>  | 1450 | 1358 |
| Coinbase Global, Inc. 3.625% 10/1/2031 <sup>(f)</sup>  | 1085 | 918 |
| Colombia (Republic of) 5.375% 1/21/2029  | 750 | 744 |
| Colombia (Republic of) 7.375% 4/25/2030  | 9236 | 9597 |
| Colombia (Republic of) 8.00% 11/14/2035  | 3005 | 3152 |
| Colombia (Republic of) 7.75% 11/7/2036  | 1180 | 1208 |
| Columbus McKinnon Corp. 7.125% 2/1/2033 <sup>(f)</sup>  | 515 | 515 |
| Comcast Corp. 1.50% 2/15/2031  | 5500 | 4768 |
| Comcast Corp. 5.65% 6/1/2054  | 661 | 610 |
| Comcast Corp. 6.05% 5/15/2055  | 1200 | 1188 |
| Commercial Metals Co. 5.75% 11/15/2033 <sup>(f)</sup>  | 120 | 119 |
| Compass Group Diversified Holdings, LLC 5.25% 4/15/2029 <sup>(f)</sup>  | 942 | 877 |
| Compass Group Diversified Holdings, LLC 5.00% 1/15/2032 <sup>(f)</sup>  | 293 | 255 |
| Comstock Resources, Inc. 6.75% 3/1/2029 <sup>(f)</sup>  | 535 | 528 |
| Comstock Resources, Inc. 5.875% 1/15/2030 <sup>(f)</sup>  | 340 | 329 |
| Connect Finco SARL 9.00% 9/15/2029 <sup>(f)</sup>  | 1930 | 2030 |
| Connect Finco SARL, Term Loan B, (1-month USD CME Term SOFR + 4.50%) 8.168% 9/27/2029 <sup>(c)(h)</sup>  | 578 | 580 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust, Series 2023-R04, Class 1M1, (30-day Average USD-SOFR + 2.30%) 5.962% <br> 5/25/2043 <sup>(c)(e)(f)</sup>  | 6145 | 6262 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust, Series 2023-R04, Class 1M2, (30-day Average USD-SOFR + 3.55%) 7.212% <br> 5/25/2043 <sup>(c)(e)(f)</sup>  | 5185 | 5401 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust, Series 2023-R05, Class 1M1, (30-day Average USD-SOFR + 1.90%) 5.562% <br> 6/25/2043 <sup>(c)(e)(f)</sup>  | 2842 | 2855 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust, Series 2023-R05, Class 1M2, (30-day Average USD-SOFR + 3.10%) 6.762% <br> 6/25/2043 <sup>(c)(e)(f)</sup>  | 1957 | 2031 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust, Series 2023-R06, Class 1M1, (30-day Average USD-SOFR + 1.70%) 5.362% <br> 7/25/2043 <sup>(c)(e)(f)</sup>  | 3755 | 3762 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust, Series 2024-R01, Class 1M2, (30-day Average USD-SOFR + 1.80%) 5.462% <br> 1/25/2044 <sup>(c)(e)(f)</sup>  | 1750 | 1766 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust, Series 2024-R04, Class 1M2, (30-day Average USD-SOFR + 1.65%) 5.312% <br> 5/25/2044 <sup>(c)(e)(f)</sup>  | 7323 | 7323 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust, Series 2025-R01, Class 1A1, (30-day Average USD-SOFR + 0.95%) 4.612% <br> 1/25/2045 <sup>(c)(e)(f)</sup>  | 3737 | 3730 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust, Series 2025-R02, Class 1A1, (30-day Average USD-SOFR + 1.00%) 4.662% <br> 2/25/2045 <sup>(c)(e)(f)</sup>  | 1423 | 1421 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust, Series 2025-R02, Class 1M1, (30-day Average USD-SOFR + 1.15%) 4.812% <br> 2/25/2045 <sup>(c)(e)(f)</sup>  | 2017 | 2017 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust, Series 2025-R04, Class 1M1, (30-day Average USD-SOFR + 1.20%) 4.862% <br> 5/25/2045 <sup>(c)(e)(f)</sup>  | 1372 | 1373 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust, Series 2026-R02, Class 1A1, (30-day Average USD-SOFR + 0.95%) 4.612% <br> 2/25/2046 <sup>(c)(e)(f)</sup>  | 13341 | 13416 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Connecticut Avenue Securities Trust, Series 2026-R02, Class 1M1, (30-day Average USD-SOFR + 1.05%) 4.712% <br> 2/25/2046 <sup>(c)(e)(f)</sup>  | 11182 | 11216 |
| ConocoPhillips Co. 5.50% 1/15/2055  | 975 | 932 |
| Consolidated Energy Finance SA 12.00% 2/15/2031 <sup>(f)</sup>  | 800 | 789 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Consolidated Energy Finance SA, Term Loan B, (3-month USD CME Term SOFR + 4.75%) 8.414% <br>11/15/2030 <sup>(c)(h)</sup>  | 85 | 82 |
| Constellation Brands, Inc. 4.35% 5/9/2027  | 1305 | 1304 |

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Capital World Bond Fund — Page 19 of 64

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **U.S. dollars (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Constellation Brands, Inc. 2.875% 5/1/2030  | USD839 | $785 |
| Constellation Brands, Inc. 2.25% 8/1/2031  | 1859 | 1640 |
| Constellation Brands, Inc. 4.75% 5/9/2032  | 313 | 311 |
| Constellation Oil Services Holding SA 9.375% 11/7/2029 <sup>(f)</sup>  | 780 | 812 |
| Corebridge Financial, Inc. 3.90% 4/5/2032  | 5809 | 5452 |
| CoreWeave, Inc. 9.25% 6/1/2030 <sup>(f)</sup>  | 175 | 170 |
| Cote d'Ivoire (Republic of) 7.625% 1/30/2033  | 800 | 815 |
| Coty, Inc. 5.60% 1/15/2031 <sup>(f)</sup>  | 2459 | 2382 |
| Cougar JV Subsidiary, LLC 8.00% 5/15/2032 <sup>(f)</sup>  | 210 | 217 |
| CRC Insurance Group, LLC, Term Loan, (3-month USD CME Term SOFR + 4.75%) 8.45% 5/6/2032 <sup>(c)(h)</sup>  | 845 | 839 |
| Crescent Energy Finance, LLC 7.625% 4/1/2032 <sup>(f)</sup>  | 1005 | 1020 |
| Crescent Energy Finance, LLC 7.875% 4/15/2032 <sup>(f)</sup>  | 265 | 271 |
| Crescent Energy Finance, LLC 7.375% 1/15/2033 <sup>(f)</sup>  | 135 | 135 |
| Crescent Energy Finance, LLC 8.375% 1/15/2034 <sup>(f)</sup>  | 245 | 256 |
| Crown Castle, Inc. 5.00% 1/11/2028  | 2336 | 2354 |
| CSC Holdings, LLC 5.50% 4/15/2027 <sup>(f)</sup>  | 250 | 217 |
| CSC Holdings, LLC, Term Loan B, (USD Prime Rate + 1.50%) 8.25% 4/15/2027 <sup>(c)(h)</sup>  | 322 | 284 |
| CSN Inova Ventures 6.75% 1/28/2028 <sup>(b)</sup>  | 42459 | 31202 |
| CSX Corp. 4.25% 3/15/2029  | 2505 | 2503 |
| CSX Corp. 5.20% 11/15/2033  | 2068 | 2121 |
| CSX Corp. 5.05% 6/15/2035  | 450 | 452 |
| CSX Corp. 2.50% 5/15/2051  | 289 | 170 |
| CVS Health Corp. 3.25% 8/15/2029  | 1023 | 981 |
| CVS Health Corp. 5.125% 2/21/2030  | 1225 | 1243 |
| CVS Health Corp. 5.55% 6/1/2031  | 3850 | 3973 |
| CVS Health Corp. 5.00% 9/15/2032  | 650 | 651 |
| CVS Health Corp. 5.25% 2/21/2033  | 1227 | 1242 |
| CVS Health Corp. 5.70% 6/1/2034  | 1535 | 1578 |
| CVS Health Corp. 5.45% 9/15/2035  | 2467 | 2477 |
| CVS Health Corp. 6.05% 6/1/2054  | 2279 | 2213 |
| CVS Health Corp. 6.20% 9/15/2055  | 2326 | 2306 |
| CVS Health Corp. 6.25% 9/15/2065  | 425 | 416 |
| Cyprium Corp. 6.125% 4/15/2031 <sup>(f)</sup>  | 190 | 188 |
| Cyprium Corp. 6.375% 4/15/2034 <sup>(f)</sup>  | 225 | 219 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dai-ichi Life Insurance Co., Ltd. (The) 6.20% perpetual bonds (5-year UST Yield Curve Rate T Note Constant <br> Maturity + 2.515% on 1/16/2035) <sup>(a)(f)</sup>  | 2500 | 2516 |
| Darling Ingredients, Inc. 6.00% 6/15/2030 <sup>(f)</sup>  | 765 | 771 |
| DaVita, Inc. 4.625% 6/1/2030 <sup>(f)</sup>  | 210 | 202 |
| DaVita, Inc. 3.75% 2/15/2031 <sup>(f)</sup>  | 375 | 344 |
| DaVita, Inc. 6.875% 9/1/2032 <sup>(f)</sup>  | 925 | 948 |
| DaVita, Inc. 6.75% 7/15/2033 <sup>(f)</sup>  | 705 | 718 |
| Denali Intermediate Holdings, Inc., Term Loan, (1-month CME Term SOFR + 5.50%) 9.176% 8/26/2032 <sup>(c)(h)</sup>  | 349 | 350 |
| Deutsche Bank AG 7.146% 7/13/2027 (USD-SOFR + 2.52% on 7/13/2026) <sup>(a)</sup>  | 714 | 719 |
| Deutsche Bank AG 2.311% 11/16/2027 (USD-SOFR + 1.219% on 11/16/2026) <sup>(a)</sup>  | 10009 | 9874 |
| Deutsche Bank AG 6.819% 11/20/2029 (USD-SOFR + 2.51% on 11/20/2028) <sup>(a)</sup>  | 1500 | 1575 |
| Deutsche Bank AG 3.547% 9/18/2031 (USD-SOFR + 3.043% on 9/18/2030) <sup>(a)</sup>  | 576 | 542 |
| Diamond Sports Net, LLC, Term Loan, 12.00% Cash 1/2/2028 <sup>(h)(i)</sup>  | 35 | 7 |
| Diebold Nixdorf, Inc. 7.75% 3/31/2030 <sup>(f)</sup>  | 1360 | 1418 |
| DIRECTV Financing, LLC 5.875% 8/15/2027 <sup>(f)</sup>  | 384 | 384 |
| DIRECTV Financing, LLC 8.875% 2/1/2030 <sup>(f)</sup>  | 805 | 804 |
| DIRECTV Financing, LLC 10.00% 2/15/2031 <sup>(f)</sup>  | 1010 | 1032 |
| DIRECTV Financing, LLC, Term Loan, (3-month USD CME Term SOFR + 5.262%) 8.928% 8/2/2027 <sup>(c)(h)</sup>  | —<br> <sup>(j)</sup><br>| — <br><sup>(j)</sup><br>|
| Discovery Communications, LLC 4.125% 5/15/2029  | 150 | 145 |
| DISH Network Corp. 11.75% 11/15/2027 <sup>(f)</sup>  | 3555 | 3664 |
| Dominican Republic (Government of) 5.875% 1/30/2060  | 670 | 561 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **U.S. dollars (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Dow Chemical Co. (The) 5.65% 3/15/2036  | USD16 | $16 |
| Dow Chemical Co. (The) 4.375% 11/15/2042  | 15 | 12 |
| Dow Chemical Co. (The) 5.55% 11/30/2048  | 132 | 114 |
| Dow Chemical Co. (The) 4.80% 5/15/2049  | 613 | 476 |
| Dow Chemical Co. (The) 3.60% 11/15/2050  | 63 | 41 |
| Dow Chemical Co. (The) 6.90% 5/15/2053  | 57 | 58 |
| Dow Chemical Co. (The) 5.60% 2/15/2054  | 306 | 263 |
| Dua Capital, Ltd. 2.78% 5/11/2031  | 3500 | 3209 |
| Duke Energy Florida, LLC 4.85% 12/1/2035  | 2925 | 2872 |
| Durst Commercial Mortgage Trust, Series 2025-151, Class A, 5.317% 8/10/2042 <sup>(c)(e)(f)</sup>  | 5241 | 5295 |
| Eagle Funding LuxCo SARL 5.50% 8/17/2030 <sup>(f)</sup>  | 2090 | 2104 |
| Eaton Corp. 3.95% 3/6/2029  | 500 | 495 |
| Eaton Corp. 4.80% 3/6/2036  | 400 | 395 |
| Eaton Corp. 4.20% 3/6/2031  | 500 | 493 |
| EchoStar Corp. 10.75% 11/30/2029  | 2174 | 2350 |
| EchoStar Corp. 6.75% Cash 11/30/2030 <sup>(i)</sup>  | 276 | 279 |
| Ecopetrol SA 8.625% 1/19/2029  | 8020 | 8482 |
| Edison International 5.25% 11/15/2028  | 675 | 681 |
| Edison International 5.45% 6/15/2029  | 150 | 151 |
| Edison International 6.95% 11/15/2029  | 1508 | 1592 |
| Edison International 6.25% 3/15/2030  | 2867 | 2972 |
| Edison International 4.80% 3/15/2031  | 4117 | 4021 |
| Edison International 5.25% 3/15/2032  | 4175 | 4136 |
| Egypt (Arab Republic of) 5.80% 9/30/2027  | 530 | 524 |
| Egypt (Arab Republic of) 6.588% 2/21/2028  | 772 | 769 |
| Egypt (Arab Republic of) 7.60% 3/1/2029  | 300 | 308 |
| Egypt (Arab Republic of) 5.875% 2/16/2031  | 595 | 549 |
| Egypt (Arab Republic of) 7.053% 1/15/2032  | 440 | 416 |
| Egypt (Arab Republic of) 9.45% 2/4/2033 <sup>(f)</sup>  | 1435 | 1511 |
| Egypt (Arab Republic of) 8.50% 1/31/2047  | 505 | 437 |
| Egypt (Arab Republic of) 7.903% 2/21/2048  | 259 | 211 |
| Egypt (Arab Republic of) 8.70% 3/1/2049  | 535 | 470 |
| Egypt (Arab Republic of) 8.15% 11/20/2059  | 560 | 458 |
| Egypt (Arab Republic of) 7.50% 2/16/2061  | 390 | 297 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Electricite de France SA 9.125% junior subordinated perpetual bonds (5-year UST Yield Curve Rate T <br> Note Constant Maturity + 5.411% on 6/15/2033) <sup>(a)(f)</sup>  | 3800 | 4402 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Electricite de France SA 9.125% junior subordinated perpetual bonds (5-year UST Yield Curve Rate T <br> Note Constant Maturity + 5.411% on 6/15/2033) <sup>(a)</sup>  | 3010 | 3486 |
| Elevance Health, Inc. 5.00% 1/15/2036  | 1010 | 990 |
| Elevance Health, Inc. 5.70% 2/15/2055  | 983 | 930 |
| Eli Lilly and Co. 5.50% 2/12/2055  | 1282 | 1257 |
| Ellington Financial Mortgage Trust, Series 2026-NQM1, Class A1, 4.771% 2/25/2071 <sup>(c)(e)(f)</sup>  | 10210 | 10118 |
| Ellucian Holdings, Inc. 6.50% 12/1/2029 <sup>(f)</sup>  | 225 | 220 |
| Embarq, LLC 7.995% 6/1/2036  | 625 | 200 |
| Endo Finance Holdings, Inc., Term Loan B, (3-month USD CME Term SOFR + 3.75%) 7.418% 4/23/2031 <sup>(c)(h)</sup>  | 557 | 554 |
| Endo Finance Holdings, LP 8.50% 4/15/2031 <sup>(f)</sup>  | 1140 | 1195 |
| Enel Finance International NV 5.00% 9/30/2035 <sup>(f)</sup>  | 1000 | 970 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Energy Transfer, LP 6.50% junior subordinated perpetual bonds (5-year UST Yield Curve Rate T Note Constant <br> Maturity + 5.694% on 11/15/2026) <sup>(a)</sup>  | 254 | 254 |
| Enfragen Energia Sur SA 5.375% 12/30/2030  | 19880 | 18122 |
| Enfragen Energia Sur SA 8.499% 6/30/2032 <sup>(f)</sup>  | 500 | 505 |
| ENN Energy Holdings, Ltd. 2.625% 9/17/2030 <sup>(f)</sup>  | 200 | 184 |
| EOG Resources, Inc. 4.40% 7/15/2028  | 1022 | 1025 |
| EOG Resources, Inc. 5.35% 1/15/2036  | 1526 | 1549 |
| EquipmentShare.com, Inc. 9.00% 5/15/2028 <sup>(f)</sup>  | 900 | 931 |

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Capital World Bond Fund — Page 21 of 64

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **U.S. dollars (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| EquipmentShare.com, Inc. 8.625% 5/15/2032 <sup>(f)</sup>  | USD185 | $193 |
| ERP Operating, LP 4.65% 9/15/2034  | 778 | 760 |
| ESAB Corp. 5.625% 4/1/2031 <sup>(f)</sup>  | 315 | 318 |
| Evergreen Credit Card Trust, Series 2025-CRT5, Class B, 5.24% 5/15/2029 <sup>(e)(f)</sup>  | 845 | 853 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Exelon Corp., junior subordinated, 6.50% 3/15/2055 (5-year UST Yield Curve Rate T Note Constant Maturity + <br> 1.975% on 3/15/2035) <sup>(a)</sup>  | 300 | 306 |
| Export-Import Bank of India 5.50% 1/18/2033  | 1000 | 1026 |
| Export-Import Bank of India 5.00% 1/12/2036 <sup>(f)</sup>  | 1500 | 1469 |
| Export-Import Bank of Thailand 5.354% 5/16/2029  | 8542 | 8748 |
| Exxon Mobil Corp. 3.482% 3/19/2030  | 3000 | 2919 |
| Fair Isaac Corp. 4.00% 6/15/2028 <sup>(f)</sup>  | 625 | 607 |
| Fair Isaac Corp. 6.00% 5/15/2033 <sup>(f)</sup>  | 1350 | 1325 |
| Fannie Mae Pool #MA5696 7.00% 3/1/2045 <sup>(e)</sup>  | 4 | 4 |
| Fannie Mae Pool #FS9792 4.50% 12/1/2050 <sup>(e)</sup>  | 94 | 93 |
| Fannie Mae Pool #FM9530 2.50% 7/1/2051 <sup>(e)</sup>  | 417 | 351 |
| Fannie Mae Pool #FM9481 2.50% 11/1/2051 <sup>(e)</sup>  | 423 | 357 |
| Fannie Mae Pool #BT2188 2.50% 3/1/2052 <sup>(e)</sup>  | 40 | 34 |
| Fannie Mae Pool #BT8116 2.50% 4/1/2052 <sup>(e)</sup>  | 25 | 21 |
| Fannie Mae Pool #CB3528 4.00% 5/1/2052 <sup>(e)</sup>  | 1083 | 1023 |
| Fannie Mae Pool #FS1948 4.00% 5/1/2052 <sup>(e)</sup>  | 833 | 788 |
| Fannie Mae Pool #FS7879 2.50% 7/1/2052 <sup>(e)</sup>  | 1403 | 1182 |
| Fannie Mae Pool #FS5294 2.50% 7/1/2052 <sup>(e)</sup>  | 653 | 550 |
| Fannie Mae Pool #FS6631 2.50% 7/1/2052 <sup>(e)</sup>  | 503 | 424 |
| Fannie Mae Pool #FS4191 5.50% 3/1/2053 <sup>(e)</sup>  | 1952 | 1979 |
| Fannie Mae Pool #CB5912 6.00% 3/1/2053 <sup>(e)</sup>  | 2464 | 2536 |
| Fannie Mae Pool #FS4840 5.50% 5/1/2053 <sup>(e)</sup>  | 456 | 460 |
| Fannie Mae Pool #FS4736 6.50% 5/1/2053 <sup>(e)</sup>  | 35 | 37 |
| Fannie Mae Pool #CB7104 5.50% 9/1/2053 <sup>(e)(k)</sup>  | 18809 | 19101 |
| Fannie Mae Pool #MA5139 6.00% 9/1/2053 <sup>(e)</sup>  | 1209 | 1236 |
| Fannie Mae Pool #MA5166 6.00% 10/1/2053 <sup>(e)</sup>  | 9161 | 9372 |
| Fannie Mae Pool #FS6838 5.50% 11/1/2053 <sup>(e)</sup>  | 1319 | 1329 |
| Fannie Mae Pool #MA5191 6.00% 11/1/2053 <sup>(e)</sup>  | 11135 | 11414 |
| Fannie Mae Pool #FS6873 6.50% 1/1/2054 <sup>(e)</sup>  | 1907 | 1974 |
| Fannie Mae Pool #FS6767 6.50% 1/1/2054 <sup>(e)</sup>  | 595 | 624 |
| Fannie Mae Pool #DA7283 6.50% 1/1/2054 <sup>(e)</sup>  | 8 | 8 |
| Fannie Mae Pool #FS6809 5.50% 2/1/2054 <sup>(e)</sup>  | 670 | 676 |
| Fannie Mae Pool #FS7031 6.00% 2/1/2054 <sup>(e)</sup>  | 1450 | 1492 |
| Fannie Mae Pool #MA5295 6.00% 3/1/2054 <sup>(e)</sup>  | 1218 | 1242 |
| Fannie Mae Pool #CB8536 5.50% 5/1/2054 <sup>(e)</sup>  | 3862 | 3933 |
| Fannie Mae Pool #DB2495 6.00% 5/1/2054 <sup>(e)</sup>  | 1295 | 1322 |
| Fannie Mae Pool #FS8131 5.50% 6/1/2054 <sup>(e)</sup>  | 9879 | 10057 |
| Fannie Mae Pool #FS8153 6.00% 6/1/2054 <sup>(e)</sup>  | 3980 | 4117 |
| Fannie Mae Pool #DB6878 6.00% 6/1/2054 <sup>(e)</sup>  | 2107 | 2151 |
| Fannie Mae Pool #FS8223 6.00% 6/1/2054 <sup>(e)</sup>  | 1351 | 1382 |
| Fannie Mae Pool #FS8219 6.00% 6/1/2054 <sup>(e)</sup>  | 1175 | 1204 |
| Fannie Mae Pool #CB8755 6.00% 6/1/2054 <sup>(e)</sup>  | 575 | 590 |
| Fannie Mae Pool #CB8725 6.50% 6/1/2054 <sup>(e)</sup>  | 834 | 869 |
| Fannie Mae Pool #DB5480 6.50% 6/1/2054 <sup>(e)</sup>  | 9 | 9 |
| Fannie Mae Pool #CB8842 5.50% 7/1/2054 <sup>(e)</sup>  | 12533 | 12685 |
| Fannie Mae Pool #BU4699 5.50% 7/1/2054 <sup>(e)</sup>  | 6094 | 6167 |
| Fannie Mae Pool #DB5213 5.50% 7/1/2054 <sup>(e)</sup>  | 2536 | 2554 |
| Fannie Mae Pool #FS8467 5.50% 7/1/2054 <sup>(e)</sup>  | 258 | 262 |
| Fannie Mae Pool #MA5421 6.00% 7/1/2054 <sup>(e)</sup>  | 7162 | 7304 |
| Fannie Mae Pool #BU4700 6.00% 7/1/2054 <sup>(e)</sup>  | 4365 | 4481 |
| Fannie Mae Pool #BU4707 6.00% 7/1/2054 <sup>(e)</sup>  | 3159 | 3225 |

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Capital World Bond Fund — Page 22 of 64

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **U.S. dollars (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Fannie Mae Pool #DB5214 6.00% 7/1/2054 <sup>(e)</sup>  | USD3,009 | $3072 |
| Fannie Mae Pool #DB6901 6.00% 7/1/2054 <sup>(e)</sup>  | 1269 | 1295 |
| Fannie Mae Pool #CB8858 6.00% 7/1/2054 <sup>(e)</sup>  | 1185 | 1219 |
| Fannie Mae Pool #FS8318 6.00% 7/1/2054 <sup>(e)</sup>  | 954 | 986 |
| Fannie Mae Pool #DB7039 6.00% 7/1/2054 <sup>(e)</sup>  | 932 | 956 |
| Fannie Mae Pool #CB8872 6.50% 7/1/2054 <sup>(e)</sup>  | 1265 | 1317 |
| Fannie Mae Pool #FS8619 6.50% 7/1/2054 <sup>(e)</sup>  | 733 | 766 |
| Fannie Mae Pool #FS8607 6.50% 7/1/2054 <sup>(e)</sup>  | 559 | 583 |
| Fannie Mae Pool #CB8876 6.50% 7/1/2054 <sup>(e)</sup>  | 353 | 367 |
| Fannie Mae Pool #FS8317 6.50% 7/1/2054 <sup>(e)</sup>  | 213 | 223 |
| Fannie Mae Pool #DB7783 5.50% 8/1/2054 <sup>(e)</sup>  | 24 | 24 |
| Fannie Mae Pool #MA5445 6.00% 8/1/2054 <sup>(e)</sup>  | 6693 | 6832 |
| Fannie Mae Pool #FS8757 6.00% 8/1/2054 <sup>(e)</sup>  | 3277 | 3370 |
| Fannie Mae Pool #DB7792 6.00% 8/1/2054 <sup>(e)</sup>  | 1803 | 1841 |
| Fannie Mae Pool #FS8758 6.00% 8/1/2054 <sup>(e)</sup>  | 1685 | 1724 |
| Fannie Mae Pool #BU4916 6.00% 8/1/2054 <sup>(e)</sup>  | 1453 | 1487 |
| Fannie Mae Pool #FS8756 6.00% 8/1/2054 <sup>(e)</sup>  | 1334 | 1369 |
| Fannie Mae Pool #DC0299 6.00% 8/1/2054 <sup>(e)</sup>  | 1173 | 1197 |
| Fannie Mae Pool #DB7692 6.00% 8/1/2054 <sup>(e)</sup>  | 1060 | 1084 |
| Fannie Mae Pool #DB7687 6.00% 8/1/2054 <sup>(e)</sup>  | 480 | 493 |
| Fannie Mae Pool #BU4968 6.00% 8/1/2054 <sup>(e)</sup>  | 473 | 483 |
| Fannie Mae Pool #DB7690 6.00% 8/1/2054 <sup>(e)</sup>  | 441 | 455 |
| Fannie Mae Pool #DC0296 6.00% 8/1/2054 <sup>(e)</sup>  | 385 | 398 |
| Fannie Mae Pool #FS8795 6.00% 8/1/2054 <sup>(e)</sup>  | 221 | 225 |
| Fannie Mae Pool #MA5446 6.50% 8/1/2054 <sup>(e)</sup>  | 11 | 11 |
| Fannie Mae Pool #CB9210 5.50% 9/1/2054 <sup>(e)</sup>  | 190 | 191 |
| Fannie Mae Pool #BU4946 5.50% 9/1/2054 <sup>(e)</sup>  | 179 | 180 |
| Fannie Mae Pool #CB9146 5.50% 9/1/2054 <sup>(e)</sup>  | 109 | 110 |
| Fannie Mae Pool #FS8866 6.00% 9/1/2054 <sup>(e)</sup>  | 3265 | 3351 |
| Fannie Mae Pool #DC3459 6.00% 9/1/2054 <sup>(e)</sup>  | 78 | 80 |
| Fannie Mae Pool #DC1873 6.00% 9/1/2054 <sup>(e)</sup>  | 33 | 33 |
| Fannie Mae Pool #MA5472 6.50% 9/1/2054 <sup>(e)</sup>  | 450 | 465 |
| Fannie Mae Pool #MA5530 5.00% 11/1/2054 <sup>(e)</sup>  | 11467 | 11324 |
| Fannie Mae Pool #MA5531 5.50% 11/1/2054 <sup>(e)</sup>  | 734 | 738 |
| Fannie Mae Pool #MA5552 5.00% 12/1/2054 <sup>(e)</sup>  | 310 | 306 |
| Fannie Mae Pool #DC6842 5.50% 12/1/2054 <sup>(e)</sup>  | 187 | 188 |
| Fannie Mae Pool #DC7823 6.00% 12/1/2054 <sup>(e)</sup>  | 56 | 58 |
| Fannie Mae Pool #MA5587 6.00% 1/1/2055 <sup>(e)</sup>  | 415 | 424 |
| Fannie Mae Pool #FA0608 5.50% 2/1/2055 <sup>(e)(k)</sup>  | 19616 | 19728 |
| Fannie Mae Pool #DC8674 5.50% 2/1/2055 <sup>(e)</sup>  | 1257 | 1264 |
| Fannie Mae Pool #MA5615 6.00% 2/1/2055 <sup>(e)</sup>  | 3115 | 3177 |
| Fannie Mae Pool #MA5647 6.00% 3/1/2055 <sup>(e)</sup>  | 182 | 185 |
| Fannie Mae Pool #190445 6.50% 3/1/2055 <sup>(e)</sup>  | 1486 | 1537 |
| Fannie Mae Pool #FA2843 6.50% 3/1/2055 <sup>(e)</sup>  | 98 | 101 |
| Fannie Mae Pool #DD4459 6.00% 4/1/2055 <sup>(e)</sup>  | 2550 | 2602 |
| Fannie Mae Pool #MA5674 6.00% 4/1/2055 <sup>(e)</sup>  | 436 | 445 |
| Fannie Mae Pool #FA1162 6.00% 4/1/2055 <sup>(e)</sup>  | 118 | 121 |
| Fannie Mae Pool #MA5699 5.00% 5/1/2055 <sup>(e)</sup>  | 8151 | 8048 |
| Fannie Mae Pool #MA5701 6.00% 5/1/2055 <sup>(e)</sup>  | 1236 | 1261 |
| Fannie Mae Pool #MA5734 5.00% 6/1/2055 <sup>(e)</sup>  | 4782 | 4721 |
| Fannie Mae Pool #MA5735 5.50% 6/1/2055 <sup>(e)</sup>  | 2385 | 2398 |
| Fannie Mae Pool #DE1078 6.50% 6/1/2055 <sup>(e)</sup>  | 617 | 639 |
| Fannie Mae Pool #MA5761 6.00% 7/1/2055 <sup>(e)</sup>  | 3866 | 3943 |
| Fannie Mae Pool #DD9889 6.00% 7/1/2055 <sup>(e)</sup>  | 134 | 137 |
| Fannie Mae Pool #BV6163 3.50% 8/1/2055 <sup>(e)</sup>  | 996 | 914 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **U.S. dollars (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Fannie Mae Pool #CC0859 5.50% 8/1/2055 <sup>(e)</sup>  | USD701 | $711 |
| Fannie Mae Pool #MA5792 5.50% 8/1/2055 <sup>(e)</sup>  | 543 | 546 |
| Fannie Mae Pool #CC0879 6.00% 8/1/2055 <sup>(e)</sup>  | 836 | 861 |
| Fannie Mae Pool #MA5822 5.50% 9/1/2055 <sup>(e)</sup>  | 427 | 430 |
| Fannie Mae Pool #DF4985 3.50% 11/1/2055 <sup>(e)</sup>  | 585 | 537 |
| Farmer Mac Agricultural Real Estate Trust, Series 2024-2, Class B, 5.591% 8/1/2054 <sup>(c)(e)(f)</sup>  | 2041 | 1797 |
| FibraSOMA 4.375% 7/22/2031  | 2800 | 2557 |
| Fiesta Purchaser, Inc. 7.875% 3/1/2031 <sup>(f)</sup>  | 337 | 343 |
| Fiesta Purchaser, Inc. 9.625% 9/15/2032 <sup>(f)</sup>  | 310 | 317 |
| Fiesta Purchaser, Inc., Term Loan B, (1-month USD CME Term SOFR + 2.75%) 6.418% 2/12/2031 <sup>(c)(h)</sup>  | 357 | 348 |
| Finastra USA, Inc., Term Loan, (3-month USD CME Term SOFR + 4.00%) 7.671% 9/15/2032 <sup>(c)(h)</sup>  | 380 | 357 |
| First Citizens BancShares, Inc. 5.231% 3/12/2031 (USD-SOFR + 1.41% on 3/12/2030) <sup>(a)</sup>  | 1421 | 1411 |
| First Quantum Minerals, Ltd. 6.375% 2/15/2036 <sup>(f)</sup>  | 165 | 159 |
| First Student Bidco, Inc. 4.00% 7/31/2029 <sup>(f)</sup>  | 700 | 671 |
| First Student Bidco, Inc., Term Loan B, (3-month USD CME Term SOFR + 2.25%) 5.923% 8/15/2030 <sup>(c)(h)</sup>  | 233 | 233 |
| First Student Bidco, Inc., Term Loan C, (3-month USD CME Term SOFR + 2.25%) 5.923% 8/15/2030 <sup>(c)(h)</sup>  | 43 | 43 |
| Flash Compute, LLC 7.25% 12/31/2030 <sup>(f)</sup>  | 725 | 731 |
| Florida Power & Light Co. 2.875% 12/4/2051  | 1325 | 825 |
| Florida Power & Light Co. 5.70% 3/15/2055  | 4979 | 4962 |
| Flutter Treasury DAC 5.875% 6/4/2031 <sup>(f)</sup>  | 674 | 668 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fontainebleau Miami Beach Trust, Series 2024-FBLU, Class A, (1-month USD CME Term SOFR + 1.45%) 5.123% <br> 12/15/2039 <sup>(c)(e)(f)</sup>  | 3404 | 3407 |
| Ford Motor Credit Co., LLC 5.85% 5/17/2027  | 2882 | 2904 |
| Ford Motor Credit Co., LLC 6.798% 11/7/2028  | 412 | 427 |
| Ford Motor Credit Co., LLC 5.80% 3/8/2029  | 9968 | 10083 |
| Ford Motor Credit Co., LLC 5.875% 11/7/2029  | 5200 | 5267 |
| Ford Motor Credit Co., LLC 5.73% 9/5/2030  | 64960 | 64921 |
| Ford Motor Credit Co., LLC 6.05% 3/5/2031  | 2100 | 2120 |
| Ford Motor Credit Co., LLC 5.42% 4/9/2031  | 351 | 345 |
| Ford Motor Credit Co., LLC 6.054% 11/5/2031  | 2037 | 2047 |
| Ford Motor Credit Co., LLC 6.532% 3/19/2032  | 1470 | 1509 |
| Ford Motor Credit Co., LLC 5.753% 4/6/2033  | 400 | 393 |
| Ford Motor Credit Co., LLC 6.125% 3/8/2034  | 475 | 471 |
| Ford Motor Credit Co., LLC 6.50% 2/7/2035  | 17130 | 17295 |
| Ford Motor Credit Co., LLC 5.869% 10/31/2035  | 1395 | 1340 |
| Ford Otomotiv Sanayi AS 7.125% 4/25/2029 <sup>(f)</sup>  | 1785 | 1799 |
| Forestar Group, Inc. 6.50% 3/15/2033 <sup>(f)</sup>  | 465 | 460 |
| Freddie Mac Pool #Z40273 4.50% 10/1/2048 <sup>(e)</sup>  | 149 | 147 |
| Freddie Mac Pool #SD8029 2.50% 12/1/2049 <sup>(e)</sup>  | 8 | 7 |
| Freddie Mac Pool #SI2108 2.50% 4/1/2051 <sup>(e)</sup>  | 2164 | 1825 |
| Freddie Mac Pool #SD3095 2.50% 7/1/2051 <sup>(e)</sup>  | 1209 | 1019 |
| Freddie Mac Pool #QD3619 2.50% 12/1/2051 <sup>(e)</sup>  | 1092 | 922 |
| Freddie Mac Pool #RA6114 2.00% 2/1/2052 <sup>(e)</sup>  | 3830 | 3095 |
| Freddie Mac Pool #SD1883 4.00% 6/1/2052 <sup>(e)</sup>  | 43 | 40 |
| Freddie Mac Pool #SD5368 2.50% 7/1/2052 <sup>(e)</sup>  | 115 | 97 |
| Freddie Mac Pool #QE9001 4.00% 8/1/2052 <sup>(e)</sup>  | 84 | 80 |
| Freddie Mac Pool #SD8271 2.50% 10/1/2052 <sup>(e)</sup>  | 453 | 382 |
| Freddie Mac Pool #SD8341 5.00% 7/1/2053 <sup>(e)</sup>  | 97 | 96 |
| Freddie Mac Pool #SD3432 6.00% 7/1/2053 <sup>(e)</sup>  | 1036 | 1075 |
| Freddie Mac Pool #SD3512 6.00% 8/1/2053 <sup>(e)</sup>  | 350 | 359 |
| Freddie Mac Pool #SD8362 5.50% 9/1/2053 <sup>(e)</sup>  | 487 | 491 |
| Freddie Mac Pool #SD8363 6.00% 9/1/2053 <sup>(e)</sup>  | 3665 | 3756 |
| Freddie Mac Pool #RJ0326 6.50% 11/1/2053 <sup>(e)</sup>  | 458 | 475 |
| Freddie Mac Pool #RJ0854 6.50% 1/1/2054 <sup>(e)</sup>  | 50 | 51 |
| Freddie Mac Pool #SD8401 5.50% 2/1/2054 <sup>(e)</sup>  | 315 | 317 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **U.S. dollars (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Freddie Mac Pool #SD8402 6.00% 2/1/2054 <sup>(e)</sup>  | USD9,367 | $9567 |
| Freddie Mac Pool #SD8408 5.50% 3/1/2054 <sup>(e)</sup>  | 3249 | 3269 |
| Freddie Mac Pool #RJ1015 6.50% 3/1/2054 <sup>(e)</sup>  | 17 | 17 |
| Freddie Mac Pool #QI3333 6.00% 4/1/2054 <sup>(e)</sup>  | 571 | 590 |
| Freddie Mac Pool #RJ1448 5.50% 5/1/2054 <sup>(e)</sup>  | 8020 | 8070 |
| Freddie Mac Pool #SD5692 6.00% 5/1/2054 <sup>(e)</sup>  | 777 | 803 |
| Freddie Mac Pool #RJ1857 5.50% 6/1/2054 <sup>(e)</sup>  | 29873 | 30197 |
| Freddie Mac Pool #RJ1768 5.50% 6/1/2054 <sup>(e)</sup>  | 4782 | 4869 |
| Freddie Mac Pool #RJ1785 6.00% 6/1/2054 <sup>(e)</sup>  | 11841 | 12160 |
| Freddie Mac Pool #RJ1779 6.00% 6/1/2054 <sup>(e)</sup>  | 5943 | 6154 |
| Freddie Mac Pool #RJ1797 6.50% 6/1/2054 <sup>(e)</sup>  | 229 | 237 |
| Freddie Mac Pool #RJ1725 6.50% 6/1/2054 <sup>(e)</sup>  | 87 | 91 |
| Freddie Mac Pool #RJ1963 5.50% 7/1/2054 <sup>(e)</sup>  | 3336 | 3375 |
| Freddie Mac Pool #QI8872 5.50% 7/1/2054 <sup>(e)</sup>  | 3172 | 3210 |
| Freddie Mac Pool #SD8447 6.00% 7/1/2054 <sup>(e)</sup>  | 4393 | 4483 |
| Freddie Mac Pool #SD5813 6.00% 7/1/2054 <sup>(e)</sup>  | 3230 | 3308 |
| Freddie Mac Pool #RJ1964 6.00% 7/1/2054 <sup>(e)</sup>  | 2932 | 3045 |
| Freddie Mac Pool #RJ1975 6.00% 7/1/2054 <sup>(e)</sup>  | 1844 | 1898 |
| Freddie Mac Pool #SD5873 6.00% 7/1/2054 <sup>(e)</sup>  | 1147 | 1174 |
| Freddie Mac Pool #SD5896 6.00% 7/1/2054 <sup>(e)</sup>  | 960 | 983 |
| Freddie Mac Pool #QI8874 6.00% 7/1/2054 <sup>(e)</sup>  | 699 | 717 |
| Freddie Mac Pool #RJ1986 6.50% 7/1/2054 <sup>(e)</sup>  | 779 | 807 |
| Freddie Mac Pool #SD5905 6.50% 7/1/2054 <sup>(e)</sup>  | 351 | 366 |
| Freddie Mac Pool #RJ2200 5.50% 8/1/2054 <sup>(e)</sup>  | 5549 | 5591 |
| Freddie Mac Pool #RJ2206 5.50% 8/1/2054 <sup>(e)</sup>  | 3311 | 3338 |
| Freddie Mac Pool #RJ2243 5.50% 8/1/2054 <sup>(e)</sup>  | 3217 | 3251 |
| Freddie Mac Pool #RJ2203 5.50% 8/1/2054 <sup>(e)</sup>  | 586 | 593 |
| Freddie Mac Pool #SD8453 5.50% 8/1/2054 <sup>(e)</sup>  | 63 | 63 |
| Freddie Mac Pool #SD6286 5.50% 8/1/2054 <sup>(e)</sup>  | 58 | 58 |
| Freddie Mac Pool #SD8454 6.00% 8/1/2054 <sup>(e)</sup>  | 3494 | 3565 |
| Freddie Mac Pool #RJ2216 6.00% 8/1/2054 <sup>(e)</sup>  | 2930 | 2998 |
| Freddie Mac Pool #RJ2210 6.00% 8/1/2054 <sup>(e)</sup>  | 2090 | 2137 |
| Freddie Mac Pool #SD6029 6.00% 8/1/2054 <sup>(e)</sup>  | 2022 | 2076 |
| Freddie Mac Pool #QJ3296 6.00% 8/1/2054 <sup>(e)</sup>  | 82 | 84 |
| Freddie Mac Pool #RJ2228 6.50% 8/1/2054 <sup>(e)</sup>  | 964 | 1000 |
| Freddie Mac Pool #RJ2415 5.50% 9/1/2054 <sup>(e)</sup>  | 2827 | 2878 |
| Freddie Mac Pool #RJ2408 5.50% 9/1/2054 <sup>(e)</sup>  | 2559 | 2586 |
| Freddie Mac Pool #RJ2422 5.50% 9/1/2054 <sup>(e)</sup>  | 589 | 593 |
| Freddie Mac Pool #QJ3044 5.50% 9/1/2054 <sup>(e)</sup>  | 376 | 378 |
| Freddie Mac Pool #RJ2306 6.00% 9/1/2054 <sup>(e)</sup>  | 3489 | 3617 |
| Freddie Mac Pool #RJ2308 6.00% 9/1/2054 <sup>(e)</sup>  | 3445 | 3562 |
| Freddie Mac Pool #RJ2314 6.00% 9/1/2054 <sup>(e)</sup>  | 2636 | 2704 |
| Freddie Mac Pool #RJ2312 6.00% 9/1/2054 <sup>(e)</sup>  | 2452 | 2517 |
| Freddie Mac Pool #RJ2309 6.00% 9/1/2054 <sup>(e)</sup>  | 2019 | 2066 |
| Freddie Mac Pool #RJ2474 6.50% 9/1/2054 <sup>(e)</sup>  | 233 | 242 |
| Freddie Mac Pool #RJ2411 6.50% 9/1/2054 <sup>(e)</sup>  | 163 | 169 |
| Freddie Mac Pool #RJ2470 6.50% 9/1/2054 <sup>(e)</sup>  | 63 | 65 |
| Freddie Mac Pool #SD8469 5.50% 10/1/2054 <sup>(e)</sup>  | 122 | 122 |
| Freddie Mac Pool #RJ2851 4.50% 11/1/2054 <sup>(e)</sup>  | 982 | 950 |
| Freddie Mac Pool #SD8473 4.50% 11/1/2054 <sup>(e)</sup>  | —<br> <sup>(j)</sup><br>| — <br><sup>(j)</sup><br>|
| Freddie Mac Pool #SD8475 5.50% 11/1/2054 <sup>(e)</sup>  | 5762 | 5794 |
| Freddie Mac Pool #SD8491 5.00% 12/1/2054 <sup>(e)</sup>  | 6187 | 6110 |
| Freddie Mac Pool #SD8493 5.50% 12/1/2054 <sup>(e)</sup>  | 81 | 81 |
| Freddie Mac Pool #SL2928 7.00% 1/1/2055 <sup>(e)</sup>  | 221 | 232 |
| Freddie Mac Pool #SD8505 5.00% 2/1/2055 <sup>(e)</sup>  | 403 | 398 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **U.S. dollars (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Freddie Mac Pool #SL0326 5.00% 2/1/2055 <sup>(e)</sup>  | USD25 | $25 |
| Freddie Mac Pool #SD8507 6.00% 2/1/2055 <sup>(e)</sup>  | 658 | 672 |
| Freddie Mac Pool #SL0799 5.00% 3/1/2055 <sup>(e)</sup>  | 2 | 2 |
| Freddie Mac Pool #QX8824 6.00% 3/1/2055 <sup>(e)</sup>  | 148 | 151 |
| Freddie Mac Pool #SD8516 6.00% 3/1/2055 <sup>(e)</sup>  | 57 | 58 |
| Freddie Mac Pool #SL1094 5.00% 4/1/2055 <sup>(e)</sup>  | 1009 | 997 |
| Freddie Mac Pool #SD8525 6.00% 4/1/2055 <sup>(e)</sup>  | 1660 | 1693 |
| Freddie Mac Pool #SD8532 5.00% 5/1/2055 <sup>(e)</sup>  | 2072 | 2047 |
| Freddie Mac Pool #SD8533 5.50% 5/1/2055 <sup>(e)</sup>  | 1293 | 1300 |
| Freddie Mac Pool #SD8534 6.00% 5/1/2055 <sup>(e)</sup>  | 465 | 474 |
| Freddie Mac Pool #RQ0012 5.00% 6/1/2055 <sup>(e)</sup>  | 1222 | 1206 |
| Freddie Mac Pool #QY7451 5.50% 6/1/2055 <sup>(e)</sup>  | 56 | 56 |
| Freddie Mac Pool #RQ0015 6.50% 6/1/2055 <sup>(e)</sup>  | 1013 | 1048 |
| Freddie Mac Pool #RQ0027 5.50% 7/1/2055 <sup>(e)</sup>  | 394 | 396 |
| Freddie Mac Pool #RJ6300 6.50% 1/1/2056 <sup>(e)</sup>  | 341 | 353 |
| Freddie Mac, Series K153, Class A2, Multi Family, 3.82% 1/25/2033 <sup>(e)</sup>  | 12287 | 11862 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2022-DNA3, Class M1B, (30-day Average <br> USD-SOFR + 2.90%) 6.562% 4/25/2042 <sup>(c)(e)(f)</sup>  | 4305 | 4384 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2025-DNA1, Class A1, (30-day Average <br> USD-SOFR + 0.95%) 4.612% 1/25/2045 <sup>(c)(e)(f)</sup>  | 1300 | 1298 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2025-DNA2, Class A1, (30-day Average <br> USD-SOFR + 1.10%) 4.762% 5/25/2045 <sup>(c)(e)(f)</sup>  | 1272 | 1275 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2026-DNA1, Class A1, (30-day Average <br> USD-SOFR + 0.85%) 4.512% 2/25/2046 <sup>(c)(e)(f)</sup>  | 7864 | 7853 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2026-DNA1, Class M1, (30-day Average <br> USD-SOFR + 1.00%) 4.662% 2/25/2046 <sup>(c)(e)(f)</sup>  | 6014 | 5997 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2020-DNA1, Class B2, (30-day Average <br> USD-SOFR + 5.364%) 9.026% 1/25/2050 <sup>(c)(e)(f)</sup>  | 5000 | 5561 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2020-DNA2, Class B2, (30-day Average <br> USD-SOFR + 4.914%) 8.576% 2/25/2050 <sup>(c)(e)(f)</sup>  | 7363 | 8096 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2020-HQA2, Class B2, (30-day Average <br> USD-SOFR + 7.714%) 11.376% 3/25/2050 <sup>(c)(e)(f)</sup>  | 7840 | 9418 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2020-DNA4, Class B2, (30-day Average <br> USD-SOFR + 10.114%) 13.776% 8/25/2050 <sup>(c)(e)(f)</sup>  | 4000 | 5290 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2020-HQA4, Class B2, (30-day Average <br> USD-SOFR + 9.514%) 13.176% 9/25/2050 <sup>(c)(e)(f)</sup>  | 3648 | 4750 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2020-DNA5, Class B2, (30-day Average <br> USD-SOFR + 11.50%) 15.179% 10/25/2050 <sup>(c)(e)(f)</sup>  | 8870 | 12200 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2020-HQA5, Class B2, (30-day Average <br> USD-SOFR + 7.40%) 11.062% 11/25/2050 <sup>(c)(e)(f)</sup>  | 2100 | 2568 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2020-DNA6, Class B2, (30-day Average <br> USD-SOFR + 5.65%) 9.312% 12/25/2050 <sup>(c)(e)(f)</sup>  | 6455 | 7524 |
| Freedom Mortgage Holdings, LLC 6.875% 5/1/2031 <sup>(f)</sup>  | 435 | 407 |
| Frontier Communications Holdings, LLC 6.75% 5/1/2029 <sup>(f)</sup>  | 483 | 484 |
| Frontier Communications Holdings, LLC 5.875% 11/1/2029  | 756 | 761 |
| Frontier Communications Holdings, LLC 6.00% 1/15/2030 <sup>(f)</sup>  | 503 | 506 |
| FXI Holdings, Inc. 16.00% PIK 11/15/2029 (14.00% on 11/15/2028) <sup>(a)(f)(i)</sup>  | 522 | 274 |
| FXI Holdings, Inc. 11.00% 11/15/2030 <sup>(f)</sup>  | 893 | 795 |
| Gabonese (Republic of) 6.625% 2/6/2031  | 326 | 273 |
| Gabonese (Republic of) 7.00% 11/24/2031 <sup>(f)</sup>  | 240 | 199 |
| Galaxy Pipeline Assets Bidco, Ltd. 2.94% 9/30/2040  | 5942 | 4816 |
| Garda World Security Corp. 8.375% 11/15/2032 <sup>(f)</sup>  | 155 | 155 |
| GC Treasury Center Co., Ltd. 2.98% 3/18/2031  | 400 | 352 |
| GCAT Trust, Series 2024-NQM2, Class A1, 6.085% 6/25/2059 (7.359% on 5/1/2028) <sup>(a)(e)(f)</sup>  | 5350 | 5391 |
| GCI Funding I, LLC, Series 2021-1, Class A, 2.38% 6/18/2046 <sup>(e)(f)</sup>  | 4594 | 4218 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **U.S. dollars (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| GE Vernova, Inc. 4.25% 2/4/2031  | USD2,000 | $1978 |
| GE Vernova, Inc. 4.875% 2/4/2036  | 1500 | 1487 |
| GE Vernova, Inc. 5.50% 2/4/2056  | 1500 | 1444 |
| General Electric Co. 4.30% 7/29/2030  | 1179 | 1177 |
| General Electric Co. 4.90% 1/29/2036  | 1388 | 1390 |
| General Motors Co. 5.625% 4/15/2030  | 500 | 514 |
| General Motors Financial Co., Inc. 2.40% 4/10/2028  | 6870 | 6591 |
| General Motors Financial Co., Inc. 5.60% 6/18/2031  | 800 | 819 |
| General Motors Financial Co., Inc. 5.625% 4/4/2032  | 194 | 199 |
| General Motors Financial Co., Inc. 5.45% 9/6/2034  | 455 | 452 |
| General Motors Financial Co., Inc. 5.90% 1/7/2035  | 1000 | 1018 |
| General Motors Financial Co., Inc. 6.15% 7/15/2035  | 640 | 662 |
| Genesis Energy, LP 8.25% 1/15/2029  | 355 | 367 |
| Genesis Energy, LP 8.875% 4/15/2030  | 518 | 541 |
| Genesis Energy, LP 7.875% 5/15/2032  | 390 | 401 |
| Genesis Energy, LP 6.75% 3/15/2034  | 645 | 642 |
| GENM Capital Labuan, Ltd. 3.882% 4/19/2031  | 1600 | 1421 |
| Genting New York, LLC 7.25% 10/1/2029 <sup>(f)</sup>  | 600 | 603 |
| GeoPark, Ltd. 5.50% 1/17/2027  | 7500 | 7304 |
| Gilead Sciences, Inc. 5.25% 10/15/2033  | 2801 | 2898 |
| Gilead Sciences, Inc. 5.55% 10/15/2053  | 220 | 214 |
| Global Partners, LP 8.25% 1/15/2032 <sup>(f)</sup>  | 105 | 109 |
| Global Partners, LP 7.125% 7/1/2033 <sup>(f)</sup>  | 225 | 227 |
| Global SC Finance V SRL, Series 2020-1A, Class A, 2.17% 10/17/2040 <sup>(e)(f)</sup>  | 3065 | 2948 |
| GO Taxable Bonds, Series 2022, 0% 11/1/2043 <sup>(c)</sup>  | 386 | 259 |
| GO Taxable Bonds, CAB, Series 2022, 0% 11/1/2051  | 293 | 203 |
| GOHL Capital, Ltd., 4.25% 1/24/2027  | 600 | 594 |
| Goldman Sachs Group, Inc. 2.64% 2/24/2028 (USD-SOFR + 1.114% on 2/24/2027) <sup>(a)</sup>  | 625 | 615 |
| Goldman Sachs Group, Inc. 5.727% 4/25/2030 (USD-SOFR + 1.265% on 4/25/2029) <sup>(a)</sup>  | 2320 | 2394 |
| Goldman Sachs Group, Inc. 4.516% 1/21/2032 (USD-SOFR + 0.96% on 1/21/2031 <sup>(a)</sup>  | 4425 | 4359 |
| Goldman Sachs Group, Inc. 4.939% 10/21/2036 (USD-SOFR + 1.33% on 10/21/2035) <sup>(a)</sup>  | 4876 | 4724 |
| Goldman Sachs Group, Inc. 5.065% 1/21/2037 (USD-SOFR + 1.19% on 1/21/2036) <sup>(a)</sup>  | 8570 | 8382 |
| Government National Mortgage Assn., Series 2021-2, Class AH, 1.50% 6/16/2063 <sup>(e)</sup>  | 4760 | 3539 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Grand Parkway Transportation Corp., Grand Parkway System Toll Rev. Ref. Bonds, Series 2020-B, 3.236% 10/1/<br> 2052  | 4760 | 3314 |
| Gray Media, Inc. 10.50% 7/15/2029 <sup>(f)</sup>  | 805 | 856 |
| Gray Media, Inc. 9.625% 7/15/2032 <sup>(f)</sup>  | 715 | 716 |
| Gray Television, Inc., Term Loan B, (3-month USD CME Term SOFR + 5.25%) 8.918% 6/4/2029 <sup>(c)(h)</sup>  | 7 | 7 |
| Great Canadian Gaming Corp. 8.75% 11/15/2029 <sup>(f)</sup>  | 955 | 932 |
| Greenko Wind Projects (Mauritius), Ltd. 7.25% 9/27/2028  | 25886 | 25720 |
| GreenSaif Pipelines Bidco SARL 5.853% 2/23/2036 <sup>(f)</sup>  | 13810 | 13875 |
| Grupo Energia Bogota SA ESP 4.875% 5/15/2030 <sup>(f)</sup>  | 2300 | 2213 |
| Harvest Midstream I, LP 7.50% 9/1/2028 <sup>(f)</sup>  | 587 | 593 |
| Harvest Midstream I, LP 7.50% 5/15/2032 <sup>(f)</sup>  | 265 | 271 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hawaii Hotel Trust, Series 2025-MAUI, Class A, (1-month USD CME Term SOFR + 1.393%) 5.065% <br>3/15/2042 <sup>(c)(e)(f)</sup>  | 6369 | 6373 |
| Herc Holdings, Inc. 7.00% 6/15/2030 <sup>(f)</sup>  | 450 | 462 |
| Herc Holdings, Inc. 7.25% 6/15/2033 <sup>(f)</sup>  | 205 | 210 |
| Herc Holdings, Inc. 6.00% 3/15/2034 <sup>(f)</sup>  | 570 | 552 |
| Hertz Vehicle Financing III, LLC, Series 2023-1, Class C, 6.91% 6/25/2027 <sup>(e)(f)</sup>  | 1000 | 1002 |
| Hertz Vehicle Financing, LLC, Series 2024-1A, Class A, 5.44% 1/25/2029 <sup>(e)(f)</sup>  | 1689 | 1714 |
| Hertz Vehicle Financing, LLC, Series 2025-1A, Class A, 4.91% 9/25/2029 <sup>(e)(f)</sup>  | 7096 | 7157 |
| Hightower Holding, LLC 6.75% 4/15/2029 <sup>(f)</sup>  | 830 | 816 |
| Hilcorp Energy I, LP 6.00% 4/15/2030 <sup>(f)</sup>  | 660 | 643 |
| Hilcorp Energy I, LP 8.375% 11/1/2033 <sup>(f)</sup>  | 35 | 37 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **U.S. dollars (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Hilton Domestic Operating Co., Inc. 4.00% 5/1/2031 <sup>(f)</sup>  | USD885 | $831 |
| Hilton Domestic Operating Co., Inc. 5.50% 3/31/2034 <sup>(f)</sup>  | 140 | 137 |
| Home Depot, Inc. 4.85% 6/25/2031  | 100 | 102 |
| Home Depot, Inc. 4.95% 6/25/2034  | 5780 | 5824 |
| Home Depot, Inc. 5.30% 6/25/2054  | 692 | 647 |
| Honduras (Republic of) 6.25% 1/19/2027  | 2882 | 2899 |
| Honeywell Aerospace, Inc. 4.60% 3/16/2033 <sup>(f)</sup>  | 386 | 382 |
| Honeywell Aerospace, Inc. 4.95% 3/16/2036 <sup>(f)</sup>  | 917 | 910 |
| Honeywell Aerospace, Inc. 5.732% 3/16/2056 <sup>(f)</sup>  | 500 | 495 |
| Houston Galleria Mall Trust, Series 2025-HGLR, Class A, 5.644% 2/5/2045 <sup>(c)(e)(f)</sup>  | 11573 | 11848 |
| Howard Hughes Corp. (The) 4.125% 2/1/2029 <sup>(f)</sup>  | 584 | 553 |
| Howard Hughes Corp. (The) 4.375% 2/1/2031 <sup>(f)</sup>  | 1155 | 1061 |
| Howard Hughes Corp. (The) 5.875% 3/1/2032 <sup>(f)</sup>  | 270 | 260 |
| Howard Hughes Corp. (The) 6.125% 3/1/2034 <sup>(f)</sup>  | 405 | 389 |
| Howden UK Refinance PLC 7.25% 2/15/2031 <sup>(f)</sup>  | 450 | 454 |
| Howmet Aerospace, Inc. 4.75% 4/15/2036  | 2000 | 1945 |
| HPHT Finance 25, Ltd. 5.00% 2/21/2030 <sup>(b)</sup>  | 600 | 602 |
| HSBC Holdings PLC 4.755% 6/9/2028 (USD-SOFR + 2.11% on 6/9/2027) <sup>(a)</sup>  | 21000 | 21049 |
| HSBC Holdings PLC 4.95% 3/31/2030  | 2300 | 2328 |
| HSBC Holdings PLC (USD-SOFR + 1.57%) 3.63% 5/13/2031 <sup>(c)</sup>  | 2000 | 2017 |
| HSBC Holdings PLC 4.619% 11/6/2031 (USD-SOFR + 1.19% on 11/6/2030) <sup>(a)</sup>  | 6850 | 6757 |
| HSBC Holdings PLC 7.399% 11/13/2034 (USD-SOFR + 3.02% on 11/13/2033) <sup>(a)</sup>  | 16134 | 17834 |
| HSBC Holdings PLC 5.133% 11/6/2036 (USD-SOFR + 1.43% on 11/6/2035) <sup>(a)</sup>  | 345 | 338 |
| HTA Group, Ltd. 6.75% 4/1/2031 <sup>(f)</sup>  | 6000 | 5937 |
| HTL Commercial Mortgage Trust, Series 2024-T53, Class A, 6.072% 5/10/2039 <sup>(c)(e)(f)</sup>  | 2541 | 2562 |
| HUB International, Ltd. 7.25% 6/15/2030 <sup>(f)</sup>  | 198 | 203 |
| HUB International, Ltd. 7.375% 1/31/2032 <sup>(f)</sup>  | 635 | 648 |
| HUB International, Ltd., Term Loan, (3-month USD CME Term SOFR + 2.25%) 5.92% 6/20/2030 <sup>(c)(h)</sup>  | 842 | 841 |
| Hudson Yards Mortgage Trust, Series 2025-SPRL, Class A, 5.649% 1/13/2040 <sup>(c)(e)(f)</sup>  | 19089 | 19550 |
| Hughes Satellite Systems Corp. 5.25% 8/1/2026  | 335 | 298 |
| Hughes Satellite Systems Corp. 6.625% 8/1/2026  | 808 | 609 |
| Humana, Inc. 5.375% 4/15/2031  | 625 | 632 |
| Humana, Inc. 5.75% 4/15/2054  | 608 | 547 |
| Humana, Inc. 6.00% 5/1/2055  | 1300 | 1206 |
| Hungary (Republic of) 5.375% 9/26/2030 <sup>(f)</sup>  | 3910 | 3942 |
| Hungary (Republic of) 6.25% 9/22/2032 <sup>(f)</sup>  | 760 | 793 |
| Hungary (Republic of) 5.50% 3/26/2036 <sup>(f)</sup>  | 975 | 951 |
| Huntington National Bank (The), Series 2026-1, Class B1, 4.503% 2/20/2034 <sup>(e)(f)</sup>  | 5713 | 5708 |
| Hutchison Whampoa International, Ltd. 7.45% 11/24/2033  | 200 | 232 |
| Hyundai Capital America 1.50% 6/15/2026 <sup>(f)</sup>  | 3387 | 3367 |
| Hyundai Capital America 5.60% 3/30/2028 <sup>(f)</sup>  | 1600 | 1630 |
| Hyundai Capital America 2.00% 6/15/2028 <sup>(f)</sup>  | 2187 | 2069 |
| Hyundai Capital America 5.30% 1/8/2029 <sup>(f)</sup>  | 975 | 989 |
| Hyundai Capital America 6.50% 1/16/2029 <sup>(f)</sup>  | 853 | 891 |
| Hyundai Capital America 5.40% 1/8/2031 <sup>(f)</sup>  | 234 | 239 |
| Icahn Enterprises, LP 5.25% 5/15/2027  | 290 | 284 |
| Imperial Brands Finance PLC 5.875% 7/1/2034 <sup>(f)</sup>  | 1500 | 1543 |
| Imperial Brands Finance PLC 5.625% 7/1/2035 <sup>(f)</sup>  | 500 | 504 |
| Imprint Payments Credit Card Master Trust, Series 2025-A, Class A, 4.84% 9/15/2029 <sup>(e)(f)</sup>  | 2970 | 2971 |
| Indofood CBP Sukses Makmur Tbk PT 3.398% 6/9/2031  | 280 | 258 |
| Indonesia Asahan Aluminium (Persero) PT 5.45% 5/15/2030 <sup>(f)</sup>  | 2860 | 2895 |
| Industrial F&B Investments III, Inc. 7.75% 2/11/2033 <sup>(f)</sup>  | 755 | 763 |
| Infinity Natural Resources, LLC 7.625% 4/1/2031 <sup>(f)</sup>  | 185 | 186 |
| Ingles Markets, Inc. 4.00% 6/15/2031 <sup>(f)</sup>  | 865 | 807 |
| Intel Corp. 3.05% 8/12/2051  | 5135 | 3120 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **U.S. dollars (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Intel Corp. 5.60% 2/21/2054  | USD2,309 | $2120 |
| Intercontinental Exchange, Inc. 4.20% 3/15/2031  | 13950 | 13762 |
| International Flavors & Fragrances, Inc. 1.832% 10/15/2027 <sup>(f)</sup>  | 123 | 118 |
| International Flavors & Fragrances, Inc. 2.30% 11/1/2030 <sup>(f)</sup>  | 55 | 49 |
| Interstate Power and Light Co. 2.30% 6/1/2030  | 1975 | 1807 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Intesa Sanpaolo SpA 8.248% 11/21/2033 (1-year UST Yield Curve Rate T Note Constant Maturity + 4.40% on <br> 11/21/2032) <sup>(a)(f)</sup>  | 1250 | 1441 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Intesa Sanpaolo SpA 7.778% 6/20/2054 (1-year UST Yield Curve Rate T Note Constant Maturity + 3.90% on <br> 6/20/2053) <sup>(a)(f)</sup>  | 7000 | 7989 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; INTOWN Mortgage Trust, Series 2025-STAY, Class A, (1-month USD CME Term SOFR + 1.35%) 5.023% <br>3/15/2042 <sup>(c)(e)(f)</sup>  | 21959 | 21932 |
| ION Platform Finance US, Inc. 4.625% 5/1/2028 <sup>(f)</sup>  | 25 | 23 |
| ION Platform Finance US, Inc. 8.75% 5/1/2029 <sup>(f)</sup>  | 1905 | 1774 |
| ION Platform Finance US, Inc. 9.50% 5/30/2029 <sup>(f)</sup>  | 1694 | 1596 |
| ION Platform Finance US, Inc. 9.00% 8/1/2029 <sup>(f)</sup>  | 538 | 499 |
| ION Platform Finance US, Inc. 7.875% 9/30/2032 <sup>(f)</sup>  | 400 | 310 |
| IQVIA, Inc. 6.50% 5/15/2030 <sup>(f)</sup>  | 200 | 204 |
| IQVIA, Inc. 6.25% 6/1/2032 <sup>(f)</sup>  | 380 | 386 |
| IRB Infrastructure Developers, Ltd. 7.11% 3/11/2032 <sup>(f)</sup>  | 4650 | 4671 |
| Iron Mountain Information Management Services, Inc. 5.00% 7/15/2032 <sup>(f)</sup>  | 1330 | 1257 |
| Iron Mountain, Inc. 5.25% 7/15/2030 <sup>(f)</sup>  | 757 | 736 |
| Iron Mountain, Inc. 6.25% 1/15/2033 <sup>(f)</sup>  | 110 | 110 |
| IRV Trust, Series 2025-200P, Class C, 5.73% 3/14/2047 <sup>(c)(e)(f)</sup>  | 935 | 929 |
| Ithaca Energy (North Sea) PLC 8.125% 10/15/2029 <sup>(f)</sup>  | 225 | 231 |
| Jane Street Group, LLC 7.125% 4/30/2031 <sup>(f)</sup>  | 90 | 93 |
| Jane Street Group, LLC 6.75% 5/1/2033 <sup>(f)</sup>  | 1155 | 1173 |
| JH North America Holdings, Inc. 5.875% 1/31/2031 <sup>(f)</sup>  | 175 | 174 |
| JH North America Holdings, Inc. 6.125% 7/31/2032 <sup>(f)</sup>  | 135 | 135 |
| JPMorgan Chase & Co. 5.571% 4/22/2028 (USD-SOFR + 0.93% on 4/22/2027) <sup>(a)</sup>  | 3417 | 3459 |
| JPMorgan Chase & Co. 4.603% 10/22/2030 (USD-SOFR + 1.04% on 10/22/2029) <sup>(a)</sup>  | 5355 | 5367 |
| JPMorgan Chase & Co. 4.347% 1/22/2032 (USD-SOFR + 0.84% on 1/22/2031) <sup>(a)</sup>  | 1150 | 1134 |
| JPMorgan Chase & Co. 1.953% 2/4/2032 (USD-SOFR + 1.065% on 2/4/2031) <sup>(a)</sup>  | 14830 | 13062 |
| JPMorgan Chase & Co. 5.572% 4/22/2036 (USD-SOFR + 1.68% on 4/22/2035) <sup>(a)</sup>  | 6983 | 7199 |
| JPMorgan Chase & Co. 4.81% 10/22/2036 (USD-SOFR + 1.19% on 10/22/2035) <sup>(a)</sup>  | 16929 | 16444 |
| JPMorgan Chase & Co. 4.898% 1/22/2037 (USD-SOFR + 1.07% on 1/22/2036) <sup>(a)</sup>  | 2300 | 2251 |
| Kaseya, Inc., Term Loan, (3-month USD CME Term SOFR + 5.00%) 8.668% 3/21/2033 <sup>(c)(h)</sup>  | 550 | 441 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Kasikornbank PCL (Hong Kong Branch) 3.343% 10/2/2031 (5-year UST Yield Curve Rate T Note Constant Maturity <br> + 1.70% on 10/2/2026) <sup>(a)</sup>  | 2100 | 2080 |
| Kazakhstan (Republic of) 5.50% 7/1/2037 <sup>(f)</sup>  | 2200 | 2216 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; KBC Groep NV 5.796% 1/19/2029 (1-year UST Yield Curve Rate T Note Constant Maturity + 2.10% on <br>1/19/2028) <sup>(a)(f)</sup>  | 525 | 537 |
| Kennedy-Wilson, Inc. 4.75% 2/1/2030  | 885 | 886 |
| Kenya (Republic of) 9.50% 3/5/2036 <sup>(f)</sup>  | 315 | 309 |
| Kenya (Republic of) 8.25% 2/28/2048  | 500 | 436 |
| Keurig Dr Pepper, Inc. 5.15% 5/15/2035  | 1024 | 998 |
| Kodiak Gas Services, LLC 7.25% 2/15/2029 <sup>(f)</sup>  | 210 | 218 |
| Kodiak Gas Services, LLC 5.875% 4/1/2031 <sup>(f)</sup>  | 165 | 166 |
| Korea Electric Power Corp. 4.75% 2/13/2028 <sup>(f)</sup>  | 3705 | 3740 |
| Korea Electric Power Corp. 5.125% 4/23/2034  | 400 | 412 |
| Korea Gas Corp. 5.00% 7/8/2029 <sup>(f)</sup>  | 1253 | 1284 |
| Korea National Oil Corp. 4.625% 3/31/2028 <sup>(f)</sup>  | 200 | 201 |
| Korea National Oil Corp. 4.875% 4/3/2028 <sup>(f)</sup>  | 200 | 202 |
| Korea National Oil Corp. 4.75% 3/31/2030 <sup>(f)</sup>  | 200 | 202 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; KSL Commercial Mortgage Trust, Series 2024-HT2, Class A, (1-month USD CME Term SOFR + 1.542%) 5.215% <br> 12/15/2039 <sup>(c)(e)(f)</sup>  | 7992 | 7988 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **U.S. dollars (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Kuaishou Technology 4.75% 1/22/2036 <sup>(f)</sup>  | USD7,200 | $6942 |
| Kuwait (State of) 4.652% 10/9/2035 <sup>(f)</sup>  | 455 | 438 |
| LAD Auto Receivables Trust, Series 2023-4, Class B, 6.39% 10/16/2028 <sup>(e)(f)</sup>  | 1250 | 1264 |
| LAD Auto Receivables Trust, Series 2024-3A, Class A3, 4.52% 3/15/2029 <sup>(e)(f)</sup>  | 1446 | 1450 |
| Ladder Capital Finance Holdings LLLP 5.50% 8/1/2030  | 894 | 896 |
| Lamar Media Corp. 3.625% 1/15/2031  | 810 | 750 |
| Lamar Media Corp. 5.375% 11/1/2033 <sup>(f)</sup>  | 180 | 176 |
| Lamb Weston Holdings, Inc. 4.125% 1/31/2030 <sup>(f)</sup>  | 290 | 276 |
| Lamb Weston Holdings, Inc. 4.375% 1/31/2032 <sup>(f)</sup>  | 245 | 228 |
| LCM Investments Holdings II, LLC 4.875% 5/1/2029 <sup>(f)</sup>  | 1091 | 1062 |
| LCM Investments Holdings II, LLC 8.25% 8/1/2031 <sup>(f)</sup>  | 720 | 750 |
| Legend Fortune, Ltd., Series EMTN, (USD-SOFR + 0.60%) 4.266% 8/26/2028 <sup>(c)</sup>  | 465 | 465 |
| Lenovo Group, Ltd. 6.536% 7/27/2032  | 500 | 537 |
| Levi Strauss & Co. 3.50% 3/1/2031 <sup>(f)</sup>  | 570 | 522 |
| LG Energy Solution, Ltd. 5.25% 4/2/2028 <sup>(f)</sup>  | 200 | 202 |
| LG Energy Solution, Ltd. 5.375% 4/2/2030 <sup>(f)</sup>  | 200 | 202 |
| LG Energy Solution, Ltd. 5.50% 7/2/2034  | 200 | 198 |
| LG Energy Solution, Ltd. 5.875% 4/2/2035  | 400 | 400 |
| LG Energy Solution, Ltd. 5.875% 4/2/2036 <sup>(f)</sup>  | 200 | 199 |
| Light and Wonder International, Inc. 6.25% 10/1/2033 <sup>(f)</sup>  | 525 | 515 |
| Limak Cimento Sanayi ve Ticaret A.S. 9.75% 7/25/2029  | 3102 | 3064 |
| Lindblad Expeditions, LLC 7.00% 9/15/2030 <sup>(f)</sup>  | 405 | 414 |
| Lithia Motors, Inc. 3.875% 6/1/2029 <sup>(f)</sup>  | 320 | 304 |
| Lithia Motors, Inc. 5.50% 10/1/2030 <sup>(f)</sup>  | 225 | 221 |
| Live Nation Entertainment, Inc. 4.75% 10/15/2027 <sup>(f)</sup>  | 820 | 815 |
| Live Nation Entertainment, Inc. 3.75% 1/15/2028 <sup>(f)</sup>  | 375 | 366 |
| Long Ridge Energy, LLC 8.75% 2/15/2032 <sup>(f)</sup>  | 310 | 325 |
| LSEG US Fin Corp. 5.25% 3/23/2036 <sup>(f)</sup>  | 350 | 347 |
| LYB International Finance III, LLC 5.125% 1/15/2031  | 1163 | 1165 |
| LYB International Finance III, LLC 5.50% 3/1/2034  | 203 | 202 |
| LYB International Finance III, LLC 6.15% 5/15/2035  | 1136 | 1170 |
| LYB International Finance III, LLC 5.875% 1/15/2036  | 2741 | 2752 |
| LYB International Finance III, LLC 3.375% 10/1/2040  | 195 | 141 |
| M&T Bank Corp. 7.413% 10/30/2029 (USD-SOFR + 2.80% on 10/30/2028) <sup>(a)</sup>  | 1574 | 1682 |
| Ma'aden Sukuk, Ltd. 5.25% 1/29/2036 <sup>(f)</sup>  | 5159 | 5021 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Magnetite CLO, Ltd., Series 2019-22, Class ARR, (3-month USD CME Term SOFR + 1.25%) 4.922% <br>7/15/2036 <sup>(c)(e)(f)</sup>  | 3695 | 3696 |
| Manappuram Finance, Ltd. 7.375% 5/12/2028  | 600 | 604 |
| Mars, Inc. 4.80% 3/1/2030 <sup>(f)</sup>  | 2585 | 2613 |
| Mars, Inc. 5.20% 3/1/2035 <sup>(f)</sup>  | 7526 | 7600 |
| Mars, Inc. 5.70% 5/1/2055 <sup>(f)</sup>  | 10237 | 9989 |
| Marsh & McLennan Cos., Inc. 4.65% 3/15/2030  | 500 | 504 |
| Marsh & McLennan Cos., Inc. 2.25% 11/15/2030  | 101 | 91 |
| Marsh & McLennan Cos., Inc. 4.85% 11/15/2031  | 1000 | 1009 |
| Marsh & McLennan Cos., Inc. 5.00% 3/15/2035  | 8000 | 7970 |
| Marsh & McLennan Cos., Inc. 4.95% 3/15/2036  | 1000 | 991 |
| Marsh & McLennan Cos., Inc. 5.45% 3/15/2054  | 1000 | 945 |
| Marsh & McLennan Cos., Inc. 5.40% 3/15/2055  | 2000 | 1877 |
| Mastercard, Inc. 4.55% 1/15/2035  | 920 | 904 |
| Matador Resources Co. 6.25% 4/15/2033 <sup>(f)</sup>  | 300 | 300 |
| Matador Resources Co. 6.00% 4/15/2034 <sup>(f)</sup>  | 180 | 179 |
| Medline Borrower, LP 6.25% 4/1/2029 <sup>(f)</sup>  | 841 | 858 |
| Medline Borrower, LP 5.25% 10/1/2029 <sup>(f)</sup>  | 445 | 441 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Meiji Yasuda Life Insurance Co. 5.80% 9/11/2054 (5-year UST Yield Curve Rate T Note Constant Maturity + <br> 3.033% on 9/11/2034) <sup>(a)(f)</sup>  | 2000 | 1985 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **U.S. dollars (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Meituan 3.05% 10/28/2030 <sup>(f)</sup>  | USD315 | $290 |
| Meituan 4.75% 11/5/2032 <sup>(f)</sup>  | 370 | 360 |
| Meituan 5.125% 11/5/2035 <sup>(f)</sup>  | 400 | 386 |
| Meituan 5.125% 11/5/2035  | 400 | 386 |
| Melco Resorts Finance, Ltd. 5.625% 7/17/2027 <sup>(f)</sup>  | 2607 | 2572 |
| Meta Platforms, Inc. 5.50% 11/15/2045  | 1802 | 1706 |
| Meta Platforms, Inc. 5.625% 11/15/2055  | 3870 | 3630 |
| Meta Platforms, Inc. 5.75% 11/15/2065  | 1853 | 1722 |
| MetLife, Inc. 5.30% 12/15/2034  | 500 | 512 |
| MetLife, Inc. 5.00% 7/15/2052  | 230 | 204 |
| Metropolitan Life Global Funding I 3.45% 12/18/2026 <sup>(f)</sup>  | 810 | 805 |
| Metropolitan Life Global Funding I 1.875% 1/11/2027 <sup>(f)</sup>  | 1500 | 1476 |
| Metropolitan Life Global Funding I 4.35% 1/12/2031 <sup>(f)</sup>  | 916 | 906 |
| Metropolitan Life Global Funding I 5.05% 1/8/2034 <sup>(f)</sup>  | 500 | 503 |
| MFRA Trust, Series 2024-NQM3, Class A1, 5.722% 12/25/2069 (6.722% on 12/1/2028) <sup>(a)(e)(f)</sup>  | 3901 | 3920 |
| MFRA Trust, Series 2025-NQM3, Class A1, 5.261% 8/25/2070 (6.261% on 7/1/2029) <sup>(a)(e)(f)</sup>  | 836 | 835 |
| MI Windows and Doors, LLC, Term Loan B3, (3-month USD CME Term SOFR + 2.75%) 6.418% 3/28/2031 <sup>(c)(h)</sup>  | 177 | 164 |
| Microchip Technology, Inc. 5.05% 3/15/2029  | 4425 | 4490 |
| Microchip Technology, Inc. 5.05% 2/15/2030  | 4765 | 4808 |
| Minejesa Capital BV 5.625% 8/10/2037  | 400 | 382 |
| Minejesa Capital BV 5.625% 8/10/2037 <sup>(f)</sup>  | 300 | 286 |
| Minera Mexico, SA de CV, 5.625% 2/12/2032 <sup>(f)</sup>  | 3805 | 3853 |
| Mineral Resources, Ltd. 8.00% 11/1/2027 <sup>(f)</sup>  | 661 | 670 |
| Mineral Resources, Ltd. 9.25% 10/1/2028 <sup>(f)</sup>  | 1060 | 1099 |
| Mineral Resources, Ltd. 8.50% 5/1/2030 <sup>(f)</sup>  | 100 | 103 |
| Minerva Luxembourg SA 8.875% 9/13/2033  | 13054 | 13959 |
| MISC Capital Two (Labuan), Ltd. 3.75% 4/6/2027 <sup>(f)</sup>  | 10209 | 10120 |
| MISC Capital Two (Labuan), Ltd. 3.75% 4/6/2027  | 200 | 198 |
| Mission Lane Credit Card Master Trust, Series 2024-A, Class A1, 6.20% 8/15/2029 <sup>(e)(f)</sup>  | 7007 | 7025 |
| Mission Lane Credit Card Master Trust, Series 2024-A, Class B, 6.59% 8/15/2029 <sup>(e)(f)</sup>  | 3460 | 3470 |
| Mission Lane Credit Card Master Trust, Series 2025-C, Class A, 4.78% 12/16/2030 <sup>(e)(f)</sup>  | 2924 | 2923 |
| Mission Lane Credit Card Master Trust, Series 2025-B, Class A, 5.06% 9/15/2031 <sup>(e)(f)</sup>  | 6618 | 6647 |
| Mission Lane Credit Card Master Trust, Series 2025-B, Class D, 5.80% 9/15/2031 <sup>(e)(f)</sup>  | 2500 | 2464 |
| Miter Brands Acquisition Holdco, Inc. 6.75% 4/1/2032 <sup>(f)</sup>  | 197 | 189 |
| Mitsubishi UFJ Financial Group, Inc. (USD-SOFR + 1.13%) 3.63% 9/12/2031 <sup>(c)</sup>  | 500 | 502 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mizuho Financial Group, Inc. 5.594% 7/10/2035 (1-year UST Yield Curve Rate T Note Constant Maturity + 1.30% <br> on 7/10/2034) <sup>(a)</sup>  | 500 | 513 |
| MMP Capital, Series 2025-A, Class B, 5.72% 12/15/2031 <sup>(e)(f)</sup>  | 1243 | 1256 |
| Molina Healthcare, Inc. 4.375% 6/15/2028 <sup>(f)</sup>  | 490 | 474 |
| Molina Healthcare, Inc. 6.25% 1/15/2033 <sup>(f)</sup>  | 200 | 194 |
| Mondelez International, Inc. 4.50% 5/6/2030  | 1884 | 1878 |
| Mondelez International, Inc. 5.125% 5/6/2035  | 2590 | 2596 |
| Mongolia (State of) 5.95% 3/9/2032 <sup>(f)</sup>  | 780 | 769 |
| Moog, Inc. 4.25% 12/9/2027 <sup>(f)</sup>  | 770 | 772 |
| Moog, Inc. 5.50% 10/15/2034 <sup>(f)</sup>  | 545 | 548 |
| Morgan Stanley 1.593% 5/4/2027 (USD-SOFR + 0.879% on 5/4/2026) <sup>(a)</sup>  | 5386 | 5371 |
| Morgan Stanley 5.192% 4/17/2031 (USD-SOFR + 1.51% on 4/17/2030) <sup>(a)</sup>  | 2890 | 2934 |
| Morgan Stanley 4.356% 10/22/2031 (USD-SOFR + 1.074% on 10/22/2030) <sup>(a)</sup>  | 10000 | 9802 |
| Morgan Stanley 4.493% 1/16/2032 (USD-SOFR + 0.95% on 1/16/2031) <sup>(a)</sup>  | 1180 | 1161 |
| Morgan Stanley 4.892% 10/22/2036 (USD-SOFR + 1.314% on 10/22/2035) <sup>(a)</sup>  | 3936 | 3806 |
| Motherson Global Investments BV 5.625% 7/11/2029 <sup>(f)</sup>  | 4125 | 4193 |
| Motherson Global Investments BV 5.625% 7/11/2029  | 200 | 203 |
| Mozambique (Republic of) 9.00% 9/15/2031  | 1980 | 1489 |
| MPT Operating Partnership, LP 5.00% 10/15/2027  | 932 | 868 |
| MPT Operating Partnership, LP 4.625% 8/1/2029  | 335 | 261 |

---

Capital World Bond Fund — Page 31 of 64

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **U.S. dollars (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| MPT Operating Partnership, LP 8.50% 2/15/2032 <sup>(f)</sup>  | USD908 | $921 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MTR Corp. CI, Ltd. 5.625% perpetual bonds (5-year UST Yield Curve Rate T Note Constant Maturity + 1.457% on <br> 12/24/2035) <sup>(a)</sup>  | 700 | 723 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Multifamily Connecticut Avenue Securities, Series 2023-01, Class M7, (30-day Average USD-SOFR + 4.00%) <br> 7.662% 11/25/2053 <sup>(c)(e)(f)</sup>  | 1298 | 1334 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Multifamily Connecticut Avenue Securities, Series 2024-01, Class M7, (30-day Average USD-SOFR + 2.75%) <br> 6.412% 7/25/2054 <sup>(c)(e)(f)</sup>  | 4127 | 4180 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Multifamily Connecticut Avenue Securities, Series 2025-01, Class M1, (30-day Average USD-SOFR + 2.40%) <br> 6.062% 5/25/2055 <sup>(c)(e)(f)</sup>  | 2243 | 2281 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Multifamily Connecticut Avenue Securities, Series 2025-01, Class M2, (30-day Average USD-SOFR + 3.10%) <br> 6.762% 5/25/2055 <sup>(c)(e)(f)</sup>  | 2011 | 2018 |
| Murphy Oil Corp. 6.00% 10/1/2032  | 140 | 139 |
| Nabors Industries, Inc. 9.125% 1/31/2030 <sup>(f)</sup>  | 285 | 299 |
| Nabors Industries, Inc. 8.875% 8/15/2031 <sup>(f)</sup>  | 155 | 162 |
| Nabors Industries, Inc. 7.625% 11/15/2032 <sup>(f)</sup>  | 150 | 154 |
| Navient Corp. 5.00% 3/15/2027  | 380 | 372 |
| Navient Corp. 4.875% 3/15/2028  | 320 | 302 |
| Navient Corp. 11.50% 3/15/2031  | 505 | 514 |
| Navient Corp. 7.875% 6/15/2032  | 515 | 460 |
| Navient Corp. 5.625% 8/1/2033  | 255 | 199 |
| NCR Atleos Corp. 9.50% 4/1/2029 <sup>(f)</sup>  | 566 | 606 |
| New Fortress Energy, Inc. 6.50% 9/30/2026 <sup>(f)</sup>  | 150 | 20 |
| New Fortress Energy, Inc., Term Loan B, (3-month USD CME Term SOFR + 5.50%) 9.57% 10/30/2028 <sup>(c)(h)(l)</sup>  | 409 | 230 |
| New York Life Global Funding 1.20% 8/7/2030 <sup>(f)</sup>  | 11090 | 9660 |
| New York Mortgage Trust, Series 2024-CP1, Class A1, 3.75% 2/25/2068 <sup>(c)(e)(f)</sup>  | 3185 | 2952 |
| Newell Brands, Inc. 8.50% 6/1/2028 <sup>(f)</sup>  | 90 | 93 |
| Newell Brands, Inc. 6.375% 5/15/2030  | 175 | 168 |
| Newell Brands, Inc. 6.625% 5/15/2032  | 110 | 105 |
| Newell Brands, Inc. 7.375% 4/1/2036  | 395 | 364 |
| Newell Brands, Inc. 7.50% 4/1/2046  | 150 | 121 |
| Nexstar Media, Inc. 5.625% 7/15/2027 <sup>(f)</sup>  | 605 | 605 |
| Nexstar Media, Inc. 4.75% 11/1/2028 <sup>(f)</sup>  | 1037 | 1020 |
| Nexstar Media, Inc. 6.50% 9/15/2033 <sup>(f)</sup>  | 1317 | 1328 |
| Nexstar Media, Inc. 7.25% 4/15/2034 <sup>(f)</sup>  | 810 | 813 |
| NFE Brazil Financing, Ltd. 15.00% PIK or 15.00% Cash 8/30/2029 <sup>(b)(g)(i)</sup>  | 598 | 598 |
| NFE Financing, LLC 12.00% 11/15/2029 <sup>(f)(l)</sup>  | 5407 | 2450 |
| Nickel Industries, Ltd. 9.00% 9/30/2030  | 24860 | 24918 |
| Nickel Industries, Ltd. 9.00% 9/30/2030 <sup>(f)</sup>  | 9315 | 9337 |
| Nigeria (Republic of) 10.375% 12/9/2034  | 550 | 631 |
| Nigeria (Republic of) 8.631% 1/13/2036 <sup>(f)</sup>  | 200 | 209 |
| Nigeria (Republic of) 8.25% 9/28/2051  | 670 | 645 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Nippon Life Insurance Co. 6.50% 4/30/2055 (5-year UST Yield Curve Rate T Note Constant Maturity + 3.189% on <br> 4/30/2035) <sup>(a)(f)</sup>  | 1184 | 1224 |
| Nissan Motor Acceptance Co., LLC 2.45% 9/15/2028 <sup>(f)</sup>  | 500 | 457 |
| Nissan Motor Co., Ltd. 7.50% 7/17/2030 <sup>(f)</sup>  | 650 | 656 |
| Nissan Motor Co., Ltd. 7.75% 7/17/2032 <sup>(f)</sup>  | 750 | 760 |
| Nissan Motor Co., Ltd. 8.125% 7/17/2035 <sup>(f)</sup>  | 635 | 654 |
| NMEF Funding, LLC, Series 2025-A, Class A2, 4.72% 7/15/2032 <sup>(e)(f)</sup>  | 2525 | 2533 |
| NMEF Funding, LLC, Series 2026-A, Class A2, 4.09% 2/15/2034 <sup>(e)(f)</sup>  | 1795 | 1792 |
| Nomura Holdings, Inc. 5.783% 7/3/2034  | 1462 | 1502 |
| Norfolk Southern Corp. 4.45% 3/1/2033  | 707 | 695 |
| Norfolk Southern Corp. 5.10% 5/1/2035  | 2154 | 2162 |
| Norfolk Southern Corp. 5.35% 8/1/2054  | 1257 | 1173 |
| Northern Oil and Gas, Inc. 8.75% 6/15/2031 <sup>(f)</sup>  | 10 | 10 |
| Northern Oil and Gas, Inc. 7.875% 10/15/2033 <sup>(f)</sup>  | 755 | 782 |

---

Capital World Bond Fund — Page 32 of 64

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **U.S. dollars (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Northern States Power Co. 5.05% 5/15/2035  | USD275 | $277 |
| Northern States Power Co. 4.85% 5/15/2036  | 3425 | 3383 |
| NOVA Chemicals Corp. 5.25% 6/1/2027 <sup>(f)</sup>  | 300 | 300 |
| NOVA Chemicals Corp. 9.00% 2/15/2030 <sup>(f)</sup>  | 575 | 608 |
| NOVA Chemicals Corp. 7.00% 12/1/2031 <sup>(f)</sup>  | 230 | 244 |
| Novartis Capital Corp. 4.90% 3/18/2036  | 509 | 508 |
| Novartis Capital Corp. 5.60% 3/18/2046  | 44 | 44 |
| Novartis Capital Corp. 5.70% 3/18/2056  | 160 | 161 |
| NRZ Excess Spread Collateralized Notes, Series 2025-FHT1, Class A, 6.545% 3/25/2032 <sup>(a)(e)(f)</sup>  | 2412 | 2424 |
| NuStar Logistics, LP 5.625% 4/28/2027  | 630 | 632 |
| Oak-Eagle AcquireCo, Inc. 7.25% 7/1/2033 <sup>(f)</sup>  | 65 | 67 |
| Oak-Eagle AcquireCo, Inc. 8.75% 7/1/2034 <sup>(f)</sup>  | 75 | 79 |
| Occidental Petroleum Corp. 6.60% 3/15/2046  | 730 | 757 |
| Occidental Petroleum Corp. 6.05% 10/1/2054  | 1095 | 1066 |
| Oleoducto Central SA 4.00% 7/14/2027  | 1598 | 1578 |
| OnDeck Asset Securitization Trust, LLC, Series 2024-1, Class A, 6.27% 6/17/2031 <sup>(e)(f)</sup>  | 1780 | 1797 |
| OnDeck Asset Securitization Trust, LLC, Series 2024-1, Class B, 7.15% 6/17/2031 <sup>(e)(f)</sup>  | 3192 | 3207 |
| OneMain Finance Corp. 6.125% 5/15/2030  | 198 | 194 |
| OneMain Finance Corp. 7.125% 9/15/2032  | 730 | 720 |
| OneMain Finance Corp. 6.50% 3/15/2033  | 230 | 220 |
| OneMain Finance Corp. 6.75% 9/15/2033  | 155 | 149 |
| OneSky Flight, LLC 8.875% 12/15/2029 <sup>(f)</sup>  | 15 | 15 |
| Onslow Bay Financial, LLC, Series 2026-R1, Class A1, 4.884% 1/25/2063 <sup>(c)(e)(f)</sup>  | 7991 | 7939 |
| Onslow Bay Financial, LLC, Series 2024-NQM5, Class A1, 5.988% 1/25/2064 (6.988% on 3/1/2028) <sup>(a)(e)(f)</sup>  | 3604 | 3626 |
| Onslow Bay Financial, LLC, Series 2024-NQM7, Class A1, 6.243% 3/25/2064 (7.243% on 4/1/2028) <sup>(a)(e)(f)</sup>  | 7411 | 7474 |
| Onslow Bay Financial, LLC, Series 2025-NQM3, Class A1, 5.648% 12/1/2064 (6.648% on 2/1/2029) <sup>(a)(e)(f)</sup>  | 11972 | 12047 |
| Onslow Bay Financial, LLC, Series 2025-NQM1, Class A1, 5.547% 12/25/2064 (6.547% on 12/1/2028) <sup>(a)(e)(f)</sup>  | 7442 | 7476 |
| Opal Bidco SAS 6.50% 3/31/2032 <sup>(f)</sup>  | 335 | 336 |
| Oracle Corp. 3.25% 11/15/2027  | 4 | 4 |
| Oracle Corp. 4.45% 9/26/2030  | 3350 | 3229 |
| Oracle Corp. 4.95% 2/4/2031  | 3820 | 3739 |
| Oracle Corp. 5.35% 5/4/2033  | 2761 | 2689 |
| Oracle Corp. 5.50% 8/3/2035  | 1778 | 1698 |
| Oracle Corp. 5.20% 9/26/2035  | 4650 | 4364 |
| Oracle Corp. 5.70% 2/4/2036  | 2562 | 2464 |
| Oracle Corp. 6.00% 8/3/2055  | 4050 | 3399 |
| Oracle Corp. 5.95% 9/26/2055  | 575 | 484 |
| Oracle Corp. 6.70% 2/4/2056  | 327 | 304 |
| Osaic Holdings, Inc. 6.75% 8/1/2032 <sup>(f)</sup>  | 535 | 535 |
| Osaic Holdings, Inc. 8.00% 8/1/2033 <sup>(f)</sup>  | 1634 | 1614 |
| Osaic Holdings, Inc., Term Loan B1, (3-month USD CME Term SOFR + 2.50%) 6.20% 7/30/2032 <sup>(c)(h)</sup>  | 375 | 368 |
| OWN Equipment Fund II, LLC, Series 2025-1M, Class C, 9.02% 9/26/2033 <sup>(e)(f)</sup>  | 447 | 460 |
| OWN Equipment Fund III, Series 2025-2M, Class C, 8.77% 3/27/2034 <sup>(e)(f)</sup>  | 965 | 980 |
| Pacific Gas and Electric Co. 3.00% 6/15/2028  | 7820 | 7570 |
| Pacific Gas and Electric Co. 2.50% 2/1/2031  | 1228 | 1101 |
| Pacific Gas and Electric Co. 4.40% 3/1/2032  | 1682 | 1623 |
| Pacific Gas and Electric Co. 6.40% 6/15/2033  | 600 | 637 |
| Pacific Gas and Electric Co. 5.80% 5/15/2034  | 925 | 948 |
| Pacific Gas and Electric Co. 6.00% 8/15/2035  | 4596 | 4751 |
| Pacific Gas and Electric Co. 3.30% 8/1/2040  | 125 | 94 |
| Pacific Gas and Electric Co. 4.95% 7/1/2050  | 8494 | 7042 |
| Pacific Gas and Electric Co. 3.50% 8/1/2050  | 5167 | 3419 |
| Pacific Gas and Electric Co. 5.90% 10/1/2054  | 200 | 187 |
| Pacific Gas and Electric Co. 6.10% 10/15/2055  | 240 | 231 |
| Pacific Gas and Electric Co. 6.00% 5/1/2056  | 1686 | 1601 |

---

Capital World Bond Fund — Page 33 of 64

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**unaudited**

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **U.S. dollars (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| PacifiCorp 5.80% 4/15/2036  | USD950 | $958 |
| PacifiCorp 5.35% 12/1/2053  | 1080 | 927 |
| PacifiCorp 5.50% 5/15/2054  | 7491 | 6575 |
| PacifiCorp 5.80% 1/15/2055  | 5600 | 5119 |
| Pagaya AI Debt Selection Trust, Series 2026-R1, Class A, 4.714% 12/15/2033 <sup>(e)(f)</sup>  | 8621 | 8601 |
| Pagaya US Holding Co., LLC 8.875% 8/1/2030 <sup>(f)</sup>  | 225 | 161 |
| Panama (Republic of) 8.00% 3/1/2038  | 1108 | 1271 |
| Panther Escrow Issuer, LLC 7.125% 6/1/2031 <sup>(f)</sup>  | 120 | 120 |
| Park Intermediate Holdings, LLC 5.875% 10/1/2028 <sup>(f)</sup>  | 380 | 379 |
| Park Intermediate Holdings, LLC 4.875% 5/15/2029 <sup>(f)</sup>  | 545 | 524 |
| Park Intermediate Holdings, LLC 7.00% 2/1/2030 <sup>(f)</sup>  | 195 | 198 |
| Parker-Hannifin Corp. 3.25% 6/14/2029  | 70 | 68 |
| Party City Holdings, Inc. 0% 8/27/2030 <sup>(g)</sup>  | 179 | 4 |
| PEAC Solutions Receivables, LLC, Series 2025-1A, Class A2, 4.94% 10/20/2028 <sup>(e)(f)</sup>  | 2960 | 2974 |
| Pebblebrook Hotel, LP 6.375% 10/15/2029 <sup>(f)</sup>  | 500 | 501 |
| PECO Energy Co. 5.65% 9/15/2055  | 3589 | 3535 |
| PennyMac Financial Services, Inc. 6.875% 5/15/2032 <sup>(f)</sup>  | 380 | 367 |
| Peraton Corp., Term Loan B, (3-month USD CME Term SOFR + 3.85%) 7.517% 2/1/2028 <sup>(c)(h)</sup>  | 603 | 515 |
| Performance Food Group, Inc. 4.25% 8/1/2029 <sup>(f)</sup>  | 500 | 481 |
| Performance Food Group, Inc. 6.125% 9/15/2032 <sup>(f)</sup>  | 225 | 226 |
| Permian Resources Operating, LLC 8.00% 4/15/2027 <sup>(f)</sup>  | 225 | 225 |
| Permian Resources Operating, LLC 9.875% 7/15/2031 <sup>(f)</sup>  | 209 | 222 |
| Permian Resources Operating, LLC 7.00% 1/15/2032 <sup>(f)</sup>  | 300 | 311 |
| Permian Resources Operating, LLC 6.25% 2/1/2033 <sup>(f)</sup>  | 814 | 830 |
| Peroton Corp., Term Loan B, (3-month USD CME Term SOFR + 7.85%) 11.523% 2/1/2029 <sup>(c)(h)</sup>  | 525 | 364 |
| Perrigo Finance Unlimited Co. 6.125% 9/30/2032  | 140 | 128 |
| Peru (Republic of) 8.75% 11/21/2033  | 830 | 1005 |
| Peru (Republic of) 5.50% 3/30/2036  | 1150 | 1148 |
| Peru (Republic of) 3.60% 1/15/2072  | 1100 | 680 |
| Petrobras Global Finance BV 5.125% 9/10/2030  | 975 | 957 |
| Petroleos Mexicanos 8.75% 6/2/2029  | 330 | 347 |
| Petroleos Mexicanos 6.84% 1/23/2030  | 158665 | 159114 |
| Petroleos Mexicanos 5.95% 1/28/2031  | 800 | 765 |
| Petroleos Mexicanos 6.75% 9/21/2047  | 26 | 21 |
| Petroleos Mexicanos 7.69% 1/23/2050  | 610 | 529 |
| Petroleos Mexicanos 6.95% 1/28/2060  | 209 | 165 |
| PETRONAS Capital, Ltd. 4.95% 1/3/2031 <sup>(f)</sup>  | 1945 | 1988 |
| PETRONAS Capital, Ltd. 5.34% 4/3/2035 <sup>(f)</sup>  | 2450 | 2516 |
| Pfizer Investment Enterprises Pte., Ltd. 4.75% 5/19/2033  | 9577 | 9543 |
| Pfizer Investment Enterprises Pte., Ltd. 5.30% 5/19/2053  | 3436 | 3196 |
| PG&E Corp. 5.00% 7/1/2028  | 660 | 655 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; PG&E Corp., junior subordinated, 7.375% 3/15/2055 (5-year UST Yield Curve Rate T Note Constant Maturity + <br> 3.883% on 3/15/2030) <sup>(a)</sup>  | 970 | 977 |
| Philip Morris International, Inc. 5.125% 2/13/2031  | 178 | 182 |
| Philip Morris International, Inc. 4.75% 11/1/2031  | 456 | 458 |
| Philip Morris International, Inc. 5.75% 11/17/2032  | 8730 | 9194 |
| Philip Morris International, Inc. 5.375% 2/15/2033  | 9669 | 9943 |
| Philip Morris International, Inc. 5.625% 9/7/2033  | 749 | 782 |
| Philip Morris International, Inc. 5.25% 2/13/2034  | 749 | 763 |
| Philip Morris International, Inc. 4.90% 11/1/2034  | 7303 | 7267 |
| Philip Morris International, Inc. 4.625% 10/29/2035  | 709 | 682 |
| Philippines (Republic of) 6.375% 10/23/2034  | 2320 | 2498 |
| Piedmont Operating Partnership, LP 5.625% 1/15/2033  | 649 | 631 |
| Pitney Bowes, Inc. 7.25% 3/15/2029 <sup>(f)</sup>  | 400 | 401 |
| PK ALIFT Loan Funding, Series 2025-2, Class A, 4.75% 3/15/2043 <sup>(e)(f)</sup>  | 236 | 235 |

---

Capital World Bond Fund — Page 34 of 64

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**unaudited**

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **U.S. dollars (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| PK ALIFT Loan Funding, Series 2026-1, Class A, 4.614% 9/15/2043 <sup>(e)(f)</sup>  | USD6,581 | $6509 |
| PLDT, Inc. 2.50% 1/23/2031  | 380 | 347 |
| PLDT, Inc. 3.45% 6/23/2050  | 200 | 141 |
| PNC Financial Services Group, Inc. 6.875% 10/20/2034 (USD-SOFR + 2.284% on 10/20/2033) <sup>(a)</sup>  | 4055 | 4481 |
| PNC Financial Services Group, Inc. 5.676% 1/22/2035 (USD-SOFR + 1.902% on 1/22/2034) <sup>(a)</sup>  | 1175 | 1209 |
| PNC Financial Services Group, Inc. 5.575% 1/29/2036 (USD-SOFR + 1.394% on 1/29/2035) <sup>(a)</sup>  | 3582 | 3658 |
| POSCO 4.875% 1/23/2027 <sup>(f)</sup>  | 2260 | 2266 |
| POSCO 5.75% 1/17/2028 <sup>(f)</sup>  | 305 | 311 |
| POSCO 4.50% 1/16/2031 <sup>(f)</sup>  | 200 | 197 |
| POSCO 5.00% 1/16/2036 <sup>(f)</sup>  | 200 | 195 |
| POSCO 5.00% 1/16/2036  | 200 | 195 |
| POSCO Holdings, Inc. 5.75% 5/7/2035  | 400 | 413 |
| Post Holdings, Inc. 4.625% 4/15/2030 <sup>(f)</sup>  | 885 | 850 |
| Post Holdings, Inc. 6.25% 2/15/2032 <sup>(f)</sup>  | 833 | 843 |
| Post Holdings, Inc. 6.25% 10/15/2034 <sup>(f)</sup>  | 275 | 270 |
| Post Holdings, Inc. 6.50% 3/15/2036 <sup>(f)</sup>  | 435 | 426 |
| Prestige Brands, Inc. 5.125% 1/15/2028 <sup>(f)</sup>  | 60 | 60 |
| Prestige Brands, Inc. 3.75% 4/1/2031 <sup>(f)</sup>  | 800 | 734 |
| Progress Residential Trust, Series 2025-SFR3, Class A, 3.39% 7/17/2042 <sup>(e)(f)</sup>  | 184 | 174 |
| Progressive Corp. 4.60% 3/26/2031  | 97 | 97 |
| Progressive Corp. 5.15% 3/26/2036  | 1034 | 1036 |
| Prologis, LP 4.75% 6/15/2033  | 1362 | 1352 |
| Prologis, LP 5.00% 3/15/2034  | 185 | 185 |
| Prologis, LP 5.00% 1/31/2035  | 836 | 835 |
| Prologis, LP 5.25% 6/15/2053  | 74 | 69 |
| Prologis, LP 5.25% 3/15/2054  | 70 | 65 |
| Prosus NV 4.987% 1/19/2052  | 640 | 488 |
| PRP Advisors, LLC, Series 2025-RPL3, Class A1, 3.25% 4/25/2055 (4.25% on 4/1/2028) <sup>(a)(e)(f)</sup>  | 1889 | 1829 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; PT Bank Negara Indonesia (Persero) Tbk 4.30% junior subordinated perpetual bonds (5-year UST Yield Curve <br> Rate T Note Constant Maturity + 3.466% on 3/24/2027) <sup>(a)</sup>  | 28770 | 27804 |
| PT Freeport Indonesia 4.763% 4/14/2027  | 200 | 201 |
| PT Freeport Indonesia 5.315% 4/14/2032  | 400 | 398 |
| PT Freeport Indonesia 6.20% 4/14/2052  | 200 | 194 |
| PT Krakatau Posco 6.375% 6/11/2027  | 200 | 201 |
| PT Krakatau Posco 6.375% 6/11/2029  | 200 | 201 |
| PTT PCL 4.50% 10/25/2042  | 200 | 175 |
| PTTEP Treasury Center Co., Ltd. 2.587% 6/10/2027 <sup>(f)</sup>  | 230 | 225 |
| Public Service Electric and Gas Co. 5.625% 1/1/2056  | 2569 | 2530 |
| Quikrete Holdings, Inc. 6.375% 3/1/2032 <sup>(f)</sup>  | 115 | 117 |
| Quikrete Holdings, Inc. 6.75% 3/1/2033 <sup>(f)</sup>  | 250 | 254 |
| Radiology Partners, Inc. 9.781% PIK 2/15/2030 <sup>(f)(i)</sup>  | 1363 | 1247 |
| Radiology Partners, Inc. 8.50% 7/15/2032 <sup>(f)</sup>  | 805 | 817 |
| Raizen Fuels Finance SA 6.45% 3/5/2034 <sup>(f)(l)</sup>  | 7050 | 3882 |
| Raizen Fuels Finance SA 6.95% 3/5/2054 <sup>(f)(l)</sup>  | 935 | 494 |
| Range Resources Corp. 4.75% 2/15/2030 <sup>(f)</sup>  | 465 | 454 |
| Regeneron Pharmaceuticals, Inc. 1.75% 9/15/2030  | 5949 | 5275 |
| Reliance Industries, Ltd. 6.25% 10/19/2040  | 250 | 271 |
| Reliance Industries, Ltd. 4.875% 2/10/2045  | 250 | 228 |
| Reliance Industries, Ltd. 3.625% 1/12/2052  | 500 | 354 |
| RHP Hotel Properties, LP 7.25% 7/15/2028 <sup>(f)</sup>  | 391 | 399 |
| RHP Hotel Properties, LP 4.50% 2/15/2029 <sup>(f)</sup>  | 560 | 543 |
| RHP Hotel Properties, LP 6.50% 6/15/2033 <sup>(f)</sup>  | 85 | 87 |
| RHP Hotel Properties, LP 5.75% 3/15/2034 <sup>(f)</sup>  | 370 | 365 |
| Rio Tinto Finance (USA) PLC 5.25% 3/14/2035  | 1355 | 1377 |
| RLJ Lodging Trust, LP 3.75% 7/1/2026 <sup>(f)</sup>  | 40 | 40 |

---

Capital World Bond Fund — Page 35 of 64

------

**unaudited**

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **U.S. dollars (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| RLJ Lodging Trust, LP 4.00% 9/15/2029 <sup>(f)</sup>  | USD440 | $412 |
| Roche Holdings, Inc. 4.592% 9/9/2034 <sup>(f)</sup>  | 2500 | 2463 |
| Romania (Republic of) 7.625% 1/17/2053 <sup>(f)</sup>  | 346 | 364 |
| Roper Technologies, Inc. 4.45% 9/15/2030  | 2000 | 1970 |
| Roper Technologies, Inc. 4.90% 10/15/2034  | 2675 | 2584 |
| Roper Technologies, Inc. 5.10% 9/15/2035  | 8845 | 8604 |
| Royal Bank of Canada 5.153% 2/4/2031 (USD-SOFR + 1.03% on 2/4/2030) <sup>(a)</sup>  | 6050 | 6151 |
| Royal Bank of Canada 4.971% 5/2/2031 (USD-SOFR + 1.13% on 5/2/2030) <sup>(a)</sup>  | 4083 | 4128 |
| Royal Bank of Canada 4.696% 8/6/2031 (USD-SOFR + 1.06% on 8/6/2030) <sup>(a)</sup>  | 5402 | 5392 |
| Royal Caribbean Cruises, Ltd. 6.25% 3/15/2032 <sup>(f)</sup>  | 325 | 332 |
| Royal Caribbean Cruises, Ltd. 6.00% 2/1/2033 <sup>(f)</sup>  | 450 | 455 |
| RTX Corp. 5.75% 11/8/2026  | 1000 | 1008 |
| RTX Corp. 3.125% 5/4/2027  | 250 | 247 |
| RTX Corp. 6.00% 3/15/2031  | 708 | 753 |
| RTX Corp. 1.90% 9/1/2031  | 722 | 629 |
| RTX Corp. 6.10% 3/15/2034  | 1478 | 1592 |
| RTX Corp. 2.82% 9/1/2051  | 750 | 459 |
| RTX Corp. 3.03% 3/15/2052  | 500 | 318 |
| RTX Corp. 5.375% 2/27/2053  | 1000 | 940 |
| RTX Corp. 6.40% 3/15/2054  | 602 | 650 |
| Ryan Specialty, LLC 5.875% 8/1/2032 <sup>(f)</sup>  | 1040 | 1029 |
| Sally Holdings, LLC 6.75% 4/1/2032  | 560 | 574 |
| Samarco Mineracao SA 5.00% PIK and 4.00% Cash 6/30/2031 (5.00% PIK and 4.00% Cash on 12/30/2026) <sup>(a)(i)</sup>  | 32199 | 31701 |
| Samarco Mineracao SA 5.00% PIK and 4.00% Cash 6/30/2031 (5.00% PIK and 4.00% Cash on 12/30/2026) <sup>(a)(f)(i)</sup>  | 3207 | 3158 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; San Miguel Global Power Holdings Corp. 5.45% perpetual bonds (5-year UST Yield Curve Rate T Note Constant <br> Maturity + 7.155% on 12/9/2026) <sup>(a)</sup>  | 24210 | 23873 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; San Miguel Global Power Holdings Corp. 8.75% perpetual bonds (5-year UST Yield Curve Rate T Note Constant <br> Maturity + 7.732% on 9/12/2029) <sup>(a)</sup>  | 17210 | 16994 |
| Sands China, Ltd. 5.40% 8/8/2028  | 21920 | 22098 |
| Sands China, Ltd. 4.375% 6/18/2030  | 200 | 193 |
| Sands China, Ltd. 3.25% 8/8/2031  | 1000 | 906 |
| Santander Holdings USA, Inc. 3.244% 10/5/2026  | 7197 | 7157 |
| Saskatchewan (Province of) 3.25% 6/8/2027  | 1073 | 1064 |
| Sasol Financing USA, LLC 4.375% 9/18/2026  | 12500 | 12447 |
| Sasol Financing USA, LLC 8.75% 5/3/2029 <sup>(b)</sup>  | 2420 | 2520 |
| Sats Treasury Pte., Ltd. 4.828% 1/23/2029  | 200 | 203 |
| Saturn Oil & Gas, Inc. 9.625% 6/15/2029 <sup>(f)</sup>  | 495 | 518 |
| Saudi Arabia (Kingdom of) 3.625% 3/4/2028  | 2510 | 2463 |
| Saudi Arabia (Kingdom of) 4.875% 7/18/2033 <sup>(f)</sup>  | 595 | 589 |
| Saudi Arabia (Kingdom of) 5.625% 1/13/2035 <sup>(f)</sup>  | 1580 | 1637 |
| Saudi Arabia (Kingdom of) 4.875% 9/9/2035 <sup>(f)</sup>  | 3095 | 3020 |
| Saudi Arabia (Kingdom of) 4.875% 1/12/2036 <sup>(f)</sup>  | 8378 | 8176 |
| Saudi Arabia (Kingdom of) 5.75% 1/16/2054  | 205 | 194 |
| Saudi Arabia (Kingdom of) 5.875% 1/12/2056 <sup>(f)</sup>  | 1245 | 1193 |
| Saudi Arabian Oil Co. 4.375% 2/2/2031 <sup>(f)</sup>  | 2313 | 2250 |
| Saudi Arabian Oil Co. 5.25% 7/17/2034 <sup>(f)</sup>  | 1695 | 1691 |
| SCF Equipment Trust, LLC, Series 2025-1A, Class A3, 5.11% 11/21/2033 <sup>(e)(f)</sup>  | 9743 | 9915 |
| Science Applications International Corp. 5.875% 11/1/2033 <sup>(f)</sup>  | 215 | 210 |
| Scientific Games Holdings, LP 6.625% 3/1/2030 <sup>(f)</sup>  | 105 | 90 |
| SCIH Salt Holdings, Inc. 4.875% 5/1/2028 <sup>(f)</sup>  | 360 | 356 |
| SCIH Salt Holdings, Inc. 6.625% 5/1/2029 <sup>(f)</sup>  | 860 | 856 |
| Seadrill Finance, Ltd. 8.375% 8/1/2030 <sup>(f)</sup>  | 550 | 569 |
| Sealed Air Corp. 6.50% 7/15/2032 <sup>(f)</sup>  | 790 | 829 |
| Securitized Term Auto Receivables Trust, Series 2025-A, Class B, 5.038% 7/25/2031 <sup>(e)(f)</sup>  | 368 | 371 |
| Securitized Term Auto Receivables Trust, Series 2025-B, Class B, 4.925% 12/29/2032 <sup>(e)(f)</sup>  | 3250 | 3273 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **U.S. dollars (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Securitized Term Auto Receivables Trust, Series 2026-A, Class D, 4.873% 3/25/2033 <sup>(e)(f)</sup>  | USD247 | $247 |
| Senegal (Republic of) 6.25% 5/23/2033  | 570 | 305 |
| Sensata Technologies BV 4.00% 4/15/2029 <sup>(f)</sup>  | 620 | 599 |
| Sensata Technologies, Inc. 3.75% 2/15/2031 <sup>(f)</sup>  | 160 | 149 |
| Serbia (Republic of) 6.25% 5/26/2028 <sup>(f)</sup>  | 1962 | 2004 |
| Serbia (Republic of) 6.50% 9/26/2033 <sup>(f)</sup>  | 1378 | 1440 |
| Service Corp. International 5.75% 10/15/2032  | 695 | 695 |
| Service Properties Trust 4.95% 2/15/2027  | 64 | 64 |
| Service Properties Trust 0% 9/30/2027 <sup>(f)</sup>  | 210 | 191 |
| Service Properties Trust 3.95% 1/15/2028  | 330 | 316 |
| Service Properties Trust 4.95% 10/1/2029  | 547 | 496 |
| Service Properties Trust 4.375% 2/15/2030  | 1046 | 930 |
| Service Properties Trust 8.625% 11/15/2031 <sup>(f)</sup>  | 1569 | 1640 |
| Service Properties Trust 8.875% 6/15/2032  | 525 | 521 |
| Shell Finance US, Inc. 3.00% 11/26/2051 <sup>(f)</sup>  | 1500 | 956 |
| Sherwin-Williams Co. 4.50% 8/15/2030  | 4000 | 3994 |
| Sherwin-Williams Co. 5.15% 8/15/2035  | 1569 | 1579 |
| Shift4 Payments, LLC 6.75% 8/15/2032 <sup>(f)</sup>  | 365 | 359 |
| Siemens Funding BV 5.80% 5/28/2055 <sup>(f)</sup>  | 1752 | 1787 |
| Simon Property Group, LP 5.125% 10/1/2035  | 3452 | 3459 |
| Sirius XM Radio, LLC 5.00% 8/1/2027 <sup>(f)</sup>  | 166 | 166 |
| Sirius XM Radio, LLC 4.00% 7/15/2028 <sup>(f)</sup>  | 1000 | 966 |
| Sirius XM Radio, LLC 4.125% 7/1/2030 <sup>(f)</sup>  | 1494 | 1400 |
| Sirius XM Radio, LLC 3.875% 9/1/2031 <sup>(f)</sup>  | 2106 | 1914 |
| Sirius XM Radio, LLC 5.875% 4/15/2032 <sup>(f)</sup>  | 275 | 273 |
| Six Flags Entertainment Corp. 8.625% 1/15/2032 <sup>(f)</sup>  | 720 | 722 |
| SK hynix, Inc. 2.375% 1/19/2031 <sup>(f)</sup>  | 294 | 266 |
| SK hynix, Inc. 6.50% 1/17/2033  | 400 | 436 |
| SLM Corp. 6.50% 1/31/2030  | 75 | 74 |
| SM Energy Co. 8.625% 11/1/2030 <sup>(f)</sup>  | 55 | 58 |
| SM Energy Co. 8.75% 7/1/2031 <sup>(f)</sup>  | 765 | 800 |
| SM Energy Co. 9.625% 6/15/2033 <sup>(f)</sup>  | 95 | 105 |
| SM Energy Co. 6.625% 4/15/2034 <sup>(f)</sup>  | 260 | 259 |
| Snap, Inc. 6.875% 3/1/2033 <sup>(f)</sup>  | 520 | 491 |
| Solstice Advanced Materials, Inc. 5.625% 9/30/2033 <sup>(f)</sup>  | 445 | 439 |
| Sonic Automotive, Inc. 4.625% 11/15/2029 <sup>(f)</sup>  | 400 | 388 |
| Sonic Automotive, Inc. 4.875% 11/15/2031 <sup>(f)</sup>  | 630 | 599 |
| South Africa (Republic of) 4.30% 10/12/2028  | 1034 | 1013 |
| South Africa (Republic of) 5.875% 6/22/2030  | 1120 | 1128 |
| South Africa (Republic of) 7.25% 12/11/2055 <sup>(f)</sup>  | 290 | 266 |
| South Africa (Republic of), Series 30Y, 5.375% 7/24/2044  | 800 | 626 |
| Southern California Edison Co. 5.45% 3/1/2035  | 240 | 241 |
| Southern California Edison Co. 2.95% 2/1/2051  | 3986 | 2401 |
| Southern California Edison Co. 3.45% 2/1/2052  | 6048 | 3963 |
| Southern California Edison Co. 5.75% 4/15/2054  | 2000 | 1862 |
| Southern California Edison Co. 5.90% 3/1/2055  | 631 | 602 |
| Southwestern Electric Power Co. 3.25% 11/1/2051  | 675 | 432 |
| Standard Building Solutions, Inc. 6.25% 8/1/2033 <sup>(f)</sup>  | 70 | 69 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Standard Chartered PLC 5.545% 1/21/2029 (1-year UST Yield Curve Rate T Note Constant Maturity + 1.05% on <br> 1/21/2028) <sup>(a)(f)</sup>  | 1500 | 1523 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Standard Chartered PLC 5.244% 5/13/2031 (1-year UST Yield Curve Rate T Note Constant Maturity + 1.35% on <br> 5/13/2030) <sup>(a)(f)</sup>  | 10040 | 10185 |
| Standard Chartered PLC 4.866% 3/15/2033 (5-year USD-ICE Swap + 1.97% on 3/15/2028) <sup>(a)(f)</sup>  | 3500 | 3489 |
| Standard Chartered PLC 4.866% 3/15/2033 (5-year USD-ICE Swap + 1.97% on 3/15/2028) <sup>(a)</sup>  | 1200 | 1196 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **U.S. dollars (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Standard Chartered PLC 5.905% 5/14/2035 (1-year UST Yield Curve Rate T Note Constant Maturity + 1.45% on <br> 5/14/2034) <sup>(a)(f)</sup>  | USD6,796 | $6958 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Standard Chartered PLC 3.265% 2/18/2036 (5-year UST Yield Curve Rate T Note Constant Maturity + 2.30% on <br> 2/18/2031) <sup>(a)(f)</sup>  | 957 | 871 |
| Starbucks Corp. 5.40% 5/15/2035  | 2606 | 2665 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Starwood Mortgage Residential Trust, Series 2025-SFR5, Class A, (1-month USD CME Term SOFR + 1.45%) <br> 5.123% 2/17/2042 <sup>(c)(e)(f)</sup>  | 1334 | 1335 |
| Starwood Property Trust, Inc. 5.25% 10/15/2028 <sup>(f)</sup>  | 625 | 618 |
| State Street Corp. 5.146% 2/28/2036 (USD-SOFR + 1.217% on 2/28/2035) <sup>(a)</sup>  | 2124 | 2130 |
| Station Casinos, LLC 6.625% 3/15/2032 <sup>(f)</sup>  | 205 | 206 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Steele Creek CLO, Ltd., Series 2019-2A, Class ARR, (3-month USD CME Term SOFR + 1.00%) 4.672% <br>7/15/2032 <sup>(c)(e)(f)</sup>  | 3002 | 2999 |
| Stillwater Mining Co. 4.00% 11/16/2026 <sup>(b)</sup>  | 9642 | 9570 |
| Stryker Corp. 4.85% 2/10/2030  | 3191 | 3235 |
| Stryker Corp. 5.20% 2/10/2035  | 2000 | 2026 |
| Sumisho Air Lease Corp. 4.50% 3/24/2029 <sup>(f)</sup>  | 4680 | 4651 |
| Sumisho Air Lease Corp. 4.85% 3/24/2031 <sup>(f)</sup>  | 5495 | 5428 |
| Sumisho Air Lease Corp. 5.50% 3/24/2036 <sup>(f)</sup>  | 985 | 971 |
| Sumitomo Mitsui Financial Group, Inc. 4.494% 1/15/2032 (USD-SOFR + 1.02% on 1/15/2031) <sup>(a)</sup>  | 1828 | 1801 |
| Summit Digitel Infrastructure Pvt, Ltd. 2.875% 8/12/2031 <sup>(f)</sup>  | 235 | 212 |
| Summit Midstream Holdings, LLC 8.625% 10/31/2029 <sup>(f)</sup>  | 370 | 381 |
| Sunoco, LP 7.00% 5/1/2029 <sup>(f)</sup>  | 195 | 200 |
| Sunoco, LP 4.50% 5/15/2029  | 1375 | 1342 |
| Sunoco, LP 4.50% 4/30/2030  | 160 | 154 |
| Sunoco, LP 5.625% 3/15/2031 <sup>(f)</sup>  | 140 | 139 |
| Sunoco, LP 5.375% 7/15/2031 <sup>(f)</sup>  | 205 | 204 |
| Sunoco, LP 6.25% 7/1/2033 <sup>(f)</sup>  | 275 | 276 |
| Sunoco, LP 5.875% 3/15/2034 <sup>(f)</sup>  | 145 | 144 |
| Sunoco, LP 5.625% 7/15/2034 <sup>(f)</sup>  | 55 | 54 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sunoco, LP 7.875% junior subordinated perpetual bonds (5-year UST Yield Curve Rate T Note Constant Maturity <br> + 4.23% on 9/18/2030) <sup>(a)(f)</sup>  | 405 | 414 |
| Surgery Center Holdings, Inc. 7.25% 4/15/2032 <sup>(f)</sup>  | 710 | 698 |
| Surgery Center Holdings, Inc., Term Loan, (1-month USD CME Term SOFR + 2.50%) 6.168% 12/19/2030 <sup>(c)(h)</sup>  | 88 | 88 |
| SV RNO Property Owner 1, LLC 5.875% 3/1/2031 <sup>(f)</sup>  | 240 | 237 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SWCH Commercial Mortgage Trust, Series 2025-DATA, Class A, (1-month USD CME Term SOFR + 1.443%) <br> 5.115% 2/15/2042 <sup>(c)(e)(f)</sup>  | 41079 | 40629 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Swiss Re Finance (Luxembourg) SA 5.00% 4/2/2049 (5-year UST Yield Curve Rate T Note Constant Maturity + <br> 3.582% on 4/2/2029) <sup>(a)(f)</sup>  | 1400 | 1386 |
| Synergy Infrastructure Holdings, LLC 7.875% 12/1/2030 <sup>(f)</sup>  | 150 | 153 |
| Synopsys, Inc. 4.85% 4/1/2030  | 5000 | 5038 |
| Synopsys, Inc. 5.00% 4/1/2032  | 3050 | 3077 |
| Synopsys, Inc. 5.15% 4/1/2035  | 9140 | 9161 |
| Synopsys, Inc. 5.70% 4/1/2055  | 4741 | 4536 |
| Takeda U.S. Financing, Inc. 5.20% 7/7/2035  | 4510 | 4512 |
| Takeda U.S. Financing, Inc. 5.90% 7/7/2055  | 327 | 326 |
| Talen Energy Supply, LLC 8.625% 6/1/2030 <sup>(f)</sup>  | 1270 | 1333 |
| Talen Energy Supply, LLC, Term Loan B, (3-month USD CME Term SOFR + 2.50%) 6.153% 5/17/2030 <sup>(c)(h)</sup>  | 418 | 419 |
| Talos Production, Inc. 9.00% 2/1/2029 <sup>(f)</sup>  | 850 | 885 |
| Talos Production, Inc. 9.375% 2/1/2031 <sup>(f)</sup>  | 620 | 657 |
| Tencent Holdings, Ltd. 3.975% 4/11/2029  | 250 | 249 |
| Tencent Holdings, Ltd. 2.39% 6/3/2030 <sup>(f)</sup>  | 300 | 280 |
| Tencent Holdings, Ltd. 3.68% 4/22/2041  | 300 | 257 |
| Tencent Holdings, Ltd. 3.84% 4/22/2051  | 300 | 233 |
| Tenet Healthcare Corp. 5.125% 11/1/2027  | 330 | 330 |
| Tenet Healthcare Corp. 6.75% 5/15/2031  | 720 | 736 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **U.S. dollars (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Teva Pharmaceutical Finance Netherlands III BV 3.15% 10/1/2026  | USD6,700 | $6637 |
| Teva Pharmaceutical Finance Netherlands III BV 5.125% 5/9/2029  | 920 | 918 |
| Teva Pharmaceutical Finance Netherlands III BV 6.00% 12/1/2032  | 200 | 205 |
| Teva Pharmaceutical Finance Netherlands III BV 4.10% 10/1/2046  | 855 | 635 |
| Teva Pharmaceutical Finance Netherlands IV BV 5.75% 12/1/2030  | 200 | 203 |
| Texas Combined Tirz I, LLC 0% 12/7/2062 <sup>(f)(g)</sup>  | 98 | 98 |
| TGS ASA 8.50% 1/15/2030 <sup>(f)</sup>  | 435 | 456 |
| Thermo Fisher Scientific, Inc. 4.902% 2/12/2036  | 858 | 852 |
| Tierra Mojada Luxembourg II SARL 5.75% 12/1/2040  | 6634 | 6319 |
| TMS ISSUER SARL 5.78% 8/23/2032  | 11700 | 11883 |
| TNB Global Ventures Capital Bhd 3.244% 10/19/2026  | 500 | 497 |
| TopBuild Corp. 5.625% 1/31/2034 <sup>(f)</sup>  | 205 | 201 |
| TotalEnergies Capital International SA 2.829% 1/10/2030  | 3500 | 3317 |
| TotalEnergies Capital USA, LLC 4.248% 1/13/2031  | 1278 | 1267 |
| Towd Point Mortgage Trust, Series 2024-3, Class A1A, 5.024% 7/25/2065 <sup>(c)(e)(f)</sup>  | 878 | 875 |
| TransDigm, Inc. 4.625% 1/15/2029  | 260 | 256 |
| TransDigm, Inc. 6.375% 3/1/2029 <sup>(f)</sup>  | 300 | 306 |
| TransDigm, Inc. 4.875% 5/1/2029  | 500 | 493 |
| TransDigm, Inc. 6.875% 12/15/2030 <sup>(f)</sup>  | 135 | 138 |
| TransDigm, Inc. 6.625% 3/1/2032 <sup>(f)</sup>  | 275 | 281 |
| TransDigm, Inc. 6.375% 5/31/2033 <sup>(f)</sup>  | 380 | 378 |
| TransDigm, Inc. 6.25% 1/31/2034 <sup>(f)</sup>  | 535 | 541 |
| TransDigm, Inc. 6.75% 1/31/2034 <sup>(f)</sup>  | 755 | 765 |
| TransDigm, Inc. 6.125% 7/31/2034 <sup>(f)</sup>  | 909 | 895 |
| Transocean Aquila, Ltd. 8.00% 9/30/2028 <sup>(f)</sup>  | 46 | 47 |
| Transocean International, Ltd. 8.25% 5/15/2029 <sup>(f)</sup>  | 185 | 191 |
| Transocean International, Ltd. 8.75% 2/15/2030 <sup>(f)</sup>  | 259 | 270 |
| Transocean International, Ltd. 8.50% 5/15/2031 <sup>(f)</sup>  | 415 | 436 |
| Transocean International, Ltd. 7.875% 10/15/2032 <sup>(f)</sup>  | 185 | 198 |
| Transocean International, Ltd. 6.80% 3/15/2038  | 625 | 601 |
| Travelers Cos., Inc. 5.05% 7/24/2035  | 383 | 384 |
| Travelers Cos., Inc. 5.70% 7/24/2055  | 626 | 622 |
| TreeHouse Foods, Inc., Term Loan B, (1-month USD CME Term SOFR + 4.25%) 7.918% 2/11/2033 <sup>(c)(h)</sup>  | 660 | 658 |
| Treehouse Park Improvement Association No.1 9.75% 12/1/2033 <sup>(f)(g)(l)</sup>  | 600 | 576 |
| Tricon Residential Trust, Series 2023-SFR1, Class B, 5.10% 7/17/2040 <sup>(e)(f)</sup>  | 1467 | 1458 |
| Tricon Residential Trust, Series 2023-SFR1, Class C, 5.10% 7/17/2040 <sup>(e)(f)</sup>  | 317 | 315 |
| Tricon Residential Trust, Series 2024-SFR4, Class A, 4.30% 11/17/2041 <sup>(e)(f)</sup>  | 3192 | 3130 |
| Trident TPI Holdings, Inc. 12.75% 12/31/2028 <sup>(f)</sup>  | 500 | 487 |
| Truist Financial Corp. 5.071% 5/20/2031 (USD-SOFR + 1.309% on 5/20/2030) <sup>(a)</sup>  | 1484 | 1501 |
| Turkey (Republic of), Series 30Y, 6.00% 1/14/2041  | 2240 | 1863 |
| Tyco Electronics Group SA 4.50% 2/9/2031  | 1000 | 998 |
| Tyco Electronics Group SA 4.875% 2/9/2036  | 2000 | 1975 |
| U.S. Bank NA, Series 2025-SUP1, Class B, 5.582% 2/25/2032 <sup>(e)(f)</sup>  | 2792 | 2813 |
| U.S. Bank NA, Series 2025-SUP2, Class B1, 4.818% 9/25/2032 <sup>(e)(f)</sup>  | 531 | 532 |
| U.S. Bank NA, Series 2026-RVM1, Class C, 5.595% 12/25/2046 <sup>(e)(f)</sup>  | 1681 | 1689 |
| U.S. Bank NA, Series 2026-RVM1, Class D, 7.056% 12/25/2046 <sup>(e)(f)</sup>  | 4490 | 4511 |
| U.S. Treasury 0.75% 4/30/2026  | 1156 | 1153 |
| U.S. Treasury 4.875% 4/30/2026  | 28655 | 28682 |
| U.S. Treasury 3.625% 5/15/2026  | 85 | 85 |
| U.S. Treasury 4.375% 7/31/2026  | 1900 | 1904 |
| U.S. Treasury 4.625% 9/15/2026  | 3840 | 3856 |
| U.S. Treasury 1.125% 10/31/2026  | 1550 | 1527 |
| U.S. Treasury 4.125% 10/31/2026  | 19900 | 19937 |
| U.S. Treasury 2.00% 11/15/2026  | 1500 | 1484 |
| U.S. Treasury 4.625% 11/15/2026  | 3000 | 3016 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **U.S. dollars (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| U.S. Treasury 1.625% 11/30/2026  | USD25 | $25 |
| U.S. Treasury 4.375% 12/15/2026  | 3201 | 3215 |
| U.S. Treasury 4.25% 12/31/2026  | 3000 | 3011 |
| U.S. Treasury 4.00% 1/15/2027  | 22 | 22 |
| U.S. Treasury 2.25% 2/15/2027  | 4550 | 4492 |
| U.S. Treasury 2.50% 3/31/2027  | 3853 | 3808 |
| U.S. Treasury 4.50% 4/15/2027  | 1547 | 1559 |
| U.S. Treasury 2.375% 5/15/2027  | 2160 | 2127 |
| U.S. Treasury 2.625% 5/31/2027  | 2170 | 2141 |
| U.S. Treasury 3.875% 5/31/2027  | 5000 | 5004 |
| U.S. Treasury 3.75% 6/30/2027  | 13833 | 13824 |
| U.S. Treasury 4.375% 7/15/2027  | 1096 | 1104 |
| U.S. Treasury 2.75% 7/31/2027  | 3900 | 3846 |
| U.S. Treasury 3.625% 8/31/2027 <sup>(k)</sup>  | 176500 | 176012 |
| U.S. Treasury 3.375% 9/15/2027  | 1500 | 1491 |
| U.S. Treasury 3.50% 9/30/2027  | 4527 | 4506 |
| U.S. Treasury 4.125% 9/30/2027  | 14282 | 14344 |
| U.S. Treasury 3.375% 11/30/2027  | 597 | 593 |
| U.S. Treasury 3.875% 11/30/2027  | 5250 | 5254 |
| U.S. Treasury 4.00% 12/15/2027  | 23326 | 23393 |
| U.S. Treasury 3.375% 12/31/2027  | 11694 | 11605 |
| U.S. Treasury 2.75% 2/15/2028  | 310 | 304 |
| U.S. Treasury 1.125% 2/29/2028  | 8938 | 8498 |
| U.S. Treasury 3.375% 2/29/2028  | 9 | 9 |
| U.S. Treasury 4.00% 2/29/2028  | 3685 | 3698 |
| U.S. Treasury 1.25% 3/31/2028  | 1244 | 1183 |
| U.S. Treasury 3.625% 3/31/2028  | —<br> <sup>(j)</sup><br>| — <br><sup>(j)</sup><br>|
| U.S. Treasury 3.875% 3/31/2028  | 94 | 94 |
| U.S. Treasury 1.25% 5/31/2028  | 1715 | 1625 |
| U.S. Treasury 3.625% 5/31/2028  | 350 | 349 |
| U.S. Treasury 2.875% 8/15/2028  | 1030 | 1009 |
| U.S. Treasury 1.125% 8/31/2028  | 10000 | 9385 |
| U.S. Treasury 4.375% 8/31/2028  | 7970 | 8071 |
| U.S. Treasury 1.25% 9/30/2028  | 3000 | 2818 |
| U.S. Treasury 3.50% 11/15/2028  | 410 | 407 |
| U.S. Treasury 3.50% 12/15/2028  | 410 | 407 |
| U.S. Treasury 4.625% 4/30/2029  | 48512 | 49619 |
| U.S. Treasury 4.50% 5/31/2029  | 1450 | 1478 |
| U.S. Treasury 3.25% 6/30/2029  | 1700 | 1670 |
| U.S. Treasury 4.25% 6/30/2029  | 424 | 429 |
| U.S. Treasury 4.125% 10/31/2029  | 18228 | 18380 |
| U.S. Treasury 4.125% 11/30/2029  | 5919 | 5969 |
| U.S. Treasury 3.875% 12/31/2029  | 2000 | 1999 |
| U.S. Treasury 1.50% 2/15/2030  | 240 | 220 |
| U.S. Treasury 3.875% 4/30/2030  | 1144 | 1143 |
| U.S. Treasury 0.625% 5/15/2030  | 17634 | 15447 |
| U.S. Treasury 3.75% 5/31/2030  | 11114 | 11048 |
| U.S. Treasury 3.875% 6/30/2030 <sup>(k)</sup>  | 162257 | 162042 |
| U.S. Treasury 0.625% 8/15/2030  | 20 | 17 |
| U.S. Treasury 3.625% 8/31/2030  | 10002 | 9881 |
| U.S. Treasury 3.625% 9/30/2030  | 1752 | 1731 |
| U.S. Treasury 4.625% 9/30/2030  | 2880 | 2962 |
| U.S. Treasury 3.50% 11/30/2030  | 505 | 496 |
| U.S. Treasury 4.375% 11/30/2030  | 7800 | 7943 |
| U.S. Treasury 3.625% 12/31/2030  | 16150 | 15934 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **U.S. dollars (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| U.S. Treasury 3.50% 2/28/2031  | USD2,936 | $2880 |
| U.S. Treasury 4.25% 2/28/2031  | 1900 | 1925 |
| U.S. Treasury 3.875% 3/31/2031  | 3016 | 3007 |
| U.S. Treasury 4.125% 3/31/2031  | 1900 | 1914 |
| U.S. Treasury 1.625% 5/15/2031  | 2810 | 2507 |
| U.S. Treasury 1.25% 8/15/2031  | 1114 | 967 |
| U.S. Treasury 4.125% 10/31/2031  | 768 | 772 |
| U.S. Treasury 1.375% 11/15/2031  | 2800 | 2429 |
| U.S. Treasury 4.125% 11/30/2031  | 2270 | 2282 |
| U.S. Treasury 2.875% 5/15/2032  | 4279 | 4002 |
| U.S. Treasury 4.00% 7/31/2032  | 2305 | 2294 |
| U.S. Treasury 3.75% 11/30/2032  | 376 | 368 |
| U.S. Treasury 3.875% 8/15/2033  | 38198 | 37503 |
| U.S. Treasury 4.50% 11/15/2033  | 1053 | 1075 |
| U.S. Treasury 4.375% 5/15/2034  | 32438 | 32782 |
| U.S. Treasury 3.875% 8/15/2034  | 3370 | 3284 |
| U.S. Treasury 4.25% 11/15/2034 <sup>(k)</sup>  | 11185 | 11183 |
| U.S. Treasury 4.25% 8/15/2035  | 1070 | 1066 |
| U.S. Treasury 4.00% 11/15/2035 <sup>(k)</sup>  | 6220 | 6068 |
| U.S. Treasury 4.125% 2/15/2036  | 126658 | 124689 |
| U.S. Treasury 4.50% 8/15/2039  | 2270 | 2248 |
| U.S. Treasury 4.375% 11/15/2039  | 1000 | 975 |
| U.S. Treasury 4.625% 2/15/2040  | 250 | 250 |
| U.S. Treasury 1.125% 8/15/2040  | 2473 | 1541 |
| U.S. Treasury 1.875% 2/15/2041 <sup>(k)</sup>  | 11036 | 7645 |
| U.S. Treasury 2.25% 5/15/2041  | 7922 | 5773 |
| U.S. Treasury 1.75% 8/15/2041  | 9093 | 6079 |
| U.S. Treasury 2.00% 11/15/2041  | 669 | 462 |
| U.S. Treasury 3.125% 11/15/2041  | 100 | 82 |
| U.S. Treasury 2.375% 2/15/2042  | 1804 | 1314 |
| U.S. Treasury 3.25% 5/15/2042  | 4937 | 4068 |
| U.S. Treasury 2.75% 8/15/2042  | 100 | 76 |
| U.S. Treasury 2.75% 11/15/2042  | 1481 | 1126 |
| U.S. Treasury 4.00% 11/15/2042  | 245 | 222 |
| U.S. Treasury 3.875% 2/15/2043  | 160 | 142 |
| U.S. Treasury 2.875% 5/15/2043  | 3120 | 2396 |
| U.S. Treasury 3.875% 5/15/2043 <sup>(k)</sup>  | 11170 | 9898 |
| U.S. Treasury 4.375% 8/15/2043  | 111 | 104 |
| U.S. Treasury 4.75% 11/15/2043  | 670 | 662 |
| U.S. Treasury 4.50% 2/15/2044  | 2499 | 2388 |
| U.S. Treasury 3.375% 5/15/2044  | 1550 | 1267 |
| U.S. Treasury 2.50% 2/15/2045  | 3150 | 2210 |
| U.S. Treasury 4.75% 2/15/2045  | 1167 | 1146 |
| U.S. Treasury 3.00% 5/15/2045  | 30 | 23 |
| U.S. Treasury 4.875% 8/15/2045  | 359 | 358 |
| U.S. Treasury 4.625% 11/15/2045  | 180 | 173 |
| U.S. Treasury 2.50% 2/15/2046  | 2510 | 1732 |
| U.S. Treasury 2.75% 8/15/2047  | 3455 | 2445 |
| U.S. Treasury 3.00% 2/15/2048  | 673 | 496 |
| U.S. Treasury 3.125% 5/15/2048  | 800 | 602 |
| U.S. Treasury 3.00% 8/15/2048  | 896 | 658 |
| U.S. Treasury 2.25% 8/15/2049  | 256 | 159 |
| U.S. Treasury 2.375% 11/15/2049  | 258 | 164 |
| U.S. Treasury 2.00% 2/15/2050 <sup>(k)</sup>  | 20560 | 11967 |
| U.S. Treasury 1.25% 5/15/2050 <sup>(k)</sup>  | 12110 | 5747 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **U.S. dollars (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| U.S. Treasury 1.375% 8/15/2050  | USD1,835 | $897 |
| U.S. Treasury 1.875% 2/15/2051  | 1762 | 978 |
| U.S. Treasury 2.375% 5/15/2051  | 2239 | 1401 |
| U.S. Treasury 2.00% 8/15/2051 <sup>(k)</sup>  | 37600 | 21403 |
| U.S. Treasury 1.875% 11/15/2051  | 2099 | 1153 |
| U.S. Treasury 2.25% 2/15/2052  | 45870 | 27637 |
| U.S. Treasury 2.875% 5/15/2052  | 3157 | 2189 |
| U.S. Treasury 3.00% 8/15/2052  | 1843 | 1310 |
| U.S. Treasury 4.00% 11/15/2052  | 5191 | 4459 |
| U.S. Treasury 3.625% 2/15/2053  | 383 | 308 |
| U.S. Treasury 3.625% 5/15/2053  | 5547 | 4446 |
| U.S. Treasury 4.125% 8/15/2053  | 300 | 263 |
| U.S. Treasury 4.75% 11/15/2053  | 2087 | 2028 |
| U.S. Treasury 4.25% 2/15/2054  | 3025 | 2709 |
| U.S. Treasury 4.625% 5/15/2054  | 24131 | 23004 |
| U.S. Treasury 4.25% 8/15/2054  | 626 | 560 |
| U.S. Treasury 4.50% 11/15/2054  | 222 | 208 |
| U.S. Treasury 4.75% 5/15/2055 <sup>(k)</sup>  | 12111 | 11790 |
| U.S. Treasury 4.75% 8/15/2055  | 90 | 88 |
| U.S. Treasury 4.625% 11/15/2055  | 10652 | 10173 |
| U.S. Treasury 4.75% 2/15/2056  | 1000 | 975 |
| U.S. Treasury Inflation-Protected Security 0.125% 2/15/2051 <sup>(d)(k)</sup>  | 18312 | 9717 |
| U.S. Treasury Inflation-Protected Security 2.125% 2/15/2054 <sup>(d)(k)</sup>  | 21623 | 19037 |
| U.S. Treasury Inflation-Protected Security 2.375% 2/15/2055 <sup>(d)(k)</sup>  | 42324 | 39297 |
| Uber Technologies, Inc. 4.50% 8/15/2029 <sup>(f)</sup>  | 225 | 223 |
| UKG, Inc. 6.875% 2/1/2031 <sup>(f)</sup>  | 307 | 300 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; UniCredit SpA 5.459% 6/30/2035 (5-year UST Yield Curve Rate T Note Constant Maturity + 4.75% on <br>6/30/2030) <sup>(a)(f)</sup>  | 16050 | 16027 |
| Uniform Mortgage-Backed Security 2.00% 4/1/2056 <sup>(e)(m)</sup>  | 43203 | 34809 |
| Uniform Mortgage-Backed Security 2.50% 4/1/2056 <sup>(e)(m)</sup>  | 2109 | 1773 |
| Uniform Mortgage-Backed Security 3.50% 4/1/2056 <sup>(e)(m)</sup>  | 106873 | 97990 |
| Uniform Mortgage-Backed Security 4.00% 4/1/2056 <sup>(e)(m)</sup>  | 33806 | 31904 |
| Uniform Mortgage-Backed Security 4.50% 4/1/2056 <sup>(e)(m)</sup>  | 18370 | 17732 |
| Uniform Mortgage-Backed Security 2.00% 5/1/2056 <sup>(e)(m)</sup>  | 41837 | 33690 |
| Uniform Mortgage-Backed Security 2.50% 5/1/2056 <sup>(e)(m)</sup>  | 314 | 264 |
| Uniform Mortgage-Backed Security 4.00% 5/1/2056 <sup>(e)(m)</sup>  | 45327 | 42741 |
| Union Electric Co. 4.80% 3/15/2036  | 4394 | 4292 |
| Union Pacific Corp. 5.10% 2/20/2035  | 4762 | 4849 |
| Union Pacific Corp. 4.30% 3/1/2049  | 1550 | 1265 |
| Unisys Corp. 10.625% 1/15/2031 <sup>(f)</sup>  | 406 | 350 |
| United Airlines Holdings, Inc. 5.375% 3/1/2031  | 80 | 78 |
| United Mexican States 5.375% 3/22/2033  | 6160 | 6037 |
| United Mexican States 4.875% 5/19/2033  | 210 | 199 |
| United Mexican States 6.00% 5/7/2036  | 420 | 418 |
| United Mexican States 6.625% 1/29/2038  | 640 | 654 |
| United Mexican States 6.125% 2/9/2038  | 13365 | 13041 |
| United Mexican States 6.338% 5/4/2053  | 3120 | 2909 |
| United Mexican States 6.40% 5/7/2054  | 910 | 854 |
| United Mexican States 7.375% 5/13/2055  | 1110 | 1169 |
| United Mexican States 3.771% 5/24/2061  | 1300 | 781 |
| United Mexican States 3.75% 4/19/2071  | 1260 | 730 |
| United Natural Foods, Inc., Term Loan B, (3-month USD CME Term SOFR + 4.75%) 8.418% 5/1/2031 <sup>(c)(h)</sup>  | 595 | 599 |
| United Rentals (North America), Inc. 3.875% 2/15/2031  | 840 | 790 |
| United Rentals (North America), Inc. 6.125% 3/15/2034 <sup>(f)</sup>  | 100 | 101 |
| UnitedHealth Group, Inc. 5.15% 7/15/2034  | 1917 | 1934 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **U.S. dollars (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| UnitedHealth Group, Inc. 5.30% 6/15/2035  | USD12,100 | $12350 |
| UnitedHealth Group, Inc. 5.625% 7/15/2054  | 5493 | 5239 |
| UnitedHealth Group, Inc. 5.95% 6/15/2055  | 3725 | 3755 |
| Universal Entertainment Corp. 9.875% 8/1/2029 <sup>(f)</sup>  | 400 | 388 |
| Univision Communications, Inc. 8.00% 8/15/2028 <sup>(f)</sup>  | 290 | 295 |
| Univision Communications, Inc. 4.50% 5/1/2029 <sup>(f)</sup>  | 1775 | 1669 |
| Univision Communications, Inc. 7.375% 6/30/2030 <sup>(f)</sup>  | 510 | 500 |
| Univision Communications, Inc. 9.375% 8/1/2032 <sup>(f)</sup>  | 750 | 774 |
| US Foods, Inc. 4.625% 6/1/2030 <sup>(f)</sup>  | 585 | 570 |
| USA Compression Partners, LP 6.25% 10/1/2033 <sup>(f)</sup>  | 150 | 150 |
| USI, Inc. 7.50% 1/15/2032 <sup>(f)</sup>  | 200 | 203 |
| Vail Resorts, Inc. 5.625% 7/15/2030 <sup>(f)</sup>  | 200 | 198 |
| Vail Resorts, Inc. 6.50% 5/15/2032 <sup>(f)</sup>  | 325 | 329 |
| Vale Overseas, Ltd. 3.75% 7/8/2030  | 5 | 5 |
| Vale Overseas, Ltd. 6.40% 6/28/2054  | 2085 | 2114 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Vale Overseas, Ltd. 6.00% 2/25/2056 (5-year UST Yield Curve Rate T Note Constant Maturity + 2.431% on <br> 2/25/2031) <sup>(a)(f)</sup>  | 1240 | 1221 |
| Valvoline, Inc. 3.625% 6/15/2031 <sup>(f)</sup>  | 758 | 686 |
| Varanasi Aurangabad Nh-2 Tollway Private, Ltd. 5.90% 2/28/2034 <sup>(f)</sup>  | 199 | 204 |
| Venator Material, LLC, Term Loan, (USD Prime Rate + 4.00%) 7.00% PIK 7/16/2026 <sup>(c)(g)(h)(i)</sup>  | 114 | 36 |
| Venator Material, LLC, Term Loan, (3-month USD CME Term SOFR + 8.00%) 7.00% PIK 7/16/2026 <sup>(c)(g)(h)(i)</sup>  | 115 | 37 |
| Venator Material, LLC, Term Loan, (USD-SOFR + 10.00%) 7.00% PIK 10/12/2028 <sup>(c)(g)(h)(i)(l)</sup>  | 197 | 62 |
| Venture Global Calcasieu Pass, LLC 3.875% 8/15/2029 <sup>(f)</sup>  | 310 | 295 |
| Venture Global Calcasieu Pass, LLC 6.25% 1/15/2030 <sup>(f)</sup>  | 189 | 193 |
| Venture Global Calcasieu Pass, LLC 4.125% 8/15/2031 <sup>(f)</sup>  | 685 | 636 |
| Venture Global LNG, Inc. 8.125% 6/1/2028 <sup>(f)</sup>  | 750 | 767 |
| Venture Global LNG, Inc. 9.50% 2/1/2029 <sup>(f)</sup>  | 500 | 541 |
| Venture Global LNG, Inc. 7.00% 1/15/2030 <sup>(f)</sup>  | 300 | 306 |
| Venture Global LNG, Inc. 8.375% 6/1/2031 <sup>(f)</sup>  | 295 | 307 |
| Venture Global LNG, Inc. 9.875% 2/1/2032 <sup>(f)</sup>  | 479 | 515 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Venture Global LNG, Inc. 9.00% junior subordinated perpetual preferred bonds (5-year UST Yield Curve Rate T <br> Note Constant Maturity + 5.44% on 9/30/2029) <sup>(a)(f)</sup>  | 700 | 698 |
| Venture Global Plaquemines LNG, LLC 6.125% 12/15/2030 <sup>(f)</sup>  | 200 | 206 |
| Venture Global Plaquemines LNG, LLC 7.50% 5/1/2033 <sup>(f)</sup>  | 150 | 165 |
| Venture Global Plaquemines LNG, LLC 6.50% 1/15/2034 <sup>(f)</sup>  | 750 | 782 |
| Venture Global Plaquemines LNG, LLC 6.50% 6/15/2034 <sup>(f)</sup>  | 130 | 135 |
| Venture Global Plaquemines LNG, LLC 7.75% 5/1/2035 <sup>(f)</sup>  | 150 | 168 |
| Venture Global Plaquemines LNG, LLC 6.75% 1/15/2036 <sup>(f)</sup>  | 555 | 588 |
| Verizon Communications, Inc. 5.25% 4/2/2035  | 764 | 765 |
| Verizon Communications, Inc. 5.00% 1/15/2036  | 1100 | 1078 |
| Verizon Communications, Inc. 3.55% 3/22/2051  | 794 | 554 |
| Verizon Communications, Inc. 5.875% 11/30/2055  | 754 | 734 |
| Versant Media Group, Inc. 7.25% 1/30/2031 <sup>(f)</sup>  | 735 | 753 |
| Versant Media Group, Inc., Term Loan B, (3-month USD CME Term SOFR + 1.75%) 5.45% 1/30/2031 <sup>(c)(h)</sup>  | 175 | 175 |
| Verus Securitization Trust, Series 2024-4, Class A1, 6.218% 6/25/2069 (7.218% on 5/1/2028) <sup>(a)(e)(f)</sup>  | 3068 | 3095 |
| Verus Securitization Trust, Series 2024-9, Class A1, 5.438% 11/25/2069 <sup>(c)(e)(f)</sup>  | 4255 | 4269 |
| Verus Securitization Trust, Series 2025-7, Class A1, 5.129% 8/25/2070 (6.129% on 8/1/2029) <sup>(a)(e)(f)</sup>  | 1174 | 1173 |
| Verus Securitization Trust, Series 2026-2, Class A1, 4.59% 2/25/2071 <sup>(c)(e)(f)</sup>  | 13042 | 12924 |
| Viasat, Inc. 5.625% 4/15/2027 <sup>(f)</sup>  | 630 | 626 |
| Viasat, Inc. 6.50% 7/15/2028 <sup>(f)</sup>  | 825 | 816 |
| Viasat, Inc. 7.50% 5/30/2031 <sup>(f)</sup>  | 575 | 569 |
| Viasat, Inc., Term Loan B, (3-month USD CME Term SOFR + 4.614%) 8.282% 3/2/2029 <sup>(c)(h)</sup>  | 258 | 259 |
| Viasat, Inc., Term Loan B, (1-month USD CME Term SOFR + 4.614%) 8.289% 5/30/2030 <sup>(c)(h)</sup>  | 74 | 75 |
| VICI Properties, LP 4.75% 2/15/2028  | 581 | 582 |
| Visa, Inc. 4.70% 2/12/2036  | 7150 | 7075 |

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| | | |
|:---|:---|:---|
| Bonds, notes & other debt instruments (continued)<br> **U.S. dollars (continued)**<br>| Principal amount<br> (000)<br>| Value<br> (000)<br>|
| Vistra Operations Co., LLC 4.375% 5/1/2029 <sup>(f)</sup>  | USD130 | $127 |
| Vistra Operations Co., LLC 6.875% 4/15/2032 <sup>(f)</sup>  | 270 | 280 |
| Voyager Parent, LLC 9.25% 7/1/2032 <sup>(f)</sup>  | 1380 | 1434 |
| Voyager Parent, LLC, Term Loan B, (3-month USD CME Term SOFR + 4.25%) 7.95% 7/1/2032 <sup>(c)(h)</sup>  | 622 | 618 |
| Walt Disney Co. (The) 4.00% 3/14/2031  | 1700 | 1674 |
| WarnerMedia Holdings, Inc. 3.755% 3/15/2027  | 250 | 247 |
| WarnerMedia Holdings, Inc. 4.054% 3/15/2029  | 435 | 421 |
| WarnerMedia Holdings, Inc. 4.279% 3/15/2032  | 1553 | 1376 |
| WarnerMedia Holdings, Inc. 5.05% 3/15/2042  | 1304 | 862 |
| WarnerMedia Holdings, Inc. 5.141% 3/15/2052  | 28 | 17 |
| Warrior Met Coal, Inc. 7.875% 12/1/2028 <sup>(f)</sup>  | 152 | 154 |
| Weatherford International, Ltd. 8.625% 4/30/2030 <sup>(f)</sup>  | 226 | 230 |
| Weatherford International, Ltd. 6.75% 10/15/2033 <sup>(f)</sup>  | 405 | 414 |
| Wells Fargo & Co. 4.611% 4/25/2053 (USD-SOFR + 2.13% on 4/25/2052) <sup>(a)</sup>  | 1283 | 1065 |
| WESCO Distribution, Inc. 5.25% 4/15/2031 <sup>(f)</sup>  | 280 | 279 |
| WESCO Distribution, Inc. 6.375% 3/15/2033 <sup>(f)</sup>  | 1005 | 1025 |
| WESCO Distribution, Inc. 5.50% 4/15/2034 <sup>(f)</sup>  | 440 | 434 |
| Westpac Banking Corp. 2.963% 11/16/2040  | 400 | 297 |
| Wingspire Equipment Finance, LLC, Series 2024-1A, Class A2, 4.99% 9/20/2032 <sup>(e)(f)</sup>  | 557 | 559 |
| WMG Acquisition Corp. 3.75% 12/1/2029 <sup>(f)</sup>  | 845 | 805 |
| WMG Acquisition Corp. 3.875% 7/15/2030 <sup>(f)</sup>  | 1010 | 950 |
| Wolfspeed, Inc. 4.00% PIK and 9.875% Cash 6/23/2030 <sup>(b)(i)</sup>  | 340 | 373 |
| WULF Compute, LLC 7.75% 10/15/2030 <sup>(f)</sup>  | 520 | 550 |
| Wyndham Hotels & Resorts, Inc. 4.375% 8/15/2028 <sup>(f)</sup>  | 830 | 811 |
| Wyndham Hotels & Resorts, Inc. 5.625% 3/1/2033 <sup>(f)</sup>  | 407 | 401 |
| Wynn Macau, Ltd. 6.75% 2/15/2034 <sup>(f)</sup>  | 5945 | 5807 |
| Wynn Resorts Finance, LLC 7.125% 2/15/2031 <sup>(f)</sup>  | 657 | 689 |
| Xiaomi Best Time International, Ltd. 4.10% 7/14/2051  | 200 | 154 |
|  |  | 4827005 |
| **Total bonds, notes & other debt instruments** (cost: $9,535,760,000) |  | 9105972 |
| Convertible bonds & notes 0.04%<br> **U.S. dollars 0.04%**<br>|  |  |
| CenterPoint Energy, Inc., convertible notes, 3.00% 8/1/2028 <sup>(f)</sup>  | 362 | 383 |
| Coinbase Global, Inc., convertible notes, 0.50% 6/1/2026  | 150 | 149 |
| Duke Energy Corp., convertible notes, 4.125% 4/15/2026  | 230 | 254 |
| EchoStar Corp., convertible notes, 3.875% Cash 11/30/2030 <sup>(i)</sup>  | 328 | 1172 |
| Halozyme Therapeutics, Inc., convertible notes, 1.00% 8/15/2028  | 236 | 303 |
| Live Nation Entertainment, Inc., convertible notes, 2.875% 1/15/2030  | 243 | 262 |
| Lumentum Holdings, Inc., convertible notes, 0.375% 3/15/2032 <sup>(f)</sup>  | 49 | 189 |
| Marriott Vacations Worldwide Corp., convertible notes, 3.25% 12/15/2027  | 236 | 227 |
| PENN Entertainment, Inc. 2.75% 5/15/2026  | 87 | 87 |
| Terawulf, Inc., convertible notes, 1.00% 9/1/2031 <sup>(f)</sup>  | 233 | 324 |
| Welltower OP, LLC, convertible notes, 2.75% 5/15/2028 <sup>(f)</sup>  | 186 | 386 |
| Western Digital Corp., convertible notes, 3.00% 11/15/2028  | 56 | 401 |
| **Total convertible bonds & notes** (cost: $3,345,000) |  | 4137 |

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| | | | |
|:---|:---|:---|:---|
| Convertible stocks 0.01%<br> **U.S. dollars 0.01%**<br>|  | Shares | Value<br> (000)<br>|
| NextEra Energy, Inc., convertible preferred shares, 7.299% 6/1/2027  | NextEra Energy, Inc., convertible preferred shares, 7.299% 6/1/2027  | 4900 | $274 |
| Oracle Corp., Class D, cumulative convertible preferred shares, 6.50% 1/15/2029  | Oracle Corp., Class D, cumulative convertible preferred shares, 6.50% 1/15/2029  | 6000 | 270 |
| **Total convertible stocks** (cost: $575,000) |  |  | 544 |
| Preferred securities 0.01%<br> **U.S. dollars 0.01%**<br>|  |  |  |
| ACR III LSC Holdings, LLC, Series B, preferred shares <sup>(f)(g)(n)</sup>  | ACR III LSC Holdings, LLC, Series B, preferred shares <sup>(f)(g)(n)</sup>  | 277 | 453 |
| **Total preferred securities** (cost: $287,000) |  |  | 453 |
| Common stocks 0.02%<br> **U.S. dollars 0.02%**<br>|  |  |  |
| Royal Caribbean Cruises, Ltd.  | Royal Caribbean Cruises, Ltd.  | 2603 | 716 |
| MACOM Technology Solutions Holdings, Inc. <sup>(n)</sup>  | MACOM Technology Solutions Holdings, Inc. <sup>(n)</sup>  | 1591 | 353 |
| Carnival Corp.  | Carnival Corp.  | 11910 | 308 |
| Aimbridge Topco, LLC <sup>(g)(n)</sup>  | Aimbridge Topco, LLC <sup>(g)(n)</sup>  | 3074 | 220 |
| Ventas, Inc. REIT  | Ventas, Inc. REIT  | 1618 | 132 |
| Axon Enterprise, Inc. <sup>(n)</sup>  | Axon Enterprise, Inc. <sup>(n)</sup>  | 237 | 101 |
| Endo, LP, Class A1 <sup>(f)(n)</sup>  | Endo, LP, Class A1 <sup>(f)(n)</sup>  | 45666 | 33 |
| New Fortress Energy, Inc., Class A <sup>(n)</sup>  | New Fortress Energy, Inc., Class A <sup>(n)</sup>  | 35169 | 21 |
| Altera Infrastructure, LP <sup>(g)</sup>  | Altera Infrastructure, LP <sup>(g)</sup>  | 77 | 3 |
| Keenova Therapeutics PLC <sup>(n)</sup>  | Keenova Therapeutics PLC <sup>(n)</sup>  | 3 | — <br><sup>(j)</sup><br>|
| Par Health, Inc. <sup>(f)(n)</sup>  | Par Health, Inc. <sup>(f)(n)</sup>  | 3 | — <br><sup>(j)</sup><br>|
| Venator Materials PLC <sup>(g)(n)</sup>  | Venator Materials PLC <sup>(g)(n)</sup>  | 706 | — <br><sup>(j)</sup><br>|
|  |  |  | 1887 |
| **Total common stocks** (cost: $3,012,000) |  |  | 1887 |
| Investment funds 0.00% |  |  |  |
| Capital Group Central Corporate Bond Fund <sup>(o)</sup> <br>|  | 26691 | 224 |
| **Total investment funds** (cost: $217,000) |  |  | 224 |
| Short-term securities 9.48%<br> **Bills & notes of governments & government agencies outside the U.S. 0.26%**<br>| Weighted<br> average yield<br> at acquisition<br>| Principal amount<br> (000)<br>|  |
| Egypt (Arab Republic of) 5/5/2026  | 44.184<br> %<br>| EGP38,525 | 693 |
| Egypt (Arab Republic of) 5/26/2026  | 57.820 | 126775 | 2247 |
| Egypt (Arab Republic of) 6/9/2026  | 13.273 | 17600 | 310 |
| Egypt (Arab Republic of) 6/30/2026  | 19.760 | 12500 | 217 |
| Egypt (Arab Republic of) 9/8/2026  | 17.824 | 60775 | 1010 |
| Egypt (Arab Republic of) 12/15/2026  | 18.858 | 6000 | 94 |
| Egypt (Arab Republic of) 1/12/2027  | 18.563 | 66050 | 1018 |
| Egypt (Arab Republic of) 1/19/2027  | 22.010 | 975 | 15 |
| Egypt (Arab Republic of) 2/9/2027  | 18.781 | 17125 | 261 |
| Japan 11/20/2026  | 0.829 | JPY2,294,700 | 14371 |
| Kazakhstan (Republic of) 2/5/2027  | 14.685 | KZT1,056,877 | 1944 |
| Nigeria (Republic of) 8/4/2026  | 24.923 | NGN2,187,950 | 1478 |
| Nigeria (Republic of) 9/22/2026  | 13.791 | 1458847 | 968 |
| Nigeria (Republic of) 1/19/2027  | 13.622 | 1802340 | 1123 |
|  |  |  | 25749 |

---

Capital World Bond Fund — Page 45 of 64

------

**unaudited**

---

| | | |
|:---|:---|:---|
| Short-term securities (continued)<br> **Money market investments 9.22%**<br>| Shares | Value<br> (000)<br>|
| Capital Group Central Cash Fund 3.71% <sup>(o)(p)</sup>  | 9020053 | $901915 |
| **Total short-term securities** (cost: $928,463,000) |  | 927664 |
| Options purchased (equity style) 0.01% |  |  |
| Options purchased (equity style)\* |  | 1048 |
| **Total options purchased (equity style)** (cost: $1,314,000) |  | 1048 |
| **Total investment securities 102.66% %** (cost: $10,472,973,000) |  | 10041929 |
| Total options written (equity style)<sup>†</sup> (0.01)% (premium received: $1,205,000) |  | (1102)<br>|
| **Other assets less liabilities (2.65)%** |  | (259158)<br>|
| **Net assets 100.00%** |  | $9781669 |

---

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

------

**Options on futures** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Description | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Number of <br>contracts<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Expiration <br>date<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Exercise <br>price<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Notional <br>amount <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Value at <br>3/31/2026 <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000)<br>|
| **Put** |  |  |  |  |  |
| 3 Month SOFR Futures Option | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12/11/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; USD97.00 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; USD58,750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $439 |

---

**Options on foreign currencies** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Description | Counterparty | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Expiration <br>date<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Exercise <br>price<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Notional <br>amount <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Value at <br>3/31/2026 <br>&nbsp;&nbsp;&nbsp;&nbsp;(000)<br>|
| **Call** |  |  |  |  |  |
| EUR/USD Foreign Currency Options | JPMorgan Chase | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6/8/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; USD1.19 | EUR122,160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $609 |

---

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

------

**Options on futures** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Description | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Number of <br>contracts<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Expiration <br>date<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Exercise <br>price<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Notional <br>amount <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Value at <br>3/31/2026 <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000)<br>|
| **Call** |  |  |  |  |  |
| 5 Year U.S. Treasury Note Futures Option | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4/24/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; USD109.00 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; USD(3,500)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(7)<br>|
| 5 Year U.S. Treasury Note Futures Option | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 159 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4/24/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109.25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (15900)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (21)<br>|
| 5 Year U.S. Treasury Note Futures Option | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4/24/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109.50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7000)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7)<br>|
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(35)<br>|
| **Put** |  |  |  |  |  |
| 5 Year U.S. Treasury Note Futures Option | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4/24/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; USD109.00 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; USD(3,500)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(35)<br>|
| 5 Year U.S. Treasury Note Futures Option | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 159 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4/24/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109.25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (15900)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (191)<br>|
| 5 Year U.S. Treasury Note Futures Option | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4/24/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109.50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7000)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (99)<br>|
| 3 Month SOFR Futures Option | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12/11/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96.63 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (117500)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (538)<br>|
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(863)<br>|
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(898)<br>|

---

Capital World Bond Fund — Page 46 of 64

------

**unaudited**

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

------

**Options on foreign currencies** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Description | Counterparty | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Expiration <br>date<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Exercise <br>price<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Notional <br>amount <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Value at <br>3/31/2026 <br>&nbsp;&nbsp;&nbsp;&nbsp;(000)<br>|
| **Call** |  |  |  |  |  |
| EUR/USD Foreign Currency Options | JPMorgan Chase | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6/8/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; USD1.21 | EUR(122160) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(204)<br>|

---

Options purchased (futures style)

------

**Options on futures** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Description | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Number of <br>contracts<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Expiration <br>date<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Exercise <br>price<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Notional <br>amount <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Value and <br>unrealized <br>appreciation <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(depreciation) at <br>3/31/2026 <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000)<br>|
| **Call** |  |  |  |  |  |
| 2 Year Euro-Schatz Futures Option | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4/24/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; EUR106.30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; EUR720,000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(1432)<br>|

---

Options written (futures style)

------

**Options on futures** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Description | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Number of <br>contracts<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Expiration <br>date<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Exercise <br>price<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Notional <br>amount <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Value and <br>unrealized <br>appreciation <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(depreciation) at <br>3/31/2026 <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000)<br>|
| **Call** |  |  |  |  |  |
| 2 Year Euro-Schatz Futures Option | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7200)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4/24/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; EUR107.00 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; EUR(720,000)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $242 |

---

Futures contracts

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Contracts | Type | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Number of <br>contracts<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Expiration <br>date<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Notional <br>amount <br>&nbsp;&nbsp;&nbsp;&nbsp;(000)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Value and <br>unrealized <br>appreciation <br>&nbsp;&nbsp;&nbsp;&nbsp;(depreciation) <br>at 3/31/2026 <br>&nbsp;&nbsp;&nbsp;&nbsp;(000)<br>|
| 3 Month CORRA Futures | Long | 3005 | 6/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; USD527,687 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $899 |
| 3 Month SOFR Futures | Long | 28 | 9/16/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6743 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (32)<br>|
| 2 Year Italy Government Bond Futures | Long | 1123 | 6/10/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 137395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1854)<br>|
| 2 Year Euro-Schatz Futures | Short | 625 | 6/10/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (76394)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 154 |
| 2 Year Canadian Government Bond Futures | Long | 788 | 6/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 59586 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (385)<br>|
| 2 Year U.S. Treasury Note Futures | Long | 6930 | 7/6/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1437596 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9495)<br>|
| 3 Year Australian Treasury Bond Futures | Long | 2069 | 6/16/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 147968 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (362)<br>|
| 5 Year Euro-Bobl Futures | Long | 814 | 6/10/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 108604 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (980)<br>|
| 5 Year Canadian Government Bond Futures | Long | 526 | 6/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 42913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (548)<br>|
| 5 Year U.S. Treasury Note Futures | Long | 8816 | 7/6/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 953712 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (10829)<br>|
| 10 Year Italy Government Bond Futures | Long | 63 | 6/10/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8467 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (247)<br>|
| 10 Year French Government Bond Futures | Short | 531 | 6/10/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (72847)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2757 |

---

Capital World Bond Fund — Page 47 of 64

------

**unaudited**

Futures contracts (continued)

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Contracts | Type | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Number of<br> contracts<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Expiration<br> date<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Notional<br> amount<br> &nbsp;&nbsp;&nbsp;&nbsp;(000)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Value and<br> unrealized<br> appreciation<br> &nbsp;&nbsp;&nbsp;&nbsp;(depreciation)<br> at 3/31/2026<br> &nbsp;&nbsp;&nbsp;&nbsp;(000)<br>|
| 10 Year Euro-Bund Futures | Short | 3442 | 6/10/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; USD(498,856)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $9241 |
| 10 Year Australian Treasury Bond Futures | Short | 248 | 6/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (18438)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 133 |
| 10 Year Japanese Government Bond Futures | Long | 372 | 6/22/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 305443 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3647)<br>|
| 10 Year U.S. Treasury Note Futures | Long | 2191 | 6/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 243304 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2162)<br>|
| 10 Year UK Gilt Futures | Long | 524 | 6/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 60888 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3294)<br>|
| 10 Year Ultra U.S. Treasury Note Futures | Short | 1321 | 6/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (149954)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2566 |
| 10 Year Canadian Government Bond Futures | Short | 1947 | 6/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (167967)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2821 |
| 20 Year U.S. Treasury Bond Futures | Long | 1541 | 6/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 175481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5657)<br>|
| 30 Year Euro-Buxl Futures | Long | 13 | 6/10/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1657 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19 |
| 30 Year Ultra U.S. Treasury Bond Futures | Long | 931 | 6/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 108520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2220)<br>|
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(23122)<br>|

---

Forward currency contracts

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Contract amount | Contract amount | Contract amount | Contract amount | Counterparty | &nbsp;&nbsp;&nbsp; Settlement <br>date | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized <br>appreciation <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(depreciation) <br>at 3/31/2026 <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000) |
| Currency purchased <br>(000) | Currency purchased <br>(000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Currency sold <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Currency sold <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000) | Counterparty | &nbsp;&nbsp;&nbsp; Settlement <br>date | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized <br>appreciation <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(depreciation) <br>at 3/31/2026 <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000) |
| USD | 16583 | ZAR | 264990 | Goldman Sachs | 4/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $924 |
| USD | 18220 | SEK | 164550 | Bank of America | 4/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 837 |
| ZAR | 264990 | USD | 15419 | Barclays Bank PLC | 4/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 240 |
| USD | 6352 | MXN | 109730 | UBS AG | 4/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 231 |
| SEK | 164550 | USD | 17224 | HSBC Bank | 4/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 159 |
| USD | 6257 | EUR | 5290 | Citibank | 4/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 142 |
| EUR | 12500 | USD | 14332 | Citibank | 4/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 117 |
| USD | 7435 | GBP | 5563 | Goldman Sachs | 4/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 72 |
| MXN | 109730 | USD | 6055 | UBS AG | 4/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 67 |
| USD | 8236 | EUR | 7070 | UBS AG | 4/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 64 |
| GBP | 5563 | USD | 7344 | Goldman Sachs | 4/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19 |
| USD | 932 | EUR | 800 | JPMorgan Chase | 4/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7 |
| EUR | 150 | USD | 172 | Morgan Stanley | 4/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1 |
| EUR | 990 | USD | 1144 | Standard Chartered Bank | 4/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — <br><sup>(j)</sup><br>|
| USD | 182 | GBP | 138 | Goldman Sachs | 4/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — <br><sup>(j)</sup><br>|
| GBP | 138 | USD | 184 | Goldman Sachs | 4/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2)<br>|
| USD | 550 | EUR | 480 | Citibank | 4/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5)<br>|
| USD | 75614 | EUR | 63936 | Morgan Stanley | 4/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1706 |
| USD | 21119 | GBP | 15690 | Citibank | 4/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 352 |
| USD | 7966 | CZK | 163520 | Bank of America | 4/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 265 |
| USD | 3542 | EUR | 3050 | RBC Capital Markets | 4/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16 |
| USD | 2024 | EUR | 1740 | Citibank | 4/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13 |
| USD | 348 | ZAR | 5700 | Citibank | 4/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12 |
| EUR | 2470 | USD | 2845 | Citibank | 4/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10 |
| TRY | 32445 | USD | 719 | JPMorgan Chase | 4/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9 |
| USD | 384 | EUR | 330 | HSBC Bank | 4/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3 |
| EUR | 290 | USD | 333 | Morgan Stanley | 4/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2 |
| EUR | 250 | USD | 287 | Morgan Stanley | 4/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2 |
| EUR | 160 | USD | 184 | Bank of America | 4/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1 |
| EUR | 130 | USD | 149 | Bank of America | 4/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1 |
| EUR | 196 | USD | 226 | UBS AG | 4/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1 |

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| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Contract amount | Contract amount | Contract amount | Contract amount | Counterparty | &nbsp;&nbsp;&nbsp; Settlement<br> date | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized<br> appreciation<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(depreciation)<br> at 3/31/2026<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000) |
| Currency purchased<br> (000) | Currency purchased<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Currency sold<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Currency sold<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000) | Counterparty | &nbsp;&nbsp;&nbsp; Settlement<br> date | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized<br> appreciation<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(depreciation)<br> at 3/31/2026<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000) |
| EUR | 940 | USD | 1086 | Citibank | 4/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $1 |
| EUR | 90 | USD | 103 | Morgan Stanley | 4/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1 |
| EUR | 90 | USD | 105 | RBC Capital Markets | 4/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — <br><sup>(j)</sup><br>|
| EUR | 470 | USD | 543 | Citibank | 4/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — <br><sup>(j)</sup><br>|
| EUR | 60 | USD | 69 | Citibank | 4/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — <br><sup>(j)</sup><br>|
| EUR | 90 | USD | 104 | Citibank | 4/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — <br><sup>(j)</sup><br>|
| EUR | 390 | USD | 450 | BNP Paribas | 4/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — <br><sup>(j)</sup><br>|
| EUR | 110 | USD | 128 | Citibank | 4/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1)<br>|
| USD | 599 | ZAR | 10234 | Citibank | 4/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5)<br>|
| ZAR | 11512 | USD | 687 | Morgan Stanley | 4/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6)<br>|
| USD | 721 | TRY | 32472 | Citibank | 4/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8)<br>|
| ZAR | 17373 | USD | 1062 | Standard Chartered Bank | 4/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (36)<br>|
| CZK | 163520 | USD | 7784 | HSBC Bank | 4/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (83)<br>|
| EUR | 10720 | USD | 12475 | Barclays Bank PLC | 4/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (83)<br>|
| EUR | 4110 | USD | 4861 | Morgan Stanley | 4/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (110)<br>|
| CNH | 247060 | USD | 36073 | Goldman Sachs | 4/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (198)<br>|
| USD | 888 | MYR | 3500 | HSBC Bank | 4/6/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23 |
| HUF | 988906 | EUR | 2541 | Morgan Stanley | 4/7/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34 |
| HUF | 707490 | EUR | 1825 | JPMorgan Chase | 4/7/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16 |
| USD | 706 | HUF | 230486 | Citibank | 4/7/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14 |
| EUR | 2569 | CZK | 62792 | Barclays Bank PLC | 4/7/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13 |
| HUF | 233142 | USD | 695 | Citibank | 4/7/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6 |
| USD | 671 | ZAR | 11462 | Goldman Sachs | 4/7/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6)<br>|
| USD | 341 | HUF | 116383 | JPMorgan Chase | 4/7/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8)<br>|
| USD | 11164 | EUR | 9512 | Goldman Sachs | 4/9/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 165 |
| USD | 697 | CZK | 14700 | JPMorgan Chase | 4/9/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5 |
| USD | 67543 | INR | 6211570 | HSBC Bank | 4/10/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1325 |
| USD | 120087 | KRW | 179841900 | Standard Chartered Bank | 4/10/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 501 |
| INR | 4586990 | USD | 48447 | Citibank | 4/10/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 452 |
| USD | 12866 | KRW | 19117510 | Citibank | 4/10/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 154 |
| USD | 1327 | PEN | 4531 | Citibank | 4/10/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26 |
| USD | 1057 | KRW | 1553030 | Citibank | 4/10/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24 |
| USD | 1052 | KRW | 1546200 | Goldman Sachs | 4/10/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24 |
| COP | 3111347 | USD | 835 | Citibank | 4/10/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10 |
| KRW | 947850 | USD | 624 | Morgan Stanley | 4/10/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6 |
| BRL | 3511 | USD | 676 | Citibank | 4/10/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1 |
| IDR | 6800000 | USD | 401 | Citibank | 4/10/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — <br><sup>(j)</sup><br>|
| COP | 3446364 | USD | 940 | Citibank | 4/10/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5)<br>|
| KRW | 2001000 | USD | 1336 | Standard Chartered Bank | 4/10/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6)<br>|
| USD | 22710 | IDR | 385567647 | Citibank | 4/10/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9)<br>|
| USD | 685 | BRL | 3609 | Citibank | 4/10/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (10)<br>|
| PEN | 9560 | USD | 2800 | Citibank | 4/10/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (54)<br>|
| IDR | 296962810 | USD | 17598 | Citibank | 4/10/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (100)<br>|
| KRW | 3067827 | USD | 2153 | Goldman Sachs | 4/10/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (113)<br>|
| USD | 3221 | COP | 12432546 | Morgan Stanley | 4/10/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (154)<br>|
| INR | 1624580 | USD | 17611 | Standard Chartered Bank | 4/10/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (293)<br>|
| USD | 117929 | BRL | 630555 | Bank of America | 4/10/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3578)<br>|
| USD | 162971 | EUR | 140587 | Morgan Stanley | 4/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 370 |
| USD | 16400 | CLP | 14880350 | Morgan Stanley | 4/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 331 |
| EUR | 78350 | GBP | 68240 | RBC Capital Markets | 4/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 298 |
| USD | 32153 | GBP | 24160 | BNP Paribas | 4/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 176 |

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| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Contract amount | Contract amount | Contract amount | Contract amount | Counterparty | &nbsp;&nbsp;&nbsp; Settlement<br> date | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized<br> appreciation<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(depreciation)<br> at 3/31/2026<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000) |
| Currency purchased<br> (000) | Currency purchased<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Currency sold<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Currency sold<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000) | Counterparty | &nbsp;&nbsp;&nbsp; Settlement<br> date | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized<br> appreciation<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(depreciation)<br> at 3/31/2026<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000) |
| USD | 11160 | MXN | 198137 | Morgan Stanley | 4/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $117 |
| USD | 29833 | PLN | 110320 | Citibank | 4/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 116 |
| USD | 12482 | EUR | 10720 | Barclays Bank PLC | 4/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 83 |
| USD | 1385 | CLP | 1241751 | Citibank | 4/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44 |
| USD | 1711 | NZD | 2900 | Citibank | 4/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44 |
| USD | 879 | SEK | 8120 | Citibank | 4/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21 |
| USD | 626 | NZD | 1060 | Barclays Bank PLC | 4/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17 |
| NOK | 5090 | SEK | 4876 | Standard Chartered Bank | 4/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10 |
| USD | 628 | CLP | 573898 | JPMorgan Chase | 4/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8 |
| USD | 680 | ZAR | 11382 | JPMorgan Chase | 4/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8 |
| BRL | 2850 | USD | 542 | Morgan Stanley | 4/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7 |
| NOK | 5090 | SEK | 4903 | Standard Chartered Bank | 4/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7 |
| USD | 160 | NZD | 271 | Citibank | 4/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4 |
| EUR | 300 | USD | 345 | Citibank | 4/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2 |
| USD | 681 | MXN | 12189 | HSBC Bank | 4/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2 |
| USD | 383 | EUR | 330 | Citibank | 4/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1 |
| USD | 1216 | EUR | 1050 | Citibank | 4/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1 |
| USD | 174 | EUR | 150 | HSBC Bank | 4/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1 |
| EUR | 190 | USD | 219 | BNP Paribas | 4/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1 |
| EUR | 350 | USD | 403 | BNP Paribas | 4/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1 |
| EUR | 150 | USD | 172 | Citibank | 4/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1 |
| EUR | 80 | USD | 92 | Citibank | 4/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1 |
| USD | 675 | MXN | 12094 | Barclays Bank PLC | 4/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1 |
| EUR | 490 | PLN | 2100 | UBS AG | 4/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1 |
| USD | 674 | CLP | 623822 | Morgan Stanley | 4/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — <br><sup>(j)</sup><br>|
| EUR | 2340 | USD | 2707 | Citibank | 4/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — <br><sup>(j)</sup><br>|
| USD | 173 | EUR | 150 | Citibank | 4/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — <br><sup>(j)</sup><br>|
| USD | 324 | EUR | 280 | Citibank | 4/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — <br><sup>(j)</sup><br>|
| EUR | 110 | USD | 127 | BNP Paribas | 4/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — <br><sup>(j)</sup><br>|
| USD | 688 | PLN | 2556 | JPMorgan Chase | 4/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — <br><sup>(j)</sup><br>|
| EUR | 260 | USD | 302 | Citibank | 4/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1)<br>|
| USD | 680 | NOK | 6588 | HSBC Bank | 4/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1)<br>|
| NOK | 5090 | USD | 526 | Standard Chartered Bank | 4/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1)<br>|
| SGD | 303 | USD | 237 | Citibank | 4/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1)<br>|
| CAD | 43 | USD | 31 | Citibank | 4/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1)<br>|
| USD | 310 | EUR | 270 | Morgan Stanley | 4/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2)<br>|
| GBP | 130 | USD | 174 | Standard Chartered Bank | 4/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2)<br>|
| USD | 1388 | NOK | 13460 | HSBC Bank | 4/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2)<br>|
| EUR | 330 | USD | 385 | Morgan Stanley | 4/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3)<br>|
| USD | 494 | EUR | 430 | HSBC Bank | 4/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3)<br>|
| USD | 520 | NOK | 5070 | Barclays Bank PLC | 4/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4)<br>|
| EUR | 620 | USD | 722 | Morgan Stanley | 4/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5)<br>|
| MXN | 14580 | USD | 819 | Citibank | 4/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6)<br>|
| MXN | 12200 | USD | 687 | JPMorgan Chase | 4/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7)<br>|
| USD | 6294 | NOK | 61020 | HSBC Bank | 4/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7)<br>|
| PLN | 2538 | USD | 691 | Citibank | 4/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7)<br>|
| PLN | 3265 | USD | 887 | Citibank | 4/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8)<br>|
| USD | 1002 | PLN | 3752 | RBC Capital Markets | 4/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8)<br>|
| EUR | 1030 | USD | 1200 | Morgan Stanley | 4/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9)<br>|
| AUD | 442 | USD | 315 | Citibank | 4/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (10)<br>|
| PLN | 2500 | USD | 683 | JPMorgan Chase | 4/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (10)<br>|

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| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Contract amount | Contract amount | Contract amount | Contract amount | Counterparty | &nbsp;&nbsp;&nbsp; Settlement<br> date | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized<br> appreciation<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(depreciation)<br> at 3/31/2026<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000) |
| Currency purchased<br> (000) | Currency purchased<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Currency sold<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Currency sold<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000) | Counterparty | &nbsp;&nbsp;&nbsp; Settlement<br> date | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized<br> appreciation<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(depreciation)<br> at 3/31/2026<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000) |
| SEK | 9601 | NOK | 9950 | Standard Chartered Bank | 4/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(13)<br>|
| NZD | 927 | USD | 547 | Citibank | 4/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (14)<br>|
| SEK | 10090 | EUR | 941 | JPMorgan Chase | 4/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (22)<br>|
| PLN | 28368 | USD | 7673 | UBS AG | 4/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (32)<br>|
| SGD | 10020 | USD | 7846 | Citibank | 4/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (45)<br>|
| MXN | 89111 | USD | 5019 | Morgan Stanley | 4/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (53)<br>|
| GBP | 7550 | USD | 10048 | BNP Paribas | 4/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (55)<br>|
| NZD | 6620 | USD | 3906 | Citibank | 4/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (100)<br>|
| EUR | 20000 | USD | 23287 | Barclays Bank PLC | 4/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (155)<br>|
| NZD | 10521 | USD | 6208 | Citibank | 4/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (159)<br>|
| CHF | 7457 | USD | 9759 | Morgan Stanley | 4/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (419)<br>|
| ZAR | 666607 | USD | 39839 | JPMorgan Chase | 4/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (485)<br>|
| PLN | 129120 | USD | 35325 | Standard Chartered Bank | 4/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (543)<br>|
| SEK | 269250 | USD | 29142 | Citibank | 4/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (680)<br>|
| CLP | 53969708 | USD | 59093 | Citibank | 4/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (811)<br>|
| EUR | 316716 | USD | 374802 | JPMorgan Chase | 4/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8491)<br>|
| USD | 58155 | AUD | 82839 | RBC Capital Markets | 4/14/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1010 |
| USD | 59734 | AUD | 85203 | Morgan Stanley | 4/14/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 959 |
| USD | 30597 | AUD | 43547 | RBC Capital Markets | 4/14/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 557 |
| USD | 18174 | AUD | 25660 | Morgan Stanley | 4/14/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 473 |
| CNH | 2009417 | USD | 291893 | Citibank | 4/14/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 175 |
| USD | 8050 | AUD | 11482 | Morgan Stanley | 4/14/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 129 |
| USD | 8417 | EUR | 7217 | Goldman Sachs | 4/14/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 70 |
| USD | 4777 | EUR | 4079 | Morgan Stanley | 4/14/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 58 |
| USD | 623 | NZD | 1050 | HSBC Bank | 4/14/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19 |
| USD | 1801 | DKK | 11540 | JPMorgan Chase | 4/14/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15 |
| CNH | 28065 | USD | 4067 | JPMorgan Chase | 4/14/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12 |
| USD | 335 | AUD | 477 | Morgan Stanley | 4/14/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5 |
| EUR | 1540 | USD | 1779 | Bank of New York Mellon | 4/14/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2 |
| USD | 278 | EUR | 240 | Citibank | 4/14/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1 |
| DKK | 740 | USD | 116 | JPMorgan Chase | 4/14/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1)<br>|
| USD | 943 | EUR | 818 | Barclays Bank PLC | 4/14/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3)<br>|
| EUR | 280 | USD | 328 | Morgan Stanley | 4/14/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4)<br>|
| AUD | 548 | USD | 384 | Morgan Stanley | 4/14/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6)<br>|
| HUF | 330000 | USD | 999 | UBS AG | 4/14/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8)<br>|
| CAD | 2090 | USD | 1527 | Barclays Bank PLC | 4/14/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (23)<br>|
| AUD | 5139 | USD | 3603 | Morgan Stanley | 4/14/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (58)<br>|
| AUD | 9428 | USD | 6610 | Morgan Stanley | 4/14/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (106)<br>|
| EUR | 12936 | USD | 15087 | Goldman Sachs | 4/14/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (125)<br>|
| CNH | 2752478 | USD | 400235 | Goldman Sachs | 4/14/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (164)<br>|
| GBP | 13251 | USD | 17854 | RBC Capital Markets | 4/14/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (315)<br>|
| AUD | 41420 | USD | 29102 | RBC Capital Markets | 4/14/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (529)<br>|
| CAD | 298302 | USD | 218200 | Standard Chartered Bank | 4/14/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3631)<br>|
| EUR | 33350 | CAD | 52845 | Morgan Stanley | 4/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 563 |
| USD | 21590 | CZK | 454750 | JPMorgan Chase | 4/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 170 |
| USD | 2128 | JPY | 333326 | Citibank | 4/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24 |
| EUR | 3120 | GBP | 2718 | Goldman Sachs | 4/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12 |
| HUF | 233469 | USD | 694 | HSBC Bank | 4/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8 |
| EUR | 350 | GBP | 304 | Morgan Stanley | 4/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2 |
| USD | 538 | JPY | 85390 | JPMorgan Chase | 4/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1)<br>|
| USD | 688 | HUF | 230900 | JPMorgan Chase | 4/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5)<br>|

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| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Contract amount | Contract amount | Contract amount | Contract amount | Counterparty | &nbsp;&nbsp;&nbsp; Settlement<br> date | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized<br> appreciation<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(depreciation)<br> at 3/31/2026<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000) |
| Currency purchased<br> (000) | Currency purchased<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Currency sold<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Currency sold<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000) | Counterparty | &nbsp;&nbsp;&nbsp; Settlement<br> date | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized<br> appreciation<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(depreciation)<br> at 3/31/2026<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000) |
| USD | 343 | HUF | 116541 | Citibank | 4/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(7)<br>|
| USD | 675 | HUF | 228453 | UBS AG | 4/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (11)<br>|
| JPY | 697097 | EUR | 3825 | Citibank | 4/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (26)<br>|
| CZK | 155139 | USD | 7365 | JPMorgan Chase | 4/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (58)<br>|
| ILS | 19956 | USD | 6425 | Goldman Sachs | 4/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (73)<br>|
| EUR | 63983 | USD | 74118 | Morgan Stanley | 4/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (108)<br>|
| CZK | 767900 | EUR | 31442 | Standard Chartered Bank | 4/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (198)<br>|
| EUR | 27140 | USD | 31626 | Morgan Stanley | 4/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (233)<br>|
| CAD | 23813 | EUR | 15020 | BNP Paribas | 4/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (245)<br>|
| CNH | 706314 | USD | 102928 | Standard Chartered Bank | 4/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (258)<br>|
| GBP | 26150 | USD | 35169 | Morgan Stanley | 4/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (558)<br>|
| USD | 89036 | HUF | 29909529 | Barclays Bank PLC | 4/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (805)<br>|
| JPY | 21853922 | USD | 139499 | Citibank | 4/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1601)<br>|
| USD | 2182 | RON | 9620 | JPMorgan Chase | 4/16/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3 |
| RON | 101 | USD | 23 | JPMorgan Chase | 4/16/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — <br><sup>(j)</sup><br>|
| NOK | 28771 | USD | 2972 | Bank of New York Mellon | 4/16/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1)<br>|
| EUR | 12797 | RON | 65470 | JPMorgan Chase | 4/16/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (27)<br>|
| JPY | 17771486 | USD | 112738 | RBC Capital Markets | 4/16/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (589)<br>|
| EUR | 64571 | USD | 74480 | Morgan Stanley | 4/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 218 |
| CNH | 579550 | USD | 84098 | Bank of New York Mellon | 4/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 180 |
| CNH | 33000 | USD | 4761 | UBS AG | 4/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 38 |
| USD | 1468 | CNH | 10000 | BNP Paribas | 4/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14 |
| USD | 960 | INR | 89000 | RBC Capital Markets | 4/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13 |
| USD | 804 | MYR | 3245 | JPMorgan Chase | 4/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2 |
| CNH | 6000 | USD | 871 | Citibank | 4/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1 |
| EUR | 430 | USD | 496 | RBC Capital Markets | 4/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1 |
| USD | 279 | EUR | 240 | HSBC Bank | 4/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1 |
| USD | 69 | EUR | 60 | HSBC Bank | 4/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — <br><sup>(j)</sup><br>|
| USD | 57 | EUR | 50 | HSBC Bank | 4/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — <br><sup>(j)</sup><br>|
| KRW | 330000 | USD | 220 | UBS AG | 4/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — <br><sup>(j)</sup><br>|
| USD | 647 | COP | 2400000 | Citibank | 4/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2)<br>|
| USD | 322 | EUR | 280 | HSBC Bank | 4/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2)<br>|
| USD | 1397 | EUR | 1210 | RBC Capital Markets | 4/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3)<br>|
| NOK | 166368 | EUR | 15030 | Standard Chartered Bank | 4/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (210)<br>|
| JPY | 15659942 | USD | 99678 | Morgan Stanley | 4/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (813)<br>|
| MYR | 397383 | USD | 100742 | JPMorgan Chase | 4/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2518)<br>|
| EUR | 119158 | USD | 137526 | Citibank | 4/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 349 |
| USD | 5489 | PHP | 328150 | Bank of New York Mellon | 4/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 80 |
| PHP | 15860 | USD | 265 | RBC Capital Markets | 4/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4)<br>|
| EUR | 50350 | USD | 58786 | JPMorgan Chase | 4/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (528)<br>|
| BRL | 701570 | USD | 133987 | Citibank | 4/22/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 882 |
| EUR | 54822 | USD | 62919 | UBS AG | 4/22/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 517 |
| EUR | 29380 | USD | 33719 | UBS AG | 4/22/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 277 |
| EUR | 49950 | USD | 57660 | Citibank | 4/22/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 138 |
| EUR | 12080 | USD | 13864 | UBS AG | 4/22/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 114 |
| USD | 13099 | GBP | 9832 | Bank of America | 4/22/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 86 |
| BRL | 3585 | USD | 683 | UBS AG | 4/22/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6 |
| USD | 42437 | EUR | 36740 | Barclays Bank PLC | 4/22/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (76)<br>|
| GBP | 24225 | USD | 32276 | Bank of America | 4/22/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (213)<br>|
| USD | 107183 | EUR | 92850 | Citibank | 4/22/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (257)<br>|
| USD | 64981 | BRL | 340248 | Citibank | 4/22/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (428)<br>|

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| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Contract amount | Contract amount | Contract amount | Contract amount | Counterparty | &nbsp;&nbsp;&nbsp; Settlement<br> date | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized<br> appreciation<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(depreciation)<br> at 3/31/2026<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000) |
| Currency purchased<br> (000) | Currency purchased<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Currency sold<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Currency sold<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000) | Counterparty | &nbsp;&nbsp;&nbsp; Settlement<br> date | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized<br> appreciation<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(depreciation)<br> at 3/31/2026<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000) |
| EUR | 202 | USD | 233 | Barclays Bank PLC | 4/23/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $— <br><sup>(j)</sup><br>|
| EUR | 62883 | USD | 72640 | Bank of America | 4/24/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 131 |
| THB | 386339 | USD | 11749 | HSBC Bank | 4/24/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 106 |
| USD | 1928 | ILS | 6000 | Barclays Bank PLC | 4/24/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18 |
| EUR | 1000 | USD | 1148 | Barclays Bank PLC | 4/24/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9 |
| USD | 526 | NZD | 900 | RBC Capital Markets | 4/24/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8 |
| USD | 467 | THB | 15000 | Barclays Bank PLC | 4/24/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7 |
| ZAR | 11280 | USD | 661 | Citibank | 4/24/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4 |
| JPY | 179147 | USD | 1129 | HSBC Bank | 4/24/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3 |
| THB | 22202 | USD | 678 | HSBC Bank | 4/24/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3 |
| USD | 1048 | EUR | 904 | Citibank | 4/24/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2 |
| USD | 378 | THB | 12300 | HSBC Bank | 4/24/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1 |
| USD | 1130 | CZK | 24000 | HSBC Bank | 4/24/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1)<br>|
| USD | 550 | COP | 2040000 | Bank of America | 4/24/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1)<br>|
| USD | 377 | THB | 12300 | UBS AG | 4/24/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1)<br>|
| USD | 320 | THB | 10500 | Standard Chartered Bank | 4/24/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2)<br>|
| USD | 1021 | CNH | 7050 | Morgan Stanley | 4/24/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5)<br>|
| AUD | 510 | USD | 359 | Bank of New York Mellon | 4/24/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7)<br>|
| AUD | 510 | USD | 360 | HSBC Bank | 4/24/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9)<br>|
| USD | 410 | HUF | 140000 | Bank of America | 4/24/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (10)<br>|
| CAD | 1365 | EUR | 870 | Citibank | 4/24/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (25)<br>|
| CAD | 1507 | EUR | 960 | Morgan Stanley | 4/24/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (27)<br>|
| USD | 45086 | EUR | 39030 | Bank of America | 4/24/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (81)<br>|
| USD | 91830 | THB | 3019630 | HSBC Bank | 4/24/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (829)<br>|
| USD | 17809 | EUR | 15150 | BNP Paribas | 4/27/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 274 |
| USD | 1485 | IDR | 25000000 | Goldman Sachs | 4/27/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12 |
| USD | 541 | GBP | 402 | Bank of America | 4/27/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9 |
| EUR | 120 | USD | 139 | BNP Paribas | 4/27/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — <br><sup>(j)</sup><br>|
| USD | 197 | EUR | 170 | HSBC Bank | 4/27/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — <br><sup>(j)</sup><br>|
| IDR | 25000000 | USD | 1482 | Morgan Stanley | 4/27/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9)<br>|
| USD | 41627 | EUR | 36036 | RBC Capital Markets | 4/27/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (82)<br>|
| GBP | 27137 | EUR | 31290 | Goldman Sachs | 4/28/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (300)<br>|
| ZAR | 297080 | USD | 18207 | UBS AG | 4/28/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (689)<br>|
| JPY | 8368643 | EUR | 45560 | Citibank | 4/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 148 |
| JPY | 8226614 | EUR | 45190 | Goldman Sachs | 4/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (322)<br>|
| USD | 1660 | GBP | 1259 | JPMorgan Chase | 5/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7)<br>|
| EUR | 29228 | DKK | 218340 | JPMorgan Chase | 5/6/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2 |
| DKK | 58510 | EUR | 7832 | JPMorgan Chase | 5/6/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — <br><sup>(j)</sup><br>|
| USD | 48041 | INR | 4586990 | Citibank | 5/6/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (589)<br>|
| USD | 6036 | MXN | 109730 | UBS AG | 5/7/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (67)<br>|
| USD | 17256 | SEK | 164550 | HSBC Bank | 5/7/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (161)<br>|
| USD | 15377 | ZAR | 264990 | Barclays Bank PLC | 5/7/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (238)<br>|
| EUR | 480 | USD | 551 | Citibank | 5/8/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5 |
| GBP | 138 | USD | 182 | Goldman Sachs | 5/8/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — <br><sup>(j)</sup><br>|
| USD | 7344 | GBP | 5563 | Goldman Sachs | 5/8/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (19)<br>|
| USD | 14357 | EUR | 12500 | Citibank | 5/8/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (118)<br>|
| SGD | 800 | USD | 637 | Standard Chartered Bank | 5/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (13)<br>|
| AUD | 136720 | USD | 97600 | Goldman Sachs | 5/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3328)<br>|
| USD | 35701 | EUR | 30550 | UBS AG | 6/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 280 |
| USD | 71194 | GBP | 53590 | Citibank | 6/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 274 |
| USD | 47859 | AUD | 68255 | HSBC Bank | 6/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 821 |

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| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Contract amount | Contract amount | Contract amount | Contract amount | Counterparty | &nbsp;&nbsp;&nbsp; Settlement<br> date | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized<br> appreciation<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(depreciation)<br> at 3/31/2026<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000) |
| Currency purchased<br> (000) | Currency purchased<br> (000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Currency sold<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Currency sold<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000) | Counterparty | &nbsp;&nbsp;&nbsp; Settlement<br> date | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized<br> appreciation<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(depreciation)<br> at 3/31/2026<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(000) |
| USD | 17029 | KRW | 25000000 | Citibank | 6/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $372 |
| CNH | 500000 | USD | 72631 | Goldman Sachs | 6/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 361 |
| USD | 11712 | THB | 375000 | UBS AG | 6/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 191 |
| USD | 19139 | INR | 1800000 | Citibank | 6/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 178 |
| USD | 8361 | PHP | 500000 | UBS AG | 6/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 154 |
| USD | 39750 | NOK | 383940 | Citibank | 6/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 126 |
| USD | 6949 | AUD | 9910 | HSBC Bank | 6/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 119 |
| USD | 19662 | SGD | 25000 | Goldman Sachs | 6/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 110 |
| USD | 18955 | CZK | 400000 | Goldman Sachs | 6/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 101 |
| USD | 1779 | NZD | 3000 | Citibank | 6/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50 |
| USD | 4910 | CLP | 4500000 | Goldman Sachs | 6/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48 |
| USD | 3126 | EUR | 2670 | HSBC Bank | 6/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28 |
| USD | 2936 | GBP | 2200 | Goldman Sachs | 6/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25 |
| CNH | 32500 | USD | 4721 | Goldman Sachs | 6/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23 |
| USD | 10461 | EUR | 9000 | Citibank | 6/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21 |
| USD | 3181 | NOK | 30720 | Citibank | 6/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10 |
| USD | 2228 | JPY | 350000 | UBS AG | 6/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8 |
| EUR | 200 | USD | 231 | UBS AG | 6/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1 |
| EUR | 100 | USD | 116 | Standard Chartered Bank | 6/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — <br><sup>(j)</sup><br>|
| EUR | 100 | USD | 116 | Barclays Bank PLC | 6/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — <br><sup>(j)</sup><br>|
| EUR | 4150 | USD | 4820 | Barclays Bank PLC | 6/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6)<br>|
| USD | 2742 | EUR | 2370 | Barclays Bank PLC | 6/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8)<br>|
| CAD | 2900 | USD | 2151 | Citibank | 6/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (59)<br>|
| EUR | 58600 | USD | 68065 | Barclays Bank PLC | 6/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (87)<br>|
| SEK | 34000 | USD | 3697 | Citibank | 6/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (91)<br>|
| GBP | 10100 | USD | 13479 | Goldman Sachs | 6/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (114)<br>|
| JPY | 10100000 | USD | 64287 | UBS AG | 6/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (224)<br>|
| USD | 18783 | HUF | 6500000 | Barclays Bank PLC | 6/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (658)<br>|
| CAD | 36500 | USD | 27068 | Citibank | 6/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (739)<br>|
| USD | 39288 | COP | 150000000 | Goldman Sachs | 6/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (806)<br>|
| MYR | 60000 | USD | 15285 | JPMorgan Chase | 6/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (431)<br>|
| AUD | 32540 | USD | 22946 | JPMorgan Chase | 6/22/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (523)<br>|
| INR | 92400 | USD | 1032 | HSBC Bank | 9/24/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (69)<br>|
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(21659)<br>|

---

Swap contracts

------

**Interest rate swaps**

**Centrally cleared interest rate swaps** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Receive | Receive | Pay | Pay | Expiration <br>date | Notional <br>amount <br>(000) | Value at <br>3/31/2026 <br>(000) | Upfront <br>premium <br>paid <br>(received) <br>(000) | Unrealized <br>appreciation <br>(depreciation) <br>at 3/31/2026 <br>(000) |
| Rate | Payment <br>frequency<br>| Rate | Payment <br>frequency<br>| Expiration <br>date | Notional <br>amount <br>(000) | Value at <br>3/31/2026 <br>(000) | Upfront <br>premium <br>paid <br>(received) <br>(000) | Unrealized <br>appreciation <br>(depreciation) <br>at 3/31/2026 <br>(000) |
| 0.8738% | Annual | SONIA | Annual | 10/8/2026 | GBP4,000 | $(86)<br>| $— | $(86)<br>|
| SOFR | Annual | 3.848% | Annual | 11/15/2026 | USD1,460 | (1)<br>|  | (1)<br>|
| SOFR | Annual | 3.8045% | Annual | 12/15/2026 | 3095 | (1)<br>|  | (1)<br>|
| SONIA | Annual | 1.2822% | Annual | 1/28/2027 | GBP1,150 | 36 |  | 36 |
| SOFR | Annual | 3.699% | Annual | 8/1/2027 | USD7,610 | — <br><sup>(j)</sup><br>|  | — <br><sup>(j)</sup><br>|
| SOFR | Annual | 3.70% | Annual | 8/1/2027 | 5100 | — <br><sup>(j)</sup><br>|  | — <br><sup>(j)</sup><br>|

---

Capital World Bond Fund — Page 54 of 64

------

**unaudited**

Swap contracts (continued)

------

**Interest rate swaps (continued)**

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

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Receive | Receive | Pay | Pay | Expiration<br> date | Notional<br> amount<br> (000) | Value at<br> 3/31/2026<br> (000) | Upfront<br> premium<br> paid<br> (received)<br> (000) | Unrealized<br> appreciation<br> (depreciation)<br> at 3/31/2026<br> (000) |
| Rate | Payment<br> frequency<br>| Rate | Payment<br> frequency<br>| Expiration<br> date | Notional<br> amount<br> (000) | Value at<br> 3/31/2026<br> (000) | Upfront<br> premium<br> paid<br> (received)<br> (000) | Unrealized<br> appreciation<br> (depreciation)<br> at 3/31/2026<br> (000) |
| SOFR | Annual | 3.479% | Annual | 8/6/2027 | USD5,100 | $15 | $— | $15 |
| SOFR | Annual | 3.497% | Annual | 8/12/2027 | 8610 | 23 |  | 23 |
| 3.0825% | At maturity | Eurozone HICP Ex. Tobacco | At maturity | 8/15/2027 | EUR1,000 | (5)<br>|  | (5)<br>|
| 3.5175% | Annual | SOFR | Annual | 8/15/2027 | USD139,970 | (339)<br>|  | (339)<br>|
| SOFR | Annual | 3.4925% | Annual | 8/19/2027 | 456680 | 1262 |  | 1262 |
| SOFR | Annual | 3.493% | Annual | 8/24/2027 | 3300 | 9 |  | 9 |
| SOFR | Annual | 3.4325% | Annual | 8/30/2027 | 8700 | 31 |  | 31 |
| 6-month PLN-WIBOR | Semi-annual | 4.14% | Annual | 9/2/2027 | PLN511,117 | 235 |  | 235 |
| 3.515% | Annual | 6-month CZK-PRIBOR | Semi-annual | 9/2/2027 | CZK2,877,983 | (1020)<br>|  | (1020)<br>|
| SOFR | Annual | 3.2685% | Annual | 9/9/2027 | USD600,000 | 3556 |  | 3556 |
| SOFR | Annual | 3.3075% | Annual | 9/15/2027 | 5100 | 28 |  | 28 |
| SOFR | Annual | 3.3395% | Annual | 9/23/2027 | 456805 | 2290 |  | 2290 |
| SOFR | Annual | 3.329% | Annual | 9/23/2027 | 11400 | 59 |  | 59 |
| SONIA | Annual | 5.1013% | Annual | 10/7/2027 | GBP1,650 | (25)<br>|  | (25)<br>|
| SOFR | Annual | 3.265% | Annual | 10/15/2027 | USD10,500 | 65 |  | 65 |
| SOFR | Annual | 3.28% | Annual | 12/1/2027 | 30000 | 187 |  | 187 |
| SOFR | Annual | 3.281% | Annual | 12/24/2027 | 3300 | 21 | 1 | 20 |
| SOFR | Annual | 3.309% | Annual | 1/24/2028 | 6000 | 35 |  | 35 |
| 3.53880309% | Annual | SONIA | Annual | 2/3/2028 | GBP18,560 | (319)<br>| (3)<br>| (316)<br>|
| 3.73% | Annual | SONIA | Annual | 3/10/2028 | 102010 | (1352)<br>|  | (1352)<br>|
| 3.85% | Annual | SONIA | Annual | 3/11/2028 | 101990 | (1059)<br>|  | (1059)<br>|
| UK Retail Price Index | At maturity | 3.6142% | At maturity | 3/15/2028 | 7860 | 173 |  | 173 |
| Eurozone HICP Ex. Tobacco | At maturity | 2.2902% | At maturity | 3/15/2028 | EUR11,730 | 131 |  | 131 |
| U.S. Urban CPI | At maturity | 2.925% | At maturity | 3/23/2028 | USD8,040 | (17)<br>|  | (17)<br>|
| SOFR | Annual | 3.705% | Annual | 3/24/2028 | 9600 | (15)<br>|  | (15)<br>|
| 0.57520783% | Annual | SONIA | Annual | 4/9/2028 | GBP10,370 | (965)<br>| (17)<br>| (948)<br>|
| 4.4785% | Annual | SOFR | Annual | 10/4/2028 | USD500 | 11 |  | 11 |
| 8.845% | 28-day | Overnight MXN-F-TIIE | 28-day | 11/17/2028 | MXN16,677 | 24 |  | 24 |
| SOFR | Annual | 3.169% | Annual | 5/15/2029 | USD1,230 | 15 |  | 15 |
| 6-month CZK-PRIBOR | Semi-annual | 3.635% | Annual | 7/12/2029 | CZK53,190 | 51 |  | 51 |
| 5.086% | Annual | 6-month PLN-WIBOR | Semi-annual | 7/12/2029 | PLN9,255 | 46 |  | 46 |
| SOFR | Annual | 3.4705% | Annual | 2/10/2030 | USD63,160 | 255 |  | 255 |
| 6-month EURIBOR | Semi-annual | 2.2562% | Annual | 3/5/2030 | EUR19,060 | 453 |  | 453 |
| 6-month EURIBOR | Semi-annual | 2.2577% | Annual | 3/5/2030 | 19060 | 452 |  | 452 |
| 6-month EURIBOR | Semi-annual | 2.2592% | Annual | 3/5/2030 | 19070 | 451 |  | 451 |
| 6-month EURIBOR | Semi-annual | 2.1912% | Annual | 3/6/2030 | 17750 | 473 |  | 473 |
| 3-month SEK-STIBOR | Quarterly | 2.6312% | Annual | 4/2/2030 | SEK129,570 | 93 |  | 93 |
| 3-month SEK-STIBOR | Quarterly | 2.3527% | Annual | 4/22/2030 | 460010 | 848 |  | 848 |
| 3-month SEK-STIBOR | Quarterly | 2.3532% | Annual | 4/22/2030 | 459990 | 848 |  | 848 |
| 2.2053% | Annual | 6-month EURIBOR | Semi-annual | 4/22/2030 | EUR43,190 | (1233)<br>|  | (1233)<br>|
| 2.2033% | Annual | 6-month EURIBOR | Semi-annual | 4/22/2030 | 43210 | (1237)<br>|  | (1237)<br>|
| 3.9208% | Annual | 6-month NOK-NIBOR | Semi-annual | 7/29/2030 | NOK51,000 | (144)<br>|  | (144)<br>|
| 6.2597% | Annual | 6-month HUF-BUBOR | Semi-annual | 8/1/2030 | HUF420,000 | (42)<br>|  | (42)<br>|
| 6-month NOK-NIBOR | Semi-annual | 4.08% | Annual | 9/23/2030 | NOK18,330 | 43 |  | 43 |
| 6-month NOK-NIBOR | Semi-annual | 4.095% | Annual | 9/23/2030 | 18340 | 42 |  | 42 |
| 6-month NOK-NIBOR | Semi-annual | 4.09% | Annual | 9/23/2030 | 9330 | 21 |  | 21 |
| 6.1177% | Annual | 6-month HUF-BUBOR | Semi-annual | 9/23/2030 | HUF600,000 | (70)<br>|  | (70)<br>|
| 2.5293% | Annual | 6-month EURIBOR | Semi-annual | 10/10/2030 | EUR172,120 | (2833)<br>|  | (2833)<br>|

---

Capital World Bond Fund — Page 55 of 64

------

**unaudited**

Swap contracts (continued)

------

**Interest rate swaps (continued)**

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

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Receive | Receive | Pay | Pay | Expiration<br> date | Notional<br> amount<br> (000) | Value at<br> 3/31/2026<br> (000) | Upfront<br> premium<br> paid<br> (received)<br> (000) | Unrealized<br> appreciation<br> (depreciation)<br> at 3/31/2026<br> (000) |
| Rate | Payment<br> frequency<br>| Rate | Payment<br> frequency<br>| Expiration<br> date | Notional<br> amount<br> (000) | Value at<br> 3/31/2026<br> (000) | Upfront<br> premium<br> paid<br> (received)<br> (000) | Unrealized<br> appreciation<br> (depreciation)<br> at 3/31/2026<br> (000) |
| 2.518% | Annual | 6-month EURIBOR | Semi-annual | 10/10/2030 | EUR339,000 | $(5766)<br>| $— | $(5766)<br>|
| SOFR | Annual | 3.2905% | Annual | 10/30/2030 | USD1,230 | 16 |  | 16 |
| SOFR | Annual | 3.312% | Annual | 11/6/2030 | 1230 | 15 |  | 15 |
| SOFR | Annual | 3.404% | Annual | 11/15/2030 | 600 | 5 |  | 5 |
| 3-month SEK-STIBOR | Quarterly | 2.4517% | Annual | 11/25/2030 | SEK21,060 | 38 |  | 38 |
| 2.4018% | Annual | 6-month EURIBOR | Semi-annual | 11/25/2030 | EUR1,910 | (44)<br>|  | (44)<br>|
| 2.6048% | Annual | 6-month EURIBOR | Semi-annual | 12/12/2030 | 860 | (11)<br>|  | (11)<br>|
| SOFR | Annual | 3.507% | Annual | 1/14/2031 | USD187,070 | 825 |  | 825 |
| SOFR | Annual | 3.496% | Annual | 1/24/2031 | 780 | 4 |  | 4 |
| 3-month SEK-STIBOR | Quarterly | 2.397% | Annual | 2/10/2031 | SEK306,200 | 670 |  | 670 |
| 3-month SEK-STIBOR | Quarterly | 2.417% | Annual | 2/10/2031 | 306200 | 640 |  | 640 |
| 2.4968% | Annual | 6-month EURIBOR | Semi-annual | 2/10/2031 | EUR28,700 | (540)<br>|  | (540)<br>|
| 2.4908% | Annual | 6-month EURIBOR | Semi-annual | 2/10/2031 | 28700 | (549)<br>|  | (549)<br>|
| 3-month SEK-STIBOR | Quarterly | 2.408% | Annual | 2/11/2031 | SEK306,200 | 653 |  | 653 |
| 3-month SEK-STIBOR | Quarterly | 2.432% | Annual | 2/11/2031 | 306200 | 618 |  | 618 |
| 6-month EURIBOR | Semi-annual | 2.4907% | Annual | 2/11/2031 | EUR3,850 | 73 |  | 73 |
| 4.1753% | Annual | 6-month NOK-NIBOR | Semi-annual | 2/11/2031 | NOK46,080 | (86)<br>|  | (86)<br>|
| 2.5083% | Annual | 6-month EURIBOR | Semi-annual | 2/11/2031 | EUR28,700 | (520)<br>|  | (520)<br>|
| 2.4908% | Annual | 6-month EURIBOR | Semi-annual | 2/11/2031 | 28700 | (546)<br>|  | (546)<br>|
| 6-month EURIBOR | Semi-annual | 2.4722% | Annual | 2/12/2031 | 1920 | 38 |  | 38 |
| 4.3513% | Annual | 6-month NOK-NIBOR | Semi-annual | 2/12/2031 | NOK22,970 | (25)<br>|  | (25)<br>|
| 6-month EURIBOR | Semi-annual | 2.4842% | Annual | 2/13/2031 | EUR29,380 | 566 |  | 566 |
| 4.355% | Annual | 6-month NOK-NIBOR | Semi-annual | 2/13/2031 | NOK325,600 | (352)<br>|  | (352)<br>|
| 6-month EURIBOR | Semi-annual | 2.4667% | Annual | 2/16/2031 | EUR35,720 | 725 |  | 725 |
| 6-month EURIBOR | Semi-annual | 2.4712% | Annual | 2/16/2031 | 29700 | 596 |  | 596 |
| 4.305% | Annual | 6-month NOK-NIBOR | Semi-annual | 2/16/2031 | NOK358,800 | (464)<br>|  | (464)<br>|
| 4.285% | Annual | 6-month NOK-NIBOR | Semi-annual | 2/16/2031 | 444680 | (615)<br>|  | (615)<br>|
| 3-month SEK-STIBOR | Quarterly | 2.337% | Annual | 2/17/2031 | SEK310,900 | 772 |  | 772 |
| 3-month SEK-STIBOR | Quarterly | 2.335% | Annual | 2/17/2031 | 153100 | 381 |  | 381 |
| 2.4333% | Annual | 6-month EURIBOR | Semi-annual | 2/17/2031 | EUR14,400 | (319)<br>|  | (319)<br>|
| 2.4363% | Annual | 6-month EURIBOR | Semi-annual | 2/17/2031 | 29220 | (642)<br>|  | (642)<br>|
| 3.7331283% | Annual | SONIA | Annual | 3/4/2031 | GBP4,390 | (124)<br>| 11 | (135)<br>|
| 2.5898% | Annual | 6-month EURIBOR | Semi-annual | 3/12/2031 | EUR4,850 | (70)<br>|  | (70)<br>|
| 6-month EURIBOR | Semi-annual | 2.66127% | Annual | 4/16/2031 | 243210 | 3018 |  | 3018 |
| 6-month EURIBOR | Semi-annual | 2.66317% | Annual | 4/16/2031 | 121590 | 1497 |  | 1497 |
| 6-month EURIBOR | Semi-annual | 2.71986% | Annual | 4/16/2031 | 121580 | 1140 |  | 1140 |
| 3.43574% | Annual | SOFR | Annual | 6/17/2031 | USD6,089 | (50)<br>|  | (50)<br>|
| 2.2679% | Annual | SONIA | Annual | 7/14/2032 | GBP590 | (84)<br>|  | (84)<br>|
| SOFR | Annual | 3.61832% | Annual | 1/31/2033 | USD4,900 | 23 |  | 23 |
| SOFR | Annual | 3.67958% | Annual | 1/31/2033 | 4900 | 6 |  | 6 |
| SOFR | Annual | 4.1615% | Annual | 5/15/2033 | 400 | (11)<br>|  | (11)<br>|
| SOFR | Annual | 4.15% | Annual | 5/15/2033 | 740 | (20)<br>|  | (20)<br>|
| 4.0135% | Annual | SOFR | Annual | 8/21/2033 | 840 | 15 |  | 15 |
| SOFR | Annual | 3.5775% | Annual | 10/24/2035 | 690 | 14 |  | 14 |
| SOFR | Annual | 3.563% | Annual | 10/29/2035 | 780 | 17 |  | 17 |
| SOFR | Annual | 3.678% | Annual | 11/15/2035 | 420 | 5 |  | 5 |
| 2.8878% | Annual | 6-month EURIBOR | Semi-annual | 1/13/2036 | EUR16,230 | (250)<br>|  | (250)<br>|
| 2.8803% | Annual | 6-month EURIBOR | Semi-annual | 1/13/2036 | 16250 | (263)<br>|  | (263)<br>|

---

Capital World Bond Fund — Page 56 of 64

------

**unaudited**

Swap contracts (continued)

------

**Interest rate swaps (continued)**

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

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Receive | Receive | Pay | Pay | Expiration<br> date | Notional<br> amount<br> (000) | Value at<br> 3/31/2026<br> (000) | Upfront<br> premium<br> paid<br> (received)<br> (000) | Unrealized<br> appreciation<br> (depreciation)<br> at 3/31/2026<br> (000) |
| Rate | Payment<br> frequency<br>| Rate | Payment<br> frequency<br>| Expiration<br> date | Notional<br> amount<br> (000) | Value at<br> 3/31/2026<br> (000) | Upfront<br> premium<br> paid<br> (received)<br> (000) | Unrealized<br> appreciation<br> (depreciation)<br> at 3/31/2026<br> (000) |
| 2.8698% | Annual | 6-month EURIBOR | Semi-annual | 1/13/2036 | EUR16,240 | $(279)<br>| $— | $(279)<br>|
| SOFR | Annual | 3.825% | Annual | 1/14/2036 | USD103,280 | 147 |  | 147 |
| 2.8663% | Annual | 6-month EURIBOR | Semi-annual | 1/14/2036 | EUR18,479 | (324)<br>|  | (324)<br>|
| 2.8563% | Annual | 6-month EURIBOR | Semi-annual | 1/14/2036 | 18300 | (339)<br>|  | (339)<br>|
| SOFR | Annual | 3.8055% | Annual | 1/24/2036 | USD870 | 3 |  | 3 |
| 3-month SEK-STIBOR | Quarterly | 2.7922% | Annual | 2/10/2036 | SEK11,800 | 30 |  | 30 |
| 2.8443% | Annual | 6-month EURIBOR | Semi-annual | 2/10/2036 | EUR1,170 | (23)<br>|  | (23)<br>|
| 6-month NOK-NIBOR | Semi-annual | 4.223% | Annual | 6/3/2036 | NOK7,520 | 13 |  | 13 |
| SOFR | Annual | 3.73632% | Annual | 6/17/2036 | USD6,789 | 71 |  | 71 |
| 0.9221376% | Annual | SONIA | Annual | 4/9/2041 | GBP5,500 | (2933)<br>| (47)<br>| (2886)<br>|
| 2.23% | Annual | SONIA | Annual | 7/14/2042 | 320 | (119)<br>|  | (119)<br>|
| 4.6386% | Annual | SONIA | Annual | 8/27/2045 | 190 | (4)<br>|  | (4)<br>|
| SOFR | Annual | 4.1535% | Annual | 1/24/2046 | USD123 | — <br><sup>(j)</sup><br>|  | — <br><sup>(j)</sup><br>|
| 1.0469% | Annual | SONIA | Annual | 3/2/2052 | GBP70 | (52)<br>|  | (52)<br>|
| SOFR | Annual | 4.057% | Annual | 8/24/2055 | USD600 | 6 |  | 6 |
| SOFR | Annual | 4.039% | Annual | 9/2/2055 | 600 | 8 |  | 8 |
| SOFR | Annual | 4.0545% | Annual | 9/6/2055 | 393 | 4 |  | 4 |
| SOFR | Annual | 3.944% | Annual | 9/9/2055 | 20400 | 598 |  | 598 |
| 6-month EURIBOR | Semi-annual | 2.8972% | Annual | 9/11/2055 | EUR11,810 | 537 |  | 537 |
| 6-month EURIBOR | Semi-annual | 2.9012% | Annual | 9/17/2055 | 420 | 19 |  | 19 |
| SOFR | Annual | 3.9305% | Annual | 9/23/2055 | USD50,335 | 1589 |  | 1589 |
| SONIA | Annual | 4.53711021% | Annual | 3/4/2056 | GBP1,230 | 69 | (10)<br>| 79 |
| 4.07464% | Annual | SOFR | Annual | 6/17/2056 | USD1,637 | (10)<br>|  | (10)<br>|
|  |  |  |  |  |  | $1549 | $(65)<br>| $1614 |

---

**Bilateral interest rate swaps** 

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Receive | Receive | Pay | Pay | Counterparty | Expiration <br>date | Notional <br>amount <br>(000) | Value at <br>3/31/2026 <br>(000) | Upfront <br>premium <br>paid <br>(received) <br>(000) | Unrealized <br>appreciation <br>(depreciation) <br>at 3/31/2026 <br>(000) |
| Rate | Payment <br>frequency<br>| Rate | Payment <br>frequency<br>| Counterparty | Expiration <br>date | Notional <br>amount <br>(000) | Value at <br>3/31/2026 <br>(000) | Upfront <br>premium <br>paid <br>(received) <br>(000) | Unrealized <br>appreciation <br>(depreciation) <br>at 3/31/2026 <br>(000) |
| 10.69660495% | At maturity | BZDIOVER | At maturity | Goldman Sachs | 1/4/2027 | BRL18,589 | $(317)<br>| $— | $(317)<br>|
| 11.91% | At maturity | BZDIOVER | At maturity | Barclays Bank <br> PLC<br>| 1/4/2027 | 200000 | (1823)<br>|  | (1823)<br>|
| 11.405% | At maturity | BZDIOVER | At maturity | Goldman Sachs | 1/4/2027 | 643575 | (7282)<br>|  | (7282)<br>|
| 14.115% | At maturity | BZDIOVER | At maturity | Goldman Sachs | 1/2/2029 | 98690 | 122 |  | 122 |
| 14.05% | At maturity | BZDIOVER | At maturity | Goldman Sachs | 1/2/2029 | 43955 | 33 |  | 33 |
| 13.6875% | At maturity | BZDIOVER | At maturity | Goldman Sachs | 1/2/2029 | 6000 | 1 |  | 1 |
| 12.931% | At maturity | BZDIOVER | At maturity | Barclays Bank <br> PLC<br>| 1/2/2029 | 4100 | (17)<br>|  | (17)<br>|
| 13.445% | At maturity | BZDIOVER | At maturity | Barclays Bank <br> PLC<br>| 1/2/2029 | 20400 | (60)<br>|  | (60)<br>|
| 11.495% | At maturity | BZDIOVER | At maturity | Bank of <br> America<br>| 1/2/2029 | 236580 | (4579)<br>|  | (4579)<br>|
| 13.72% | At maturity | BZDIOVER | At maturity | Goldman Sachs | 1/2/2030 | 260960 | 106 |  | 106 |
| 12.69% | At maturity | BZDIOVER | At maturity | Barclays Bank <br> PLC<br>| 1/2/2030 | 6000 | (41)<br>|  | (41)<br>|
| 13.022% | At maturity | BZDIOVER | At maturity | BNP Paribas | 1/2/2030 | 15400 | (77)<br>|  | (77)<br>|
| 13.43% | At maturity | BZDIOVER | At maturity | Goldman Sachs | 1/2/2030 | 405870 | (655)<br>|  | (655)<br>|

---

Capital World Bond Fund — Page 57 of 64

------

**unaudited**

Swap contracts (continued)

------

**Interest rate swaps (continued)**

**Bilateral interest rate swaps (continued)**

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Receive | Receive | Pay | Pay | Counterparty | Expiration<br> date | Notional<br> amount<br> (000) | Value at<br> 3/31/2026<br> (000) | Upfront<br> premium<br> paid<br> (received)<br> (000) | Unrealized<br> appreciation<br> (depreciation)<br> at 3/31/2026<br> (000) |
| Rate | Payment<br> frequency<br>| Rate | Payment<br> frequency<br>| Counterparty | Expiration<br> date | Notional<br> amount<br> (000) | Value at<br> 3/31/2026<br> (000) | Upfront<br> premium<br> paid<br> (received)<br> (000) | Unrealized<br> appreciation<br> (depreciation)<br> at 3/31/2026<br> (000) |
| 12.775% | At maturity | BZDIOVER | At maturity | Bank of <br> America<br>| 1/2/2030 | BRL120,000 | $(772)<br>| $— | $(772)<br>|
| 12.65% | At maturity | BZDIOVER | At maturity | Barclays Bank <br> PLC<br>| 1/2/2030 | 258200 | (1816)<br>|  | (1816)<br>|
| 13.615% | At maturity | BZDIOVER | At maturity | Barclays Bank <br> PLC<br>| 1/2/2031 | 6000 | (12)<br>|  | (12)<br>|
| 13.03% | At maturity | BZDIOVER | At maturity | BNP Paribas | 1/2/2031 | 202680 | (1200)<br>|  | (1200)<br>|
| 13.305% | At maturity | BZDIOVER | At maturity | Goldman Sachs | 1/2/2035 | 5010 | (33)<br>|  | (33)<br>|
|  |  |  |  |  |  |  | $(18422)<br>| $— | $(18422)<br>|

---

**Credit default swaps** 

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Reference <br>index<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Financing <br>rate paid<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Payment <br>frequency<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Expiration <br>date<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Notional <br>amount <br>&nbsp;&nbsp;&nbsp;&nbsp;(000)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Value at <br>3/31/2026 <br>&nbsp;&nbsp;&nbsp;&nbsp;(000)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Upfront <br>premium <br>paid <br>&nbsp;&nbsp;&nbsp;&nbsp;(received) <br>&nbsp;&nbsp;&nbsp;&nbsp;(000)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized <br>appreciation <br>&nbsp;&nbsp;&nbsp;&nbsp;(depreciation) <br>at 3/31/2026 <br>&nbsp;&nbsp;&nbsp;&nbsp;(000)<br>|
| CDX.NA.HY.45 | 5.00% | Quarterly | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12/20/2030 | USD136,575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(7199)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(9393)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $2194 |
| CDX.EM.45 | 1.00% | Quarterly | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6/20/2031 | 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2116 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 111 |
| CDX.EM.HY.45 | 1.00% | Quarterly | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6/20/2031 | 43877 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3618 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3687 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (69)<br>|
| ITRAXX.EUR.45 | 1.00% | Quarterly | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6/20/2031 | EUR292,530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4634)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4549)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (85)<br>|
| CDX.NA.IG.46 | 1.00% | Quarterly | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6/20/2031 | USD454,257 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7834)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7411)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (423)<br>|
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(13933)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(15661)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $1728 |

---

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Reference <br>index<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Financing <br>rate received<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Payment <br>frequency<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Expiration <br>date<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Notional <br>amount <sup>(q)</sup> <br>&nbsp;&nbsp;&nbsp;&nbsp;(000)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Value at <br>3/31/2026 <sup>(r)</sup> <br>&nbsp;&nbsp;&nbsp;&nbsp;(000)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Upfront <br>premium <br>paid <br>&nbsp;&nbsp;&nbsp;&nbsp;(received) <br>&nbsp;&nbsp;&nbsp;&nbsp;(000)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized <br>appreciation <br>&nbsp;&nbsp;&nbsp;&nbsp;(depreciation) <br>at 3/31/2026 <br>&nbsp;&nbsp;&nbsp;&nbsp;(000)<br>|
| CDX.NA.HY.46 | 5.00% | Quarterly | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; USD<br> 23,930<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $1150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $1046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $104 |
| ITRAXX.EUR.XO.45 | 5.00% | Quarterly | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; EUR<br> 16,370<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1272 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (88)<br>|
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $2334 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $2318 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $16 |

---

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

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
|  | Value at <br>1/1/2026 <br>(000)<br>| Additions <br>(000)<br>| Reductions <br>(000)<br>| Net <br>realized <br>gain (loss) <br>(000)<br>| Net <br>unrealized <br>appreciation <br>(depreciation) <br>(000)<br>| Value at <br>3/31/2026 <br>(000)<br>| Dividend <br>or interest <br>income <br>(000)<br>|
| **Investment funds 0.00%** | **Investment funds 0.00%** | **Investment funds 0.00%** | **Investment funds 0.00%** | **Investment funds 0.00%** | **Investment funds 0.00%** | **Investment funds 0.00%** | **Investment funds 0.00%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Capital Group Central Corporate Bond Fund  | $224 | &nbsp;&nbsp; $3 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $(3)<br>| &nbsp;&nbsp; $224 | &nbsp;&nbsp; $3 |
| **Short-term securities 9.22%** | **Short-term securities 9.22%** | **Short-term securities 9.22%** | **Short-term securities 9.22%** | **Short-term securities 9.22%** | **Short-term securities 9.22%** | **Short-term securities 9.22%** | **Short-term securities 9.22%** |
| **Money market investments 9.22%** |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Capital Group Central Cash Fund 3.71% <sup>(p)</sup> <br>| 384650 | &nbsp;&nbsp; 1513790 | &nbsp;&nbsp; 996429 | &nbsp;&nbsp; (6)<br>| &nbsp;&nbsp; (90)<br>| &nbsp;&nbsp; 901915 | &nbsp;&nbsp; 6491 |
| **Total 9.22%** |  |  |  | &nbsp;&nbsp; $(6)<br>| &nbsp;&nbsp; $(93)<br>| &nbsp;&nbsp; $902139 | &nbsp;&nbsp; $6494 |

---

Capital World Bond Fund — Page 58 of 64

------

**unaudited**

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

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Acquisition <br>date(s)<br>| Cost <br>(000)<br>| Value <br>(000)<br>| Percent <br>of net <br>assets<br>|
| CSN Inova Ventures 6.75% 1/28/2028  | 2/8/2022-3/16/2026 | $39204 | $31202 | 0.32<br> %<br>|
| General Motors Financial Co., Inc. 3.70% 7/14/2031  | 1/28/2026-1/29/2026 | 8808 | 8244 | 0.08 |
| General Motors Financial Co., Inc. 4.00% 7/10/2030  | 10/25/2024-10/31/2024 | 2424 | 2563 | 0.03 |
| Stillwater Mining Co. 4.00% 11/16/2026  | 1/26/2024-2/20/2024 | 9378 | 9570 | 0.10 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bank of America Corp. 0.58% 8/8/2029 (3-month EUR-EURIBOR + <br> 0.73% on 8/8/2028) <sup>(a)</sup> <br>| 2/4/2021 | 3787 | 3405 | 0.03 |
| Sasol Financing USA, LLC 8.75% 5/3/2029  | 7/18/2023-2/16/2024 | 2417 | 2520 | 0.03 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Wells Fargo & Co. 3.90% 7/22/2032 (3-month EUR-EURIBOR + <br> 1.22% on 7/22/2031) <sup>(a)</sup> <br>| 10/16/2024-12/4/2024 | 1273 | 1361 | 0.01 |
| HPHT Finance 25, Ltd. 5.00% 2/21/2030  | 4/8/2025-6/16/2025 | 595 | 602 | 0.01 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; NFE Brazil Financing, Ltd. 15.00% PIK or 15.00% Cash <br>8/30/2029 <sup>(g)(i)</sup> <br>| 2/17/2026 | 598 | 598 | 0.01 |
| Wolfspeed, Inc. 4.00% PIK and 9.875% Cash 6/23/2030 <sup>(i)</sup> <br>| 12/23/2025-3/23/2026 | 337 | 373 | 0.00 <br><sup>(s)</sup><br>|
| CK Hutchison International (21), Ltd. 3.125% 4/15/2041  | 5/19/2025-5/22/2025 | 289 | 304 | 0.00 <br><sup>(s)</sup><br>|
| **Total** |  | $69110 | $60742 | 0.62<br> %<br>|

---

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

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

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

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

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

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

<sup>(f)</sup> Acquired in a transaction exempt from registration under Rule 144A or, for commercial paper, Section 4(a)(2) of the Securities Act of 1933. May be resold in the U.S. in transactions exempt from registration, normally to qualified institutional buyers. The total value of all such securities was $1,149,159,000, which represented 11.75% of the net assets of the fund. 

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

<sup>(h)</sup> Loan participations and assignments; may be subject to legal or contractual restrictions on resale. The total value of all such loans was $13,040,000, which represented 0.13% of the net assets of the fund. 

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

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

<sup>(k)</sup> All or a portion of this security was pledged as collateral. The total value of pledged collateral was $162,436,000, which represented 1.66% of the net assets of the fund. 

<sup>(l)</sup> Scheduled interest and/or principal payment was not received.

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

<sup>(n)</sup> Non-income producing.

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

<sup>(p)</sup> Rate represents the seven-day yield at 3/31/2026.

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

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

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

Capital World Bond Fund — Page 59 of 64

------

**unaudited**

Valuation disclosures

------

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

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

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

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

---

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

---

Securities with both fixed-income and equity characteristics, or equity securities traded principally among fixed-income dealers, are generally valued in the manner described for either equity or fixed-income securities, depending on which method is deemed most appropriate by the fund's investment adviser. The Capital Group Central Corporate Bond Fund ("CCBF"), a fund within the Capital Group Central Fund Series II, and Capital Group Central Cash Fund ("CCF"), a fund within the Capital Group Central Fund Series (collectively the "Central Funds"), are each valued based upon a floating net asset value, which fluctuates with changes in the value of each fund's portfolio securities. The underlying securities are valued based on the policies and procedures in the Central Funds' statements of additional information. Exchange-traded options and futures are generally valued at the official closing price for options and official settlement price for futures on the exchange or market on which such instruments are traded, as of the close of business on the day such instruments are being valued. The average month-end notional amount of options on futures while held was $1,055,582,000. The average month-end notional amount of futures contracts while held was $6,226,163,000. Forward currency contracts are valued based on the spot and forward exchange rates obtained from a third-party pricing vendor. The average month-end notional amount of open forward currency contracts while held was $5,572,926,000. Swaps and over-the-counter (OTC) options are generally valued using evaluated prices obtained from third-party pricing vendors who calculate these values based on market inputs that may include the yields of the indices referenced in the instrument and the relevant curve, dealer quotes, default probabilities and recovery rates, exchange rates, implied option volatilities, and terms of the contract. The average month-end notional amounts of interest rate swaps and credit default swaps while held were $3,573,136,000 and $831,934,000, respectively. The average month-end notional amount of options on foreign currencies while held was $133,641,000.

Capital World Bond Fund — Page 60 of 64

------

**unaudited**

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

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

**Classifications** — The fund's investment adviser classifies the fund's assets and liabilities into three levels based on the inputs used to value the assets or liabilities. Level 1 values are based on quoted prices in active markets for identical securities. Level 2 values are based on significant observable market inputs, such as quoted prices for similar securities and quoted prices in inactive markets. Certain securities trading outside the U.S. may transfer between Level 1 and Level 2 due to valuation adjustments resulting from significant market movements following the close of local trading. Level 3 values are based on significant unobservable inputs that reflect the investment adviser's determination of assumptions that market participants might reasonably use in valuing the securities. The valuation levels are not necessarily an indication of the risk or liquidity associated with the underlying investment. For example, U.S. government securities are reflected as Level 2 because the inputs used to determine fair value may not always be quoted prices in an active market. The fund's valuation levels as of March 31, 2026, were as follows (dollars in thousands):

Capital World Bond Fund — Page 61 of 64

------

**unaudited**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Investment securities | Investment securities | Investment securities | Investment securities |
|  | Level 1 | Level 2 | Level 3 | Total |
| **Assets:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bonds, notes & other debt instruments: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Euros | $— | $1784738 | $— | $1784738 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Japanese yen |  | 497044 |  | 497044 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; British pounds |  | 316218 |  | 316218 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; South Korean won |  | 250057 |  | 250057 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Australian dollars |  | 197852 |  | 197852 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Brazilian reais |  | 179360 |  | 179360 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hungarian forints |  | 153755 |  | 153755 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indian rupees |  | 109784 |  | 109784 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Czech korunas |  | 104099 |  | 104099 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Peruvian nuevos soles |  | 103150 |  | 103150 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Chinese yuan renminbi |  | 77931 |  | 77931 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Canadian dollars |  | 63585 |  | 63585 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Colombian pesos |  | 59335 |  | 59335 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mexican pesos |  | 58786 |  | 58786 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Danish kroner |  | 54720 |  | 54720 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Norwegian kroner |  | 53779 |  | 53779 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Malaysian ringgits |  | 48229 |  | 48229 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indonesian rupiah |  | 48165 |  | 48165 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; South African rand |  | 26702 |  | 26702 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; New Zealand dollars |  | 25131 |  | 25131 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Polish zloty |  | 21116 |  | 21116 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Philippine pesos |  | 12913 |  | 12913 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Chilean pesos |  | 9409 |  | 9409 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Thai baht |  | 8956 |  | 8956 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Kazakhstani tenge |  | 6332 |  | 6332 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Turkish lira |  | 3377 |  | 3377 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Egyptian pounds |  | 2682 |  | 2682 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Romanian leu |  | 1529 |  | 1529 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Swedish kronor |  | 233 |  | 233 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; U.S. dollars |  | 4822988 | 4017 | 4827005 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Convertible bonds & notes  |  | 4137 |  | 4137 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Convertible stocks  | 544 |  |  | 544 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Preferred securities  |  |  | 453 | 453 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Common stocks  | 1631 | 33 | 223 | 1887 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment funds  | 224 |  |  | 224 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Short-term securities | 901915 | 25749 |  | 927664 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Options purchased on futures (equity style) | 439 |  |  | 439 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Options purchased on foreign currencies (equity style) |  | 609 |  | 609 |
| Total | $904753 | $9132483 | $4693 | $10041929 |

---

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

Capital World Bond Fund — Page 62 of 64

------

**unaudited**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Other investments\* | Other investments\* | Other investments\* | Other investments\* |
|  | Level 1 | Level 2 | Level 3 | Total |
| **Assets:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized appreciation on options written (futures style) | $242 | $— | $— | $242 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized appreciation on futures contracts | 18590 |  |  | 18590 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized appreciation on open forward currency contracts |  | 20975 |  | 20975 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized appreciation on centrally cleared interest rate swaps |  | 27755 |  | 27755 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized appreciation on bilateral interest rate swaps |  | 262 |  | 262 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized appreciation on centrally cleared credit default swaps |  | 2409 |  | 2409 |
| **Liabilities:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Value of options written (equity style) | (898)<br>| (204)<br>|  | (1102)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized depreciation on options purchased (futures style) | (1432)<br>|  |  | (1432)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized depreciation on futures contracts | (41712)<br>|  |  | (41712)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized depreciation on open forward currency contracts |  | (42634)<br>|  | (42634)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized depreciation on centrally cleared interest rate swaps |  | (26141)<br>|  | (26141)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized depreciation on bilateral interest rate swaps |  | (18684)<br>|  | (18684)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unrealized depreciation on centrally cleared credit default swaps |  | (665)<br>|  | (665)<br>|
| Total  | $(25210)<br>| $(36927)<br>| $— | $(62137)<br>|

---

\*

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

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

---

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

---

---

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

---

Capital World Bond Fund — Page 63 of 64

------

**unaudited**

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

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

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

Capital Client Group, Inc., member FINRA.© 2026 Capital Group. All rights reserved.

MFGEFP1-031-0526

Capital World Bond Fund — Page 64 of 64

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Los Angeles

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 90071

  - **Telephone number:** 9499755000

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

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

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

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

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

- **a. Date of fiscal year-end:** 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:** $16851087478.19

**Total Liabilities:** $7047842696.93

**Net Assets:** $9803244781.26

**Cash Not Reported:** $5024100.06

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -7993.770000000000 | **1-Year:** -179069.620000000000 | **5-Year:** -610335.350000000000 | **10-Year:** -713006.360000000000 | **30-Year:** -227362.770000000000

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

- **3-Month:** -5134.660000000000 | **1-Year:** -72973.250000000000 | **5-Year:** 94675.810000000000 | **10-Year:** -54579.990000000000 | **30-Year:** -14496.770000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000025175 | 0.79%                | 0.97%                | -3.78%               |
| Class ID C000025176 | 0.74%                | 0.92%                | -3.79%               |
| Class ID C000025177 | 0.68%                | 0.92%                | -3.80%               |
| Class ID C000025178 | 0.79%                | 0.97%                | -3.76%               |
| Class ID C000025179 | 0.79%                | 1.03%                | -3.74%               |
| Class ID C000025180 | 0.79%                | 1.03%                | -3.73%               |
| Class ID C000025182 | 0.75%                | 0.92%                | -3.79%               |
| Class ID C000025183 | 0.73%                | 0.97%                | -3.75%               |
| Class ID C000025184 | 0.79%                | 0.96%                | -3.77%               |
| Class ID C000025186 | 0.68%                | 0.92%                | -3.82%               |
| Class ID C000025187 | 0.80%                | 0.97%                | -3.77%               |
| Class ID C000025188 | 0.80%                | 0.97%                | -3.71%               |
| Class ID C000068532 | 0.79%                | 0.97%                | -3.69%               |
| Class ID C000077921 | 0.85%                | 1.03%                | -3.71%               |
| Class ID C000148402 | 0.73%                | 0.97%                | -3.74%               |
| Class ID C000164817 | 0.79%                | 1.03%                | -3.76%               |
| Class ID C000180005 | 0.85%                | 0.97%                | -3.66%               |
| Class ID C000189438 | 0.79%                | 1.03%                | -3.74%               |
| Class ID C000189439 | 0.80%                | 1.03%                | -3.72%               |
| Class ID C000224631 | 0.85%                | 0.97%                | -3.69%               |
| Class ID C000224632 | 0.86%                | 0.97%                | -3.67%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $15231931.48             | $40403342.60                               |
| Month 2  | $-23715602.15            | $105655205.28                              |
| Month 3  | $189741.79               | $-371519943.85                             |

**Designated Index Information**

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

- **Index Identifier:** LEGATRUU

### Schedule of Portfolio Investments

| Name                                                                            | Title                                                                                              | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |      Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ALTERA INFRASTRUCTURE LP                                                        | ALTERA INFRASTRUCTURE LP (NEW) (DRS) (NOT LISTED OR TRADING)                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |           77 | NS      | $3333.90      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| AIMBRIDGE TOPCO LLC                                                             | AIMBRIDGE TOPCO LLC (DRS) (NOT LISTED OR TRADING)                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         3074 | NS      | $219975.44    | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ENDO LP                                                                         | ENDO LP CL A1 144A (NOT LISTED OR TRADING)                                                         | CUSIP: 29281F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        45666 | NS      | $32422.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ACR III LSC HOLDINGS LLC                                                        | ACR III LSC HOLDINGS LLC PFD SER B 144A (DRS) (NOT LISTED OR TRADING)                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          277 | NS      | $452899.92    | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| KEENOVA THERAPEUTICS PLC                                                        | KEENOVA THERAPEUTICS PLC (DRS) (NOT LISTED OR TRADING)                                             | CUSIP: N/A<br>LEI: 549300LMDE3RUP8Z3L60       | Long             | EC               | CORP              | IE        |            3 | NS      | $264.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PAR HEALTH INC                                                                  | PAR HEALTH INC 144A (DRS) (NOT LISTED OR TRADING)                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |            3 | NS      | $19.13        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VENATOR MATERIALS PLC                                                           | VENATOR MATERIALS PLC (1145 SHARES)                                                                | CUSIP: N/A<br>LEI: 549300WFXC4YL5IHX316       | Long             | EC               | CORP              | GB        |          706 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| AERO CAPITAL SOLUTIONS FUND IV LP                                               | AERO CAPITAL SOLUTIONS INC TL (TSFR1M+300) FRN 11-17-29                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2535185 | PA      | $2535185.39   | 0.03%             | 2029-11-17      | Variable      | 7.61%                 | Yes           |                  3 | On Loan: No      |
| NFE BRAZIL FINANCING LTD                                                        | NFE BRAZIL FINANCING LTD PP SR SEC 1ST LIEN PIK 15.0% 08-30-29                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |       597916 | PA      | $597916.47    | 0.01%             | 2029-08-30      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| PARTY CITY HOLDINGS INC                                                         | PARTY CITY 2L TRUST ESCROW 0.0% 08-27-30                                                           | CUSIP: 702ESCAK0<br>LEI: 5493005PYM1JS6EZN307 | Long             | DBT              | CORP              | US        |       178508 | PA      | $3570.16      | 0.00%             | 2030-08-27      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| TEXAS COMBINED TIRZ I LLC                                                       | TEXAS COMBINED TIRZ I LLC 144A LIFE SR SEC 1ST LIEN 0.0% 12-07-62                                  | CUSIP: 881935AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        98165 | PA      | $98164.87     | 0.00%             | 2062-12-07      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| TREEHOUSE PARK IMPROVEMENT ASSOCIATION NO 1                                     | TREEHOUSE PARK IMPROVEMENT ASSOCIATION NO 1 144A LIFE SR UNSEC SF 9.75% 12-01-33                   | CUSIP: 89469TAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       600373 | PA      | $576358.08    | 0.01%             | 2033-12-01      | Fixed         | 9.75%                 | Yes           |                  3 | On Loan: No      |
| VENATOR MATERIALS LLC                                                           | VENATOR MATERIAL LLC PIK TL 1ST LIEN (PRIME+400)(FLR 2.00) FRN 10-12-28                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       196731 | PA      | $62324.29     | 0.00%             | 2028-10-12      | Variable      | 13.64%                | No            |                  3 | On Loan: No      |
| AIMBRIDGE ACQUISITION CO INC                                                    | AIMBRIDGE ACQUISITION CO INC TL 1ST LIEN FIRST OUT (TSFR1M+561.448)(FLR 1.00) FRN 03-11-30         | CUSIP: 00900YAG1<br>LEI: 549300SPGKLVE9WYCQ20 | Long             | LON              | CORP              | US        |        36394 | PA      | $36393.99     | 0.00%             | 2030-03-11      | Variable      | 9.29%                 | No            |                  3 | On Loan: No      |
| AIMBRIDGE ACQUISITION CO INC                                                    | AIMBRIDGE ACQUISITION CO INC PIK TL 1ST LIEN SECOND OUT (TSFR1M+761.448)(FLR 1.00) FRN 03-11-30    | CUSIP: 00900YAH9<br>LEI: 549300SPGKLVE9WYCQ20 | Long             | LON              | CORP              | US        |        34902 | PA      | $34901.86     | 0.00%             | 2030-03-11      | Variable      | 5.29%                 | No            |                  3 | On Loan: No      |
| VENATOR MATERIALS LLC                                                           | VENATOR MATERIAL LLC PIK TL 1ST LIEN (PRIME+400) FRN 07-16-26                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       114109 | PA      | $36149.67     | 0.00%             | 2026-07-16      | Variable      | 7.00%                 | No            |                  3 | On Loan: No      |
| VENATOR MATERIALS LLC                                                           | VENATOR MATERIAL LLC PIK TL 1ST LIEN (TSFR3M+800)(FLR 1.00) FRN 07-16-26                           | CUSIP: L9632YAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       115443 | PA      | $36572.30     | 0.00%             | 2026-07-16      | Variable      | 12.39%                | No            |                  3 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                         | INDONESIA TREASURY BOND IDR 8.25% 05-15-29                                                         | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  65342000000 | PA      | $4028334.59   | 0.04%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                         | INDONESIA TREASURY BOND IDR 8.375% 04-15-39                                                        | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  43000000000 | PA      | $2832466.39   | 0.03%             | 2039-04-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF IRELAND                                                             | IRELAND GOVT EUR REG S 1.5% 05-15-50                                                               | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |       795000 | PA      | $608041.23    | 0.01%             | 2050-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                               | ITALY BUONI POLIENNALI DEL TESORO EUR 144A LIFE/REG S (B) 1.45% 03-01-36                           | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      3960000 | PA      | $3674059.13   | 0.04%             | 2036-03-01      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF IRELAND                                                             | IRELAND GOVERNMENT BOND EUR REG S 0.2% 05-15-27                                                    | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |        30000 | PA      | $33797.34     | 0.00%             | 2027-05-15      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                               | ITALY BUONI POLIENNALI DEL TESORO EUR REG S (B) 0.25% 03-15-28                                     | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      6040000 | PA      | $6640316.82   | 0.07%             | 2028-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                               | ITALY BUONI POLIENNALI DEL TESORO EUR 144A LIFE/REG S 2.15% 03-01-72                               | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |        60000 | PA      | $40307.49     | 0.00%             | 2072-03-01      | Fixed         | 2.15%                 | Yes           |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                         | INDONESIA GOVERNMENT INTERNATIONAL BOND JPY 0.57% 05-27-26                                         | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |    700000000 | PA      | $4405494.47   | 0.04%             | 2026-05-27      | Fixed         | 0.57%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                         | INDONESIA TREASURY BOND IDR 7.125% 06-15-42                                                        | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  16300000000 | PA      | $974915.43    | 0.01%             | 2042-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                         | INDONESIA TREASURY BOND IDR 6.375% 04-15-32                                                        | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  22535000000 | PA      | $1300098.91   | 0.01%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                               | ITALY BUONI POLIENNALI DEL TESORO EUR REG S (B) 2.5% 12-01-32                                      | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |        90000 | PA      | $98044.98     | 0.00%             | 2032-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                         | INDONESIA TREASURY BOND IDR 7.0% 02-15-33                                                          | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 258118000000 | PA      | $15318322.51  | 0.16%             | 2033-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                         | INDONESIA TREASURY BOND IDR 7.125% 06-15-38                                                        | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  20274000000 | PA      | $1210874.78   | 0.01%             | 2038-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF IRELAND                                                             | IRELAND GOVT EUR REG S 3.00% 10-18-43                                                              | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |      6740000 | PA      | $7242450.27   | 0.07%             | 2043-10-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                               | ITALY BUONI POLIENNALI DEL TESORO EUR 144A LIFE/REG S 4.45% 09-01-43                               | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      1390000 | PA      | $1630162.23   | 0.02%             | 2043-09-01      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| INDIA (REPUBLIC OF)                                                             | INDIA GOVT INR 7.3% 06-19-53                                                                       | CUSIP: N/A<br>LEI: 335800IV7VCDQGIOI391       | Long             | DBT              | NUSS              | IN        |    388030000 | PA      | $3876243.73   | 0.04%             | 2053-06-19      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                         | INDONESIA TREASURY BOND IDR 6.625% 02-15-34                                                        | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 160502000000 | PA      | $9302741.06   | 0.09%             | 2034-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                           | JAPAN GOVERNMENT TEN YEAR BOND JPY 0.1% 06-20-27                                                   | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   1000000000 | PA      | $6220597.96   | 0.06%             | 2027-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                           | JAPAN GOVERNMENT TWENTY YEAR BOND JPY 0.6% 06-20-37                                                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   1581700000 | PA      | $8103839.28   | 0.08%             | 2037-06-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                           | JAPAN GOVERNMENT TWENTY YEAR BOND JPY 0.6% 09-20-37                                                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   2020000000 | PA      | $10266164.27  | 0.10%             | 2037-09-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                           | JAPAN GOVERNMENT TEN YEAR BOND JPY 0.1% 09-20-28                                                   | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  13106200000 | PA      | $79960991.85  | 0.82%             | 2028-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                           | JAPAN GOVERNMENT TEN YEAR BOND JPY 0.1% 03-20-30                                                   | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   1035600000 | PA      | $6137090.69   | 0.06%             | 2030-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                           | JAPAN GOVERNMENT FORTY YEAR BOND JPY 0.5% 03-20-60                                                 | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |     60000000 | PA      | $149586.97    | 0.00%             | 2060-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                           | JAPAN GOVERNMENT THIRTY YEAR BOND JPY 0.6% 06-20-50                                                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   5218850000 | PA      | $17194697.56  | 0.18%             | 2050-06-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                           | JAPAN GOVERNMENT TWENTY YEAR BOND JPY 0.4% 06-20-40                                                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   2385650000 | PA      | $10756131.55  | 0.11%             | 2040-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                           | JAPAN GOVERNMENT TWENTY YEAR BOND JPY 0.5% 12-20-40                                                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   2279750000 | PA      | $10269253.50  | 0.10%             | 2040-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                           | JAPAN GOVERNMENT TEN YEAR BOND JPY 0.1% 03-20-31                                                   | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    902700000 | PA      | $5234044.64   | 0.05%             | 2031-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA (REPUBLIC OF)                                                      | REPUBLIC OF SOUTH AFRICA GOVERNMENT BOND ZAR 8.75% 02-28-48                                        | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    123277902 | PA      | $6597292.01   | 0.07%             | 2048-02-28      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA (REPUBLIC OF)                                                      | REPUBLIC OF SOUTH AFRICA GOVERNMENT BOND ZAR 8.25% 03-31-32                                        | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |     16951793 | PA      | $979000.92    | 0.01%             | 2032-03-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA (REPUBLIC OF)                                                      | REPUBLIC OF SOUTH AFRICA GOVERNMENT BOND ZAR 8.0% 01-31-30                                         | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |     11547600 | PA      | $675618.45    | 0.01%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA (REPUBLIC OF)                                                      | REPUBLIC OF SOUTH AFRICA GOVERNMENT INTERNATIONAL BOND 5.375% 07-24-44                             | CUSIP: 836205AS3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |       800000 | PA      | $625760.00    | 0.01%             | 2044-07-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF SAUDI ARABIA                                                         | SAUDI GOVERNMENT INTERNATIONAL BOND REG S 3.625% 03-04-28                                          | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |      2510000 | PA      | $2463271.33   | 0.03%             | 2028-03-04      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| SOUTH AFRICA (REPUBLIC OF)                                                      | REPUBLIC OF SOUTH AFRICA GOVERNMENT INTERNATIONAL BOND 5.875% 06-22-30                             | CUSIP: 836205AY0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      1120000 | PA      | $1128338.40   | 0.01%             | 2030-06-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                              | SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 1.4% 07-30-28                                            | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |       207000 | PA      | $232202.75    | 0.00%             | 2028-07-30      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                              | SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 1.45% 04-30-29                                           | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     10215000 | PA      | $11352591.51  | 0.12%             | 2029-04-30      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                              | SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 0.8% 07-30-27                                            | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     13890000 | PA      | $15670871.31  | 0.16%             | 2027-07-30      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                              | SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 1.25% 10-31-30                                           | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      1381000 | PA      | $1483104.12   | 0.02%             | 2030-10-31      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD5368 07-01-52                                                                      | CUSIP: 3132DS6D9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       115129 | PA      | $96968.21     | 0.00%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS6631 07-01-52                                                                      | CUSIP: 3140XNLM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       503463 | PA      | $424042.27    | 0.00%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS5294 07-01-52                                                                      | CUSIP: 3140XL3C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       653154 | PA      | $550116.75    | 0.01%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PAID 2026-R1                                                                    | PAID 2026-R1 A 144A 4.714% 12-15-33                                                                | CUSIP: 694971AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8621129 | PA      | $8601093.39   | 0.09%             | 2033-12-15      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| SECURITIZED TERM AUTO RECEIVABLES TRUST SSTRT_26-A                              | SSTRT 2026-A D 144A 4.873% 03-25-33                                                                | CUSIP: 81378WAH6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       247125 | PA      | $246826.86    | 0.00%             | 2033-03-25      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| US BANK C&I CREDIT-LINKED NOTES SERIES  USCLN_26-RVM1                           | USCLN 2026-RVM1 D 144A 7.056% 12-25-46                                                             | CUSIP: 90355PAM8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4490000 | PA      | $4511192.80   | 0.05%             | 2046-12-25      | Fixed         | 7.06%                 | Yes           |                  2 | On Loan: No      |
| US BANK C&I CREDIT-LINKED NOTES SERIES  USCLN_26-RVM1                           | USCLN 2026-RVM1 C 144A 5.595% 12-25-46                                                             | CUSIP: 90355PAL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1681000 | PA      | $1689270.52   | 0.02%             | 2046-12-25      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| CAPITAL GROUP CENTRAL CASH FUND                                                 | CAPITAL GROUP CENTRAL CASH FUND                                                                    | CUSIP: 14020B102<br>LEI: 549300YD0SRETB6WWP29 | Long             | STIV             | RF                | US        |      8929957 | NS      | $892906371.43 | 9.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CDX HIGH YIELD ISSUER                                                           | CDX NA HY S45 5.0% 09-22-25/12-20-30 ICE                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |            1 | NC      | $2470179.27   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CDX EMERGING MARKET ISSUER                                                      | CDX EM S45 1.0% 03-20-26/06-20-31 ICE                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |            1 | NC      | $241442.50    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDX HIGH GRADE ISSUER                                                           | CDX NA IG S46 1.0% 03-20-26/06-20-31 ICE                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |            1 | NC      | $-427979.83   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDX EMERGING MARKET ISSUER                                                      | CDX EM.HY S45 1.0% 03-20-26/06-20-31 ICE                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |            1 | NC      | $-31664.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDX HIGH YIELD ISSUER                                                           | CDX NA HY S46 5.0% 03-20-26/06-20-31 ICE                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |            1 | NC      | $22147.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ITRAXX EUROPE ISSUER                                                            | ITRAXX EUR S45 1.0% 03-20-26/06-20-31 ICE                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |            1 | NC      | $-93214.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ITRAXX CROSSOVER ISSUER                                                         | ITRAXX EUR XO S45 5.0% 03-20-26/06-20-31 ICE                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |            1 | NC      | $-87406.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC                                         | MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC                                                            | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1591 | NS      | $353313.37    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RISKLESS ISSUER                                                                 | FSWP: OIS RECFIX MXN 8.845% 11-22-24/11-17-28 CME                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $24165.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | FSWP: OIS RECFIX USD 3.43574% 06-17-26/06-17-31 LCH                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-52333.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | FSWP: IRS RECFIX EUR 2.5293% 03-10-26/10-10-30 LCH                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-2830468.72  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | FSWP: IRS RECFIX EUR 2.518% 03-10-26/10-10-30 LCH                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-5761593.04  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | FSWP: IRS PAYFIX NOK 4.223% 02-03-26/06-03-36 LCH                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $12888.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA (FEDERAL REPUBLIC OF)                                                   | NIGERIA GOVERNMENT INTERNATIONAL BOND REG S 10.375% 12-09-34                                       | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |       550000 | PA      | $631029.85    | 0.01%             | 2034-12-09      | Fixed         | 10.38%                | Yes           |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE CO                                                        | NIPPON LIFE INSURANCE CO 144A LIFE SUB (H) 6.5% 04-30-55/35                                        | CUSIP: 654579AP6<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |      1184000 | PA      | $1224180.22   | 0.01%             | 2055-04-30      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| NORTHERN STATES POWER COMPANY (MINNESOTA)                                       | NORTHERN STATES POWER CO SR SEC 1ST LIEN 5.05% 05-15-35                                            | CUSIP: 665772CZ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |       275000 | PA      | $277018.78    | 0.00%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                                    | NORFOLK SOUTHERN CORP SR UNSEC 5.1% 05-01-35                                                       | CUSIP: 655844CV8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |      2154000 | PA      | $2161515.31   | 0.02%             | 2035-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                               | NEWELL BRANDS INC 144A LIFE SR UNSEC 8.5% 06-01-28                                                 | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |        90000 | PA      | $92947.50     | 0.00%             | 2028-06-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT CORP                                                                    | NAVIENT CORP SR UNSEC 7.875% 06-15-32                                                              | CUSIP: 63938CAQ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |       515000 | PA      | $459790.97    | 0.00%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                           | TRUIST FINANCIAL CORP SR UNSEC 5.071% 05-20-31/30                                                  | CUSIP: 89788MAU6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      1484000 | PA      | $1500571.83   | 0.02%             | 2031-05-20      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                                             | NISSAN MOTOR CO LTD 144A LIFE SR UNSEC 7.5% 07-17-30                                               | CUSIP: 654922AB9<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |       650000 | PA      | $655554.90    | 0.01%             | 2030-07-17      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                                             | NISSAN MOTOR CO LTD 144A LIFE SR UNSEC 7.75% 07-17-32                                              | CUSIP: 654922AC7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |       750000 | PA      | $760211.25    | 0.01%             | 2032-07-17      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                                             | NISSAN MOTOR CO LTD 144A LIFE SR UNSEC 8.125% 07-17-35                                             | CUSIP: 654922AD5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |       635000 | PA      | $653885.54    | 0.01%             | 2035-07-17      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| NORTHERN OIL AND GAS INC                                                        | NORTHERN OIL & GAS INC 144A LIFE SR UNSEC 7.875% 10-15-33                                          | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |       755000 | PA      | $781657.54    | 0.01%             | 2033-10-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| NICKEL INDUSTRIES LTD                                                           | NICKEL INDUSTRIES LTD REG S SR UNSEC 9.0% 09-30-30                                                 | CUSIP: N/A<br>LEI: 54930007K0WX53TSIK16       | Long             | DBT              | CORP              | AU        |     24860000 | PA      | $24917625.48  | 0.25%             | 2030-09-30      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| NICKEL INDUSTRIES LTD                                                           | NICKEL INDUSTRIES LTD 144A LIFE SR UNSEC 9.0% 09-30-30                                             | CUSIP: 653890AB9<br>LEI: 54930007K0WX53TSIK16 | Long             | DBT              | CORP              | AU        |      9315000 | PA      | $9336592.17   | 0.10%             | 2030-09-30      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                                           | NABORS INDUSTRIES INC 144A LIFE SR UNSEC 7.625% 11-15-32                                           | CUSIP: 62957HAR6<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |       150000 | PA      | $153643.20    | 0.00%             | 2032-11-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                                         | NYKREDIT REALKREDIT A/S 2.0% 10-01-37                                                              | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | ABS-CBDO         | CORP              | DK        |     12257505 | PA      | $1811919.81   | 0.02%             | 2037-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                                         | NYKREDIT REALKREDIT A/S REG S 2.5% 10-01-47                                                        | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | ABS-CBDO         | CORP              | DK        |      6459969 | PA      | $922636.89    | 0.01%             | 2047-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                               | NEWELL BRANDS INC SR UNSEC 7.375% 04-01-36                                                         | CUSIP: 651229AX4<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       395000 | PA      | $364042.67    | 0.00%             | 2036-04-01      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                               | NEWELL BRANDS INC SR UNSEC 7.5% 04-01-46                                                           | CUSIP: 651229AY2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       150000 | PA      | $120537.30    | 0.00%             | 2046-04-01      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                                             | NUSTAR LOGISTICS LP SR UNSEC 5.625% 04-28-27                                                       | CUSIP: 67059TAE5<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |       630000 | PA      | $631530.27    | 0.01%             | 2027-04-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY LLC                                                              | RYAN SPECIALTY LLC 144A LIFE SR SEC 1ST LIEN 5.875% 08-01-32                                       | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |      1040000 | PA      | $1028736.80   | 0.01%             | 2032-08-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | ROYAL BANK OF CANADA SR UNSEC 5.153% 02-04-31/30                                                   | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      6050000 | PA      | $6150859.55   | 0.06%             | 2031-02-04      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FINANCE (USA) PLC                                                     | RIO TINTO FINANCE USA PLC SR UNSEC 5.25% 03-14-35                                                  | CUSIP: 76720AAU0<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |      1355000 | PA      | $1377219.29   | 0.01%             | 2035-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | ROYAL BANK OF CANADA SR UNSEC 4.971% 05-02-31/30                                                   | CUSIP: 78017DAH1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      4083000 | PA      | $4128190.64   | 0.04%             | 2031-05-02      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PROPERTIES LP                                                         | RHP HOTEL PROPERTIES LP 144A LIFE SR UNSEC 6.5% 06-15-33                                           | CUSIP: 749571AL9<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |        85000 | PA      | $86613.81     | 0.00%             | 2033-06-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                                          | RADIOLOGY PARTNERS INC 144A LIFE SR SEC 1ST LIEN 8.5% 07-15-32                                     | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |       805000 | PA      | $817171.60    | 0.01%             | 2032-07-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | ROYAL BANK OF CANADA SR UNSEC 4.696% 08-06-31/30                                                   | CUSIP: 78017DAM0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      5402000 | PA      | $5392017.10   | 0.06%             | 2031-08-06      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                          | ROPER TECHNOLOGIES INC SR UNSEC 4.45% 09-15-30                                                     | CUSIP: 776696AL0<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1970326.00   | 0.02%             | 2030-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                          | ROPER TECHNOLOGIES INC SR UNSEC 5.1% 09-15-35                                                      | CUSIP: 776696AM8<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |      8845000 | PA      | $8603858.77   | 0.09%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| RELIANCE INDUSTRIES LTD                                                         | RELIANCE INDUSTRIES LTD REG S SR UNSEC 4.875% 02-10-45                                             | CUSIP: N/A<br>LEI: 5493003UOETFYRONLG31       | Long             | DBT              | CORP              | IN        |       250000 | PA      | $227904.50    | 0.00%             | 2045-02-10      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICALS INC                                                   | REGENERON PHARMACEUTICALS INC SR UNSEC 1.75% 09-15-30                                              | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |      5949000 | PA      | $5274609.46   | 0.05%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| RELIANCE INDUSTRIES LTD                                                         | RELIANCE INDUSTRIES LTD REG S SR UNSEC 6.25% 10-19-40                                              | CUSIP: N/A<br>LEI: 5493003UOETFYRONLG31       | Long             | DBT              | CORP              | IN        |       250000 | PA      | $271454.75    | 0.00%             | 2040-10-19      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| ANYWHERE REAL ESTATE GROUP LLC                                                  | ANYWHERE REAL ESTATE GROUP LLC 144A LIFE SR UNSEC 5.75% 01-15-29                                   | CUSIP: 75606DAL5<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |       305000 | PA      | $294239.91    | 0.00%             | 2029-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| RHP HOTEL PROPERTIES LP                                                         | RHP HOTEL PROPERTIES LP 144A LIFE SR UNSEC 4.5% 02-15-29                                           | CUSIP: 749571AG0<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |       560000 | PA      | $543178.16    | 0.01%             | 2029-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                                                            | RLJ LODGING TRUST LP 144A LIFE SR SEC 1ST LIEN 3.75% 07-01-26                                      | CUSIP: 74965LAA9<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |        40000 | PA      | $39830.88     | 0.00%             | 2026-07-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| RTX CORP                                                                        | RTX CORP SR UNSEC 1.9% 09-01-31                                                                    | CUSIP: 75513ECM1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |       722000 | PA      | $628592.69    | 0.01%             | 2031-09-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | RTX CORP SR UNSEC 2.82% 09-01-51                                                                   | CUSIP: 75513ECL3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |       750000 | PA      | $459127.50    | 0.00%             | 2051-09-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                                                            | RLJ LODGING TRUST LP 144A LIFE SR SEC 1ST LIEN 4.0% 09-15-29                                       | CUSIP: 74965LAB7<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |       440000 | PA      | $412419.04    | 0.00%             | 2029-09-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| RTX CORP                                                                        | RTX CORP SR UNSEC 3.03% 03-15-52                                                                   | CUSIP: 75513ECP4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |       500000 | PA      | $317697.50    | 0.00%             | 2052-03-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| ANYWHERE REAL ESTATE GROUP LLC                                                  | ANYWHERE REAL ESTATE GROUP LLC 144A LIFE SR UNSEC 5.25% 04-15-30                                   | CUSIP: 75606DAQ4<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |       255000 | PA      | $241133.87    | 0.00%             | 2030-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| SATURN OIL & GAS INC                                                            | SATURN OIL & GAS INC 144A LIFE SR SEC 1ST LIEN SF 9.625% 06-15-29                                  | CUSIP: 80412LAA5<br>LEI: 549300G6BWJ7K6PIIY73 | Long             | DBT              | CORP              | CA        |       495000 | PA      | $518449.64    | 0.01%             | 2029-06-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.45% 03-01-35                                       | CUSIP: 842400JG9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |       240000 | PA      | $241003.92    | 0.00%             | 2035-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.9% 03-01-55                                        | CUSIP: 842400JH7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |       631000 | PA      | $602015.65    | 0.01%             | 2055-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                              | VENTURE GLOBAL PLAQUEMINES LNG LLC 144A LIFE SR SEC 1ST LIEN 7.75% 05-01-35                        | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |       150000 | PA      | $168210.45    | 0.00%             | 2035-05-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                                              | VOYAGER PARENT LLC 144A LIFE SR SEC 1ST LIEN 9.25% 07-01-32                                        | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |      1380000 | PA      | $1433597.82   | 0.01%             | 2032-07-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| VAIL RESORTS INC                                                                | VAIL RESORTS INC 144A LIFE SR UNSEC 5.625% 07-15-30                                                | CUSIP: 91879QAQ2<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |       200000 | PA      | $198437.60    | 0.00%             | 2030-07-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZAKHSTAN JSC                                              | DEVELOPMENT BANK OF KAZA KZT REG S SR UNSEC 10.95% 05-06-26                                        | CUSIP: N/A<br>LEI: 213800LCDPGJ1BI7KX98       | Long             | DBT              | USGA              | KZ        |    500000000 | PA      | $1043243.78   | 0.01%             | 2026-05-06      | Fixed         | 10.95%                | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                        | ELECTRICITE DE FRANCE SA EUR PRP REG S SUB (H) (B) 7.5% 12-31-79/12-06-28                          | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |       600000 | PA      | $741715.19    | 0.01%             | 2079-12-31      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK OF INDIA                                                     | EXPORT-IMPORT BK INDIA REG S SR UNSEC 5.5% 01-18-33                                                | CUSIP: 30216KAG7<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | USGA              | IN        |      1000000 | PA      | $1026402.00   | 0.01%             | 2033-01-18      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                        | EGYPT GOVERNMENT INTERNATIONAL BOND REG S 8.5% 01-31-47                                            | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |       505000 | PA      | $436639.16    | 0.00%             | 2047-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                        | EGYPT GOVERNMENT INTERNATIONAL BOND REG S 6.588% 02-21-28                                          | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |       772000 | PA      | $769229.29    | 0.01%             | 2028-02-21      | Fixed         | 6.59%                 | Yes           |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                        | EGYPT GOVERNMENT INTERNATIONAL BOND REG S 7.903% 02-21-48                                          | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |       259000 | PA      | $211409.01    | 0.00%             | 2048-02-21      | Fixed         | 7.90%                 | Yes           |                  2 | On Loan: No      |
| ANGOLA (REPUBLIC OF)                                                            | ANGOLAN GOVERNMENT INTERNATIONAL BOND REG S 8.25% 05-09-28                                         | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |       875000 | PA      | $883469.13    | 0.01%             | 2028-05-09      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| COMMONWEALTH OF AUSTRALIA                                                       | AUSTRALIA GOVERNMENT BOND AUD 1.5% 06-21-31                                                        | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     20000000 | PA      | $11777170.52  | 0.12%             | 2031-06-21      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH OF AUSTRALIA                                                       | AUSTRALIA GOVERNMENT BOND AUD 1.25% 05-21-32                                                       | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |      2800000 | PA      | $1574775.00   | 0.02%             | 2032-05-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AUSTRIA (REPUBLIC OF)                                                           | REPUBLIC OF AUSTRIA GOVERNMENT BOND EUR 144A LIFE/REG S 0.85% 06-30-20                             | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |        50000 | PA      | $18029.18     | 0.00%             | 2120-06-30      | Fixed         | 0.85%                 | Yes           |                  2 | On Loan: No      |
| ARGENTINA REPUBLIC OF GOVERNMENT                                                | ARGENTINE REPUBLIC GOVERNMENT INTERNATIONAL BOND SF 0.75% 07-09-30                                 | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      2330231 | PA      | $1953898.73   | 0.02%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH OF AUSTRALIA                                                       | AUSTRALIA GOVERNMENT BOND AUD REG S 1.75% 06-21-51                                                 | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |       884000 | PA      | $306128.94    | 0.00%             | 2051-06-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AUSTRIA (REPUBLIC OF)                                                           | REPUBLIC OF AUSTRIA GOVERNMENT BOND EUR 144A LIFE/REG S (B) 0.0% 02-20-31                          | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |     12975000 | PA      | $13027322.68  | 0.13%             | 2031-02-20      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| AUSTRIA (REPUBLIC OF)                                                           | REPUBLIC OF AUSTRIA GOVERNMENT BOND EUR 144A LIFE/REG S 0.7% 04-20-71                              | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |       200000 | PA      | $82849.02     | 0.00%             | 2071-04-20      | Fixed         | 0.70%                 | Yes           |                  2 | On Loan: No      |
| AUSTRIA (REPUBLIC OF)                                                           | REPUBLIC OF AUSTRIA GOVERNMENT BOND EUR 144A LIFE/REG S 0.9% 02-20-32                              | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |      1238000 | PA      | $1269969.89   | 0.01%             | 2032-02-20      | Fixed         | 0.90%                 | Yes           |                  2 | On Loan: No      |
| ANGOLA (REPUBLIC OF)                                                            | ANGOLAN GOVERNMENT INTERNATIONAL BOND REG S 8.75% 04-14-32                                         | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |       780000 | PA      | $758408.04    | 0.01%             | 2032-04-14      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| COMMONWEALTH OF AUSTRALIA                                                       | AUSTRALIA GOVERNMENT BOND AUD REG S 3.0% 11-21-33                                                  | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     15309000 | PA      | $9321251.69   | 0.10%             | 2033-11-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH OF AUSTRALIA                                                       | AUSTRALIA GOVERNMENT BOND AUD REG S 3.75% 05-21-34                                                 | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     36250000 | PA      | $23117628.56  | 0.24%             | 2034-05-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH OF AUSTRALIA                                                       | AUSTRALIA GOVERNMENT BOND AUD REG S 3.5% 12-21-34                                                  | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     11350000 | PA      | $7047917.56   | 0.07%             | 2034-12-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AUSTRIA (REPUBLIC OF)                                                           | REPUBLIC OF AUSTRIA GOVERNMENT BOND EUR 144A LIFE/REG S (B) 2.9% 02-20-34                          | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |       670000 | PA      | $760523.32    | 0.01%             | 2034-02-20      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                               | ITALY BUONI POLIENNALI DEL TESORO EUR 144A LIFE/REG S (B) 2.8% 03-01-67                            | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |        90000 | PA      | $72415.45     | 0.00%             | 2067-03-01      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| BELGIUM (KINGDOM OF)                                                            | KINGDOM OF BELGIUM GOVERNMENT BOND EUR 144A LIFE/REG S 2.15% 06-22-66                              | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |        70000 | PA      | $48886.81     | 0.00%             | 2066-06-22      | Fixed         | 2.15%                 | Yes           |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                              | SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 2.7% 10-31-48                                            | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      5875000 | PA      | $5467711.18   | 0.06%             | 2048-10-31      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| BELGIUM (KINGDOM OF)                                                            | KINGDOM OF BELGIUM GOVERNMENT BOND EUR 144A LIFE/REG S 0.1% 06-22-30                               | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |       585000 | PA      | $600793.25    | 0.01%             | 2030-06-22      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                                      | BRAZIL NOTAS DO TESOURO NACIONAL SERIE F BRL 10.0% 01-01-31                                        | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |        77885 | PA      | $13142542.11  | 0.13%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                                      | BRAZIL NOTAS DO TESOURO NACIONAL SERIE B BRL I/L 6.0% 08-15-50                                     | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |       170837 | PA      | $28372859.98  | 0.29%             | 2050-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                          | COLOMBIAN TES COP 7.0% 03-26-31                                                                    | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  26334400000 | PA      | $5530120.06   | 0.06%             | 2031-03-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                            | FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 0.75% 05-25-53                             | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |        80000 | PA      | $39522.21     | 0.00%             | 2053-05-25      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                            | FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 0.0% 05-25-32                              | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |       320000 | PA      | $302828.26    | 0.00%             | 2032-05-25      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                            | FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 1.25% 05-25-38                             | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |       490000 | PA      | $419853.15    | 0.00%             | 2038-05-25      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                            | FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 0.75% 02-25-28                             | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      2710000 | PA      | $3014006.94   | 0.03%             | 2028-02-25      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| PACIFICORP                                                                      | PACIFICORP SR SEC 1ST LIEN 5.35% 12-01-53                                                          | CUSIP: 695114CZ9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      1080000 | PA      | $927123.84    | 0.01%             | 2053-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| POSCO CO LTD                                                                    | POSCO 144A LIFE SR UNSEC 5.75% 01-17-28                                                            | CUSIP: 73730EAD5<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |       305000 | PA      | $311263.79    | 0.00%             | 2028-01-17      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE LLC                                                       | PROLOGIS EURO FINANCE LLC EUR SR UNSEC 4.25% 01-31-43                                              | CUSIP: 74341EAQ5<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |      1100000 | PA      | $1191502.43   | 0.01%             | 2043-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE SA                                                         | RAIZEN FUELS FINANCE SA 144A LIFE SR UNSEC 6.45% 03-05-34                                          | CUSIP: 75102XAB2<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |      7050000 | PA      | $3881906.25   | 0.04%             | 2034-03-05      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                          | COLOMBIAN TES COP 12.5% 02-27-30                                                                   | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        | 162904700000 | PA      | $42434642.28  | 0.43%             | 2030-02-27      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                        | EGYPT TREASURY BILLS EGP 0.0% 06-09-26                                                             | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     17600000 | PA      | $309896.53    | 0.00%             | 2026-06-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                        | EGYPT TREASURY BILLS EGP 0.0% 12-15-26                                                             | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      6000000 | PA      | $93887.95     | 0.00%             | 2026-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                            | FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 2.0% 11-25-32                              | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     14765000 | PA      | $15691022.30  | 0.16%             | 2032-11-25      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                            | FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 2.5% 05-25-43                              | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |       680000 | PA      | $623661.76    | 0.01%             | 2043-05-25      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                        | EGYPT TREASURY BILLS EGP 0.0% 06-30-26                                                             | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     12500000 | PA      | $216729.09    | 0.00%             | 2026-06-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                        | EGYPT TREASURY BILLS EGP 0.0% 01-12-27                                                             | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     66050000 | PA      | $1018355.82   | 0.01%             | 2027-01-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                        | EGYPT TREASURY BILLS EGP 0.0% 01-19-27                                                             | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |       975000 | PA      | $14986.09     | 0.00%             | 2027-01-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                        | EGYPT TREASURY BILLS EGP 0.0% 02-09-27                                                             | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     17125000 | PA      | $260852.10    | 0.00%             | 2027-02-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                        | EGYPT TREASURY BILLS EGP 0.0% 09-08-26                                                             | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     60775000 | PA      | $1010202.43   | 0.01%             | 2026-09-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                            | FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 4.1% 05-25-46                              | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |       544800 | PA      | $615082.76    | 0.01%             | 2046-05-25      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                            | FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S (B) 3.0% 05-25-54                          | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |        80000 | PA      | $71243.73     | 0.00%             | 2054-05-25      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                            | FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 3.0% 05-25-33                              | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      2845000 | PA      | $3198357.06   | 0.03%             | 2033-05-25      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| FINLAND (REPUBLIC OF)                                                           | FINLAND GOVERNMENT BOND EUR 144A LIFE/REG S 3.55% 04-15-41                                         | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |      1320000 | PA      | $1504621.27   | 0.02%             | 2041-04-15      | Fixed         | 3.55%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                            | FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 4.4% 05-25-57                              | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |       620000 | PA      | $705014.06    | 0.01%             | 2057-05-25      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| HELLENIC REPUBLIC TREASURY BILL                                                 | HELLENIC REPUBLIC GOVERNMENT BOND EUR 144A LIFE/REG S 3.375% 06-16-36                              | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |      4580000 | PA      | $5081527.81   | 0.05%             | 2036-06-16      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                               | ITALY BUONI POLIENNALI DEL TESORO EUR 144A LIFE/REG S (B) 3.15% 03-15-33                           | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      2857000 | PA      | $3221318.39   | 0.03%             | 2033-03-15      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                            | FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 2.75% 02-25-29                             | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      6870000 | PA      | $7903114.20   | 0.08%             | 2029-02-25      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| FINLAND (REPUBLIC OF)                                                           | FINLAND GOVERNMENT BOND EUR 144A LIFE/REG S 2.95% 04-15-55                                         | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |       120000 | PA      | $116535.62    | 0.00%             | 2055-04-15      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                            | FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 3.25% 05-25-55                             | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |       110000 | PA      | $102291.01    | 0.00%             | 2055-05-25      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| FINLAND (REPUBLIC OF)                                                           | FINLAND GOVERNMENT BOND EUR 144A LIFE/REG S 3.0% 09-15-34                                          | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |       360000 | PA      | $408716.38    | 0.00%             | 2034-09-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                            | FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 3.0% 11-25-34                              | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     32700000 | PA      | $36093194.15  | 0.37%             | 2034-11-25      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| FINLAND (REPUBLIC OF)                                                           | FINLAND GOVERNMENT BOND EUR 144A LIFE/REG S 2.5% 04-15-30                                          | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |       290000 | PA      | $330455.15    | 0.00%             | 2030-04-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                               | ITALY BUONI POLIENNALI DEL TESORO EUR 144A LIFE/REG S 3.95% 10-01-41                               | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      1885000 | PA      | $2101280.34   | 0.02%             | 2041-10-01      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                           | JAPAN TREASURY DISCOUNT BILL JPY 0.0% 11-20-26                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   2294700000 | PA      | $14370919.32  | 0.15%             | 2026-11-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                           | JAPAN GOVERNMENT TEN YEAR BOND JPY 2.1% 12-20-35                                                   | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   8893100000 | PA      | $54924229.40  | 0.56%             | 2035-12-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                                                          | KAZAKHSTAN GOVERNMENT BOND - MEUKAM KZT 5.3% 10-19-27                                              | CUSIP: N/A<br>LEI: 5493007OEK8EF02UO833       | Long             | DBT              | NUSS              | KZ        |    768289000 | PA      | $1379330.28   | 0.01%             | 2027-10-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                                                          | KAZAKHSTAN GOVERNMENT BOND - MEUKAM KZT 6.5% 10-24-27                                              | CUSIP: N/A<br>LEI: 5493007OEK8EF02UO833       | Long             | DBT              | NUSS              | KZ        |   1436615000 | PA      | $2621555.73   | 0.03%             | 2027-10-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                                                          | KAZAKHSTAN GOVERNMENT BOND - MEOKAM KZT 15.35% 11-18-27                                            | CUSIP: N/A<br>LEI: 5493007OEK8EF02UO833       | Long             | DBT              | NUSS              | KZ        |    471992000 | PA      | $973644.60    | 0.01%             | 2027-11-18      | Fixed         | 15.35%                | No            |                  2 | On Loan: No      |
| NORWAY KINGDOM OF (GOVERNMENT)                                                  | NORWAY GOVERNMENT BOND NOK 144A LIFE/REG S 4.125% 06-03-36                                         | CUSIP: N/A<br>LEI: 549300L0BT3FJTN9MX24       | Long             | DBT              | NUSS              | NO        |    229215000 | PA      | $23248412.30  | 0.24%             | 2036-06-03      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| NIGERIA (FEDERAL REPUBLIC OF)                                                   | NIGERIA OMO BILL NGN 0.0% 09-22-26                                                                 | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |   1458847000 | PA      | $968458.00    | 0.01%             | 2026-09-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PORTUGAL (REPUBLIC OF)                                                          | PORTUGAL OBRIGACOES DO TESOURO OT EUR 144A LIFE/REG S 3.25% 06-13-36                               | CUSIP: N/A<br>LEI: 549300P6U1FJ3IMP7K42       | Long             | DBT              | NUSS              | PT        |     11275000 | PA      | $12807403.22  | 0.13%             | 2036-06-13      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                              | SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 3.3% 04-30-36                                            | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     14945000 | PA      | $16968926.35  | 0.17%             | 2036-04-30      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                              | SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 3.95% 10-31-56                                           | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |       210000 | PA      | $233602.64    | 0.00%             | 2056-10-31      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.625% 12-31-30                                                        | CUSIP: 91282CPR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     16150000 | PA      | $15933615.84  | 0.16%             | 2030-12-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                                             | AXON ENTERPRISE INC                                                                                | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |          237 | NS      | $100651.53    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL GROUP CENTRAL CORPORATE BOND FUND                                       | CAPITAL GROUP CENTRAL CORPORATE BOND FUND CL M (CCBF CL M)                                         | CUSIP: 14020L100<br>LEI: N/A                  | Long             | EC               | RF                | US        |        26583 | NS      | $222762.61    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CARNIVAL CORP                                                                   | CARNIVAL CORP                                                                                      | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | US        |        11910 | NS      | $308230.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.375% 12-31-27                                                        | CUSIP: 91282CPS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     11693500 | PA      | $11605113.51  | 0.12%             | 2027-12-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| THAILAND (KINGDOM OF)                                                           | THAILAND GOVERNMENT BOND THB 1.84% 05-17-36                                                        | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |     54000000 | PA      | $1606147.09   | 0.02%             | 2036-05-17      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                         | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 5.4% 01-08-31                                           | CUSIP: 44891ACV7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |       234000 | PA      | $238881.47    | 0.00%             | 2031-01-08      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.125% 02-15-36                                                        | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    125758000 | PA      | $123802852.95 | 1.26%             | 2036-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.5% 02-28-31                                                          | CUSIP: 91282CQD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      4027000 | PA      | $3949291.38   | 0.04%             | 2031-02-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                           | HUB INTERNATIONAL LTD 144A LIFE SR UNSEC 7.375% 01-31-32                                           | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |       635000 | PA      | $648073.38    | 0.01%             | 2032-01-31      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| INTEL CORP                                                                      | INTEL CORP SR UNSEC 5.6% 02-21-54                                                                  | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      2309000 | PA      | $2119904.45   | 0.02%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.375% 02-29-28                                                        | CUSIP: 91282CQB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        29600 | PA      | $29370.48     | 0.00%             | 2028-02-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.875% 03-31-31                                                        | CUSIP: 91282CQG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1952300 | PA      | $1946275.40   | 0.02%             | 2031-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.875% 03-31-28                                                        | CUSIP: 91282CQH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        75200 | PA      | $75317.50     | 0.00%             | 2028-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                          | ASIAN DEVELOPMENT BANK 5.25% 04-29-35                                                              | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | NUSS              | PH        |    312000000 | PA      | $4805544.69   | 0.05%             | 2035-04-29      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                                               | ALLIANT HOLDINGS INTERMEDIATE LLC 144A LIFE SR UNSEC 7.375% 10-01-32                               | CUSIP: 01883LAH6<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |       610000 | PA      | $604937.61    | 0.01%             | 2032-10-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                                                        | AZULE ENERGY FINANCE PLC REG S SR UNSEC 8.12% 01-23-30                                             | CUSIP: N/A<br>LEI: 2138006X6O82RJSQDB63       | Long             | DBT              | CORP              | GB        |      3000000 | PA      | $3041331.00   | 0.03%             | 2030-01-23      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ALBANIA                                                             | ALBANIA GOVERNMENT INTERNATIONAL BOND EUR 144A LIFE 4.75% 02-14-35                                 | CUSIP: N/A<br>LEI: 254900EDM43U3SGRND29       | Long             | DBT              | NUSS              | AL        |      9400000 | PA      | $10667975.20  | 0.11%             | 2035-02-14      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                                             | AXON ENTERPRISE INC 144A LIFE SR UNSEC 6.125% 03-15-30                                             | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |       355000 | PA      | $361761.33    | 0.00%             | 2030-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                                             | AXON ENTERPRISE INC 144A LIFE SR UNSEC 6.25% 03-15-33                                              | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |       775000 | PA      | $791733.03    | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC                                                                        | AT&T INC EUR SR UNSEC 3.6% 06-01-33                                                                | CUSIP: 00206RMV1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      2350000 | PA      | $2670891.61   | 0.03%             | 2033-06-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                                | AMERICAN INTERNATIONAL GROUP INC SR UNSEC 5.45% 05-07-35                                           | CUSIP: 026874DX2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |      2749000 | PA      | $2805294.02   | 0.03%             | 2035-05-07      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                              | ATHENE HOLDING LTD SR UNSEC 6.625% 05-19-55                                                        | CUSIP: 04686JAL5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $2893209.00   | 0.03%             | 2055-05-19      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1 SARL / AGGREKO HOLDINGS INC                                  | ALBION FINANCING 1 SARL 144A LIFE SR UNSEC 7.0% 05-21-30                                           | CUSIP: 01330AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |       200000 | PA      | $204555.40    | 0.00%             | 2030-05-21      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| AMPRION GMBH                                                                    | AMPRION GMBH EUR REG S SR UNSEC (B) 3.88% 06-05-36                                                 | CUSIP: N/A<br>LEI: 529900ZIV0ETYHYZM863       | Long             | DBT              | CORP              | DE        |      6100000 | PA      | $6900963.74   | 0.07%             | 2036-06-05      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                          | ASIAN DEVELOPMENT BANK INR SR UNSEC 6.72% 02-08-28                                                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | NUSS              | PH        |    918700000 | PA      | $9489564.78   | 0.10%             | 2028-02-08      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                  | EUROPEAN UNION REG S SR UNSEC EUR (B) 2.875% 12-06-27                                              | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |      2270000 | PA      | $2628646.63   | 0.03%             | 2027-12-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AECOM                                                                           | AECOM 144A LIFE SR UNSEC 6.0% 08-01-33                                                             | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |        35000 | PA      | $34993.91     | 0.00%             | 2033-08-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                           | ATHENE GLOBAL FUNDING GIC 144A LIFE SR UNSEC 5.543% 08-22-35                                       | CUSIP: 04685A4S7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |       361000 | PA      | $354627.99    | 0.00%             | 2035-08-22      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| AIR FRANCE-KLM                                                                  | AIR FRANCE-KLM EUR REG S SR UNSEC (B) 3.75% 09-04-30                                               | CUSIP: N/A<br>LEI: 969500AQW31GYO8JZD66       | Long             | DBT              | CORP              | FR        |      3900000 | PA      | $4310440.34   | 0.04%             | 2030-09-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ADT SECURITY CORP                                                               | ADT SECURITY CORP 144A LIFE SR SEC 1ST LIEN 5.875% 10-15-33                                        | CUSIP: 00109LAB9<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |       350000 | PA      | $339325.00    | 0.00%             | 2033-10-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                            | FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 2.4% 09-24-28                              | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      4520000 | PA      | $5164360.95   | 0.05%             | 2028-09-24      | Fixed         | 2.40%                 | Yes           |                  2 | On Loan: No      |
| MINISTERIES VAN DE VLAAMSE GEMEENSCHAP                                          | MINISTERIES VAN DE VLAAMSE GEMEENSCHAP EUR REG S 2.375% 11-27-28                                   | CUSIP: N/A<br>LEI: 9676003JDGYZ0V9FF348       | Long             | DBT              | NUSS              | BE        |       800000 | PA      | $911547.70    | 0.01%             | 2028-11-27      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                   | BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE EUR REG S (B) 0.0% 08-15-50                               | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     25740000 | PA      | $13055558.22  | 0.13%             | 2050-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GABON REPUBLIC OF (GOVERNMENT)                                                  | GABON GOVERNMENT INTERNATIONAL BOND REG S SF 6.625% 02-06-31                                       | CUSIP: N/A<br>LEI: 213800XA7X746GRPXA35       | Long             | DBT              | NUSS              | GA        |       326000 | PA      | $273069.66    | 0.00%             | 2031-02-06      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| HELLENIC REPUBLIC TREASURY BILL                                                 | HELLENIC REPUBLIC GOVERNMENT BOND EUR 144A LIFE/REG S 1.5% 06-18-30                                | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |      4320000 | PA      | $4687159.49   | 0.05%             | 2030-06-18      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| HELLENIC REPUBLIC TREASURY BILL                                                 | HELLENIC REPUBLIC GOVERNMENT BOND EUR REG S 144A 0.75% 06-18-31                                    | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |      9150000 | PA      | $9352412.90   | 0.10%             | 2031-06-18      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                   | BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE EUR REG S (B) 0.0% 05-15-36                               | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |       830000 | PA      | $706544.22    | 0.01%             | 2036-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                   | BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE EUR REG S (B) 0.0% 08-15-31                               | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |       900000 | PA      | $900192.28    | 0.01%             | 2031-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| IRB INFRASTRUCTURE DEVELOPERS LTD                                               | IRB INFRASTRUCTURE DEVELOPERS LTD 144A LIFE SR SEC 1ST LIEN SF 7.11% 03-11-32                      | CUSIP: 449881AA9<br>LEI: 335800XGO3AITGW6AK27 | Long             | DBT              | CORP              | IN        |      4650000 | PA      | $4671059.85   | 0.05%             | 2032-03-11      | Fixed         | 7.11%                 | Yes           |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                     | IMPERIAL BRANDS FINANCE PLC 144A LIFE SR UNSEC 5.875% 07-01-34                                     | CUSIP: 45262BAH6<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |      1500000 | PA      | $1543482.00   | 0.02%             | 2034-07-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| EUROPEAN BANK FOR RECONSTRUCTION AND DEVELOPMENT                                | EUROPEAN BANK FOR RECONSTRUCTION A 6.875% 07-30-31                                                 | CUSIP: N/A<br>LEI: 549300HTGDOVDU6OGK19       | Long             | DBT              | NUSS              | GB        |    174000000 | PA      | $1796415.45   | 0.02%             | 2031-07-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                        | EUROPEAN INVESTMENT BANK 7.4% 10-23-33                                                             | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | NUSS              | LU        |   1194200000 | PA      | $12176719.74  | 0.12%             | 2033-10-23      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| HUNGARY (REPUBLIC OF)                                                           | HUNGARY GOVERNMENT BOND HUF 4.5% 05-27-32                                                          | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |  11705590000 | PA      | $30662620.94  | 0.31%             | 2032-05-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HUNGARY (REPUBLIC OF)                                                           | HUNGARY GOVERNMENT INTERNATIONAL BOND 144A LIFE 6.25% 09-22-32                                     | CUSIP: 445545AS5<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       760000 | PA      | $793051.64    | 0.01%             | 2032-09-22      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                        | EUROPEAN INVESTMENT BANK 6.95% 03-01-29                                                            | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | NUSS              | LU        |    378300000 | PA      | $3882154.99   | 0.04%             | 2029-03-01      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| EUROPEAN BANK FOR RECONSTRUCTION AND DEVELOPMENT                                | EUROPEAN BANK FOR RECONSTRUCTION A 6.75% 01-13-32                                                  | CUSIP: N/A<br>LEI: 549300HTGDOVDU6OGK19       | Long             | DBT              | NUSS              | GB        |   3739700000 | PA      | $37998178.99  | 0.39%             | 2032-01-13      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HUNGARY (REPUBLIC OF)                                                           | HUNGARY GOVERNMENT INTERNATIONAL BOND EUR REG S 5.375% 09-12-33                                    | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |       600000 | PA      | $728668.88    | 0.01%             | 2033-09-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HUNGARY (REPUBLIC OF)                                                           | HUNGARY GOVERNMENT INTERNATIONAL BOND 144A LIFE 5.5% 03-26-36                                      | CUSIP: 445545AU0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       975000 | PA      | $951431.33    | 0.01%             | 2036-03-26      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY (REPUBLIC OF)                                                           | HUNGARY GOVERNMENT BOND HUF 7.0% 10-24-35                                                          | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |    895130000 | PA      | $2664526.50   | 0.03%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY (REPUBLIC OF)                                                           | HUNGARY GOVERNMENT INTERNATIONAL BOND EUR REG S 4.875% 03-22-40                                    | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |      1465000 | PA      | $1667359.97   | 0.02%             | 2040-03-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HUNGARY (REPUBLIC OF)                                                           | HUNGARY GOVERNMENT INTERNATIONAL BOND 144A LIFE 5.375% 09-26-30                                    | CUSIP: 445545AV8<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      3910000 | PA      | $3942073.73   | 0.04%             | 2030-09-26      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                     | MEXICO GOVERNMENT INTERNATIONAL BOND 6.338% 05-04-53                                               | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      3120000 | PA      | $2909400.00   | 0.03%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                  | EUROPEAN UNION 2.78% 12-13-32                                                                      | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |      9616450 | PA      | $10859813.80  | 0.11%             | 2032-12-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                  | EUROPEAN UNION REG S SR UNSEC EUR (B) 2.5% 10-14-30                                                | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |      5820000 | PA      | $6598560.44   | 0.07%             | 2030-10-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                  | EUROPEAN UNION REG S SR UNSEC EUR (B) 4.0% 10-12-55                                                | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |     25310000 | PA      | $28774613.29  | 0.29%             | 2055-10-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                  | EUROPEAN UNION 3.625% 12-12-40                                                                     | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |     64260000 | PA      | $72637233.68  | 0.74%             | 2040-12-12      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                                                       | ALIBABA GROUP HOLDING LTD SR UNSEC 5.62% 11-26-54                                                  | CUSIP: 01609WBQ4<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | HK        |       200000 | PA      | $199228.80    | 0.00%             | 2054-11-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                                                       | ALIBABA GROUP HOLDING LTD SR UNSEC 5.25% 05-26-35                                                  | CUSIP: 01609WBP6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | HK        |       395000 | PA      | $405978.63    | 0.00%             | 2035-05-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA (FRANCE)                                                       | ALTICE FRANCE SA 144A LIFE SR SEC 1ST LIEN 6.5% 04-15-32                                           | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      1061544 | PA      | $1006761.96   | 0.01%             | 2032-04-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| ALTICE FRANCE SA (FRANCE)                                                       | ALTICE FRANCE SA 144A LIFE SR SEC 1ST LIEN 6.875% 07-15-32                                         | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |       110000 | PA      | $104327.63    | 0.00%             | 2032-07-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES INC                                                        | ALBERTSONS COS INC 144A LIFE SR UNSEC 5.5% 03-31-31                                                | CUSIP: 01309QAC2<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |       530000 | PA      | $524658.66    | 0.01%             | 2031-03-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES INC                                                        | ALBERTSONS COS INC 144A LIFE SR UNSEC 5.75% 03-31-34                                               | CUSIP: 01309QAD0<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |      2035000 | PA      | $1993477.86   | 0.02%             | 2034-03-31      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.875% 05-31-27                                                        | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      5000000 | PA      | $5004004.00   | 0.05%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.75% 06-30-27                                                         | CUSIP: 91282CNL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     13833500 | PA      | $13824043.42  | 0.14%             | 2027-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.875% 06-30-30                                                        | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    162257000 | PA      | $162041506.48 | 1.65%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.0% 07-31-32                                                          | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2305300 | PA      | $2294133.59   | 0.02%             | 2032-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                  | EUROPEAN UNION 2.375% 07-12-29                                                                     | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |      1830000 | PA      | $2083839.13   | 0.02%             | 2029-07-12      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                  | EUROPEAN UNION 3.25% 12-12-36                                                                      | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |      4730000 | PA      | $5344192.00   | 0.05%             | 2036-12-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                  | EUROPEAN UNION REG S SR UNSEC EUR (B) 0.0% 07-04-35                                                | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |      1355000 | PA      | $1156435.17   | 0.01%             | 2035-07-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                        | EUROPEAN INVESTMENT BANK EUR REG S (B) 0.0% 01-14-31                                               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | NUSS              | LU        |      2020000 | PA      | $2035259.99   | 0.02%             | 2031-01-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.25% 08-15-35                                                         | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1070000 | PA      | $1066154.63   | 0.01%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.75% 08-15-55                                                         | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        90000 | PA      | $87672.65     | 0.00%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.875% 08-15-45                                                        | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       359200 | PA      | $357909.11    | 0.00%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.62% 08-31-27                                                         | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    176500000 | PA      | $176021120.20 | 1.80%             | 2027-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                  | EUROPEAN UNION REG S SR UNSEC EUR (B) 0.0% 06-02-28                                                | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |     19680000 | PA      | $21445446.47  | 0.22%             | 2028-06-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                  | EUROPEAN UNION REG S UNSEC EUR (B) 0.0% 07-04-31                                                   | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |      4680000 | PA      | $4634809.19   | 0.05%             | 2031-07-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.625% 08-31-30                                                        | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     10002200 | PA      | $9881470.45   | 0.10%             | 2030-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.5% 09-30-27                                                          | CUSIP: 91282CPB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      4527000 | PA      | $4505514.41   | 0.05%             | 2027-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                                              | OSAIC HOLDINGS INC 144A LIFE SR UNSEC 8.0% 08-01-33                                                | CUSIP: 00791GAC1<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |      1634000 | PA      | $1614419.78   | 0.02%             | 2033-08-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                            | ONEMAIN FINANCE CORP SR UNSEC 6.125% 05-15-30                                                      | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       198000 | PA      | $193748.15    | 0.00%             | 2030-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                            | ONEMAIN FINANCE CORP SR UNSEC 6.5% 03-15-33                                                        | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       230000 | PA      | $220073.43    | 0.00%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SEK FWD SALE TO USD 4/13/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $20518.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SEK FWD PUR FROM USD 6/17/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-90734.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.625% 09-30-30                                                        | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1752000 | PA      | $1730510.67   | 0.02%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| STATE OF VICTORIA AUSTRALIA                                                     | TREASURY CORP OF VICTORIA EUR REG S 3.625% 09-29-40                                                | CUSIP: N/A<br>LEI: 98450066F0AF9A5F9744       | Long             | DBT              | NUSS              | AU        |     12420000 | PA      | $14044971.95  | 0.14%             | 2040-09-29      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.0% 11-15-35                                                          | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      6219900 | PA      | $6068289.94   | 0.06%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.5% 11-15-28                                                          | CUSIP: 91282CPK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       410000 | PA      | $406732.79    | 0.00%             | 2028-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.625% 11-15-55                                                        | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     10652300 | PA      | $10172946.50  | 0.10%             | 2055-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.625% 11-15-45                                                        | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       179900 | PA      | $173448.89    | 0.00%             | 2045-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MALAYSIA (GOVERNMENT)                                                           | MALAYSIA GOVERNMENT BOND MYR 3.519% 04-20-28                                                       | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      5000000 | PA      | $1242422.82   | 0.01%             | 2028-04-20      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| MALAYSIA (GOVERNMENT)                                                           | MALAYSIA GOVERNMENT BOND MYR 4.054% 04-18-39                                                       | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      1210000 | PA      | $303524.42    | 0.00%             | 2039-04-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.5% 11-30-30                                                          | CUSIP: 91282CPN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       504900 | PA      | $495689.51    | 0.01%             | 2030-11-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.375% 11-30-27                                                        | CUSIP: 91282CPL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       597000 | PA      | $592674.08    | 0.01%             | 2027-11-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.75% 11-30-32                                                         | CUSIP: 91282CPM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       375600 | PA      | $367633.19    | 0.00%             | 2032-11-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.5% 12-15-28                                                          | CUSIP: 91282CPP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       410400 | PA      | $407065.50    | 0.00%             | 2028-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MALAYSIA (GOVERNMENT)                                                           | MALAYSIA GOVERNMENT BOND MYR 4.18% 05-16-44                                                        | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     68093000 | PA      | $17204270.76  | 0.18%             | 2044-05-16      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| MOROCCO (KINGDOM OF)                                                            | MOROCCO GOVERNMENT INTERNATIONAL BOND EUR 144A LIFE 4.75% 04-02-35                                 | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |       900000 | PA      | $1028145.92   | 0.01%             | 2035-04-02      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| MALAYSIA (GOVERNMENT)                                                           | MALAYSIA GOVERNMENT BOND MYR 3.336% 05-15-30                                                       | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      2000000 | PA      | $493198.32    | 0.01%             | 2030-05-15      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                     | MEXICO GOVERNMENT INTERNATIONAL BOND EUR 4.5% 03-19-34                                             | CUSIP: 91087BBN9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       595000 | PA      | $670943.25    | 0.01%             | 2034-03-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                                      | BRAZIL NOTAS DO TESOURO NACIONAL SERIE F BRL 10.0% 01-01-27                                        | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |        45865 | PA      | $8638202.15   | 0.09%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                                      | BRAZIL NOTAS DO TESOURO NACIONAL SERIE F BRL 10.0% 01-01-29                                        | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |        10300 | PA      | $1835198.77   | 0.02%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                             | SGD FWD SALE TO USD 6/17/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $109682.21    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SEK FWD PUR FROM USD 4/1/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $158617.98    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SEK FWD SALE TO USD 5/7/2026                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-160754.49   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | TRY FWD PUR FROM USD 4/2/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $9107.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BMO 2024-5C8                                                                    | BMO 2024-5C8 AS FRN 12-15-57                                                                       | CUSIP: 09661XAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7580000 | PA      | $7804330.10   | 0.08%             | 2057-12-15      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| CLAST 2025-1A                                                                   | CLAST 2025-1A A 144A 5.783% 02-15-50                                                               | CUSIP: 14856VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4242447 | PA      | $4277917.75   | 0.04%             | 2050-02-15      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | THB FWD SALE TO USD 6/17/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $190967.93    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | TRY FWD SALE TO USD 4/2/2026                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-7761.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | THB FWD SALE TO USD 4/24/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $6570.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EVGRN 2025-CRT5                                                                 | EVGRN 2025-CRT5 B 144A 5.24% 05-15-29                                                              | CUSIP: 30023JCX4<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-O            | CORP              | US        |       845000 | PA      | $852704.71    | 0.01%             | 2029-05-15      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| EQS 2025-2M                                                                     | EQS 2025-2M C 144A 8.77% 03-27-34                                                                  | CUSIP: 69122AAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       964974 | PA      | $979949.32    | 0.01%             | 2034-03-27      | Fixed         | 8.77%                 | Yes           |                  2 | On Loan: No      |
| NIGERIA (FEDERAL REPUBLIC OF)                                                   | NIGERIA GOVERNMENT INTERNATIONAL BOND REG S 8.25% 09-28-51                                         | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |       670000 | PA      | $645361.42    | 0.01%             | 2051-09-28      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| STATE OF NEW SOUTH WALES AUSTRALIA                                              | NEW SOUTH WALES TREASURY CORP AUD REG S 4.25% 02-20-36                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     44039200 | PA      | $27364592.34  | 0.28%             | 2036-02-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NORWAY KINGDOM OF (GOVERNMENT)                                                  | NORWAY GOVERNMENT BOND NOK 144A LIFE/REG S 3.625% 04-13-34                                         | CUSIP: N/A<br>LEI: 549300L0BT3FJTN9MX24       | Long             | DBT              | NUSS              | NO        |    222720000 | PA      | $21922172.11  | 0.22%             | 2034-04-13      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT INFLATION LINKED BOND                                    | NEW ZEALAND GOVERNMENT BOND NZD 5.0% 05-15-54                                                      | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |       192000 | PA      | $104884.90    | 0.00%             | 2054-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PORTUGAL (REPUBLIC OF)                                                          | PORTUGAL OBRIGACOES DO TESOURO OT EUR 144A LIFE/REG S 3.875% 02-15-30                              | CUSIP: N/A<br>LEI: 549300P6U1FJ3IMP7K42       | Long             | DBT              | NUSS              | PT        |       320000 | PA      | $384868.46    | 0.00%             | 2030-02-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| QUEBEC (PROVINCE OF)                                                            | PROVINCE OF QUEBEC CANADA GBP REG S (B) 2.25% 09-15-26                                             | CUSIP: N/A<br>LEI: 549300WN65YFEQH74Y36       | Long             | DBT              | NUSS              | CA        |     18480000 | PA      | $24254687.43  | 0.25%             | 2026-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA (REPUBLIC OF)                                                      | REPUBLIC OF SOUTH AFRICA GOVERNMENT BOND ZAR 8.875% 02-28-35                                       | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |     16520000 | PA      | $960046.68    | 0.01%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA (REPUBLIC OF)                                                      | REPUBLIC OF SOUTH AFRICA GOVERNMENT BOND ZAR 9.0% 01-31-40                                         | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    296565600 | PA      | $16477015.61  | 0.17%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA (REPUBLIC OF)                                                      | REPUBLIC OF SOUTH AFRICA GOVERNMENT INTERNATIONAL BOND 4.3% 10-12-28                               | CUSIP: 836205AU8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      1034000 | PA      | $1012731.65   | 0.01%             | 2028-10-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AUSTRIA (REPUBLIC OF)                                                           | REPUBLIC OF AUSTRIA GOVERNMENT BOND EUR 144A LIFE/REG S (B) 3.8% 01-26-62                          | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |        30000 | PA      | $34704.49     | 0.00%             | 2062-01-26      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| GCI FUNDING I LLC GCI_21-1                                                      | GCI 2021-1 A 144A 2.38% 06-18-46                                                                   | CUSIP: 36166VAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4593895 | PA      | $4217898.25   | 0.04%             | 2046-06-18      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_23-1                                      | HERTZ 2023-1A C 144A 6.91% 06-25-27                                                                | CUSIP: 42806MBU2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1000000 | PA      | $1001992.00   | 0.01%             | 2027-06-25      | Fixed         | 6.91%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_24-1                                          | HERTZ 2024-1A A 144A 5.44% 01-25-29                                                                | CUSIP: 42806MCK3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1689000 | PA      | $1713993.82   | 0.02%             | 2029-01-25      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_25-1                                      | HERTZ 2025-1A A 144A 4.91% 09-25-29                                                                | CUSIP: 42806MCT4<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |      7096000 | PA      | $7156500.50   | 0.07%             | 2029-09-25      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST LADAR_23-4                                           | LADAR 2023-4A B 144A 6.39% 10-16-28                                                                | CUSIP: 50571AAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1250000 | PA      | $1264217.50   | 0.01%             | 2028-10-16      | Fixed         | 6.39%                 | Yes           |                  2 | On Loan: No      |
| LADAR 2024-3A                                                                   | LADAR 2024-3A A3 144A 4.52% 03-15-29                                                               | CUSIP: 505709AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1446317 | PA      | $1449569.74   | 0.01%             | 2029-03-15      | Fixed         | 4.52%                 | Yes           |                  2 | On Loan: No      |
| MAGNE 2019-22A                                                                  | MAGNE 2019-22A ARR CLO 144A FRN 07-15-36                                                           | CUSIP: 55954HAW2<br>LEI: 5493000081NBXWGGSW23 | Long             | ABS-O            | CORP              | US        |      3695000 | PA      | $3695923.75   | 0.04%             | 2036-07-15      | Variable      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_24-A                                     | MLANE 2024-A A1 144A 6.2% 08-15-29                                                                 | CUSIP: 60510MAY4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7007000 | PA      | $7025323.31   | 0.07%             | 2029-08-15      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_24-A                                     | MLANE 2024-A B 144A 6.59% 08-15-29                                                                 | CUSIP: 60510MBA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3460000 | PA      | $3470044.38   | 0.04%             | 2029-08-15      | Fixed         | 6.59%                 | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_25-B                                     | MLANE 2025-B A 144A 5.06% 09-15-31                                                                 | CUSIP: 60510MBU1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6618000 | PA      | $6646794.92   | 0.07%             | 2031-09-15      | Fixed         | 5.06%                 | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_25-B                                     | MLANE 2025-B D 144A 5.8% 09-15-31                                                                  | CUSIP: 60510MBX5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2500000 | PA      | $2463980.00   | 0.03%             | 2031-09-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| MMP 2025-A                                                                      | MMP 2025-A B 144A 5.72% 12-15-31                                                                   | CUSIP: 55317QAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1243000 | PA      | $1256323.72   | 0.01%             | 2031-12-15      | Fixed         | 5.72%                 | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_25-C                                     | MLANE 2025-C A 144A 4.78% 12-16-30                                                                 | CUSIP: 60510MCA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2924000 | PA      | $2922985.37   | 0.03%             | 2030-12-16      | Fixed         | 4.78%                 | Yes           |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOWEGO                                                     | BANK GOSPODARSTWA KRAJOWEGO-WARSAW 144A LIFE SR UNSEC 5.75% 07-09-34                               | CUSIP: 06237MAC7<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | USGA              | PL        |      2140000 | PA      | $2211163.56   | 0.02%             | 2034-07-09      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOWEGO                                                     | BANK GOSPODARSTWA KRAJOWEGO-WARSAW 144A LIFE SR UNSEC 6.25% 07-09-54                               | CUSIP: 06237MAD5<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | USGA              | PL        |      2310000 | PA      | $2289166.11   | 0.02%             | 2054-07-09      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC SR UNSEC 5.15% 11-15-31                                                               | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      2211000 | PA      | $2268678.36   | 0.02%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                            | BOSTON PROPERTIES LP SR UNSEC 5.75% 01-15-35                                                       | CUSIP: 10112RBJ2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |      1555000 | PA      | $1547122.37   | 0.02%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO SOCIAL COOPERATIVO SA                                          | BANCO DE CREDITO SOCIAL COOPERATIVO SA EUR REG S SR UNSEC 4.125% 09-03-30/29                       | CUSIP: N/A<br>LEI: 95980020140005881190       | Long             | DBT              | CORP              | ES        |      6800000 | PA      | $7955889.43   | 0.08%             | 2030-09-03      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                   | BOEING CO SR UNSEC 7.008% 05-01-64                                                                 | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      1180000 | PA      | $1305732.54   | 0.01%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                   | BOEING CO SR UNSEC 6.528% 05-01-34                                                                 | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       131000 | PA      | $142758.56    | 0.00%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                   | BOEING CO SR UNSEC 6.858% 05-01-54                                                                 | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      1320000 | PA      | $1453947.00   | 0.01%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP                                                    | BANK OF NEW YORK MELLON CORP SR UNSEC 4.942% 02-11-31/30                                           | CUSIP: 06406RCB1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      3228000 | PA      | $3271197.10   | 0.03%             | 2031-02-11      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FINANCE (USA) LTD                                                  | BHP BILLITON FINANCE USA LTD SR UNSEC 5.3% 02-21-35                                                | CUSIP: 055451BL1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |      2320000 | PA      | $2362713.52   | 0.02%             | 2035-02-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP SR UNSEC 5.625% 08-15-35                                                          | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     24699000 | PA      | $25410973.37  | 0.26%             | 2035-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP SR UNSEC 6.25% 08-15-55                                                           | CUSIP: 05526DCD5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |       211000 | PA      | $213630.96    | 0.00%             | 2055-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC EUR REG S SUB 4.616% 03-26-37/32                                                      | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |     16010000 | PA      | $18575570.73  | 0.19%             | 2037-03-26      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC                                                                   | BLACKROCK INC EUR SR UNSEC 3.75% 07-18-35                                                          | CUSIP: N/A<br>LEI: 529900VBK42Y5HHRMD23       | Long             | DBT              | CORP              | US        |      1755000 | PA      | $2006718.32   | 0.02%             | 2035-07-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                                  | 1261229 BC LTD 144A LIFE SR SEC 1ST LIEN 10.0% 04-15-32                                            | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      2107000 | PA      | $2159019.72   | 0.02%             | 2032-04-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| BLOCK INC                                                                       | BLOCK INC SR UNSEC 6.5% 05-15-32                                                                   | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      1230000 | PA      | $1241999.88   | 0.01%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                                      | BRAZILIAN GOVERNMENT INTERNATIONAL BOND 5.5% 11-06-30                                              | CUSIP: 105756CM0<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      2320000 | PA      | $2362108.00   | 0.02%             | 2030-11-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                               | BROWN & BROWN INC SR UNSEC 5.25% 06-23-32                                                          | CUSIP: 115236AL5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1997520.00   | 0.02%             | 2032-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                               | BROWN & BROWN INC SR UNSEC 6.25% 06-23-55                                                          | CUSIP: 115236AN1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1996230.00   | 0.02%             | 2055-06-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO LLC                                                     | BEACH ACQUISITION BIDCO LLC 144A LIFE SR UNSEC PIK 10.0% 07-15-33                                  | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |       395268 | PA      | $421253.71    | 0.00%             | 2033-07-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| BOEING CO/THE                                                                   | BOEING CO SR UNSEC 5.805% 05-01-50                                                                 | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      1765000 | PA      | $1707355.10   | 0.02%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                   | BOEING CO SR UNSEC 5.15% 05-01-30                                                                  | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       421000 | PA      | $428199.10    | 0.00%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                            | BOSTON PROPERTIES LP SR UNSEC 3.25% 01-30-31                                                       | CUSIP: 10112RBD5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |       173000 | PA      | $159643.71    | 0.00%             | 2031-01-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CARPENTER TECHNOLOGY CORP                                                       | CARPENTER TECHNOLOGY CORP 144A LIFE SR UNSEC 5.625% 03-01-34                                       | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |       245000 | PA      | $243049.56    | 0.00%             | 2034-03-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                                            | COMMERCIAL METALS CO 144A LIFE SR UNSEC 5.75% 11-15-33                                             | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |       120000 | PA      | $118850.64    | 0.00%             | 2033-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD SALE TO USD 4/1/2026                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-4485.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD PUR FROM USD 5/8/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $4536.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NMEF 2025-A                                                                     | NMEF 2025-A A2 144A 4.72% 07-15-32                                                                 | CUSIP: 62919VAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2524720 | PA      | $2532584.56   | 0.03%             | 2032-07-15      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| PEAC 2025-1A                                                                    | PEAC 2025-1A A2 144A 4.94% 10-20-28                                                                | CUSIP: 69392HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2959813 | PA      | $2974321.93   | 0.03%             | 2028-10-20      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| PKAIR 2025-2                                                                    | PKAIR 2025-2 A 144A 4.75% 03-15-43                                                                 | CUSIP: 69291NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       235871 | PA      | $235051.94    | 0.00%             | 2043-03-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC SR UNSEC 5.2% 07-15-35                                                                | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      4022000 | PA      | $4054815.50   | 0.04%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FINANCE (USA) LTD                                                  | BHP BILLITON FINANCE USA LTD SR UNSEC 5.75% 09-05-55                                               | CUSIP: 055451BM9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |       767000 | PA      | $768020.88    | 0.01%             | 2055-09-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP SR UNSEC 4.625% 03-22-33                                                          | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      1716000 | PA      | $1680164.77   | 0.02%             | 2033-03-22      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | BANK OF AMERICA CORP SR UNSEC 1.898% 07-23-31/30                                                   | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      5557000 | PA      | $4950592.38   | 0.05%             | 2031-07-23      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC SR UNSEC 4.75% 04-15-29                                                               | CUSIP: 11135FBA8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      1950000 | PA      | $1972296.30   | 0.02%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                                     | BAUSCH HEALTH COS INC 144A LIFE SR UNSEC 5.25% 02-15-31                                            | CUSIP: 071734AL1<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |       580000 | PA      | $353800.00    | 0.00%             | 2031-02-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                            | BOSTON PROPERTIES LP SR UNSEC 2.55% 04-01-32                                                       | CUSIP: 10112RBE3<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |       881000 | PA      | $756379.03    | 0.01%             | 2032-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP FWD SALE TO USD 4/2/2026                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $351661.68    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP FWD SALE TO USD 6/5/2026                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $274005.95    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOYNE USA INC                                                                   | BOYNE USA INC 144A LIFE SR UNSEC 4.75% 05-15-29                                                    | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       765000 | PA      | $742433.27    | 0.01%             | 2029-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP PLC                                                       | BANK OF IRELAND GROUP PLC EUR REG S SUB 1.375% 08-11-31                                            | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | DBT              | CORP              | IE        |      4000000 | PA      | $4614583.20   | 0.05%             | 2031-08-11      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| AUSTRIA (REPUBLIC OF)                                                           | REPUBLIC OF AUSTRIA GOVERNMENT BOND EUR 144A LIFE/REG S (B) 1.5% 11-02-86                          | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |        30000 | PA      | $16771.67     | 0.00%             | 2086-11-02      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| SENEGAL (REPUBLIC OF)                                                           | SENEGAL GOVERNMENT INTERNATIONAL BOND REG S SF 6.25% 05-23-33                                      | CUSIP: N/A<br>LEI: 549300NP14ZLQGWIUZ97       | Long             | DBT              | NUSS              | SN        |       570000 | PA      | $305030.94    | 0.00%             | 2033-05-23      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| AUSTRIA (REPUBLIC OF)                                                           | REPUBLIC OF AUSTRIA GOVERNMENT BOND EUR 144A LIFE/REG S 2.1% 09-20-17                              | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |        50000 | PA      | $34441.61     | 0.00%             | 2117-09-20      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| KENYA (REPUBLIC OF)                                                             | REPUBLIC OF KENYA GOVERNMENT INTERNATIONAL BOND REG S 8.25% 02-28-48                               | CUSIP: N/A<br>LEI: 549300VVURQQYU45PR87       | Long             | DBT              | NUSS              | KE        |       500000 | PA      | $435927.00    | 0.00%             | 2048-02-28      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| CONSTELLATION OIL SERVICES HOLDING SA                                           | CONSTELLATION OIL SERVICES HOLDING SA 144A LIFE SR SEC 1ST LIEN SF 9.375% 11-07-29                 | CUSIP: 650921AA7<br>LEI: 54930059EGCX1QIQVD73 | Long             | DBT              | CORP              | LU        |       780000 | PA      | $811902.00    | 0.01%             | 2029-11-07      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                          | COLOMBIA GOVERNMENT INTERNATIONAL BOND 7.75% 11-07-36                                              | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      1180000 | PA      | $1208261.00   | 0.01%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                | CSC HOLDINGS LLC 144A LIFE SR UNSEC 5.5% 04-15-27                                                  | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |       250000 | PA      | $217123.50    | 0.00%             | 2027-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 6.532% 03-19-32                                                  | CUSIP: 345397G98<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      1470000 | PA      | $1509269.58   | 0.02%             | 2032-03-19      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                                                 | FAIR ISAAC CORP 144A LIFE SR UNSEC 6.0% 05-15-33                                                   | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |      1350000 | PA      | $1325458.35   | 0.01%             | 2033-05-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                                            | FLUTTER TREASURY DAC 144A LIFE 5.875% 06-04-31                                                     | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |       674000 | PA      | $668271.00    | 0.01%             | 2031-06-04      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                                     | HONEYWELL INTERNATIONAL INC EUR SR UNSEC 0.75% 03-10-32                                            | CUSIP: 438516BY1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      1990000 | PA      | $1954743.06   | 0.02%             | 2032-03-10      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC SR UNSEC 4.95% 03-31-30                                                          | CUSIP: 404280CF4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      2300000 | PA      | $2327609.20   | 0.02%             | 2030-03-31      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                                          | HARVEST MIDSTREAM I LP 144A SR UNSEC 7.5% 09-01-28                                                 | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |       587000 | PA      | $593017.34    | 0.01%             | 2028-09-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                                           | HILTON DOMESTIC OPERATING CO INC 144A LIFE SR UNSEC 4.0% 05-01-31                                  | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |       885000 | PA      | $831306.17    | 0.01%             | 2031-05-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| HOWARD HUGHES CORP/THE                                                          | HOWARD HUGHES CORP 144A LIFE SR UNSEC 4.125% 02-01-29                                              | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |       584000 | PA      | $552860.54    | 0.01%             | 2029-02-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| HOWARD HUGHES CORP/THE                                                          | HOWARD HUGHES CORP 144A LIFE SR UNSEC 4.375% 02-01-31                                              | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |      1155000 | PA      | $1061277.53   | 0.01%             | 2031-02-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | GBP FWD PUR FROM USD 4/1/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-1784.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP FWD SALE TO USD 4/1/2026                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $71945.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP FWD SALE TO EUR 4/13/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $298221.99    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS CO                                                               | CONOCOPHILLIPS CO SR UNSEC 5.5% 01-15-55                                                           | CUSIP: 20826FBM7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |       975000 | PA      | $932175.08    | 0.01%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                              | CANADIAN IMPERIAL BANK OF COMMERCE SR UNSEC 5.245% 01-13-31/30                                     | CUSIP: 13607PVQ4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      6122000 | PA      | $6248584.59   | 0.06%             | 2031-01-13      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| SENEGAL (REPUBLIC OF)                                                           | SENEGAL GOVERNMENT INTERNATIONAL BOND EUR REG S SF 4.75% 03-13-28                                  | CUSIP: N/A<br>LEI: 549300NP14ZLQGWIUZ97       | Long             | DBT              | NUSS              | SN        |       460000 | PA      | $335088.15    | 0.00%             | 2028-03-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA (REPUBLIC OF)                                                      | REPUBLIC OF SOUTH AFRICA GOVERNMENT BOND ZAR 7.0% 02-28-31                                         | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |      6000000 | PA      | $332578.98    | 0.00%             | 2031-02-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                                           | ROMANIAN GOVERNMENT INTERNATIONAL BOND 144A LIFE 7.625% 01-17-53                                   | CUSIP: 77586RAS9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       346000 | PA      | $363901.69    | 0.00%             | 2053-01-17      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                                           | ROMANIA GOVERNMENT BOND RON 7.2% 05-31-27                                                          | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      6700000 | PA      | $1529352.68   | 0.02%             | 2027-05-31      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA (REPUBLIC OF)                                                      | REPUBLIC OF SOUTH AFRICA GOVERNMENT INTERNATIONAL BOND 144A LIFE 7.25% 12-11-55                    | CUSIP: 836205BJ2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |       290000 | PA      | $265675.67    | 0.00%             | 2055-12-11      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.625% 05-31-27                                                        | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2170000 | PA      | $2141052.63   | 0.02%             | 2027-05-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.25% 06-30-29                                                         | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1700000 | PA      | $1669652.28   | 0.02%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.75% 07-31-27                                                         | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3900000 | PA      | $3846070.41   | 0.04%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.0% 08-15-52                                                          | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1843000 | PA      | $1309681.88   | 0.01%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| THAILAND (KINGDOM OF)                                                           | THAILAND GVT THB BOND 3.45% 06-17-43                                                               | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |     56548000 | PA      | $1793178.79   | 0.02%             | 2043-06-17      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.25% 02-28-31                                                         | CUSIP: 91282CKC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1900000 | PA      | $1925011.79   | 0.02%             | 2031-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 2.125% 02-15-54                                 | CUSIP: 912810TY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     21625341 | PA      | $19037066.36  | 0.19%             | 2054-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.375% 11-15-49                                                        | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       257900 | PA      | $164310.51    | 0.00%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.0% 02-15-50                                                          | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     20560300 | PA      | $11966738.14  | 0.12%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 1.5% 02-15-30                                                          | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       240000 | PA      | $219675.00    | 0.00%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 0.625% 05-15-30                                                        | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     17633700 | PA      | $15447396.29  | 0.16%             | 2030-05-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.125% 03-31-31                                                        | CUSIP: 91282CKF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1900000 | PA      | $1913804.64   | 0.02%             | 2031-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 1.25% 05-15-50                                                         | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     12110000 | PA      | $5746574.04   | 0.06%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 1.125% 08-15-40                                                        | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2473100 | PA      | $1541243.83   | 0.02%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| THAILAND (KINGDOM OF)                                                           | THAILAND GOVERNMENT BOND THB 1.585% 12-17-35                                                       | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |     88000000 | PA      | $2557164.23   | 0.03%             | 2035-12-17      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| THAILAND (KINGDOM OF)                                                           | THAILAND GVT THB BOND 2.0% 06-17-42                                                                | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |     20009000 | PA      | $534096.71    | 0.01%             | 2042-06-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                                           | HIGHTOWER HOLDING LLC 144A LIFE SR UNSEC 6.75% 04-15-29                                            | CUSIP: 43118DAA8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |       830000 | PA      | $815636.02    | 0.01%             | 2029-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                         | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 2.0% 06-15-28                                           | CUSIP: 44891ABX4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      2187000 | PA      | $2069103.20   | 0.02%             | 2028-06-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 1.875% 02-15-51                                                        | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1761900 | PA      | $977992.28    | 0.01%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 1.875% 02-15-41                                                        | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     11035800 | PA      | $7644878.29   | 0.08%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 02-15-51                                 | CUSIP: 912810SV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     18314445 | PA      | $9717381.00   | 0.10%             | 2051-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.25% 05-15-41                                                         | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      7921600 | PA      | $5772866.00   | 0.06%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                   | CARNIVAL CORP 144A LIFE SR UNSEC 6.12% 02-15-33                                                    | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |       410000 | PA      | $414317.30    | 0.00%             | 2033-02-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                            | CLEVELAND-CLIFFS INC 144A LIFE SR UNSEC 7.5% 09-15-31                                              | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |       250000 | PA      | $249595.75    | 0.00%             | 2031-09-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 1.75% 08-15-41                                                         | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      9092600 | PA      | $6078544.94   | 0.06%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 1.25% 09-30-28                                                         | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3000000 | PA      | $2818007.70   | 0.03%             | 2028-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                                 | CMS ENERGY CORP SUB (H) 6.5% 06-01-55/35                                                           | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |       450000 | PA      | $458329.50    | 0.00%             | 2055-06-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                        | CSX CORP SR UNSEC 5.05% 06-15-35                                                                   | CUSIP: 126408HZ9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |       450000 | PA      | $451832.40    | 0.00%             | 2035-06-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CIKARANG LISTRINDO TBK PT                                                       | CIKARANG LISTRINDO TBK PT REG S SR UNSEC 5.65% 03-12-35                                            | CUSIP: N/A<br>LEI: 254900NPCIO562Z7FN53       | Long             | DBT              | CORP              | ID        |       200000 | PA      | $198181.00    | 0.00%             | 2035-03-12      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                     | CANADIAN PACIFIC RAILWAY CO SR UNSEC 5.2% 03-30-35                                                 | CUSIP: 13645RBK9<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |       546000 | PA      | $556126.12    | 0.01%             | 2035-03-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                     | CANADIAN PACIFIC RAILWAY CO SR UNSEC 4.8% 03-30-30                                                 | CUSIP: 13645RBJ2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      3557000 | PA      | $3603742.54   | 0.04%             | 2030-03-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP                                                            | CAPSTONE COPPER CORP 144A LIFE SR UNSEC 6.75% 03-31-33                                             | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |       150000 | PA      | $149151.60    | 0.00%             | 2033-03-31      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 1.125% 10-31-26                                                        | CUSIP: 91282CDG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1550000 | PA      | $1526537.96   | 0.02%             | 2026-10-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.0% 11-15-41                                                          | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       668700 | PA      | $462291.10    | 0.00%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                          | COLOMBIA GOVERNMENT INTERNATIONAL BOND 7.375% 04-25-30                                             | CUSIP: 195325ER2<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      9236000 | PA      | $9597404.68   | 0.10%             | 2030-04-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP SR UNSEC 6.05% 05-15-55                                                               | CUSIP: 20030NEQ0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      1200000 | PA      | $1188448.80   | 0.01%             | 2055-05-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                     | CITIBANK NA SR UNSEC 4.914% 05-29-30                                                               | CUSIP: 17325FBP2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |      1375000 | PA      | $1396742.88   | 0.01%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                                   | COREWEAVE INC 144A LIFE SR UNSEC 9.25% 06-01-30                                                    | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |       175000 | PA      | $170207.45    | 0.00%             | 2030-06-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.25% 02-15-52                                                         | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     45870000 | PA      | $27636675.00  | 0.28%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.5% 03-31-27                                                          | CUSIP: 91282CEF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3852500 | PA      | $3807955.47   | 0.04%             | 2027-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.25% 05-15-42                                                         | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      4936500 | PA      | $4067598.99   | 0.04%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| STATE OF VICTORIA AUSTRALIA                                                     | TREASURY CORP OF VICTORIA AUD 5.5% 09-15-39                                                        | CUSIP: N/A<br>LEI: 98450066F0AF9A5F9744       | Long             | DBT              | NUSS              | AU        |    117462000 | PA      | $77535369.88  | 0.79%             | 2039-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                         | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 1.5% 06-15-26                                           | CUSIP: 44891ABW6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      3387000 | PA      | $3366732.19   | 0.03%             | 2026-06-15      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                                             | HILCORP ENERGY I LP 144A LIFE SR UNSEC 6.0% 04-15-30                                               | CUSIP: 431318AY0<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |       660000 | PA      | $642842.64    | 0.01%             | 2030-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)               | UNITED KINGDOM GILT GBP REG S 4.25% 06-07-32                                                       | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      9500000 | PA      | $12393621.94  | 0.13%             | 2032-06-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)               | UNITED KINGDOM GILT GBP REG S 2.5% 07-22-65                                                        | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     22070000 | PA      | $15319922.12  | 0.16%             | 2065-07-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC SR UNSEC 4.755% 06-09-28/27                                                      | CUSIP: 404280DF3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     21000000 | PA      | $21049245.00  | 0.21%             | 2028-06-09      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| HEINEKEN NV                                                                     | HEINEKEN NV EUR REG S SR UNSEC (B) 4.125% 03-23-35                                                 | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | DBT              | CORP              | NL        |       770000 | PA      | $905180.86    | 0.01%             | 2035-03-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                         | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 5.6% 03-30-28                                           | CUSIP: 44891ACD7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      1600000 | PA      | $1630200.00   | 0.02%             | 2028-03-30      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                           | HUB INTERNATIONAL LTD 144A LIFE SR SEC 1ST LIEN 7.25% 06-15-30                                     | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |       198000 | PA      | $202945.84    | 0.00%             | 2030-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                                                          | CACI INTERNATIONAL INC 144A LIFE SR UNSEC 6.375% 06-15-33                                          | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |       235000 | PA      | $239374.76    | 0.00%             | 2033-06-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                            | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 6.384% 10-23-35                               | CUSIP: 161175AZ7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |       780000 | PA      | $792610.26    | 0.01%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                | CCO HOLDINGS LLC 144A SR UNSEC 5.125% 05-01-27                                                     | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       140000 | PA      | $139934.06    | 0.00%             | 2027-05-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                | CCO HOLDINGS LLC 144A SR UNSEC 5.0% 02-01-28                                                       | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       250000 | PA      | $248098.75    | 0.00%             | 2028-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUMINATING CO                                              | CLEVELAND ELECTRIC ILLUMINATING CO 144A LIFE SR UNSEC 3.5% 04-01-28                                | CUSIP: 186108CK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1069000 | PA      | $1047463.93   | 0.01%             | 2028-04-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| CSX CORP                                                                        | CSX CORP SR UNSEC 4.25% 03-15-29                                                                   | CUSIP: 126408HM8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |      2505000 | PA      | $2503191.39   | 0.03%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP SR UNSEC 3.25% 08-15-29                                                            | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      1023000 | PA      | $980505.60    | 0.01%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                | CCO HOLDINGS LLC 144A SR UNSEC 4.75% 03-01-30                                                      | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       495000 | PA      | $470004.48    | 0.00%             | 2030-03-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CK HUTCHISON INTERNATIONAL (19) (II) LTD                                        | CK HUTCHISON INTERNATIONAL 19 II LTD REG S SR UNSEC 3.375% 09-06-49                                | CUSIP: N/A<br>LEI: 2549000ZHWNMHC09DR77       | Long             | DBT              | CORP              | KY        |       400000 | PA      | $287552.00    | 0.00%             | 2049-09-06      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                            | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 4.8% 03-01-50                                 | CUSIP: 161175BT0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |      6309000 | PA      | $4667764.12   | 0.05%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)               | UNITED KINGDOM GILT GBP REG S 3.5% 07-22-68                                                        | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |       170000 | PA      | $153188.17    | 0.00%             | 2068-07-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CAS 2023-R05                                                                    | CAS 2023-R05 1M1 144A FRN 06-25-43                                                                 | CUSIP: 207942AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2842280 | PA      | $2855428.55   | 0.03%             | 2043-06-25      | Variable      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| CAS 2023-R05                                                                    | CAS 2023-R05 1M2 144A FRN 06-25-43                                                                 | CUSIP: 207942AB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1957000 | PA      | $2030816.08   | 0.02%             | 2043-06-25      | Variable      | 6.76%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES TRUST CAS_23-R06                       | CAS 2023-R06 1M1 144A FRN 07-25-43                                                                 | CUSIP: 20754EAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3755079 | PA      | $3761868.02   | 0.04%             | 2043-07-25      | Variable      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| CSN INOVA VENTURES                                                              | CSN INOVA VENTURES REG S SR UNSEC 6.75% 01-28-28                                                   | CUSIP: N/A<br>LEI: 222100R8R68DM7VM3661       | Long             | DBT              | CORP              | KY        |     42459000 | PA      | $31202269.92  | 0.32%             | 2028-01-28      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                | CCO HOLDINGS LLC 144A SR UNSEC 4.5% 08-15-30                                                       | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       388000 | PA      | $362818.41    | 0.00%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                         | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 6.5% 01-16-29                                           | CUSIP: 44891ACR6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |       853000 | PA      | $890717.95    | 0.01%             | 2029-01-16      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                                             | HILCORP ENERGY I LP 144A LIFE SR UNSEC 8.375% 11-01-33                                             | CUSIP: 431318BC7<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |        35000 | PA      | $36542.70     | 0.00%             | 2033-11-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC SUB 7.399% 11-13-34/33                                                           | CUSIP: 404280EC9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     16134000 | PA      | $17833603.96  | 0.18%             | 2034-11-13      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                         | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 5.3% 01-08-29                                           | CUSIP: 44891ACU9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |       975000 | PA      | $988566.15    | 0.01%             | 2029-01-08      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP EUR SR UNSEC 0.25% 05-20-27                                                           | CUSIP: 20030NDB4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      3350000 | PA      | $3755899.75   | 0.04%             | 2027-05-20      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                            | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 3.7% 04-01-51                                 | CUSIP: 161175BV5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |      4203000 | PA      | $2603813.14   | 0.03%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP LLC                                                           | JANE STREET GROUP 144A LIFE SR SEC 1ST LIEN 7.125% 04-30-31                                        | CUSIP: 47077WAC2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |        90000 | PA      | $92570.94     | 0.00%             | 2031-04-30      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 4.603% 10-22-30/29                                                    | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      5355000 | PA      | $5367412.89   | 0.05%             | 2030-10-22      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTERNATIONAL PLC / TYCO FIRE & SECURITY FINANCE SCA           | JOHNSON CONTROLS INTERNATIONAL PLC EUR SR UNSEC 3.125% 12-11-33                                    | CUSIP: 47837RAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1647126.14   | 0.02%             | 2033-12-11      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                               | JOHNSON & JOHNSON EUR SR UNSEC 3.35% 02-26-37                                                      | CUSIP: 478160DD3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      2550000 | PA      | $2834024.47   | 0.03%             | 2037-02-26      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 5.572% 04-22-36/35                                                    | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      6983000 | PA      | $7198600.13   | 0.07%             | 2036-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP LLC                                                           | JANE STREET GROUP 144A LIFE SR SEC 1ST LIEN 6.75% 05-01-33                                         | CUSIP: 47077WAE8<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |      1155000 | PA      | $1172646.09   | 0.01%             | 2033-05-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| MISC CAPITAL TWO (LABUAN) LTD                                                   | MISC CAPITAL TWO LABUAN LTD REG S SR UNSEC 3.75% 04-06-27                                          | CUSIP: N/A<br>LEI: 9845000ED8376T875113       | Long             | DBT              | CORP              | MY        |       200000 | PA      | $198257.80    | 0.00%             | 2027-04-06      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| MISC CAPITAL TWO (LABUAN) LTD                                                   | MISC CAPITAL TWO LABUAN LTD 144A LIFE SR UNSEC 3.75% 04-06-27                                      | CUSIP: 60475DAB7<br>LEI: 9845000ED8376T875113 | Long             | DBT              | CORP              | MY        |     10209000 | PA      | $10120069.40  | 0.10%             | 2027-04-06      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                           | MINERAL RESOURCES LTD 144A LIFE SR UNSEC 8.0% 11-01-27                                             | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |       661000 | PA      | $670035.21    | 0.01%             | 2027-11-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| MINEJESA CAPITAL BV                                                             | MINEJESA CAPITAL BV 144A LIFE SR SEC 1ST LIEN SF 5.625% 08-10-37                                   | CUSIP: 602736AB6<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $286318.50    | 0.00%             | 2037-08-10      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| AMS-OSRAM AG                                                                    | AMS-OSRAM AG 144A LIFE SR UNSEC 12.25% 03-30-29                                                    | CUSIP: 03217CAB2<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |       750000 | PA      | $798349.50    | 0.01%             | 2029-03-30      | Fixed         | 12.25%                | Yes           |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)               | UNITED KINGDOM GILT GBP REG S 1.125% 10-22-73                                                      | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |        90000 | PA      | $34962.89     | 0.00%             | 2073-10-22      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)               | UTD KINGDOM GILT GBP REG S 3.75% 01-29-38                                                          | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      2320000 | PA      | $2701841.07   | 0.03%             | 2038-01-29      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                                               | ALLIANT HOLDINGS INTERMEDIATE LLC 144A LIFE SR SEC 1ST LIEN 7.0% 01-15-31                          | CUSIP: 01883LAF0<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |       990000 | PA      | $998931.78    | 0.01%             | 2031-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| BELGIUM (KINGDOM OF)                                                            | KINGDOM OF BELGIUM GOVERNMENT BOND EUR 144A LIFE/REG S 3.5% 06-22-55                               | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |       410000 | PA      | $407831.36    | 0.00%             | 2055-06-22      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)               | UNITED KINGDOM GILT GBP REG S 3.25% 01-31-33                                                       | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      4230000 | PA      | $5142282.78   | 0.05%             | 2033-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMSR 2025-SFR1                                                                  | AMSR 2025-SFR1 A 144A 3.655% 06-17-42                                                              | CUSIP: 00182MAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3916000 | PA      | $3732464.91   | 0.04%             | 2042-06-17      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC                                                     | ION PLATFORM FINANCE US INC 144A LIFE SR SEC 1ST LIEN 4.625% 05-01-28                              | CUSIP: 46206AAC6<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |        25000 | PA      | $23341.08     | 0.00%             | 2028-05-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| EMBARQ LLC                                                                      | EMBARQ LLC SR UNSEC 7.995% 06-01-36                                                                | CUSIP: 29078EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       625000 | PA      | $200425.00    | 0.00%             | 2036-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BANK5 BANK5_23-5YR4                                                             | BANK5 2023-5YR4 AS FRN 12-15-56                                                                    | CUSIP: 06211FBA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1412000 | PA      | $1487705.79   | 0.02%             | 2056-12-15      | Variable      | 7.27%                 | No            |                  2 | On Loan: No      |
| BMARK 2024-V5                                                                   | BMARK 2024-V5 C FRN 01-10-57                                                                       | CUSIP: 08163XBC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       739000 | PA      | $755946.01    | 0.01%             | 2057-01-10      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                     | METLIFE INC SR UNSEC 5.0% 07-15-52                                                                 | CUSIP: 59156RCC0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |       230000 | PA      | $203550.46    | 0.00%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MINERVA LUXEMBOURG SA                                                           | MINERVA LUXEMBOURG SA REG S SR UNSEC 8.875% 09-13-33                                               | CUSIP: N/A<br>LEI: 222100NM3G3RCPGZ2Z17       | Long             | DBT              | CORP              | LU        |     13054000 | PA      | $13958576.93  | 0.14%             | 2033-09-13      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                        | ELECTRICITE DE FRANCE SA GBP REG S SR UNSEC (B) 5.5% 03-27-37                                      | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |      6000000 | PA      | $7376078.68   | 0.08%             | 2037-03-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                                                | EXXON MOBIL CORP SR UNSEC 3.482% 03-19-30                                                          | CUSIP: 30231GBK7<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $2919369.00   | 0.03%             | 2030-03-19      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                           | MINERAL RESOURCES LTD 144A LIFE SR UNSEC 9.25% 10-01-28                                            | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |      1060000 | PA      | $1099243.32   | 0.01%             | 2028-10-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                             | PETROLEOS MEXICANOS MXN SR UNSEC 7.47% 11-12-26                                                    | CUSIP: N/A<br>LEI: 549300CAZKPF4HKMPX17       | Long             | DBT              | CORP              | MX        |      1707000 | PA      | $9466064.07   | 0.10%             | 2026-11-12      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| ENN ENERGY HOLDINGS LTD                                                         | ENN ENERGY HOLDINGS LTD 144A LIFE SR UNSEC 2.625% 09-17-30                                         | CUSIP: 26876FAC6<br>LEI: 549300V7BXPWT6WIPR03 | Long             | DBT              | CORP              | CN        |       200000 | PA      | $183544.20    | 0.00%             | 2030-09-17      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| ENFRAGEN ENERGIA SUR SA                                                         | ENFRAGEN ENERGIA SUR SA REG S SR SEC 1ST LIEN 5.375% 12-30-30                                      | CUSIP: N/A<br>LEI: 2549002TO75PYMY3VY07       | Long             | DBT              | CORP              | ES        |     19880000 | PA      | $18121971.84  | 0.18%             | 2030-12-30      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | ENERGY TRANSFER PARTNERS JR SUB PFD PRP (H) 6.5% 12-31-79/11-15-26                                 | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       254000 | PA      | $253701.04    | 0.00%             | 2079-12-31      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC EUR SR UNSEC 3.62% 07-27-28                                               | CUSIP: 345397H22<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      2580000 | PA      | $2956748.21   | 0.03%             | 2028-07-27      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                                                            | BEIGNET INVESTOR LLC 144A LIFE SR SEC 1ST LIEN SF 6.581% 05-30-49                                  | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       300000 | PA      | $308679.00    | 0.00%             | 2049-05-30      | Fixed         | 6.58%                 | Yes           |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 4.625% 10-29-35                                           | CUSIP: 718172EA3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       709000 | PA      | $682304.02    | 0.01%             | 2035-10-29      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                             | PETROLEOS MEXICANOS SR UNSEC 6.75% 09-21-47                                                        | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |        26000 | PA      | $20767.37     | 0.00%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                            | PARKER-HANNIFIN CORP SR UNSEC 3.25% 06-14-29                                                       | CUSIP: 701094AN4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |        70000 | PA      | $67822.30     | 0.00%             | 2029-06-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTNERSHIP LP                                               | PIEDMONT OPERATING PARTNERSHIP LP SR UNSEC 5.625% 01-15-33                                         | CUSIP: 720198AK6<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |       649000 | PA      | $631027.89    | 0.01%             | 2033-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                               | POST HOLDINGS INC 144A LIFE SR UNSEC 6.5% 03-15-36                                                 | CUSIP: 737446AY0<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |       435000 | PA      | $426441.81    | 0.00%             | 2036-03-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| PTT PCL                                                                         | PTT PCL REG S SR UNSEC 4.5% 10-25-42                                                               | CUSIP: N/A<br>LEI: 549300QOGMPTKB6W7G56       | Long             | DBT              | CORP              | TH        |       200000 | PA      | $174687.60    | 0.00%             | 2042-10-25      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 5.73% 09-05-30                                                   | CUSIP: 345397H48<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     64960000 | PA      | $64921153.92  | 0.66%             | 2030-09-05      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 5.869% 10-31-35                                                  | CUSIP: 345397H89<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      1395000 | PA      | $1339965.86   | 0.01%             | 2035-10-31      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| CHILE (REPUBLIC OF)                                                             | CHILE GOVERNMENT INTERNATIONAL BOND EUR 3.375% 04-14-32                                            | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |      1474000 | PA      | $1657821.20   | 0.02%             | 2032-04-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SI2108 04-01-51                                                                      | CUSIP: 3133USKV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2164142 | PA      | $1824774.50   | 0.02%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                   | ECHOSTAR CORP SR SEC 1ST LIEN 10.75% 11-30-29                                                      | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |      2174173 | PA      | $2349989.67   | 0.02%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                   | ECHOSTAR CORP SR SEC 1ST LIEN PIK 6.75% 11-30-30                                                   | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |       275513 | PA      | $278545.85    | 0.00%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FXI HOLDINGS INC                                                                | FXI HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 11.0% 11-15-30                                          | CUSIP: 36120RAG4<br>LEI: 549300VLKCUZW3MSVS50 | Long             | DBT              | CORP              | US        |       892885 | PA      | $794667.65    | 0.01%             | 2030-11-15      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| FXI HOLDINGS INC                                                                | FXI HOLDINGS INC 144A LIFE PIK 16.0% 11-15-29                                                      | CUSIP: 36120RAJ8<br>LEI: 549300VLKCUZW3MSVS50 | Long             | DBT              | CORP              | US        |       522055 | PA      | $274078.88    | 0.00%             | 2029-11-15      | Variable      | 16.00%                | Yes           |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | ELEVANCE HEALTH INC SR UNSEC 5.7% 02-15-55                                                         | CUSIP: 036752BE2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |       983000 | PA      | $929936.68    | 0.01%             | 2055-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MEITUAN                                                                         | MEITUAN REG S SR UNSEC 5.125% 11-05-35                                                             | CUSIP: N/A<br>LEI: 21380033K525E5JLIA77       | Long             | DBT              | CORP              | CN        |       400000 | PA      | $386209.20    | 0.00%             | 2035-11-05      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| META PLATFORMS INC                                                              | META PLATFORMS INC SR UNSEC 5.625% 11-15-55                                                        | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      3870000 | PA      | $3630292.20   | 0.04%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                              | META PLATFORMS INC SR UNSEC 5.5% 11-15-45                                                          | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      1802000 | PA      | $1706416.51   | 0.02%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLDINGS LLC                                                   | FREEDOM MORTGAGE HOLDINGS LLC 144A LIFE SR UNSEC 6.875% 05-01-31                                   | CUSIP: 35641AAE8<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |       435000 | PA      | $407109.11    | 0.00%             | 2031-05-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                                                 | FAIR ISAAC CORP 144A LIFE SR UNSEC 4.0% 06-15-28                                                   | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |       625000 | PA      | $606981.25    | 0.01%             | 2028-06-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| META PLATFORMS INC                                                              | META PLATFORMS INC SR UNSEC 5.75% 11-15-65                                                         | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      1853000 | PA      | $1722424.65   | 0.02%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                                                    | SK HYNIX INC REG S SR UNSEC 6.5% 01-17-33                                                          | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | DBT              | CORP              | KR        |       400000 | PA      | $435505.60    | 0.00%             | 2033-01-17      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| BMARK 2024-V5                                                                   | BMARK 2024-V5 AM FRN 01-10-57                                                                      | CUSIP: 08163XBA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1244000 | PA      | $1290882.63   | 0.01%             | 2057-01-10      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| BX 2025-BIO3                                                                    | BX 2025-BIO3 A 144A 6.1382% 02-10-42                                                               | CUSIP: 123911AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5903000 | PA      | $5981073.08   | 0.06%             | 2042-02-10      | Fixed         | 6.14%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                                              | SERBIA INTERNATIONAL BOND 144A LIFE 6.5% 09-26-33                                                  | CUSIP: 817477AH5<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      1378000 | PA      | $1439582.82   | 0.01%             | 2033-09-26      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                          | STANDARD CHARTERED PLC REG S SUB 4.866% 03-15-33/28                                                | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | DBT              | CORP              | GB        |      1200000 | PA      | $1196344.80   | 0.01%             | 2033-03-15      | Variable      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                            | FRONTIER COMMUNICATIONS HOLDINGS LLC 144A LIFE SR SEC 2ND LIEN 6.75% 05-01-29                      | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       483000 | PA      | $483915.77    | 0.00%             | 2029-05-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| TIERRA MOJADA LUXEMBOURG II SARL                                                | TIERRA MOJADA LUXEMBOURG II SARL REG S SR SEC 1ST LIEN SF 5.75% 12-01-40                           | CUSIP: N/A<br>LEI: 254900H2U8PBIY32VI94       | Long             | DBT              | CORP              | LU        |      6634353 | PA      | $6319221.42   | 0.06%             | 2040-12-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| SUNCORP GROUP LTD                                                               | SUNCORP GROUP LTD AUD SUB (H) FRN 12-01-38                                                         | CUSIP: N/A<br>LEI: 549300BVOKRTHDIWVT46       | Long             | DBT              | CORP              | AU        |       450000 | PA      | $320903.33    | 0.00%             | 2038-12-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                                         | SASOL FINANCING USA LLC REG S SR UNSEC 8.75% 05-03-29                                              | CUSIP: N/A<br>LEI: 549300XRB1PFMESFEL85       | Long             | DBT              | CORP              | US        |      2420000 | PA      | $2520204.94   | 0.03%             | 2029-05-03      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| IRV 2025-200P                                                                   | IRV 2025-200P C 144A FRN 03-14-47                                                                  | CUSIP: 45006HAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       935143 | PA      | $928624.12    | 0.01%             | 2047-03-14      | Variable      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| BANK5 2025-5YR14                                                                | BANK5 2025-5YR14 AS FRN 04-15-58                                                                   | CUSIP: 06604MAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3141000 | PA      | $3250146.61   | 0.03%             | 2058-04-15      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                            | FRONTIER COMMUNICATIONS HOLDINGS LLC SR SEC 2ND LIEN 5.875% 11-01-29                               | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       756000 | PA      | $761060.66    | 0.01%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FIRST STUDENT BIDCO INC                                                         | FIRST STUDENT BIDCO INC 144A LIFE SR SEC 1ST LIEN 4.0% 07-31-29                                    | CUSIP: 337120AA7<br>LEI: 2549006DRO2F06AA1391 | Long             | DBT              | CORP              | US        |       700000 | PA      | $670594.40    | 0.01%             | 2029-07-31      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| SEADRILL FINANCE LTD                                                            | SEADRILL FINANCE LTD 144A LIFE SR SEC 2ND LIEN 8.375% 08-01-30                                     | CUSIP: 81172QAA2<br>LEI: 213800WMN3OHFUDHD642 | Long             | DBT              | CORP              | BM        |       550000 | PA      | $569177.40    | 0.01%             | 2030-08-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| SOUTH AFRICA (REPUBLIC OF)                                                      | REPUBLIC OF SOUTH AFRICA GOVERNMENT BOND ZAR 6.5% 02-28-41                                         | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |     15384700 | PA      | $680098.07    | 0.01%             | 2041-02-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BRAVO 2025-NQM5                                                                 | BRAVO 2025-NQM5 A1 144A 5.496% 02-25-65                                                            | CUSIP: 10569RAC6<br>LEI: 254900HGOJX787MBR512 | Long             | ABS-CBDO         | CORP              | US        |      1736382 | PA      | $1744293.02   | 0.02%             | 2065-02-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BX 2025-VOLT                                                                    | BX 2025-VOLT A 144A FRN 12-15-44                                                                   | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     18697000 | PA      | $18672637.81  | 0.19%             | 2044-12-15      | Variable      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| BX 2025-VOLT                                                                    | BX 2025-VOLT D 144A FRN 12-15-44                                                                   | CUSIP: 05619PAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10210000 | PA      | $10165678.39  | 0.10%             | 2044-12-15      | Variable      | 6.67%                 | Yes           |                  2 | On Loan: No      |
| BX 2025-ARIA                                                                    | BX 2025-ARIA A 144A FRN 12-13-42                                                                   | CUSIP: 05619TAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     20390000 | PA      | $20519660.01  | 0.21%             | 2042-12-13      | Variable      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | GOLDMAN SACHS GROUP INC SR UNSEC 2.64% 02-24-28/27                                                 | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       625000 | PA      | $615012.50    | 0.01%             | 2028-02-24      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                        | SERVICE PROPERTIES TRUST 144A LIFE SR SEC 1ST LIEN 8.625% 11-15-31                                 | CUSIP: 81761LAC6<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      1569000 | PA      | $1639749.35   | 0.02%             | 2031-11-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                                                            | SAMARCO MINERACAO SA REG S SR UNSEC PIK 9.0% 06-30-31/12-30-25                                     | CUSIP: N/A<br>LEI: 529900U8HKV15GJC4O60       | Long             | DBT              | CORP              | BR        |     32199091 | PA      | $31701035.46  | 0.32%             | 2031-06-30      | Variable      | 9.00%                 | Yes           |                  2 | On Loan: No      |
| GENESIS ENERGY LP                                                               | GENESIS ENERGY LP SR UNSEC 8.875% 04-15-30                                                         | CUSIP: 37185LAN2<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |       518000 | PA      | $541225.05    | 0.01%             | 2030-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| GC TREASURY CENTER CO LTD                                                       | GC TREASURY CENTER CO LTD REG S SR UNSEC 2.98% 03-18-31                                            | CUSIP: 36830DAB7<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |       400000 | PA      | $351939.60    | 0.00%             | 2031-03-18      | Fixed         | 2.98%                 | Yes           |                  2 | On Loan: No      |
| CAS 2026-R02                                                                    | CAS 2026-R02 1M1 144A FRN 02-25-46                                                                 | CUSIP: 20753EAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11182000 | PA      | $11215657.82  | 0.11%             | 2046-02-25      | Variable      | 4.71%                 | Yes           |                  2 | On Loan: No      |
| CAS 2026-R02                                                                    | CAS 2026-R02 1A1 144A FRN 02-25-46                                                                 | CUSIP: 20753EAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13341000 | PA      | $13416109.83  | 0.14%             | 2046-02-25      | Variable      | 4.61%                 | Yes           |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                        | SERVICE PROPERTIES TRUST SR UNSEC 4.95% 02-15-27                                                   | CUSIP: 44106MAW2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |        64000 | PA      | $64272.58     | 0.00%             | 2027-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HUGHES SATELLITE SYSTEMS CORP                                                   | HUGHES SATELLITE SYSTEMS CORP SR UNSEC 6.625% 08-01-26                                             | CUSIP: 444454AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       808000 | PA      | $608739.12    | 0.01%             | 2026-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FS7879 07-01-52                                                                      | CUSIP: 3140XPXH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1403395 | PA      | $1182229.76   | 0.01%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 QD3619 12-01-51                                                                      | CUSIP: 3133B1AU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1091734 | PA      | $921580.97    | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HUGHES SATELLITE SYSTEMS CORP                                                   | HUGHES SATELLITE SYSTEMS CORP SR SEC 1ST LIEN 5.25% 08-01-26                                       | CUSIP: 444454AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       335000 | PA      | $298166.75    | 0.00%             | 2026-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                        | SERVICE PROPERTIES TRUST SR UNSEC 3.95% 01-15-28                                                   | CUSIP: 44106MAX0<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |       330000 | PA      | $315897.12    | 0.00%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                            | FRONTIER COMMUNICATIONS HOLDINGS LLC 144A LIFE SR SEC 2ND LIEN 6.0% 01-15-30                       | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       503000 | PA      | $506330.87    | 0.01%             | 2030-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                        | FLORIDA POWER & LIGHT CO SR SEC 1ST LIEN 2.875% 12-04-51                                           | CUSIP: 341081GE1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      1325000 | PA      | $824666.75    | 0.01%             | 2051-12-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD3095 07-01-51                                                                      | CUSIP: 3132DQNL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1209111 | PA      | $1019144.76   | 0.01%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM9530 07-01-51                                                                      | CUSIP: 3140XDSU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       417268 | PA      | $351451.53    | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                        | SERVICE PROPERTIES TRUST SR UNSEC 4.375% 02-15-30                                                  | CUSIP: 44106MAY8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      1046000 | PA      | $929988.14    | 0.01%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                        | SERVICE PROPERTIES TRUST SR UNSEC 4.95% 10-01-29                                                   | CUSIP: 44106MBB7<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |       547000 | PA      | $496011.40    | 0.01%             | 2029-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_23-SMRT                               | CGCMT 23-SMRT A 144A FRN 10-12-40                                                                  | CUSIP: 17291NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8128000 | PA      | $8289682.18   | 0.08%             | 2040-10-12      | Variable      | 6.01%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS_23-R04                                        | CAS 2023-R04 1M2 144A FRN 05-25-43                                                                 | CUSIP: 20754QAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5185000 | PA      | $5400711.56   | 0.06%             | 2043-05-25      | Variable      | 7.21%                 | Yes           |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDINGS INC                                                   | JH NORTH AMERICA HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 5.875% 01-31-31                            | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |       175000 | PA      | $173667.55    | 0.00%             | 2031-01-31      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDINGS INC                                                   | JH NORTH AMERICA HOLDINGS INC 144A LIFE SR UNSEC 6.125% 07-31-32                                   | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |       135000 | PA      | $134679.38    | 0.00%             | 2032-07-31      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 4.81% 10-22-36/35                                                     | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     16929000 | PA      | $16443679.43  | 0.17%             | 2036-10-22      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 1.953% 02-04-32/31                                                    | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     14830000 | PA      | $13061819.10  | 0.13%             | 2032-02-04      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| FMBT 2024-FBLU                                                                  | FMBT 2024-FBLU A 144A FRN 12-15-39                                                                 | CUSIP: 34461WAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3404000 | PA      | $3407104.45   | 0.03%             | 2039-12-15      | Variable      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                                         | KODIAK GAS SERVICES LLC 144A LIFE SR UNSEC 7.25% 02-15-29                                          | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |       210000 | PA      | $217688.10    | 0.00%             | 2029-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| KRAKATAU POSCO PT                                                               | KRAKATAU POSCO PT REG S SR UNSEC 6.375% 06-11-27                                                   | CUSIP: N/A<br>LEI: 98450003F1F2D08D9C16       | Long             | DBT              | CORP              | ID        |       200000 | PA      | $201181.20    | 0.00%             | 2027-06-11      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| KRAKATAU POSCO PT                                                               | KRAKATAU POSCO PT REG S SR UNSEC 6.375% 06-11-29                                                   | CUSIP: N/A<br>LEI: 98450003F1F2D08D9C16       | Long             | DBT              | CORP              | ID        |       200000 | PA      | $201251.60    | 0.00%             | 2029-06-11      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| KOREA GAS CORP                                                                  | KOREA GAS CORPORATION 144A LIFE SR UNSEC 5.0% 07-08-29                                             | CUSIP: 50066AAV5<br>LEI: 988400TFZILHBD5M3R71 | Long             | DBT              | USGA              | KR        |      1253000 | PA      | $1283644.62   | 0.01%             | 2029-07-08      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CATURUS ENERGY LLC                                                              | CATURUS ENERGY LLC 144A LIFE SR UNSEC 8.5% 02-15-30                                                | CUSIP: 49446BAA2<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |       230000 | PA      | $238817.05    | 0.00%             | 2030-02-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| KOREA ELECTRIC POWER CORP                                                       | KOREA ELECTRIC POWER CORP 144A LIFE SR UNSEC 4.75% 02-13-28                                        | CUSIP: 500631BD7<br>LEI: 988400QG33WS7JEIV602 | Long             | DBT              | USGA              | KR        |      3705000 | PA      | $3739671.39   | 0.04%             | 2028-02-13      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| KENYA (REPUBLIC OF)                                                             | REPUBLIC OF KENYA GOVERNMENT INTERNATIONAL BOND 144A LIFE SF 9.5% 03-05-36                         | CUSIP: 491798AN4<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |       315000 | PA      | $309059.42    | 0.00%             | 2036-03-05      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| KOREA NATIONAL OIL CORP                                                         | KOREA NATIONAL OIL CORP 144A LIFE SR UNSEC 4.625% 03-31-28                                         | CUSIP: 50065LAM2<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | USGA              | KR        |       200000 | PA      | $201290.80    | 0.00%             | 2028-03-31      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| KOREA NATIONAL OIL CORP                                                         | KOREA NATIONAL OIL CORP 144A LIFE SR UNSEC 4.75% 03-31-30                                          | CUSIP: 50065LAN0<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | USGA              | KR        |       200000 | PA      | $202313.80    | 0.00%             | 2030-03-31      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                            | KEURIG DR PEPPER INC SR UNSEC 5.15% 05-15-35                                                       | CUSIP: 49271VBB5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |      1024000 | PA      | $998455.30    | 0.01%             | 2035-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                               | LITHIA MOTORS INC 144A LIFE SR UNSEC 3.875% 06-01-29                                               | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |       320000 | PA      | $304127.68    | 0.00%             | 2029-06-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                                        | LAMB WESTON HOLDINGS INC 144A LIFE SR UNSEC 4.125% 01-31-30                                        | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |       290000 | PA      | $276289.38    | 0.00%             | 2030-01-31      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                                           | FREEPORT INDONESIA PT REG S SR UNSEC 4.763% 04-14-27                                               | CUSIP: N/A<br>LEI: 549300T4HTQHRKLNE619       | Long             | DBT              | CORP              | ID        |       200000 | PA      | $200565.60    | 0.00%             | 2027-04-14      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                                           | FREEPORT INDONESIA PT REG S SR UNSEC 5.315% 04-14-32                                               | CUSIP: N/A<br>LEI: 549300T4HTQHRKLNE619       | Long             | DBT              | CORP              | ID        |       400000 | PA      | $398142.00    | 0.00%             | 2032-04-14      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                                                            | SAMARCO MINERACAO SA 144A LIFE SR UNSEC PIK 9.0% 06-30-31                                          | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |      3207312 | PA      | $3157701.30   | 0.03%             | 2031-06-30      | Variable      | 9.00%                 | Yes           |                  2 | On Loan: No      |
| SATS TREASURY PTE LTD                                                           | SATS TREASURY PTE LTD REG S SR UNSEC 4.828% 01-23-29                                               | CUSIP: N/A<br>LEI: 254900I8S3NS01XMTR57       | Long             | DBT              | CORP              | SG        |       200000 | PA      | $202671.20    | 0.00%             | 2029-01-23      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                                        | LAMB WESTON HOLDINGS INC 144A LIFE SR UNSEC 4.375% 01-31-32                                        | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |       245000 | PA      | $227854.17    | 0.00%             | 2032-01-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| LENOVO GROUP LTD                                                                | LENOVO GROUP LTD REG S SR UNSEC 6.536% 07-27-32                                                    | CUSIP: N/A<br>LEI: 254900VUZRGD5U73RE46       | Long             | DBT              | CORP              | CN        |       500000 | PA      | $537267.00    | 0.01%             | 2032-07-27      | Fixed         | 6.54%                 | Yes           |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS II LLC                                                 | LCM INVESTMENTS HOLDINGS II LLC 144A LIFE SR UNSEC 8.25% 08-01-31                                  | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |       720000 | PA      | $750070.80    | 0.01%             | 2031-08-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                                  | MARSH & MCLENNAN COS INC SR UNSEC 5.45% 03-15-54                                                   | CUSIP: 571748BX9<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $945058.00    | 0.01%             | 2054-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                        | MICROCHIP TECHNOLOGY INC SR UNSEC 5.05% 03-15-29                                                   | CUSIP: 595017BE3<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |      4425000 | PA      | $4489936.88   | 0.05%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                             | MEDLINE BORROWER LP 144A LIFE SR SEC 1ST LIEN 6.25% 04-01-29                                       | CUSIP: 58506DAA6<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |       841000 | PA      | $858015.95    | 0.01%             | 2029-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| MITER BRANDS ACQUISITION HOLDCO INC                                             | MITER BRANDS ACQUISITION HOLDCO INC 144A LIFE SR SEC 1ST LIEN 6.75% 04-01-32                       | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       197000 | PA      | $188800.47    | 0.00%             | 2032-04-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| METLIFE INC                                                                     | METLIFE INC SR UNSEC 5.3% 12-15-34                                                                 | CUSIP: 59156RCN6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |       500000 | PA      | $511812.00    | 0.01%             | 2034-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MANAPPURAM FINANCE LTD                                                          | MANAPPURAM FINANCE LTD REG S SR SEC 1ST LIEN SF 7.375% 05-12-28                                    | CUSIP: N/A<br>LEI: 335800JL5WTUSKOSPN77       | Long             | DBT              | CORP              | IN        |       600000 | PA      | $604066.20    | 0.01%             | 2028-05-12      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                                           | NABORS INDUSTRIES INC 144A LIFE SR UNSEC 9.125% 01-31-30                                           | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |       285000 | PA      | $299409.89    | 0.00%             | 2030-01-31      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                       | OCCIDENTAL PETROLEUM CORP SR UNSEC 6.05% 10-01-54                                                  | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      1095000 | PA      | $1065559.83   | 0.01%             | 2054-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ONESKY FLIGHT LLC                                                               | ONESKY FLIGHT LLC 144A LIFE SR UNSEC 8.875% 12-15-29                                               | CUSIP: 68278CAA3<br>LEI: 549300PM6NEPXGG5B882 | Long             | DBT              | CORP              | US        |        15000 | PA      | $15494.63     | 0.00%             | 2029-12-15      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP SR UNSEC 5.5% 08-03-35                                                                 | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      1778000 | PA      | $1698242.48   | 0.02%             | 2035-08-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP SR UNSEC 6.0% 08-03-55                                                                 | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      4050000 | PA      | $3398695.20   | 0.03%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 6.798% 11-07-28                                                  | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       412000 | PA      | $426591.80    | 0.00%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 6.05% 03-05-31                                                   | CUSIP: 345397E25<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      2100000 | PA      | $2119561.50   | 0.02%             | 2031-03-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC GBP SR UNSEC 5.625% 10-09-28                                              | CUSIP: 345397E33<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      4280000 | PA      | $5643900.19   | 0.06%             | 2028-10-09      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BENIN ( REPUBLIC OF)                                                            | BENIN GOVERNMENT INTERNATIONAL BOND 144A LIFE SF 7.96% 02-13-38                                    | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      1080000 | PA      | $1061602.20   | 0.01%             | 2038-02-13      | Fixed         | 7.96%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 MA5531 11-01-54                                                                      | CUSIP: 31418FED5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       733724 | PA      | $737863.67    | 0.01%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 SD8469 10-01-54                                                                      | CUSIP: 3132DWMS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       121688 | PA      | $122387.17    | 0.00%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | GOLDMAN SACHS GROUP INC SR UNSEC 5.727% 04-25-30/29                                                | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      2320000 | PA      | $2393947.68   | 0.02%             | 2030-04-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| ITHACA ENERGY NORTH SEA PLC                                                     | ITHACA ENERGY NORTH SEA PLC 144A LIFE SR UNSEC 8.125% 10-15-29                                     | CUSIP: 46567TAC8<br>LEI: 213800BMMUN3AKWBIO91 | Long             | DBT              | CORP              | GB        |       225000 | PA      | $230873.85    | 0.00%             | 2029-10-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| OPAL BIDCO SAS                                                                  | OPAL BIDCO SAS 144A LIFE SR SEC 1ST LIEN 6.5% 03-31-32                                             | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |       335000 | PA      | $335525.62    | 0.00%             | 2032-03-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| ORANGE                                                                          | ORANGE SA EUR REG S SR UNSEC (B) 3.5% 05-19-35                                                     | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |     10700000 | PA      | $11966229.51  | 0.12%             | 2035-05-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRICON RESIDENTIAL TRUST TCN_23-SFR1                                            | TCN 2023-SFR1 C 144A 5.1% 07-17-40                                                                 | CUSIP: 89616WAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       317000 | PA      | $314837.43    | 0.00%             | 2040-07-17      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | FSWP: OIS PAYFIX USD 3.67958% 06-30-26/01-31-33 LCH                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $8486.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                            | ONEMAIN FINANCE CORP SR UNSEC 7.125% 09-15-32                                                      | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       730000 | PA      | $719857.38    | 0.01%             | 2032-09-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                                              | OSAIC HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 6.75% 08-01-32                                        | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |       535000 | PA      | $535462.78    | 0.01%             | 2032-08-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| PEBBLEBROOK HOTEL LP                                                            | PEBBLEBROOK HOTEL LP 144A LIFE SR UNSEC 6.375% 10-15-29                                            | CUSIP: 70510LAA7<br>LEI: 549300DXEFK267TXZ832 | Long             | DBT              | CORP              | US        |       500000 | PA      | $501312.00    | 0.01%             | 2029-10-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                               | POST HOLDINGS INC 144A LIFE SR UNSEC 6.25% 10-15-34                                                | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |       275000 | PA      | $269540.15    | 0.00%             | 2034-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 4.9% 11-01-34                                             | CUSIP: 718172DQ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      7303000 | PA      | $7267208.00   | 0.07%             | 2034-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 4.75% 11-01-31                                            | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       456000 | PA      | $458246.26    | 0.00%             | 2031-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PRYSMIAN SPA                                                                    | PRYSMIAN SPA EUR REG S SR UNSEC (B) 3.875% 11-28-31                                                | CUSIP: N/A<br>LEI: 529900X0H1IO3RS1A464       | Long             | DBT              | CORP              | IT        |      3000000 | PA      | $3466915.46   | 0.04%             | 2031-11-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                                | PNC FINANCIAL SERVICES GROUP INC SR UNSEC 5.575% 01-29-36/35                                       | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      3582000 | PA      | $3658149.74   | 0.04%             | 2036-01-29      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                                            | PETRONAS CAPITAL LTD 144A LIFE SR UNSEC 4.95% 01-03-31                                             | CUSIP: 716743AV1<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |      1945000 | PA      | $1988494.09   | 0.02%             | 2031-01-03      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                                            | PETRONAS CAPITAL LTD 144A LIFE SR UNSEC 5.34% 04-03-35                                             | CUSIP: 716743AW9<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |      2450000 | PA      | $2516157.35   | 0.03%             | 2035-04-03      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                                                            | TALOS PRODUCTION INC 144A LIFE SR SEC 2ND LIEN 9.375% 02-01-31                                     | CUSIP: 87485LAE4<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |       620000 | PA      | $657405.84    | 0.01%             | 2031-02-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                                                            | TALOS PRODUCTION INC 144A LIFE SR SEC 2ND LIEN 9.0% 02-01-29                                       | CUSIP: 87485LAD6<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |       850000 | PA      | $885405.05    | 0.01%             | 2029-02-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| POSCO HOLDINGS INC                                                              | POSCO HOLDINGS INC REG S SR UNSEC 5.75% 05-07-35                                                   | CUSIP: N/A<br>LEI: 988400E5HRVX81AYLM04       | Long             | DBT              | CORP              | KR        |       400000 | PA      | $412924.00    | 0.00%             | 2035-05-07      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC                                                 | PENNYMAC FINANCIAL SERVICES INC 144A LIFE SR UNSEC 6.875% 05-15-32                                 | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |       380000 | PA      | $367086.46    | 0.00%             | 2032-05-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                     | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 6.0% 08-15-35                                          | CUSIP: 694308KX4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      4596000 | PA      | $4750830.05   | 0.05%             | 2035-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTERNATIONAL INC EUR SR UNSEC 2.75% 06-06-29                                        | CUSIP: 718172DV8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       970000 | PA      | $1098262.18   | 0.01%             | 2029-06-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                                              | PERUVIAN GOVERNMENT INTERNATIONAL BOND 5.5% 03-30-36                                               | CUSIP: 715638FC1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      1150000 | PA      | $1147585.00   | 0.01%             | 2036-03-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PAGAYA US HOLDINGS CO LLC                                                       | PAGAYA US HOLDINGS CO LLC 144A LIFE SR UNSEC 8.875% 08-01-30                                       | CUSIP: 69549FAC3<br>LEI: 254900M9VGE3HM0OYH17 | Long             | DBT              | CORP              | US        |       225000 | PA      | $161346.38    | 0.00%             | 2030-08-01      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                             | INTESA SANPAOLO SPA EUR REG S SUB (B) 4.271% 11-14-36/31                                           | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      5850000 | PA      | $6728644.19   | 0.07%             | 2036-11-14      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                               | IRON MOUNTAIN INC 144A LIFE SR UNSEC 6.25% 01-15-33                                                | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |       110000 | PA      | $109736.22    | 0.00%             | 2033-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| IQVIA INC                                                                       | IQVIA INC 144A LIFE SR UNSEC 6.25% 06-01-32                                                        | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |       380000 | PA      | $386361.58    | 0.00%             | 2032-06-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                     | IMPERIAL BRANDS FINANCE PLC 144A LIFE SR UNSEC 5.62% 07-01-35                                      | CUSIP: 45262BAK9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |       500000 | PA      | $504427.50    | 0.01%             | 2035-07-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                  | PECO ENERGY CO SR SEC 1ST LIEN 5.65% 09-15-55                                                      | CUSIP: 693304BJ5<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |      3589000 | PA      | $3534859.94   | 0.04%             | 2055-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE BV                                                     | PETROBRAS GLOBAL FINANCE BV SR UNSEC 5.125% 09-10-30                                               | CUSIP: 71647NBM0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |       975000 | PA      | $956572.50    | 0.01%             | 2030-09-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                     | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 6.1% 10-15-55                                          | CUSIP: 694308KZ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       240000 | PA      | $230704.08    | 0.00%             | 2055-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORP                                                                   | M&T BANK CORP SR UNSEC 7.413% 10-30-29/28                                                          | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |      1574000 | PA      | $1682302.22   | 0.02%             | 2029-10-30      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                   | TRANSDIGM INC 144A LIFE SR SEC 1ST LIEN 6.375% 03-01-29                                            | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       300000 | PA      | $305973.90    | 0.00%             | 2029-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                   | TRANSDIGM INC 144A LIFE SR SEC 1ST LIEN 6.625% 03-01-32                                            | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       275000 | PA      | $280808.00    | 0.00%             | 2032-03-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                              | METROPOLITAN LIFE GLOBAL FUNDING I GIC 144A LIFE SR SEC 1ST LIEN 5.05% 01-08-34                    | CUSIP: 59217GFS3<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |       500000 | PA      | $502793.50    | 0.01%             | 2034-01-08      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                     | MEXICO GOVERNMENT INTERNATIONAL BOND 6.0% 05-07-36                                                 | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       420000 | PA      | $418278.00    | 0.00%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS_23-R04                                        | CAS 2023-R04 1M1 144A FRN 05-25-43                                                                 | CUSIP: 20754QAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6144659 | PA      | $6261837.56   | 0.06%             | 2043-05-25      | Variable      | 5.96%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_23-PRM3                               | CGCMT 2023-PRM3 A 144A FRN 07-10-28                                                                | CUSIP: 17331LAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5275000 | PA      | $5439295.15   | 0.06%             | 2028-07-10      | Variable      | 6.36%                 | Yes           |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC                                                     | ION PLATFORM FINANCE US INC 144A LIFE SR SEC 1ST LIEN 9.5% 05-30-29                                | CUSIP: 46206AAB8<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |      1694000 | PA      | $1596474.73   | 0.02%             | 2029-05-30      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC                                                     | ION PLATFORM FINANCE US INC 144A LIFE SR SEC 1ST LIEN 8.75% 05-01-29                               | CUSIP: 46206AAD4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |      1905000 | PA      | $1773602.63   | 0.02%             | 2029-05-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                     | MEXICO GOVERNMENT INTERNATIONAL BOND 6.4% 05-07-54                                                 | CUSIP: 91087BBA7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       910000 | PA      | $854353.50    | 0.01%             | 2054-05-07      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                             | NOMURA HOLDINGS INC SR UNSEC 5.783% 07-03-34                                                       | CUSIP: 65535HBV0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |      1462000 | PA      | $1502333.66   | 0.02%             | 2034-07-03      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY FWD PUR FROM USD 6/17/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-224391.11   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY FWD SALE TO USD 6/17/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $7775.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNATIONAL LTD                                                    | TRANSOCEAN INTERNATIONAL LTD 144A LIFE SR UNSEC 8.5% 05-15-31                                      | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |       415000 | PA      | $435506.40    | 0.00%             | 2031-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| TRANSOCEAN INTERNATIONAL LTD                                                    | TRANSOCEAN INTERNATIONAL LTD 144A LIFE SR UNSEC 8.25% 05-15-29                                     | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |       185000 | PA      | $191267.62    | 0.00%             | 2029-05-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC                                                     | ION PLATFORM FINANCE US INC 144A LIFE SR SEC 1ST LIEN 9.0% 08-01-29                                | CUSIP: 46206AAF9<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |       538000 | PA      | $499354.38    | 0.01%             | 2029-08-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC                                                     | ION PLATFORM FINANCE US INC 144A LIFE SR SEC 1ST LIEN 7.875% 09-30-32                              | CUSIP: 46205QAB4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |       400000 | PA      | $310110.40    | 0.00%             | 2032-09-30      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.5 SD8473 11-01-54                                                                      | CUSIP: 3132DWMW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |          240 | PA      | $231.45       | 0.00%             | 2054-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 MA5530 11-01-54                                                                      | CUSIP: 31418FEC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     11466909 | PA      | $11324260.20  | 0.12%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | NOK FWD PUR FROM SEK 4/13/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $7388.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | NOK FWD SALE TO USD 4/13/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-3751.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC EUR SR UNSEC 3.85% 05-08-36                                                       | CUSIP: 87264ADK8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      1400000 | PA      | $1595040.18   | 0.02%             | 2036-05-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                           | TENET HEALTHCARE CORP SR SEC 1ST LIEN 6.75% 05-15-31                                               | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |       720000 | PA      | $736364.16    | 0.01%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | NZD FWD SALE TO USD 4/24/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $8336.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | NOK FWD SALE TO SEK 4/13/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-12601.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                   | INTERCONTINENTAL EXCHANGE INC SR UNSEC 4.2% 03-15-31                                               | CUSIP: 45865VAC4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     13950000 | PA      | $13762100.48  | 0.14%             | 2031-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP                                                            | ICAHN ENTERPRISES LP SR SEC 1ST LIEN 5.25% 05-15-27                                                | CUSIP: 451102BZ9<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |       290000 | PA      | $284406.48    | 0.00%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                                           | NABORS INDUSTRIES INC 144A LIFE SR UNSEC 8.875% 08-15-31                                           | CUSIP: 62957HAQ8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |       155000 | PA      | $161573.86    | 0.00%             | 2031-08-15      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                                             | NOVA CHEMICALS CORP 144A LIFE SR UNSEC 5.25% 06-01-27                                              | CUSIP: 66977WAR0<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $299704.50    | 0.00%             | 2027-06-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | JPY FWD PUR FROM USD 4/16/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-588642.99   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IFS RECFIX EUR CPTFEMU 3.0825% 08-15-22/08-15-27 LCH                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-7435.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS RECFIX EUR 2.6048% 12-12-25/12-12-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-11599.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERSTATE POWER AND LIGHT CO                                                   | INTERSTATE POWER AND LIGHT CO SR UNSEC 2.3% 06-01-30                                               | CUSIP: 461070AS3<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |      1975000 | PA      | $1807283.00   | 0.02%             | 2030-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                               | IRON MOUNTAIN INC 144A LIFE SR UNSEC 5.25% 07-15-30                                                | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |       757000 | PA      | $735903.92    | 0.01%             | 2030-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| INDOFOOD CBP SUKSES MAKMUR TBK PT                                               | INDOFOOD CBP SUKSES MAKMUR TBK PT REG S SR UNSEC 3.398% 06-09-31                                   | CUSIP: N/A<br>LEI: 254900YKZW9GRKZZN285       | Long             | DBT              | CORP              | ID        |       280000 | PA      | $257541.76    | 0.00%             | 2031-06-09      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| INGLES MARKETS INC                                                              | INGLES MARKETS INC 144A LIFE SR UNSEC 4.0% 06-15-31                                                | CUSIP: 457030AK0<br>LEI: 549300XH5RYBMYP8TF26 | Long             | DBT              | CORP              | US        |       865000 | PA      | $807198.97    | 0.01%             | 2031-06-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| INTEL CORP                                                                      | INTEL CORP SR UNSEC 3.05% 08-12-51                                                                 | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      5135000 | PA      | $3119615.20   | 0.03%             | 2051-08-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INFORMATION MANAGEMENT SERVICES INC                               | IRON MOUNTAIN INFORMATION MANAGEMENT SERVICES INC 144A LIFE SR UNSEC 5.0% 07-15-32                 | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1330000 | PA      | $1256505.53   | 0.01%             | 2032-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                                               | NEXSTAR MEDIA INC 144A LIFE SR UNSEC 5.625% 07-15-27                                               | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |       605000 | PA      | $605265.60    | 0.01%             | 2027-07-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| NGG FINANCE PLC                                                                 | NGG FINANCE PLC EUR REG S SUB (H) (B) 2.125% 09-05-82/27                                           | CUSIP: N/A<br>LEI: 549300MLDJ2T68G21W86       | Long             | DBT              | CORP              | GB        |      3035000 | PA      | $3444492.35   | 0.04%             | 2082-09-05      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                    | ING GROEP NV EUR REG S SR UNSEC (B) 5.25% 11-14-33/32                                              | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |      6100000 | PA      | $7583286.74   | 0.08%             | 2033-11-14      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                             | INTESA SANPAOLO SPA 144A SR NON PREF 8.248% 11-21-33/32                                            | CUSIP: 46115HBV8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      1250000 | PA      | $1441011.25   | 0.01%             | 2033-11-21      | Variable      | 8.25%                 | Yes           |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                             | INTESA SANPAOLO SPA EUR REG S SR NON PREF (B) 5.625% 03-08-33                                      | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      3000000 | PA      | $3834073.52   | 0.04%             | 2033-03-08      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL                                                              | CONNECT FINCO SARL TL-B 1ST LIEN (TSFR1M+450)(FLR 0.5) FRN 09-27-29                                | CUSIP: N/A<br>LEI: 2594001KNYIQ456J2792       | Long             | LON              | CORP              | LU        |       579849 | PA      | $581609.03    | 0.01%             | 2029-09-27      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| RELIANCE INDUSTRIES LTD                                                         | RELIANCE INDUSTRIES LTD REG S SR UNSEC 3.625% 01-12-52                                             | CUSIP: N/A<br>LEI: 5493003UOETFYRONLG31       | Long             | DBT              | CORP              | IN        |       500000 | PA      | $353657.50    | 0.00%             | 2052-01-12      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                                                            | RANGE RESOURCES CORP 144A LIFE SR UNSEC 4.75% 02-15-30                                             | CUSIP: 75281ABK4<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |       465000 | PA      | $453675.39    | 0.00%             | 2030-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| RTX CORP                                                                        | RTX CORP SR UNSEC 5.375% 02-27-53                                                                  | CUSIP: 75513ECS8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $939751.00    | 0.01%             | 2053-02-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                    | UNIVISION COMMUNICATIONS INC 144A LIFE SR SEC 1ST LIEN 9.375% 08-01-32                             | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |       750000 | PA      | $773520.00    | 0.01%             | 2032-08-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS RECFIX EUR 2.8698% 01-13-26/01-13-36 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-284016.55   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS RECFIX EUR 2.8803% 01-13-26/01-13-36 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-267474.96   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| USA COMPRESSION PARTNERS LP                                                     | USA COMPRESSION PARTNERS LP 144A LIFE SR UNSEC 6.25% 10-01-33                                      | CUSIP: 91740PAH1<br>LEI: 5493000B1PEOKXRZEO65 | Long             | DBT              | CORP              | US        |       150000 | PA      | $149772.75    | 0.00%             | 2033-10-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| RTX CORP                                                                        | RTX CORP SR UNSEC 3.125% 05-04-27                                                                  | CUSIP: 913017CR8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |       250000 | PA      | $246830.00    | 0.00%             | 2027-05-04      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS RECFIX EUR 2.8878% 01-13-26/01-13-36 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-255220.38   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS RECFIX EUR 2.8663% 01-14-26/01-14-36 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-330049.21   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FINANCE SA                                                  | CONSOLIDATED ENERGY FINANCE SA TL-B 1ST LIEN (TSFR3M+475)(FLR 0.0) FRN 11-15-30                    | CUSIP: N/A<br>LEI: 549300PUNIS0USNSL750       | Long             | LON              | CORP              | LU        |        85000 | PA      | $81812.50     | 0.00%             | 2030-11-15      | Variable      | 8.41%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                | CSC HOLDINGS LLC TL-B 1ST LIEN (PRIME+150)(FLR 1.00) FRN 04-15-27                                  | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |       321579 | PA      | $284034.62    | 0.00%             | 2027-04-15      | Variable      | 8.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 BU4916 08-01-54                                                                      | CUSIP: 3140M6PA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1453132 | PA      | $1486744.26   | 0.02%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD5813 07-01-54                                                                      | CUSIP: 3132DTN63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      3229993 | PA      | $3307654.55   | 0.03%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 FS8757 08-01-54                                                                      | CUSIP: 3140XQWT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3276883 | PA      | $3369523.43   | 0.03%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 BU4968 08-01-54                                                                      | CUSIP: 3140M6QW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       473434 | PA      | $482974.15    | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 FS8866 09-01-54                                                                      | CUSIP: 3140XQZ83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3265092 | PA      | $3351479.92   | 0.03%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 FS8758 08-01-54                                                                      | CUSIP: 3140XQWU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1685493 | PA      | $1724480.12   | 0.02%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 BU4946 09-01-54                                                                      | CUSIP: 3140M6P80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       178997 | PA      | $180043.77    | 0.00%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 QJ3044 09-01-54                                                                      | CUSIP: 3133CTLZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       376029 | PA      | $378408.68    | 0.00%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 RJ2474 09-01-54                                                                      | CUSIP: 3142GSXC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       232948 | PA      | $241551.29    | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 RJ2470 09-01-54                                                                      | CUSIP: 3142GSW87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |        62593 | PA      | $64889.59     | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 RJ2411 09-01-54                                                                      | CUSIP: 3142GSVD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       162629 | PA      | $168879.11    | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 RJ2422 09-01-54                                                                      | CUSIP: 3142GSVQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       588709 | PA      | $593111.18    | 0.01%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 RJ2415 09-01-54                                                                      | CUSIP: 3142GSVH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2826675 | PA      | $2878482.73   | 0.03%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 RJ2408 09-01-54                                                                      | CUSIP: 3142GSVA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2559100 | PA      | $2586315.63   | 0.03%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 CB9146 09-01-54                                                                      | CUSIP: 3140QVEU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       108761 | PA      | $110023.25    | 0.00%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 CB9210 09-01-54                                                                      | CUSIP: 3140QVGU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       189854 | PA      | $191060.24    | 0.00%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                              | VENTURE GLOBAL PLAQUEMINES LNG LLC 144A LIFE SR SEC 1ST LIEN 6.5% 01-15-34                         | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |       750000 | PA      | $782309.25    | 0.01%             | 2034-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                              | VENTURE GLOBAL PLAQUEMINES LNG LLC 144A LIFE SR SEC 1ST LIEN 6.75% 01-15-36                        | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |       555000 | PA      | $588190.11    | 0.01%             | 2036-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 SD6286 08-01-54                                                                      | CUSIP: 3132DT6X3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |        57675 | PA      | $58485.31     | 0.00%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DC1873 09-01-54                                                                      | CUSIP: 3140APCK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        32644 | PA      | $33429.27     | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TGS ASA                                                                         | TGS ASA 144A LIFE SR SEC 1ST LIEN 8.5% 01-15-30                                                    | CUSIP: 87243KAA7<br>LEI: 549300NUPLAXPB0WYH90 | Long             | DBT              | CORP              | NO        |       435000 | PA      | $456039.65    | 0.00%             | 2030-01-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC EUR SR UNSEC 3.8% 02-11-45                                                        | CUSIP: N/A<br>LEI: 549300V2JRLO5DIFGE82       | Long             | DBT              | CORP              | US        |       840000 | PA      | $864573.68    | 0.01%             | 2045-02-11      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC EUR SR UNSEC 3.5% 02-11-37                                                        | CUSIP: N/A<br>LEI: 549300V2JRLO5DIFGE82       | Long             | DBT              | CORP              | US        |      1180000 | PA      | $1282270.68   | 0.01%             | 2037-02-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP SA                                                       | TYCO ELECTRONICS GROUP SA SR UNSEC 4.5% 02-09-31                                                   | CUSIP: 902133BC0<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |      1000000 | PA      | $998439.00    | 0.01%             | 2031-02-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS RECFIX EUR 2.8563% 01-14-26/01-14-36 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-344780.61   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS PAYFIX SEK 2.7922% 02-10-26/02-10-36 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $28168.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS RECFIX EUR 2.8443% 02-10-26/02-10-36 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-23584.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS RECFIX EUR 2.4908% 02-10-26/02-10-31 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-554949.36   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA (FEDERAL REPUBLIC OF)                                                   | NIGERIA OMO BILL NGN 0.0% 01-19-27                                                                 | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |   1802340000 | PA      | $1123034.89   | 0.01%             | 2027-01-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES POWER COMPANY (MINNESOTA)                                       | NORTHERN STATES POWER CO SR SEC 1ST LIEN 4.85% 05-15-36                                            | CUSIP: 665772DB2<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |      3425000 | PA      | $3383146.50   | 0.03%             | 2036-05-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                           | NOVARTIS CAPITAL CORP SR UNSEC 4.9% 03-18-36                                                       | CUSIP: 66989HBJ6<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |       509000 | PA      | $507980.47    | 0.01%             | 2036-03-18      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                           | NOVARTIS CAPITAL CORP SR UNSEC 5.7% 03-18-56                                                       | CUSIP: 66989HBL1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |       160000 | PA      | $161256.32    | 0.00%             | 2056-03-18      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                           | NOVARTIS CAPITAL CORP SR UNSEC 5.6% 03-18-46                                                       | CUSIP: 66989HBK3<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |        44000 | PA      | $44099.22     | 0.00%             | 2046-03-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                                               | NEXSTAR MEDIA INC 144A LIFE SR SEC 1ST LIEN 6.5% 09-15-33                                          | CUSIP: 65346UAB5<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |      1317000 | PA      | $1327831.01   | 0.01%             | 2033-09-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                                               | NEXSTAR MEDIA INC 144A LIFE SR UNSEC 7.25% 04-15-34                                                | CUSIP: 65346UAA7<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |       810000 | PA      | $813269.97    | 0.01%             | 2034-04-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| OESTERREICHISCHE KONTROLLBANK AG                                                | OESTERREICHISCHE KONTROLLBANK AG GBP REG S SR UNSEC (B) 4.5% 10-22-29                              | CUSIP: N/A<br>LEI: 5299000OVRLMF858L016       | Long             | DBT              | CORP              | AT        |       600000 | PA      | $793478.61    | 0.01%             | 2029-10-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP SR UNSEC 5.35% 05-04-33                                                                | CUSIP: 68389XDY8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      2761000 | PA      | $2688761.20   | 0.03%             | 2033-05-04      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP SR UNSEC 4.95% 02-04-31                                                                | CUSIP: 68389XDX0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      3820000 | PA      | $3738939.60   | 0.04%             | 2031-02-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP SR UNSEC 6.7% 02-04-56                                                                 | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       327000 | PA      | $303726.43    | 0.00%             | 2056-02-04      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP SR UNSEC 5.7% 02-04-36                                                                 | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      2562000 | PA      | $2464444.16   | 0.03%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                                                         | OAK-EAGLE ACQUIRECO INC 144A LIFE SR SEC 1ST LIEN 7.25% 07-01-33                                   | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |        65000 | PA      | $67388.36     | 0.00%             | 2033-07-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                                                         | OAK-EAGLE ACQUIRECO INC 144A LIFE SR UNSEC 8.75% 07-01-34                                          | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |        75000 | PA      | $78566.03     | 0.00%             | 2034-07-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| OLEODUCTO CENTRAL SA (OCENSA)                                                   | OLEODUCTO CENTRAL SA REG S SR UNSEC 4.0% 07-14-27                                                  | CUSIP: N/A<br>LEI: 254900W4CPYCQFVH5E92       | Long             | DBT              | CORP              | CO        |      1598000 | PA      | $1577921.13   | 0.02%             | 2027-07-14      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                             | PETROLEOS MEXICANOS SR UNSEC SF 8.75% 06-02-29                                                     | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       330000 | PA      | $347111.49    | 0.00%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                         | PUBLIC SERVICE ELECTRIC AND GAS CO SR SEC 1ST LIEN 5.625% 01-01-56                                 | CUSIP: 74456QCY0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |      2569000 | PA      | $2529766.23   | 0.03%             | 2056-01-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| POSCO CO LTD                                                                    | POSCO 144A LIFE SR UNSEC 4.5% 01-16-31                                                             | CUSIP: 73730EAH6<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |       200000 | PA      | $197026.40    | 0.00%             | 2031-01-16      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| POSCO CO LTD                                                                    | POSCO REG S SR UNSEC 5.0% 01-16-36                                                                 | CUSIP: N/A<br>LEI: 9884000N94NH7G6LQ816       | Long             | DBT              | CORP              | KR        |       200000 | PA      | $194975.60    | 0.00%             | 2036-01-16      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| POSCO CO LTD                                                                    | POSCO 144A LIFE SR UNSEC 5.0% 01-16-36                                                             | CUSIP: 73730EAJ2<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |       200000 | PA      | $194975.60    | 0.00%             | 2036-01-16      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                   | TRANSDIGM INC 144A LIFE SUB 6.125% 07-31-34                                                        | CUSIP: 893647CB1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       909000 | PA      | $895175.93    | 0.01%             | 2034-07-31      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| TAKEOFF MERGER SUB INC                                                          | SUMISHO AIR LEASE CORP 144A SR UNSEC 4.5% 03-24-29                                                 | CUSIP: 873923AC0<br>LEI: 984500DF5ACB4A114F45 | Long             | DBT              | CORP              | US        |      4680000 | PA      | $4650773.40   | 0.05%             | 2029-03-24      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| TAKEOFF MERGER SUB INC                                                          | SUMISHO AIR LEASE CORP 144A SR UNSEC 4.85% 03-24-31                                                | CUSIP: 873923AE6<br>LEI: 984500DF5ACB4A114F45 | Long             | DBT              | CORP              | US        |      5495000 | PA      | $5428406.10   | 0.06%             | 2031-03-24      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| TAKEOFF MERGER SUB INC                                                          | SUMISHO AIR LEASE CORP 144A SR UNSEC 5.5% 03-24-36                                                 | CUSIP: 873923AG1<br>LEI: 984500DF5ACB4A114F45 | Long             | DBT              | CORP              | US        |       985000 | PA      | $970820.93    | 0.01%             | 2036-03-24      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| TENNET NETHERLANDS BV                                                           | TENNET NETHERLANDS BV EUR REG S SR UNSEC (B) 3.25% 04-01-36                                        | CUSIP: N/A<br>LEI: 724500N24X9VLIRO3K10       | Long             | DBT              | CORP              | NL        |      9900000 | PA      | $11369119.71  | 0.12%             | 2036-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SRPSKA REPUBLIC OF (GOVERNMENT)                                                 | REPUBLIC OF SRPSKA INTERNATIONAL GOVERNMENT BOND EUR 144A LIFE 6.25% 04-02-31                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BA        |      4030000 | PA      | $4681924.87   | 0.05%             | 2031-04-02      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| UNITED AIRLINES HOLDINGS INC                                                    | UNITED AIRLINES HOLDINGS INC SR UNSEC 5.375% 03-01-31                                              | CUSIP: 910047AL3<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |        80000 | PA      | $78445.36     | 0.00%             | 2031-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                               | UNION ELECTRIC CO SR SEC 1ST LIEN 4.8% 03-15-36                                                    | CUSIP: 906548DB5<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |      4394000 | PA      | $4291914.20   | 0.04%             | 2036-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                        | VISA INC SR UNSEC 4.7% 02-12-36                                                                    | CUSIP: 92826CBB7<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |      7150000 | PA      | $7075425.50   | 0.07%             | 2036-02-12      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                           | JAPAN GOVERNMENT THIRTY YEAR BOND JPY 0.7% 03-20-51                                                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   2521150000 | PA      | $8331923.78   | 0.08%             | 2051-03-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                           | JAPAN GOVERNMENT TWENTY YEAR BOND JPY 0.5% 03-20-41                                                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    741900000 | PA      | $3312757.29   | 0.03%             | 2041-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                           | JAPAN GOVERNMENT TEN YEAR BOND JPY 0.1% 06-20-31                                                   | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    500000000 | PA      | $2882439.12   | 0.03%             | 2031-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 SD8401 02-01-54                                                                      | CUSIP: 3132DWKN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       315119 | PA      | $317185.92    | 0.00%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 MA5295 03-01-54                                                                      | CUSIP: 31418E3D0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1217690 | PA      | $1241939.21   | 0.01%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC EUR SR UNSEC 3.25% 10-29-32                                             | CUSIP: 9221ACM85<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      1250000 | PA      | $1400430.76   | 0.01%             | 2032-10-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC EUR SR UNSEC 3.75% 08-06-37                                             | CUSIP: 9221ACN68<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      1700000 | PA      | $1873852.13   | 0.02%             | 2037-08-06      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VERSANT MEDIA GROUP INC                                                         | VERSANT MEDIA GROUP INC 144A LIFE SR SEC 1ST LIEN 7.25% 01-30-31                                   | CUSIP: 925283AA1<br>LEI: 254900D2Q5F5F229PU30 | Long             | DBT              | CORP              | US        |       735000 | PA      | $752802.44    | 0.01%             | 2031-01-30      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC SR UNSEC 5.0% 01-15-36                                                  | CUSIP: 92343VHG2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      1100000 | PA      | $1077631.50   | 0.01%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KOREA (REPUBLIC OF)                                                             | KOREA TREASURY BOND KRW (B) 3.25% 12-10-35                                                         | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        | 230850780000 | PA      | $143221985.24 | 1.46%             | 2035-12-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LUXEMBOURG (GRAND DUCHY OF)                                                     | STATE OF THE GRAND-DUCHY OF LUXEMBOURG EUR REG S (B) 0.0% 09-14-32                                 | CUSIP: N/A<br>LEI: 22210065LIUFB00MNF63       | Long             | DBT              | NUSS              | LU        |       271000 | PA      | $258813.22    | 0.00%             | 2032-09-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC SR UNSEC 5.875% 11-30-55                                                | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       754000 | PA      | $733930.78    | 0.01%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC SR UNSEC 4.85% 02-19-36                                                                  | CUSIP: 031162DW7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      6150000 | PA      | $6044908.80   | 0.06%             | 2036-02-19      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM5                                                                   | OBX 2024-NQM5 A1 144A 5.988% 01-25-64                                                              | CUSIP: 67448NAA6<br>LEI: 254900RDM4XSF0B1E373 | Long             | ABS-CBDO         | CORP              | US        |      3604067 | PA      | $3625709.84   | 0.04%             | 2064-01-25      | Variable      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| ONSLOW BAY FINANCIAL LLC OBX_24-NQM7                                            | OBX 2024-NQM7 A1 144A 6.243% 03-25-64                                                              | CUSIP: 67119FAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7410577 | PA      | $7473989.66   | 0.08%             | 2064-03-25      | Variable      | 6.24%                 | Yes           |                  2 | On Loan: No      |
| LITHUANIA (REPUBLIC OF)                                                         | LITHUANIA GOVERNMENT INTERNATIONAL BOND EUR REG S 2.125% 06-01-32                                  | CUSIP: N/A<br>LEI: 529900F7Y171QF1RSU09       | Long             | DBT              | NUSS              | LT        |     18000000 | PA      | $19249937.49  | 0.20%             | 2032-06-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| LATVIA (REPUBLIC OF)                                                            | LATVIA GOVERNMENT INTERNATIONAL BOND EUR REG S 3.5% 01-17-28                                       | CUSIP: N/A<br>LEI: 25490002QDEB2KTLNK39       | Long             | DBT              | NUSS              | LV        |      9000000 | PA      | $10494380.63  | 0.11%             | 2028-01-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM1                                                                   | OBX 2025-NQM1 A1 144A 5.547% 12-25-64                                                              | CUSIP: 673914AC1<br>LEI: 2549007E8KF1RJ2ZV866 | Long             | ABS-CBDO         | CORP              | US        |      7441765 | PA      | $7476428.75   | 0.08%             | 2064-12-25      | Variable      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| OBX 2025-NQM3                                                                   | OBX 2025-NQM3 A1 144A 5.648% 12-01-64                                                              | CUSIP: 67448YAC8<br>LEI: 254900MBGY6CR10DAX67 | Long             | ABS-CBDO         | CORP              | US        |     11972475 | PA      | $12046740.35  | 0.12%             | 2064-12-01      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| PROG 2025-SFR3                                                                  | PROG 2025-SFR3 A 144A 3.39% 07-17-42                                                               | CUSIP: 74334BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       184000 | PA      | $174124.54    | 0.00%             | 2042-07-17      | Fixed         | 3.39%                 | Yes           |                  2 | On Loan: No      |
| PRPM 2025-RPL3                                                                  | PRPM 2025-RPL3 A1 144A 3.25% 04-25-55                                                              | CUSIP: 69392NAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1889396 | PA      | $1829084.46   | 0.02%             | 2055-04-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                             | ABBOTT LABORATORIES SR UNSEC 4.65% 03-15-36                                                        | CUSIP: 002824BU3<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |      7245000 | PA      | $7087370.54   | 0.07%             | 2036-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                             | ABBOTT LABORATORIES SR UNSEC 5.5% 03-15-56                                                         | CUSIP: 002824BW9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |      2632000 | PA      | $2582613.15   | 0.03%             | 2056-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LITHUANIA (REPUBLIC OF)                                                         | LITHUANIA GOVERNMENT INTERNATIONAL BOND EUR REG S 3.5% 07-03-31                                    | CUSIP: N/A<br>LEI: 529900F7Y171QF1RSU09       | Long             | DBT              | NUSS              | LT        |      4910000 | PA      | $5716817.25   | 0.06%             | 2031-07-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)               | UNITED KINGDOM GILT GBP REG S 4.5% 06-07-28                                                        | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |       515000 | PA      | $683257.25    | 0.01%             | 2028-06-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC SR UNSEC 5.55% 03-15-56                                                                 | CUSIP: 00287YEH8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       126000 | PA      | $123317.46    | 0.00%             | 2056-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC SR UNSEC 4.4% 03-15-33                                                                  | CUSIP: 00287YEF2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       729000 | PA      | $715854.67    | 0.01%             | 2033-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)               | UNITED KINGDOM GILT GBP REG S 4.75% 10-22-43                                                       | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |       470000 | PA      | $574404.92    | 0.01%             | 2043-10-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)               | UNITED KINGDOM GILT GBP REG S 4.375% 07-31-54                                                      | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     30820000 | PA      | $33980862.28  | 0.35%             | 2054-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)               | UNITED KINGDOM GILT GBP REG S 4.125% 07-22-29                                                      | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     13700000 | PA      | $17981870.54  | 0.18%             | 2029-07-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)               | UNITED KINGDOM GILT GBP REG S 4.375% 01-31-40                                                      | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      2100000 | PA      | $2545256.99   | 0.03%             | 2040-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)               | UNITED KINGDOM GILT GBP REG S 4.375% 03-07-30                                                      | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      4080000 | PA      | $5391323.53   | 0.05%             | 2030-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)               | UNITED KINGDOM GILT GBP REG S 4.5% 03-07-35                                                        | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      3370000 | PA      | $4345280.78   | 0.04%             | 2035-03-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)               | UNITED KINGDOM GILT GBP REG S 5.375% 01-31-56                                                      | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |       700000 | PA      | $905946.63    | 0.01%             | 2056-01-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)               | UNITED KINGDOM GILT GBP REG S 4.75% 10-22-35                                                       | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      1410000 | PA      | $1842156.25   | 0.02%             | 2035-10-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.5% 08-15-39                                                          | CUSIP: 912810QC5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2269600 | PA      | $2248499.76   | 0.02%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.375% 11-15-39                                                        | CUSIP: 912810QD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1000000 | PA      | $975390.60    | 0.01%             | 2039-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC SR UNSEC 4.75% 03-15-36                                                                 | CUSIP: 00287YEG0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       452000 | PA      | $443639.36    | 0.00%             | 2036-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ADVANCED INFO SERVICE PCL                                                       | ADVANCED INFO SERVICE PCL REG S SR UNSEC 4.894% 03-04-36                                           | CUSIP: N/A<br>LEI: 529900DU2YW1NO5RMU78       | Long             | DBT              | CORP              | TH        |       200000 | PA      | $195039.80    | 0.00%             | 2036-03-04      | Fixed         | 4.89%                 | Yes           |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC SR UNSEC 4.875% 03-13-36                                                            | CUSIP: 023135DF0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       904000 | PA      | $896110.79    | 0.01%             | 2036-03-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC EUR SR UNSEC 3.1% 03-16-30                                                          | CUSIP: 023135DN3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      1065000 | PA      | $1221197.66   | 0.01%             | 2030-03-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC EUR SR UNSEC 3.7% 03-16-35                                                          | CUSIP: 023135DQ6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       683000 | PA      | $781795.83    | 0.01%             | 2035-03-16      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC EUR SR UNSEC 3.35% 03-16-32                                                         | CUSIP: 023135DP8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       885000 | PA      | $1011667.90   | 0.01%             | 2032-03-16      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| REALKREDIT DANMARK A/S                                                          | REALKREDIT DKK SR SEC REG S SF COVERED 1.0% 10-01-53                                               | CUSIP: N/A<br>LEI: 549300NLOMBOWE943Y30       | Long             | ABS-CBDO         | CORP              | DK        |     18036355 | PA      | $2124058.94   | 0.02%             | 2053-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK 2026-DNA1                                         | STACR 2026-DNA1 M1 144A FRN 02-25-46                                                               | CUSIP: 35564UCR6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6014499 | PA      | $5996515.19   | 0.06%             | 2046-02-25      | Variable      | 4.66%                 | Yes           |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK 2026-DNA1                                         | STACR 2026-DNA1 A1 144A FRN 02-25-46                                                               | CUSIP: 35564UCQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7863625 | PA      | $7853182.11   | 0.08%             | 2046-02-25      | Variable      | 4.51%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC - STACR_20-DNA4                                                     | STACR 2020-DNA4 B2 144A FRN 08-25-50                                                               | CUSIP: 35565XBE9<br>LEI: 5493000ITFTMJUMPDE35 | Long             | ABS-CBDO         | CORP              | US        |      4000000 | PA      | $5289812.00   | 0.05%             | 2050-08-25      | Variable      | 13.78%                | Yes           |                  2 | On Loan: No      |
| AUGUSTA SPINCO CORP                                                             | AUGUSTA SPINCO CORP SR UNSEC 5.245% 03-23-36                                                       | CUSIP: 051473AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       483000 | PA      | $483301.88    | 0.00%             | 2036-03-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AEROPUERTO INTERNACIONAL DE TOCUMEN SA                                          | AEROPUERTO INTERNACIONAL DE TOCUMEN SA 144A LIFE SR SEC 1ST LIEN SF 5.125% 08-11-61                | CUSIP: 00787CAE2<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |      4875000 | PA      | $3909335.63   | 0.04%             | 2061-08-11      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| HOUSTON GALLERIA MALL TRUST 2025-HGLR                                           | HGMT 2025-HGLR A 144A FRN 02-05-45                                                                 | CUSIP: 44216XAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11573000 | PA      | $11848171.22  | 0.12%             | 2045-02-05      | Variable      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC - STACR 2020-DNA2                                                   | STACR 2020-DNA2 B2 144A FRN 02-25-50                                                               | CUSIP: 35565KBE7<br>LEI: 5493007ZK0X40BI7UF30 | Long             | ABS-CBDO         | CORP              | US        |      7362500 | PA      | $8095797.64   | 0.08%             | 2050-02-25      | Variable      | 8.58%                 | Yes           |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_20-DNA6                                     | STACR 2020-DNA6 B2 144A FRN 12-25-50                                                               | CUSIP: 35566CBE4<br>LEI: 5493000ITBQFEOXM0S98 | Long             | ABS-CBDO         | CORP              | US        |      6455000 | PA      | $7523799.54   | 0.08%             | 2050-12-25      | Variable      | 9.31%                 | Yes           |                  2 | On Loan: No      |
| HHT 2025-MAUI                                                                   | HHT 2025-MAUI A 144A FRN 03-15-42                                                                  | CUSIP: 419909AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6369000 | PA      | $6372993.36   | 0.07%             | 2042-03-15      | Variable      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| INTOWN MORTGAGE TRUST TOWN_25-STAY                                              | TOWN 2025-STAY A 144A FRN 03-15-42                                                                 | CUSIP: 46117WAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     21959000 | PA      | $21931770.84  | 0.22%             | 2042-03-15      | Variable      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS PAYFIX SEK 2.397% 02-10-26/02-10-31 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $637761.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS RECFIX EUR 2.4968% 02-10-26/02-10-31 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-545982.73   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK NEDERLANDSE GEMEENTEN NV                                                   | BNG BANK N.V. EUR REG S SR UNSEC 3.0% 04-23-30                                                     | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | USGA              | NL        |       410000 | PA      | $475075.19    | 0.00%             | 2030-04-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK NEDERLANDSE GEMEENTEN NV                                                   | BNG BANK NV 2.75% 04-05-29                                                                         | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | USGA              | NL        |       340000 | PA      | $391477.17    | 0.00%             | 2029-04-05      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC - STACR 2020-DNA1                                                   | STACR 2020-DNA1 B2 144A FRN 01-25-50                                                               | CUSIP: 35565HBE4<br>LEI: 5493003FQV7GR462GO02 | Long             | ABS-CBDO         | CORP              | US        |      5000000 | PA      | $5560565.00   | 0.06%             | 2050-01-25      | Variable      | 9.03%                 | Yes           |                  2 | On Loan: No      |
| STACR 2020-HQA2                                                                 | STACR 2020-HQA2 B2 144A FRN 03-25-50                                                               | CUSIP: 35565LBE5<br>LEI: 5493000ITBJ4KEFYWF83 | Long             | ABS-CBDO         | CORP              | US        |      7840000 | PA      | $9417862.72   | 0.10%             | 2050-03-25      | Variable      | 11.38%                | Yes           |                  2 | On Loan: No      |
| KSL 2024-HT2                                                                    | KSL 2024-HT2 A 144A FRN 12-15-39                                                                   | CUSIP: 500937AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7992368 | PA      | $7988052.08   | 0.08%             | 2039-12-15      | Variable      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| MCAS 2023-01                                                                    | MCAS 2023-01 M7 144A FRN 11-25-53                                                                  | CUSIP: 62548NAA6<br>LEI: 254900JAK6X5OPMD5925 | Long             | ABS-CBDO         | CORP              | US        |      1297789 | PA      | $1334251.20   | 0.01%             | 2053-11-25      | Variable      | 7.66%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS PAYFIX SEK 2.417% 02-10-26/02-10-31 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $608466.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS RECFIX EUR 2.5083% 02-11-26/02-11-31 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-526268.08   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MCAS 2024-01                                                                    | MCAS 2024-01 M7 144A FRN 07-25-54                                                                  | CUSIP: 62548RAA7<br>LEI: 254900QY3MMJFMNKXA93 | Long             | ABS-CBDO         | CORP              | US        |      4127386 | PA      | $4180266.08   | 0.04%             | 2054-07-25      | Variable      | 6.41%                 | Yes           |                  2 | On Loan: No      |
| MFRA 2024-NQM3                                                                  | MFRA 2024-NQM3 A1 144A 5.722% 12-25-69                                                             | CUSIP: 55287GAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3900549 | PA      | $3919961.67   | 0.04%             | 2069-12-25      | Variable      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOWEGO                                                     | BANK GOSPODARSTWA KRAJOWEGO 4.25% 09-13-44                                                         | CUSIP: N/A<br>LEI: 259400BCOV9JJIGLYF05       | Long             | DBT              | USGA              | PL        |      1120000 | PA      | $1249319.07   | 0.01%             | 2044-09-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                        | ELECTRICITE DE FRANCE SA EUR REG S SR UNSEC (B) 4.25% 01-25-32                                     | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |      9400000 | PA      | $11192384.81  | 0.11%             | 2032-01-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MCAS 2025-01                                                                    | MCAS 2025-01 M1 144A FRN 05-25-55                                                                  | CUSIP: 62549CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2243295 | PA      | $2281366.04   | 0.02%             | 2055-05-25      | Variable      | 6.06%                 | Yes           |                  2 | On Loan: No      |
| MCAS 2025-01                                                                    | MCAS 2025-01 M2 144A FRN 05-25-55                                                                  | CUSIP: 62549CAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2011000 | PA      | $2018227.53   | 0.02%             | 2055-05-25      | Variable      | 6.76%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS PAYFIX SEK 2.432% 02-11-26/02-11-31 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $586135.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS PAYFIX SEK 2.408% 02-11-26/02-11-31 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $621307.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MFA TRUST MFRA_25-NQM3                                                          | MFRA 2025-NQM3 A1 144A 5.261% 08-25-70                                                             | CUSIP: 58004LAA5<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-CBDO         | CORP              | US        |       835676 | PA      | $835381.42    | 0.01%             | 2070-08-25      | Variable      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                                         | NYKREDIT REALKREDIT A/S REG S 1.5% 10-01-40                                                        | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | ABS-CBDO         | CORP              | DK        |     78821487 | PA      | $10973098.96  | 0.11%             | 2040-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX BRL 13.615% 07-25-25/01-02-31                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-12319.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX BRL 13.445% 07-25-25/01-02-29                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-59727.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                                         | NYKREDIT REALKREDIT A/S REG S 0.5% 10-01-43                                                        | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | ABS-CBDO         | CORP              | DK        |    198044327 | PA      | $24957438.75  | 0.25%             | 2043-10-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                                         | NYKREDIT REALKREDIT A/S REG S 1.0% 10-01-53                                                        | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | ABS-CBDO         | CORP              | DK        |     66011387 | PA      | $7841644.71   | 0.08%             | 2053-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.699% 08-01-25/08-01-27 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $70.77        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX GBP 3.53880309% 02-03-26/02-03-28 LCH                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-288825.11   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                                         | NYKREDIT REALKREDIT A/S REG S 1.0% 10-01-50                                                        | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | ABS-CBDO         | CORP              | DK        |     47138524 | PA      | $5648974.50   | 0.06%             | 2050-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS PAYFIX CZK 3.635% 07-12-24/07-12-29 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $50819.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                        | ELECTRICITE DE FRANCE SA PRP 144A LIFE SUB (H) 9.125% 12-31-79/06-15-33                            | CUSIP: 28504KAA5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      3800000 | PA      | $4401524.80   | 0.04%             | 2079-12-31      | Variable      | 9.12%                 | Yes           |                  2 | On Loan: No      |
| ECOPETROL SA                                                                    | ECOPETROL SA SR UNSEC 8.625% 01-19-29                                                              | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      8020000 | PA      | $8481831.70   | 0.09%             | 2029-01-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX BRL 12.775% 02-03-26/01-02-30                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-771545.89   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX BRL 12.65% 02-24-26/01-02-30                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-1815637.22  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX BRL 12.69% 02-24-26/01-02-30                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-40581.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX GBP 4.53711021% 03-04-26/03-04-56 LCH                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $57242.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.625% 02-15-40                                                        | CUSIP: 912810QE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       250000 | PA      | $249902.35    | 0.00%             | 2040-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.5% 02-15-45                                                          | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3150000 | PA      | $2210167.89   | 0.02%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS RECFIX PLN 5.086% 07-12-24/07-12-29 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $45344.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS PAYFIX EUR 2.2577% 03-05-25/03-05-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $455894.79    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                                          | RADIOLOGY PARTNERS INC 144A LIFE SR SEC 2ND LIEN PIK 9.781% 02-15-30                               | CUSIP: 75041VAC8<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |      1363427 | PA      | $1246881.26   | 0.01%             | 2030-02-15      | Fixed         | 9.78%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                                           | ROMANIAN GOVERNMENT INTERNATIONAL BOND EUR 144A LIFE 5.375% 03-22-31                               | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |       900000 | PA      | $1051114.97   | 0.01%             | 2031-03-22      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| EXPORT IMPORT BANK OF THAILAND                                                  | EXPORT-IMPORT BANK OF THAILAND 5.354% 05-15-29                                                     | CUSIP: N/A<br>LEI: 549300ITFBNFH0H6FK36       | Long             | DBT              | USGA              | TH        |      8542000 | PA      | $8747879.28   | 0.09%             | 2029-05-16      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK OF KOREA                                                     | EXPORT-IMPORT BANK OF KOREA 8.1% 10-16-30                                                          | CUSIP: N/A<br>LEI: 549300APVP4R32PI3Y06       | Long             | DBT              | USGA              | KR        |     33100000 | PA      | $352720.83    | 0.00%             | 2030-10-16      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.125% 11-15-41                                                        | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       100000 | PA      | $81867.19     | 0.00%             | 2041-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.75% 08-15-42                                                         | CUSIP: 912810QX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       100000 | PA      | $76453.13     | 0.00%             | 2042-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK OF KOREA                                                     | EXPORT-IMPORT BANK OF KOREA 7.4% 02-05-30                                                          | CUSIP: N/A<br>LEI: 549300APVP4R32PI3Y06       | Long             | DBT              | USGA              | KR        |     17500000 | PA      | $182989.50    | 0.00%             | 2030-02-05      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                        | ELECTRICITE DE FRANCE SA EUR REG S SR UNSEC (B) 4.0% 05-07-37                                      | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |      3100000 | PA      | $3504101.81   | 0.04%             | 2037-05-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.75% 11-15-42                                                         | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1480500 | PA      | $1125758.28   | 0.01%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.875% 05-15-43                                                        | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3119900 | PA      | $2395741.88   | 0.02%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                           | JAPAN GOVERNMENT THIRTY YEAR BOND JPY 0.7% 12-20-51                                                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   6513600000 | PA      | $20940338.51  | 0.21%             | 2051-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                           | JAPAN GOVERNMENT THIRTY YEAR BOND JPY 1.0% 03-20-52                                                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   1353400000 | PA      | $4751375.89   | 0.05%             | 2052-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                           | JAPAN GOVERNMENT TWENTY YEAR BOND JPY 1.1% 09-20-42                                                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   4065000000 | PA      | $19205303.24  | 0.20%             | 2042-09-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                           | JAPAN GOVERNMENT THIRTY YEAR BOND JPY 1.4% 09-20-52                                                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    105000000 | PA      | $409440.79    | 0.00%             | 2052-09-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.0% 05-15-45                                                          | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        30200 | PA      | $22985.03     | 0.00%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)               | UNITED KINGDOM GILT GBP REG S 4.25% 12-07-27                                                       | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      9590000 | PA      | $12673776.30  | 0.13%             | 2027-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                           | JAPAN GOVERNMENT THIRTY YEAR BOND JPY 1.6% 12-20-52                                                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   1165600000 | PA      | $4776312.33   | 0.05%             | 2052-12-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                           | JAPAN GOVERNMENT THIRTY YEAR BOND JPY 1.2% 06-20-53                                                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   1805700000 | PA      | $6568012.60   | 0.07%             | 2053-06-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                           | JAPAN GOVERNMENT TWENTY YEAR BOND JPY 1.1% 06-20-43                                                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    942700000 | PA      | $4362062.77   | 0.04%             | 2043-06-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                           | JAPAN GOVERNMENT TWENTY YEAR BOND JPY 1.5% 09-20-43                                                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   6419100000 | PA      | $31675662.83  | 0.32%             | 2043-09-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MALAYSIA (GOVERNMENT)                                                           | MALAYSIA GOVERNMENT BOND MYR 4.762% 04-07-37                                                       | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     15220000 | PA      | $4068649.19   | 0.04%             | 2037-04-07      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| MALAYSIA (GOVERNMENT)                                                           | MALAYSIA GOVERNMENT INVESTMENT ISSUE SUKUK MYR 4.895% 05-08-47                                     | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |       184000 | PA      | $50976.13     | 0.00%             | 2047-05-08      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                     | MEXICAN BONOS MXN 10.0% 11-20-36                                                                   | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |       107050 | PA      | $624730.49    | 0.01%             | 2036-11-20      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| MALAYSIA (GOVERNMENT)                                                           | MALAYSIA GOVERNMENT INVESTMENT ISSUE SUKUK MYR 4.369% 10-31-28                                     | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      2545000 | PA      | $645812.76    | 0.01%             | 2028-10-31      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| STACR 2020-HQA4                                                                 | STACR 2020-HQA4 B2 144A FRN 09-25-50                                                               | CUSIP: 35565RBE2<br>LEI: 5493000IT4TAVS1FNX06 | Long             | ABS-CBDO         | CORP              | US        |      3648000 | PA      | $4750272.38   | 0.05%             | 2050-09-25      | Variable      | 13.18%                | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2020-HQA5                                         | STACR 2020-HQA5 B2 144A FRN 11-25-50                                                               | CUSIP: 35565TBE8<br>LEI: 5493000IT2BRJ2Q9YQ96 | Long             | ABS-CBDO         | CORP              | US        |      2100000 | PA      | $2568480.60   | 0.03%             | 2050-11-25      | Variable      | 11.06%                | Yes           |                  2 | On Loan: No      |
| MALAYSIA (GOVERNMENT)                                                           | MALAYSIA GOVERNMENT INVESTMENT ISSUE SUKUK MYR 4.467% 09-15-39                                     | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      5000000 | PA      | $1309241.79   | 0.01%             | 2039-09-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| MALAYSIA (GOVERNMENT)                                                           | MALAYSIA GOVERNMENT BOND MYR 3.828% 07-05-34                                                       | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     51373000 | PA      | $12833518.44  | 0.13%             | 2034-07-05      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.5% 02-15-46                                                          | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2510000 | PA      | $1731507.94   | 0.02%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ANGOLA (REPUBLIC OF)                                                            | ANGOLAN GOVERNMENT INTERNATIONAL BOND 144A LIFE 9.875% 03-31-37                                    | CUSIP: 035198AL4<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |       435000 | PA      | $430973.64    | 0.00%             | 2037-03-31      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                     | MEXICAN BONOS MXN 7.75% 11-13-42                                                                   | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |       414600 | PA      | $1922098.83   | 0.02%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF MOZAMBIQUE                                                          | MOZAMBIQUE INTERNATIONAL BOND REG S SF 9.0% 09-15-31                                               | CUSIP: N/A<br>LEI: 213800759WLKYIKPER73       | Long             | DBT              | NUSS              | MZ        |      1980000 | PA      | $1488771.90   | 0.02%             | 2031-09-15      | Variable      | 9.00%                 | Yes           |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                     | ROYAL CARIBBEAN CRUISES LTD 144A LIFE SR UNSEC 6.25% 03-15-32                                      | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |       325000 | PA      | $332335.58    | 0.00%             | 2032-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 2.375% 02-15-55                                 | CUSIP: 912810UH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     42329398 | PA      | $39296875.94  | 0.40%             | 2055-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS PAYFIX EUR 2.2592% 03-05-25/03-05-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $454915.05    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS PAYFIX EUR 2.2562% 03-05-25/03-05-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $457113.08    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX GBP 3.7331283% 03-04-26/03-04-31 LCH                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-108295.14   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX GBP 3.73% 03-10-26/03-10-28 LCH                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-1178566.39  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA (GOVERNMENT)                                                           | MALAYSIA GOVERNMENT BOND MYR 3.757% 05-22-40                                                       | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      5030000 | PA      | $1224148.45   | 0.01%             | 2040-05-22      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| MALAYSIA (GOVERNMENT)                                                           | MALAYSIA GOVERNMENT BOND MYR 4.065% 06-15-50                                                       | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      2750000 | PA      | $675776.67    | 0.01%             | 2050-06-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.125% 11-30-29                                                        | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      5919000 | PA      | $5968941.56   | 0.06%             | 2029-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.0% 12-15-27                                                          | CUSIP: 91282CMB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     23326100 | PA      | $23392616.71  | 0.24%             | 2027-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.25% 12-31-26                                                         | CUSIP: 91282CME8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3000000 | PA      | $3011074.20   | 0.03%             | 2026-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX GBP 3.85% 03-11-26/03-11-28 LCH                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-884885.44   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TMX GROUP LTD                                                                   | CAN GB 10YR FUT CNM6 06-19-26                                                                      | CUSIP: N/A<br>LEI: 549300N65GFVKSHGJW59       | N/A              | DIR              | CORP              | CA        |         1976 | NC      | $2871084.54   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.75% 02-15-45                                                         | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1166800 | PA      | $1146198.63   | 0.01%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS NET LLC                                                          | DIAMOND SPORTS NET LLC PIK TL 1ST LIEN 12% 01-02-28                                                | CUSIP: 25277EAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        35322 | PA      | $7064.35      | 0.00%             | 2028-01-02      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                     | MEXICO GOVERNMENT INTERNATIONAL BOND 3.771% 05-24-61                                               | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      1300000 | PA      | $780650.00    | 0.01%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                     | MEXICO GOVERNMENT INTERNATIONAL BOND 3.75% 04-19-71                                                | CUSIP: 91087BAP5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      1260000 | PA      | $730485.00    | 0.01%             | 2071-04-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DENALI INTERMEDIATE HOLDINGS INC                                                | DENALI INTERMEDIATE HOLDINGS INC TL 1ST LIEN (FUNDED) (TSFR1M+550)(FLR 0.75) FRN 08-26-32          | CUSIP: N/A<br>LEI: 2549003M8H6SW81O1D67       | Long             | LON              | CORP              | US        |       348677 | PA      | $349548.69    | 0.00%             | 2032-08-26      | Variable      | 9.18%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                           | DIRECTV FINANCING LLC TL 1ST LIEN (TSFR3M+526.161)(FLR 0.75) 8.92845% 08-02-27                     | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        32595 | PA      | $32699.95     | 0.00%             | 2027-08-02      | Variable      | 8.93%                 | No            |                  2 | On Loan: No      |
| ENDO FINANCE HOLDINGS LP                                                        | ENDO FINANCE HOLDING INC TL-B 1ST LIEN (TSFR3M+375)(FLR 0.5) FRN 04-23-31                          | CUSIP: 29280UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       557938 | PA      | $555438.50    | 0.01%             | 2031-04-23      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AG                                                               | EURO-SCHATZ 2YR FUT DUM6 06-08-26                                                                  | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              | CORP              | DE        |          579 | NC      | $154704.29    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AG                                                               | EURO-BUXL 30YR FUT UBM6 06-08-26                                                                   | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              | CORP              | DE        |           13 | NC      | $18618.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                        | ELECTRICITE DE FRANCE SA PRP REG S SUB (H) 9.125% 12-31-79/06-15-33                                | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |      3010000 | PA      | $3486470.96   | 0.04%             | 2079-12-31      | Variable      | 9.12%                 | Yes           |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK OF INDIA                                                     | EXPORT-IMPORT BANK OF INDIA 5.0% 01-12-36                                                          | CUSIP: 30218VAB2<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | USGA              | IN        |      1500000 | PA      | $1468747.50   | 0.01%             | 2036-01-12      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| EUREX CLEARING AG                                                               | EURO-BUND 10YR FUT RXM6 06-08-26                                                                   | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              | CORP              | DE        |         3472 | NC      | $9367793.31   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AG                                                               | EURO-BOBL 5YR FUT OEM6 06-08-26                                                                    | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              | CORP              | DE        |          811 | NC      | $-980217.94   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS PAYFIX EUR 2.1912% 03-06-25/03-06-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $476469.38    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS PAYFIX SEK 2.6312% 04-02-25/04-02-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $82273.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STAR 2025-SFR5                                                                  | STAR 2025-SFR5 A 144A FRN 02-17-42                                                                 | CUSIP: 85520CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1334239 | PA      | $1334565.98   | 0.01%             | 2042-02-17      | Variable      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| STACR 2025-DNA1                                                                 | STACR 2025-DNA1 A1 144A FRN 01-25-45                                                               | CUSIP: 35564NFY4<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-CBDO         | CORP              | US        |      1299870 | PA      | $1298120.37   | 0.01%             | 2045-01-25      | Variable      | 4.61%                 | Yes           |                  2 | On Loan: No      |
| EUREX CLEARING AG                                                               | FRA GB 10YR FUT OATM6 06-08-26                                                                     | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              | CORP              | DE        |          531 | NC      | $2756836.70   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AG                                                               | ITA GB 2YR FUT BTSM6 06-08-26                                                                      | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              | CORP              | DE        |         1114 | NC      | $-1853517.06  | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| SWCH 2025-DATA                                                                  | SWCH 2025-DATA A 144A FRN 02-15-42                                                                 | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     41079000 | PA      | $40629061.71  | 0.41%             | 2042-02-15      | Variable      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| STACR 2025-DNA2                                                                 | STACR 2025-DNA2 A1 144A FRN 05-25-45                                                               | CUSIP: 35564NHY2<br>LEI: 529900XX8WXEM4FBIH80 | Long             | ABS-CBDO         | CORP              | US        |      1272482 | PA      | $1274686.44   | 0.01%             | 2045-05-25      | Variable      | 4.76%                 | Yes           |                  2 | On Loan: No      |
| EUREX CLEARING AG                                                               | ITA GB 10YR FUT IKM6 06-08-26                                                                      | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              | CORP              | DE        |           42 | NC      | $-247322.03   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN EXCHANGE GROUP INC                                                        | JPN GB 10YR FUT JBM6 06-15-26                                                                      | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | N/A              | DIR              | CORP              | JP        |          372 | NC      | $-3646816.01  | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| NMEF FUNDING 2026-A LLC                                                         | NMEF 2026-A A2 144A 4.09% 02-15-34                                                                 | CUSIP: 62919FAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1795000 | PA      | $1792490.59   | 0.02%             | 2034-02-15      | Fixed         | 4.09%                 | Yes           |                  2 | On Loan: No      |
| OWN EQUIPMENT FUND II LLC 25-1M                                                 | EQS 2025-1M C 144A 9.02% 09-26-33                                                                  | CUSIP: 690912AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       447369 | PA      | $459581.69    | 0.00%             | 2033-09-26      | Fixed         | 9.02%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS PAYFIX SEK 2.3527% 04-22-25/04-22-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $813043.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS RECFIX EUR 2.2033% 04-22-25/04-22-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-1242348.95  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PKAIR 2026-1                                                                    | PKAIR 2026-1 A 144A 4.614% 09-15-43                                                                | CUSIP: 72585CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6581000 | PA      | $6509049.93   | 0.07%             | 2043-09-15      | Fixed         | 4.61%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX GBP 0.57520783% 04-09-21/04-09-28 LCH                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-949386.93   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                 | SOFR 90DAY FUT SFRM6 09-15-26                                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |           28 | NC      | $-31626.06    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                 | UST 10YR FUT ULTRA UXYM6 06-18-26                                                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |         1347 | NC      | $2698532.22   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX GBP 0.9221376% 04-09-21/04-09-41 LCH                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-2905280.10  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX GBP 0.8738% 10-08-21/10-08-26 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-85540.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS PAYFIX SEK 2.3532% 04-22-25/04-22-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $812079.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS RECFIX EUR 2.2053% 04-22-25/04-22-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-1237969.94  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ENEL SPA                                                                        | ENEL SPA EUR PRP REG S SUB (H) (B) 4.125% 12-31-79/01-14-32                                        | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | CORP              | IT        |       750000 | PA      | $837057.91    | 0.01%             | 2079-12-31      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                            | EDISON INTERNATIONAL SR UNSEC 4.8% 03-15-31                                                        | CUSIP: 281020BD8<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      4117000 | PA      | $4020954.51   | 0.04%             | 2031-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                 | UST 30YR FUT ULTRA WNM6 06-18-26                                                                   | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |          925 | NC      | $-2294304.18  | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                 | UST 10YR FUT TYM6 06-18-26                                                                         | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |         2162 | NC      | $-2198397.70  | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | BRL FWD SALE TO USD NDF 4/22/2026                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-427886.28   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | BRL FWD PUR FROM USD NDF 4/22/2026                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $882275.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EATON CORPORATION                                                               | EATON CORP SR UNSEC 4.8% 03-06-36                                                                  | CUSIP: 278058DZ2<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |       400000 | PA      | $395071.20    | 0.00%             | 2036-03-06      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| EATON CORPORATION                                                               | EATON CORP SR UNSEC 4.2% 03-06-31                                                                  | CUSIP: 278058DX7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |       500000 | PA      | $492947.00    | 0.01%             | 2031-03-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | BRL FWD PUR FROM USD NDF 4/22/2026                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $6451.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD SALE TO USD 4/27/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-12.75       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                 | UST 20YR FUT USM6 06-18-26                                                                         | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |         1541 | NC      | $-5657167.93  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | CAD FWD PUR FROM USD 6/17/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-739449.93   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CNH FWD PUR FROM USD 6/17/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $23456.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CNH FWD PUR FROM USD 6/17/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $360869.91    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                                                          | KAZAKHSTAN TREASURY BILL - MEKKAM KZT 0.0% 02-05-27                                                | CUSIP: N/A<br>LEI: 5493007OEK8EF02UO833       | Long             | DBT              | NUSS              | KZ        |    923953300 | PA      | $1699425.32   | 0.02%             | 2027-02-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                     | MEXICO GOVERNMENT INTERNATIONAL BOND 6.125% 02-09-38                                               | CUSIP: 91087BBR0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     13365000 | PA      | $13040898.75  | 0.13%             | 2038-02-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CLP FWD SALE TO USD NDF 6/17/2026                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $48160.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | COP FWD SALE TO USD NDF 6/17/2026                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-805719.79   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MONGOLIA (GOVERNMENT OF)                                                        | MONGOLIA GOVERNMENT INTERNATIONAL BOND 144A LIFE 5.95% 03-09-32                                    | CUSIP: 60937LAL9<br>LEI: 254900PW61ADCBDCLP71 | Long             | DBT              | NUSS              | MN        |       780000 | PA      | $768506.70    | 0.01%             | 2032-03-09      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                        | EUROPEAN INVT BK EUR REG S SR UNSEC 0.25% 01-20-32                                                 | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | NUSS              | LU        |     19400000 | PA      | $19190695.56  | 0.20%             | 2032-01-20      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CNH FWD PUR FROM USD 4/20/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $180257.73    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD PUR FROM USD 4/2/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-479.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                        | EUROPEAN INVT BK EUR REG S SR UNSEC 1.5% 06-15-32                                                  | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | NUSS              | LU        |      6160000 | PA      | $6521689.57   | 0.07%             | 2032-06-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                  | EUROPEAN UNION REG S SR UNSEC EUR (B) 2.625% 02-04-48                                              | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |       400000 | PA      | $370355.61    | 0.00%             | 2048-02-04      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BANK FOR RECONSTRUCTION AND DEVELOPMENT                                | EUROPEAN BK RECON & DEV 6.3% 10-26-27                                                              | CUSIP: N/A<br>LEI: 549300HTGDOVDU6OGK19       | Long             | DBT              | NUSS              | GB        |    215800000 | PA      | $2217197.33   | 0.02%             | 2027-10-26      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BANK FOR RECONSTRUCTION AND DEVELOPMENT                                | EUROPEAN BANK FOR RECONSTRUCTION A 5.25% 01-12-27                                                  | CUSIP: N/A<br>LEI: 549300HTGDOVDU6OGK19       | Long             | DBT              | NUSS              | GB        |    516700000 | PA      | $5357260.87   | 0.05%             | 2027-01-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD PUR FROM USD 4/1/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $234.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD SALE TO USD 4/2/2026                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $12527.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD PUR FROM USD 4/2/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-791.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD SALE TO USD 4/1/2026                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $63670.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD SALE TO USD 4/1/2026                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $6829.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD SALE TO USD 4/2/2026                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $2545.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD PUR FROM GBP 4/15/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $12058.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD PUR FROM CAD 4/15/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $563296.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD SALE TO USD 4/14/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $589.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD SALE TO USD 4/13/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $369743.32    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA (GOVERNMENT)                                                           | MALAYSIA GOVERNMENT INVESTMENT ISSUE SUKUK MYR 4.417% 09-30-41                                     | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     18546000 | PA      | $4829233.66   | 0.05%             | 2041-09-30      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| MALAYSIA (GOVERNMENT)                                                           | MALAYSIA GOVERNMENT BOND MYR 3.582% 07-15-32                                                       | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      9000000 | PA      | $2228216.84   | 0.02%             | 2032-07-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                        | AT&T INC EUR SR UNSEC 3.15% 09-04-36                                                               | CUSIP: 00206REF5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       965000 | PA      | $1019669.80   | 0.01%             | 2036-09-04      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                     | MEXICAN BONOS MXN 8.0% 07-31-53                                                                    | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |       270000 | PA      | $1249014.00   | 0.01%             | 2053-07-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                     | MEXICO GOVERNMENT INTERNATIONAL BOND 4.875% 05-19-33                                               | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       210000 | PA      | $199237.50    | 0.00%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                     | MEXICAN BONOS MXN 7.5% 05-26-33                                                                    | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |       355700 | PA      | $1819698.33   | 0.02%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MALAYSIA (GOVERNMENT)                                                           | MALAYSIA GOVERNMENT INVESTMENT ISSUE SUKUK MYR 4.291% 08-14-43                                     | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |       816000 | PA      | $209380.28    | 0.00%             | 2043-08-14      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                                                       | ALIBABA GROUP HOLDING LTD SR UNSEC 4.2% 12-06-47                                                   | CUSIP: 01609WAV4<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | HK        |       300000 | PA      | $248273.40    | 0.00%             | 2047-12-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                                                       | ALIBABA GROUP HOLDING LTD SR UNSEC 4.0% 12-06-37                                                   | CUSIP: 01609WAU6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | HK        |       200000 | PA      | $181655.00    | 0.00%             | 2037-12-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EATON CORPORATION                                                               | EATON CORP SR UNSEC 3.95% 03-06-29                                                                 | CUSIP: 278058DW9<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |       500000 | PA      | $495136.50    | 0.01%             | 2029-03-06      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| EATON CAPITAL ULC                                                               | EATON CAPITAL ULC EUR SR UNSEC 3.55% 03-10-34                                                      | CUSIP: N/A<br>LEI: 549300OLS85LSODKAF64       | Long             | DBT              | CORP              | IE        |       240000 | PA      | $272225.15    | 0.00%             | 2034-03-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BELGIUM (KINGDOM OF)                                                            | KINGDOM OF BELGIUM GOVERNMENT BOND EUR 144A LIFE/REG S 3.4% 06-22-36                               | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |     14930000 | PA      | $16938279.32  | 0.17%             | 2036-06-22      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| BELGIUM (KINGDOM OF)                                                            | KINGDOM OF BELGIUM GOVERNMENT BOND EUR 144A LIFE/REG S 4.35% 06-22-56                              | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |       845000 | PA      | $973988.80    | 0.01%             | 2056-06-22      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| FINASTRA USA INC                                                                | FINASTRA USA INC TL 1ST LIEN (TSFR3M+400) (FLR 0.0) FRN 09-15-32                                   | CUSIP: 31772YAD8<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |       380000 | PA      | $357403.68    | 0.00%             | 2032-09-15      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                                            | FIESTA PURCHASER INC TL-B 1ST LIEN (TSFR1M+275)(FLR 0.0) FRN 02-12-31                              | CUSIP: 31659LAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       357437 | PA      | $349087.72    | 0.00%             | 2031-02-12      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| EATON CAPITAL ULC                                                               | EATON CAPITAL ULC EUR SR UNSEC 4.0% 03-10-38                                                       | CUSIP: N/A<br>LEI: 549300OLS85LSODKAF64       | Long             | DBT              | CORP              | IE        |      1590000 | PA      | $1814330.95   | 0.02%             | 2038-03-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC EUR SUB (H) 4.2462% 08-15-56/32                                         | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |      6270000 | PA      | $7016552.55   | 0.07%             | 2056-08-15      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| FIRST STUDENT BIDCO INC                                                         | FIRST STUDENT BIDCO INC TL-B 1ST LIEN (TSFR3M+225) (FLR 0.0) FRN 08-15-30                          | CUSIP: 33718FAQ3<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |       233014 | PA      | $232601.52    | 0.00%             | 2030-08-15      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| FIRST STUDENT BIDCO INC                                                         | FIRST STUDENT BIDCO INC TL-C 1ST LIEN (TSFR3M+225) (FLR 0.0) FRN 08-15-30                          | CUSIP: 33718FAR1<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |        42636 | PA      | $42560.29     | 0.00%             | 2030-08-15      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                           | MOLINA HEALTHCARE INC 144A LIFE SR UNSEC 6.25% 01-15-33                                            | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |       200000 | PA      | $194042.20    | 0.00%             | 2033-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                        | MICROCHIP TECHNOLOGY INC SR UNSEC 5.05% 02-15-30                                                   | CUSIP: 595017BL7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |      4765000 | PA      | $4807537.16   | 0.05%             | 2030-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO                                                                  | WALT DISNEY CO SR UNSEC 4.0% 03-14-31                                                              | CUSIP: 254687GD2<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |      1700000 | PA      | $1674324.90   | 0.02%             | 2031-03-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS INC                                                    | WYNDHAM HOTELS & RESORTS INC 144A LIFE SR UNSEC 5.625% 03-01-33                                    | CUSIP: 98311AAE5<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |       407000 | PA      | $400873.43    | 0.00%             | 2033-03-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                     | MEXICO GOVERNMENT INTERNATIONAL BOND 7.375% 05-13-55                                               | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      1110000 | PA      | $1168885.50   | 0.01%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MPT OPERATING PARTNERSHIP LP                                                    | MPT OPERATING PARTNERSHIP LP 144A LIFE SR SEC 1ST LIEN 8.5% 02-15-32                               | CUSIP: 55342UAQ7<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |       908000 | PA      | $921258.62    | 0.01%             | 2032-02-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS RECFIX NOK 3.9208% 07-29-25/07-29-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-147155.72   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS RECFIX HUF 6.2597% 08-01-25/08-01-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-41891.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD SALE TO USD 4/20/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-2.88        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD SALE TO USD 6/17/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-7529.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERNATIONAL FINANCE CORP                                                      | INTERNATIONAL FINANCE CORP 0.0% 04-26-52                                                           | CUSIP: N/A<br>LEI: QKL54NQY28TCDAI75F60       | Long             | DBT              | NUSS              | US        |   1465160000 | PA      | $7618864.70   | 0.08%             | 2052-04-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT                           | INTERNATIONAL BANK FOR RECONSTRUCT 6.5% 04-17-30                                                   | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | NUSS              | US        |    726000000 | PA      | $7295182.95   | 0.07%             | 2030-04-17      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MINERA MEXICO SA DE CV                                                          | MINERA MEXICO SA DE CV 144A LIFE SR UNSEC 5.625% 02-12-32                                          | CUSIP: 60284MAC6<br>LEI: 2549005BMA2EK49I0T98 | Long             | DBT              | CORP              | MX        |      3805000 | PA      | $3853323.50   | 0.04%             | 2032-02-12      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| MARS INC                                                                        | MARS INC 144A LIFE SR UNSEC 4.8% 03-01-30                                                          | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      2585000 | PA      | $2612703.45   | 0.03%             | 2030-03-01      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                          | WESCO DISTRIBUTION INC 144A LIFE SR UNSEC 5.25% 04-15-31                                           | CUSIP: 95081QAT1<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |       280000 | PA      | $279028.68    | 0.00%             | 2031-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| BELGIUM (KINGDOM OF)                                                            | KINGDOM OF BELGIUM GOVERNMENT BOND EUR REG S 144A 0.65% 06-22-71                                   | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |        60000 | PA      | $22108.06     | 0.00%             | 2071-06-22      | Fixed         | 0.65%                 | Yes           |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                                      | BRAZIL NOTAS DO TESOURO NACIONAL SERIE F BRL 10.0% 01-01-33                                        | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |        20000 | PA      | $3243119.40   | 0.03%             | 2033-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BELGIUM (KINGDOM OF)                                                            | KINGDOM OF BELGIUM GOVERNMENT BOND EUR 144A LIFE/REG S 0.35% 06-22-32                              | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |       465000 | PA      | $452976.17    | 0.00%             | 2032-06-22      | Fixed         | 0.35%                 | Yes           |                  2 | On Loan: No      |
| BELGIUM (KINGDOM OF)                                                            | KINGDOM OF BELGIUM GOVERNMENT BOND EUR 144A LIFE/REG S 3.0% 06-22-33                               | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |       170000 | PA      | $193128.16    | 0.00%             | 2033-06-22      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                                      | BRAZIL NOTAS DO TESOURO NACIONAL SERIE B BRL (B) I/L 6.0% 08-15-40                                 | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |        12622 | PA      | $2149718.11   | 0.02%             | 2040-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                                      | BRAZIL NOTAS DO TESOURO NACIONAL SERIE B BRL I/L 6.0% 08-15-60                                     | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |        12622 | PA      | $2061428.34   | 0.02%             | 2060-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                                      | BRAZIL NOTAS DO TESOURO NACIONAL SERIE F BRL 10.0% 01-01-35                                        | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |       479400 | PA      | $75393089.94  | 0.77%             | 2035-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS PAYFIX PLN 4.14% 09-02-25/09-02-27 LCH                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $246526.32    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS RECFIX CZK 3.515% 09-02-25/09-02-27 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-1025774.39  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC SR UNSEC 2.0% 01-15-32                                                                   | CUSIP: 031162CZ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      5845000 | PA      | $5060449.03   | 0.05%             | 2032-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                        | AT&T INC SR UNSEC 3.5% 09-15-53                                                                    | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      2147000 | PA      | $1408917.22   | 0.01%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                                      | BRAZIL LETRAS DO TESOURO NACIONAL BRL 0.0% 01-01-30                                                | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |       373400 | PA      | $44524122.00  | 0.45%             | 2030-01-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BULGARIA (REPUBLIC OF)                                                          | BULGARIA GOVERNMENT INTERNATIONAL BOND REG S 5.0% 03-05-37                                         | CUSIP: N/A<br>LEI: 529900PG0XCL4LICL838       | Long             | DBT              | NUSS              | BG        |       824000 | PA      | $796851.67    | 0.01%             | 2037-03-05      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BELGIUM (KINGDOM OF)                                                            | KINGDOM OF BELGIUM GOVERNMENT BOND EUR 144A LIFE/REG S 2.6% 10-22-30                               | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |      1970000 | PA      | $2238663.48   | 0.02%             | 2030-10-22      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| BULGARIA (REPUBLIC OF)                                                          | BULGARIA GOVERNMENT INTERNATIONAL BOND EUR REG S 3.375% 07-18-35                                   | CUSIP: N/A<br>LEI: 529900PG0XCL4LICL838       | Long             | DBT              | NUSS              | BG        |      7800000 | PA      | $8643239.45   | 0.09%             | 2035-07-18      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MALAYSIA (GOVERNMENT)                                                           | MALAYSIA GOVERNMENT BOND MYR 4.457% 03-31-53                                                       | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      3500000 | PA      | $911024.33    | 0.01%             | 2053-03-31      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)               | UNITED KINGDOM GILT GBP REG S 3.75% 10-22-53                                                       | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |       390000 | PA      | $385346.29    | 0.00%             | 2053-10-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                                  | GRAY TELEVISION INC TL-B 1ST LIEN (TSFR3M+525)(FLR 0.0) FRN 06-04-29                               | CUSIP: 389376BC7<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |         6800 | PA      | $6812.75      | 0.00%             | 2029-06-04      | Variable      | 8.92%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                           | HUB INTERNATIONAL LTD TL 1ST LIEN (TSFR3M+225)(FLR 0.00) FRN 06-20-30                              | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |       844313 | PA      | $843257.51    | 0.01%             | 2030-06-20      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.875% 08-15-28                                                        | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1030000 | PA      | $1008555.09   | 0.01%             | 2028-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.0% 08-15-48                                                          | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       896200 | PA      | $657516.76    | 0.01%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD SALE TO USD 4/14/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-2634.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD PUR FROM USD 4/13/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $788.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                     | CANADIAN PACIFIC RAILWAY CO SR UNSEC 3.1% 12-02-51                                                 | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      1683000 | PA      | $1102450.83   | 0.01%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS PAYFIX EUR 2.8972% 09-11-25/09-11-55 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $538910.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS PAYFIX EUR 2.9012% 09-17-25/09-17-55 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $18992.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                     | MEXICAN BONOS MXN 7.75% 05-29-31                                                                   | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |       956211 | PA      | $5088079.66   | 0.05%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                                  | CZECH REPUBLIC GOVERNMENT BOND CZK REG S 0.95% 05-15-30                                            | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |        50000 | PA      | $2056.19      | 0.00%             | 2030-05-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| KASEYA INC                                                                      | KASEYA INC TL 2ND LIEN (TSFR3M+500)(FLR 0.0) FRN 03-21-33                                          | CUSIP: N/A<br>LEI: 254900MISXMLRZ63NH46       | Long             | LON              | CORP              | US        |       550000 | PA      | $440916.85    | 0.00%             | 2033-03-21      | Variable      | 8.67%                 | No            |                  2 | On Loan: No      |
| MI WINDOWS AND DOORS LLC                                                        | MI WINDOWS AND DOORS LLC TL-B3 1ST LIEN (TSFR3M+275)(FLR 0.0) FRN 03-28-31                         | CUSIP: 55336CAK8<br>LEI: 2549001JQBGDT0WEQ156 | Long             | LON              | CORP              | US        |       177309 | PA      | $164010.83    | 0.00%             | 2031-03-28      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD PUR FROM USD 4/13/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $456.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD PUR FROM USD 4/13/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $1452.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                                                   | AIA GROUP LTD EUR REG S SUB 0.88% 09-09-33/28                                                      | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | DBT              | CORP              | HK        |     15900000 | PA      | $17285258.33  | 0.18%             | 2033-09-09      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | BRISTOL-MYERS SQUIBB CO SR UNSEC 5.2% 02-22-34                                                     | CUSIP: 110122EH7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     16950000 | PA      | $17383174.20  | 0.18%             | 2034-02-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                         | NEW FORTRESS ENERGY INC TL-B 1ST LIEN (TSFR3M+550) (FLR 0.75) FRN 10-30-28                         | CUSIP: 64439HAC3<br>LEI: 254900EICTYTCHA5X705 | Long             | LON              | CORP              | US        |       408796 | PA      | $230203.10    | 0.00%             | 2028-10-30      | Variable      | 9.57%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                                              | OSAIC HOLDINGS INC TL-B1 1ST LIEN (TSFR3M+250)(FLR 0.0) FRN 07-30-32                               | CUSIP: 68773JAJ9<br>LEI: 549300XL60BDV6UW5C86 | Long             | LON              | CORP              | US        |       375000 | PA      | $368385.38    | 0.00%             | 2032-07-30      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD PUR FROM USD 4/13/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-928.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD SALE TO USD 4/13/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $1177.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                | CCO HOLDINGS LLC 144A SR UNSEC 4.75% 02-01-32                                                      | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       816000 | PA      | $738448.99    | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                            | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 5.25% 04-01-53                                | CUSIP: 161175CK8<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |      8914000 | PA      | $6997356.29   | 0.07%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PERATON CORP                                                                    | PERATON CORP TL-B 1ST LIEN (TSFR3M+385)(FLR 0.75) 02-01-28                                         | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |       549104 | PA      | $469254.64    | 0.00%             | 2028-02-01      | Variable      | 7.52%                 | No            |                  2 | On Loan: No      |
| PERATON CORP                                                                    | PERATON CORP TL-B 2ND LIEN (FUNDED) (TSR3M+7.85) (FLR 0.75) FRN 02-01-29                           | CUSIP: 71360HAG2<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |       525000 | PA      | $363562.50    | 0.00%             | 2029-02-01      | Variable      | 11.52%                | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD PUR FROM USD 4/2/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-47.11       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD PUR FROM USD 4/13/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-234.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS INC                                                     | SURGERY CENTER HOLDINGS INC TL 1ST LIEN (TSFR1M+250) (FLR 0.0) FRN 12-19-30                        | CUSIP: 86880NBD4<br>LEI: 54930054EVI5HWPPW113 | Long             | LON              | CORP              | US        |        88431 | PA      | $88533.64     | 0.00%             | 2030-12-19      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                         | TALEN ENERGY SUPPLY LLC TL-B (TSFR3M+250)(FLR 0.5) FRN 05-17-30                                    | CUSIP: 87422LAV2<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |       419250 | PA      | $420455.34    | 0.00%             | 2030-05-17      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| CRC INSURANCE GROUP LLC                                                         | CRC INSURANCE GROUP LLC TL 2ND LIEN (TSFR3M+475) (FLR 0.00) FRN 05-06-32                           | CUSIP: 89788VAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       844737 | PA      | $838753.58    | 0.01%             | 2032-05-06      | Variable      | 8.45%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 RJ1857 06-01-54                                                                      | CUSIP: 3142GSB31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     29872790 | PA      | $30196581.60  | 0.31%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                        | MARS INC 144A LIFE SR UNSEC 5.2% 03-01-35                                                          | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      7526000 | PA      | $7600386.98   | 0.08%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| MARS INC                                                                        | MARS INC 144A LIFE SR UNSEC 5.7% 05-01-55                                                          | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     10237000 | PA      | $9988773.22   | 0.10%             | 2055-05-01      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | BRISTOL-MYERS SQUIBB CO SR UNSEC 5.55% 02-22-54                                                    | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      1800000 | PA      | $1734431.40   | 0.02%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE SA EUR REG S SUB (B) 4.875% 02-26-36/31                                                       | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      6500000 | PA      | $7672842.11   | 0.08%             | 2036-02-26      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 FS8153 06-01-54                                                                      | CUSIP: 3140XQBX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3979981 | PA      | $4117398.28   | 0.04%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 FS7031 02-01-54                                                                      | CUSIP: 3140XNY57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1450240 | PA      | $1492114.68   | 0.02%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | HUF FWD SALE TO USD 6/17/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-658146.02   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | HUF FWD PUR FROM USD 4/14/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-8068.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 MA5822 09-01-55                                                                      | CUSIP: 31418FPG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       427354 | PA      | $429641.14    | 0.00%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 DE1078 06-01-55                                                                      | CUSIP: 3140BDFU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       617244 | PA      | $638563.34    | 0.01%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                 | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 5.45% 09-06-34                                            | CUSIP: 37045XFA9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |       455000 | PA      | $451516.98    | 0.00%             | 2034-09-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GENTING NEW YORK LLC / GENNY CAPITAL INC                                        | GENTING NEW YORK LLC 144A LIFE SR UNSEC 7.25% 10-01-29                                             | CUSIP: 37255JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       600000 | PA      | $602754.00    | 0.01%             | 2029-10-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 BV6163 08-01-55                                                                      | CUSIP: 3140MKZ54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       995792 | PA      | $914051.85    | 0.01%             | 2055-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CANADA (GOVERNMENT OF)                                                          | CANADIAN GOVERNMENT BOND CAD 2.75% 12-01-48                                                        | CUSIP: 135087D35<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     22100000 | PA      | $13298339.39  | 0.14%             | 2048-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CHILE (REPUBLIC OF)                                                             | BONOS DE LA TESORERIA DE LA REPUBLICA EN PESOS CLP 144A LIFE/REG S 4.7% 09-01-30                   | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |   1550000000 | PA      | $1632495.09   | 0.02%             | 2030-09-01      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| GARDA WORLD SECURITY CORP                                                       | GARDA WORLD SECURITY CORP 144A LIFE SR UNSEC 8.375% 11-15-32                                       | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |       155000 | PA      | $155241.65    | 0.00%             | 2032-11-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| GREAT CANADIAN GAMING CORP                                                      | GREAT CANADIAN GAMING CORP 144A LIFE SR SEC 1ST LIEN 8.75% 11-15-29                                | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | CA        |       955000 | PA      | $932296.79    | 0.01%             | 2029-11-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                                 | BAE SYSTEMS PLC 144A LIFE SR UNSEC 5.5% 03-26-54                                                   | CUSIP: 05523RAM9<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |       384000 | PA      | $379244.16    | 0.00%             | 2054-03-26      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                      | DOW CHEMICAL CO SR UNSEC 5.6% 02-15-54                                                             | CUSIP: 260543DK6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |       306000 | PA      | $263398.37    | 0.00%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                          | COLOMBIAN TES COP 7.25% 10-18-34                                                                   | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  19428400000 | PA      | $3738160.29   | 0.04%             | 2034-10-18      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                                          | CHINA GOVT BOND CNY 3.86% 07-22-49                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     13170000 | PA      | $2414781.52   | 0.02%             | 2049-07-22      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| COTE D IVOIRE (REPUBLIC OF)                                                     | IVORY COAST GOVERNMENT INTERNATIONAL BOND EUR REG S SF 6.875% 10-17-40                             | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |       700000 | PA      | $762909.43    | 0.01%             | 2040-10-17      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                                          | CHINA GOVT BOND CNY 3.13% 11-21-29                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     75090000 | PA      | $11599253.89  | 0.12%             | 2029-11-21      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 CB8872 07-01-54                                                                      | CUSIP: 3140QU2E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1264700 | PA      | $1317476.70   | 0.01%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 CB8725 06-01-54                                                                      | CUSIP: 3140QUVT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       834200 | PA      | $869011.66    | 0.01%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD PUR FROM USD 4/13/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $2050.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD PUR FROM USD 4/13/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $1025.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD PUR FROM USD 4/13/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $546.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD SALE TO USD 5/8/2026                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-118134.23   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                 | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 5.9% 01-07-35                                             | CUSIP: 37045XFC5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1018356.00   | 0.01%             | 2035-01-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                 | GENERAL MOTORS FINANCIAL CO INC EUR REG S SR UNSEC 3.7% 07-14-31                                   | CUSIP: N/A<br>LEI: 5493008B6JBRUJ90QL97       | Long             | DBT              | CORP              | US        |      7210000 | PA      | $8243491.48   | 0.08%             | 2031-07-14      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD PUR FROM USD 4/1/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $116803.63    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS RECFIX HUF 6.1177% 09-23-25/09-23-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-70008.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS PAYFIX NOK 4.08% 09-23-25/09-23-30 LCH                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $43506.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS PAYFIX NOK 4.095% 09-23-25/09-23-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $42396.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX BRL 13.43% 03-12-26/01-02-30                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-655342.32   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.25% 08-15-49                                                         | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       256200 | PA      | $159304.34    | 0.00%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 1.625% 11-30-26                                                        | CUSIP: 912828YU8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        25100 | PA      | $24755.36     | 0.00%             | 2026-11-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                 | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 5.625% 04-04-32                                           | CUSIP: 37045XFG6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |       194000 | PA      | $198582.09    | 0.00%             | 2032-04-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                               | GENERAL MOTORS CO SR UNSEC 5.625% 04-15-30                                                         | CUSIP: 37045VBA7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |       500000 | PA      | $514265.50    | 0.01%             | 2030-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                 | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 6.15% 07-15-35                                            | CUSIP: 37045XFK7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |       640000 | PA      | $662133.12    | 0.01%             | 2035-07-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| GLOBAL PARTNERS LP/MA                                                           | GLOBAL PARTNERS LP 144A LIFE SR UNSEC 7.125% 07-01-33                                              | CUSIP: 37954FAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       225000 | PA      | $226978.43    | 0.00%             | 2033-07-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                                          | CHINA GOVT BOND CNY 3.39% 03-16-50                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     16400000 | PA      | $2817366.26   | 0.03%             | 2050-03-16      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                   | DEUTSCHLAND REP EUR REG S (B) 0.0% 04-16-27                                                        | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |         5000 | PA      | $5631.25      | 0.00%             | 2027-04-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                                  | GRAY MEDIA INC 144A LIFE SR SEC 2ND LIEN 9.625% 07-15-32                                           | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |       715000 | PA      | $715619.91    | 0.01%             | 2032-07-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO AKA GE AEROSPACE                                            | GENERAL ELECTRIC CO SR UNSEC 4.9% 01-29-36                                                         | CUSIP: 369604CA9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |      1388000 | PA      | $1389658.66   | 0.01%             | 2036-01-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                   | BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE EUR REG S (B) 1.0% 05-15-38                               | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |       440000 | PA      | $397594.51    | 0.00%             | 2038-05-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                   | BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE EUR REG S (B) 1.7% 08-15-32                               | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     37465000 | PA      | $40595736.62  | 0.41%             | 2032-08-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                      | DAVITA INC 144A LIFE SR UNSEC 6.875% 09-01-32                                                      | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |       925000 | PA      | $948404.35    | 0.01%             | 2032-09-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM AG                                                             | DEUTSCHE TELEKOM AG EUR REG S SR UNSEC (B) 3.25% 06-04-35                                          | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | DBT              | CORP              | DE        |      1672000 | PA      | $1868997.36   | 0.02%             | 2035-06-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                        | EUROPEAN INVESTMENT BANK 2.875% 01-15-35                                                           | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | NUSS              | LU        |      2810000 | PA      | $3172131.63   | 0.03%             | 2035-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                   | BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE EUR REG S (B) 2.1% 11-15-29                               | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     17701000 | PA      | $20060245.77  | 0.20%             | 2029-11-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                   | BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE EUR REG S (B) 2.3% 02-15-33                               | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      2000000 | PA      | $2234010.71   | 0.02%             | 2033-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| DIEBOLD NIXDORF INC                                                             | DIEBOLD NIXDORF INC 144A LIFE SR SEC 1ST LIEN 7.75% 03-31-30                                       | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |      1360000 | PA      | $1417579.68   | 0.01%             | 2030-03-31      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| DAI-ICHI LIFE INSURANCE CO LTD                                                  | DAI-ICHI LIFE INSURANCE CO LTD PRP 144A LIFE SUB (H) 6.2% 12-31-79/01-16-35                        | CUSIP: 23381LAA2<br>LEI: 3538001235ACEIORUV72 | Long             | DBT              | CORP              | JP        |      2500000 | PA      | $2515865.00   | 0.03%             | 2079-12-31      | Variable      | 6.20%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX BRL 13.72% 03-25-26/01-02-30                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $105651.56    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX BRL 13.6875% 03-25-26/01-02-29                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $1083.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                           | DIRECTV FINANCING LLC 144A LIFE SR SEC 1ST LIEN 10.0% 02-15-31                                     | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1010000 | PA      | $1031835.19   | 0.01%             | 2031-02-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| DAVITA INC                                                                      | DAVITA INC 144A LIFE SR UNSEC 6.75% 07-15-33                                                       | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |       705000 | PA      | $717773.19    | 0.01%             | 2033-07-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| HELLENIC REPUBLIC TREASURY BILL                                                 | HELLENIC REPUBLIC GOVERNMENT BOND EUR 144A LIFE/REG S 4.25% 06-15-33                               | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |       145000 | PA      | $175813.92    | 0.00%             | 2033-06-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                   | DEUTSCHLAND REP EUR REG S (B) 2.2% 04-13-28                                                        | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      6741000 | PA      | $7728987.31   | 0.08%             | 2028-04-13      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC TREASURY BILL                                                 | HELLENIC REPUBLIC GOVERNMENT BOND EUR 144A LIFE/REG S 3.875% 06-15-28                              | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |        25000 | PA      | $29552.35     | 0.00%             | 2028-06-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                   | BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE EUR REG S (B) 1.8% 08-15-53                               | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |       830000 | PA      | $683301.92    | 0.01%             | 2053-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY SR UNSEC 5.192% 04-17-31/30                                                         | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      2890000 | PA      | $2933740.15   | 0.03%             | 2031-04-17      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC                                                      | MONDELEZ INTERNATIONAL INC SR UNSEC 4.5% 05-06-30                                                  | CUSIP: 609207BG9<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |      1884000 | PA      | $1878344.23   | 0.02%             | 2030-05-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC                                                      | MONDELEZ INTERNATIONAL INC SR UNSEC 5.125% 05-06-35                                                | CUSIP: 609207BH7<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |      2590000 | PA      | $2596311.83   | 0.03%             | 2035-05-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                     | MEXICO GOVERNMENT INTERNATIONAL BOND 6.62% 01-29-38                                                | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       640000 | PA      | $653760.00    | 0.01%             | 2038-01-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | HUF FWD SALE TO USD 4/15/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-6787.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | HUF FWD SALE TO USD 4/7/2026                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-8399.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                  | EUROPEAN UNION 2.625% 07-04-28                                                                     | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |      8820000 | PA      | $10157519.31  | 0.10%             | 2028-07-04      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                  | EUROPEAN UNION 3.375% 12-12-35                                                                     | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |     69240000 | PA      | $79850584.43  | 0.81%             | 2035-12-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MARRIOTT VACATIONS WORLDWIDE CORP                                               | MARRIOTT VACATIONS WORLDWIDE CORP CV SR UNSEC 3.25% 12-15-27                                       | CUSIP: 57164YAF4<br>LEI: 549300WA6BT5H4F7IO94 | Long             | DBT              | CORP              | US        |       236000 | PA      | $227150.00    | 0.00%             | 2027-12-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TERAWULF INC                                                                    | TERAWULF INC CV 1.0% 09-01-31                                                                      | CUSIP: 88080TAC8<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |       233000 | PA      | $323637.00    | 0.00%             | 2031-09-01      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | JPY FWD PUR FROM USD 4/24/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $2604.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY FWD SALE TO USD 4/15/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-1009.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | KRW FWD PUR FROM USD NDF 4/10/2026                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-112884.11   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | KRW FWD SALE TO USD NDF 4/10/2026                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $23941.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                   | BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE EUR REG S (B) 2.2% 02-15-34                               | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      5000000 | PA      | $5493882.22   | 0.06%             | 2034-02-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                   | BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE EUR REG S (B) 2.5% 08-15-54                               | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |        20000 | PA      | $19160.06     | 0.00%             | 2054-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                                                          | KAZAKHSTAN GOVERNMENT INTERNATIONAL BOND 144A LIFE 5.5% 07-01-37                                   | CUSIP: 486661BP5<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |      2200000 | PA      | $2215692.60   | 0.02%             | 2037-07-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                              | MITSUBISHI UFJ FINANCIAL GROUP INC SR UNSEC FRN 09-12-31                                           | CUSIP: 606822DM3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |       500000 | PA      | $502336.50    | 0.01%             | 2031-09-12      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE SA 144A LIFE SR NON PREF 5.417% 01-13-37/36                                                   | CUSIP: 05571ABF1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     14560000 | PA      | $14201649.28  | 0.14%             | 2037-01-13      | Variable      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE SA EUR REG S SUB (B) 4.0% 01-16-37/32                                                         | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      2000000 | PA      | $2257333.45   | 0.02%             | 2037-01-16      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | KRW FWD SALE TO USD NDF 4/10/2026                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $501149.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | KRW FWD PUR FROM USD NDF 4/10/2026                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-5576.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                     | MEXICO GOVERNMENT INTERNATIONAL BOND EUR 3.5% 09-19-29                                             | CUSIP: 91087BBM1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      4390000 | PA      | $4991421.63   | 0.05%             | 2029-09-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                     | MEXICO GOVERNMENT INTERNATIONAL BOND 5.375% 03-22-33                                               | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      6160000 | PA      | $6036800.00   | 0.06%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                   | BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE EUR REG S (B) 2.6% 05-15-41                               | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      5790000 | PA      | $6119343.92   | 0.06%             | 2041-05-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC TREASURY BILL                                                 | HELLENIC REPUBLIC GOVERNMENT BOND EUR 144A LIFE/REG S 4.125% 06-15-54                              | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |      5900000 | PA      | $6456716.84   | 0.07%             | 2054-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RJ1964 07-01-54                                                                      | CUSIP: 3142GSFE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2932014 | PA      | $3045462.52   | 0.03%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 CB8876 07-01-54                                                                      | CUSIP: 3140QU2J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       353160 | PA      | $366837.72    | 0.00%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                   | BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE EUR REG S (B) 2.5% 02-15-35                               | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     30990000 | PA      | $34545610.07  | 0.35%             | 2035-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC TREASURY BILL                                                 | HELLENIC REPUBLIC GOVERNMENT BOND EUR 144A LIFE/REG S 3.625% 06-15-35                              | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |     11370000 | PA      | $13009687.63  | 0.13%             | 2035-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 MA5446 08-01-54                                                                      | CUSIP: 31418FBQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        11013 | PA      | $11393.05     | 0.00%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DB7687 08-01-54                                                                      | CUSIP: 3140AHRH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       480082 | PA      | $493291.27    | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TNB GLOBAL VENTURES CAPITAL BHD                                                 | TNB GLOBAL VENTURES CAPITAL BHD SUKUK REG S SR UNSEC 3.244% 10-19-26                               | CUSIP: N/A<br>LEI: 5493004U8XEGPFWIBZ14       | Long             | DBT              | CORP              | MY        |       500000 | PA      | $496943.00    | 0.01%             | 2026-10-19      | Fixed         | 3.24%                 | Yes           |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                                            | TENCENT HOLDINGS LTD REG S SR UNSEC 3.975% 04-11-29                                                | CUSIP: 88032XAN4<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | CN        |       250000 | PA      | $249222.25    | 0.00%             | 2029-04-11      | Fixed         | 3.98%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DB7039 07-01-54                                                                      | CUSIP: 3140AGZD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       932101 | PA      | $955776.01    | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DB7690 08-01-54                                                                      | CUSIP: 3140AHRL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       440623 | PA      | $454864.48    | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                  | EUROPEAN UNION 3.75% 10-12-45                                                                      | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |      1415000 | PA      | $1584064.24   | 0.02%             | 2045-10-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | THB FWD PUR FROM USD 4/24/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $106069.70    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY SR UNSEC 4.356% 10-22-31/30                                                         | CUSIP: 61748UAM4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     10000000 | PA      | $9802190.00   | 0.10%             | 2031-10-22      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY SR UNSEC 4.892% 10-22-36/35                                                         | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      3936000 | PA      | $3806478.05   | 0.04%             | 2036-10-22      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS LLC                                                    | DISCOVERY COMMUNICATIONS LLC SR UNSEC 4.125% 05-15-29                                              | CUSIP: 25470DCA5<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |       150000 | PA      | $144963.90    | 0.00%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                      | DOW CHEMICAL CO SR UNSEC 5.65% 03-15-36                                                            | CUSIP: 260543DP5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |        16000 | PA      | $15856.19     | 0.00%             | 2036-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL INTERNATIONAL SA                                          | TOTALENERGIES CAPITAL INTERNATIONAL SA SR UNSEC 2.829% 01-10-30                                    | CUSIP: 89153VAT6<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |      3500000 | PA      | $3316950.00   | 0.03%             | 2030-01-10      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                                            | TENCENT HOLDINGS LTD 144A LIFE SR UNSEC 2.39% 06-03-30                                             | CUSIP: 88032WAU0<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | CN        |       300000 | PA      | $279570.00    | 0.00%             | 2030-06-03      | Fixed         | 2.39%                 | Yes           |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                   | BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE EUR REG S (B) 2.9% 08-15-56                               | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      7960000 | PA      | $8231010.40   | 0.08%             | 2056-08-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                   | BUNDESSCHATZANWEISUNGEN EUR REG S (B) 2.0% 12-16-27                                                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     16060000 | PA      | $18373516.19  | 0.19%             | 2027-12-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HONDURAS REPUBLIC OF                                                            | HONDURAS GOVERNMENT INTERNATIONAL BOND REG S 6.25% 01-19-27                                        | CUSIP: N/A<br>LEI: 5493002DW1JNBNG17615       | Long             | DBT              | NUSS              | HN        |      2882000 | PA      | $2899292.00   | 0.03%             | 2027-01-19      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY (REPUBLIC OF)                                                           | HUNGARY GOVERNMENT BOND HUF 3.25% 10-22-31                                                         | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   1901750000 | PA      | $4723999.79   | 0.05%             | 2031-10-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.705% 03-27-26/03-24-28 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-14841.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC                                                              | NEXTERA ENERGY INC CV PFD 7.299% 06-01-27                                                          | CUSIP: 65339F663<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |         4900 | NS      | $274302.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CAS 2025-R02                                                                    | CAS 2025-R02 1A1 144A FRN 02-25-45                                                                 | CUSIP: 20754TAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1422504 | PA      | $1420886.66   | 0.01%             | 2045-02-25      | Variable      | 4.66%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | THB FWD SALE TO USD 4/24/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-829042.80   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | THB FWD PUR FROM USD 4/24/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $3299.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 CB8842 07-01-54                                                                      | CUSIP: 3140QUZG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     12532959 | PA      | $12684758.44  | 0.13%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 RJ1963 07-01-54                                                                      | CUSIP: 3142GSFD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      3335889 | PA      | $3375342.90   | 0.03%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CAS 2025-R02                                                                    | CAS 2025-R02 1M1 144A FRN 02-25-45                                                                 | CUSIP: 20754TAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2017490 | PA      | $2017062.33   | 0.02%             | 2045-02-25      | Variable      | 4.81%                 | Yes           |                  2 | On Loan: No      |
| CIM 2025-R1                                                                     | CIM 2025-R1 A1 144A 5.0% 02-25-99                                                                  | CUSIP: 12575LAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2595448 | PA      | $2570292.90   | 0.03%             | 2099-02-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL CO LTD                                                    | TAKEDA PHARMACEUTICAL CO LTD EUR SR UNSEC 0.75% 07-09-27                                           | CUSIP: 874060BA3<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |      3230000 | PA      | $3630432.21   | 0.04%             | 2027-07-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| GRUPO ENERGIA BOGOTA SA ESP                                                     | GRUPO ENERGIA BOGOTA SA ESP 144A LIFE SR UNSEC 4.875% 05-15-30                                     | CUSIP: 40053XAA7<br>LEI: 529900LG618OWYVHI655 | Long             | DBT              | CORP              | CO        |      2300000 | PA      | $2213060.00   | 0.02%             | 2030-05-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| HOWARD HUGHES CORP/THE                                                          | HOWARD HUGHES CORP 144A LIFE SR UNSEC 5.875% 03-01-32                                              | CUSIP: 44267DAG2<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |       270000 | PA      | $260093.97    | 0.00%             | 2032-03-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| HOWARD HUGHES CORP/THE                                                          | HOWARD HUGHES CORP 144A LIFE SR UNSEC 6.125% 03-01-34                                              | CUSIP: 44267DAH0<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |       405000 | PA      | $389288.03    | 0.00%             | 2034-03-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO AKA GE AEROSPACE                                            | GENERAL ELECTRIC CO SR UNSEC 4.3% 07-29-30                                                         | CUSIP: 369604BZ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |      1179000 | PA      | $1177038.14   | 0.01%             | 2030-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | GOLDMAN SACHS GROUP INC SR UNSEC 4.939% 10-21-36/35                                                | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      4876000 | PA      | $4723766.40   | 0.05%             | 2036-10-21      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                            | HOWMET AEROSPACE INC SR UNSEC 4.75% 04-15-36                                                       | CUSIP: 443201AH1<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1945250.00   | 0.02%             | 2036-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                                         | HONEYWELL AEROSPACE INC 144A SR UNSEC 4.6% 03-16-33                                                | CUSIP: 43849RAF2<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |       386000 | PA      | $381684.13    | 0.00%             | 2033-03-16      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 FS8318 07-01-54                                                                      | CUSIP: 3140XQG43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       953616 | PA      | $985763.96    | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RJ1975 07-01-54                                                                      | CUSIP: 3142GSFR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1844140 | PA      | $1897985.66   | 0.02%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                                         | HONEYWELL AEROSPACE INC 144A SR UNSEC 4.95% 03-16-36                                               | CUSIP: 43849RAG0<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |       917000 | PA      | $910204.11    | 0.01%             | 2036-03-16      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                                         | HONEYWELL AEROSPACE INC 144A SR UNSEC 5.732% 03-16-56                                              | CUSIP: 43849RAJ4<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |       500000 | PA      | $494575.50    | 0.01%             | 2056-03-16      | Fixed         | 5.73%                 | Yes           |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                           | DIRECTV FINANCING LLC 144A LIFE SR SEC 1ST LIEN 8.875% 02-01-30                                    | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       805000 | PA      | $804215.13    | 0.01%             | 2030-02-01      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                         | DUKE ENERGY FLORIDA LLC SR SEC 1ST LIEN 4.85% 12-01-35                                             | CUSIP: 26444HAU5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |      2925000 | PA      | $2872256.40   | 0.03%             | 2035-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | KRW FWD SALE TO USD NDF 4/10/2026                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $23543.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | KRW FWD SALE TO USD NDF 4/10/2026                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $153866.20    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP CL D CV PFD 6.50% 01-15-29                                                             | CUSIP: 68389X204<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EP               | CORP              | US        |         6000 | NS      | $270060.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AG                                                               | EURO-SCHATZ 2YR FUT OPT DUK6C C @ 107 04-24-26                                                     | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              |  | DE        |         7200 | NC      | $242423.36    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MEITUAN                                                                         | MEITUAN 144A LIFE SR UNSEC 4.75% 11-05-32                                                          | CUSIP: 58533EAH6<br>LEI: 21380033K525E5JLIA77 | Long             | DBT              | CORP              | CN        |       370000 | PA      | $360015.55    | 0.00%             | 2032-11-05      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| MEITUAN                                                                         | MEITUAN 144A LIFE SR UNSEC 5.125% 11-05-35                                                         | CUSIP: 58533EAJ2<br>LEI: 21380033K525E5JLIA77 | Long             | DBT              | CORP              | CN        |       400000 | PA      | $386209.20    | 0.00%             | 2035-11-05      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QI3333 04-01-54                                                                      | CUSIP: 3133W9V24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       571347 | PA      | $590221.33    | 0.01%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD5692 05-01-54                                                                      | CUSIP: 3132DTKD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       777209 | PA      | $803324.30    | 0.01%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 FS8219 06-01-54                                                                      | CUSIP: 3140XQDZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1175015 | PA      | $1203615.64   | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NIGERIA (FEDERAL REPUBLIC OF)                                                   | NIGERIA GOVERNMENT INTERNATIONAL BOND 144A LIFE 8.6308% 01-13-36                                   | CUSIP: 65412AFF4<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |       200000 | PA      | $208526.40    | 0.00%             | 2036-01-13      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| GOHL CAPITAL LTD                                                                | GOHL CAPITAL LTD REG S SR UNSEC 4.25% 01-24-27                                                     | CUSIP: N/A<br>LEI: 254900TF7OK6KSDZA888       | Long             | DBT              | CORP              | IM        |       600000 | PA      | $594160.20    | 0.01%             | 2027-01-24      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| BRISTOW GROUP INC                                                               | BRISTOW GROUP INC 144A LIFE SR SEC 1ST LIEN 6.75% 02-01-33                                         | CUSIP: 11040GAB9<br>LEI: 5493005Q24EN3UC1PV68 | Long             | DBT              | CORP              | US        |       285000 | PA      | $288263.82    | 0.00%             | 2033-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL INC                                                     | BIOMARIN PHARMACEUTICAL INC 144A LIFE SR UNSEC 5.5% 02-15-34                                       | CUSIP: 09061GAL5<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |       400000 | PA      | $394104.80    | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY (REPUBLIC OF)                                                           | HUNGARY GOVERNMENT BOND HUF 3.0% 08-21-30                                                          | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |  19100420000 | PA      | $48693129.49  | 0.50%             | 2030-08-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT INFLATION LINKED BOND                                    | NEW ZEALAND GOVERNMENT BOND NZD 4.5% 05-15-35                                                      | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |      1800000 | PA      | $1023438.78   | 0.01%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BLACK PEARL COMPUTE LLC                                                         | BLACK PEARL COMPUTE LLC 144A LIFE SR SEC 1ST LIEN 6.125% 02-15-31                                  | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        70000 | PA      | $71333.29     | 0.00%             | 2031-02-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                                      | BRAZILIAN GOVERNMENT INTERNATIONAL BOND 6.25% 05-22-36                                             | CUSIP: 105756CQ1<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      1350000 | PA      | $1323675.00   | 0.01%             | 2036-05-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LG ENERGY SOLUTION LTD                                                          | LG ENERGY SOLUTION LTD 144A LIFE SR UNSEC 5.375% 04-02-30                                          | CUSIP: 50205MAG4<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |       200000 | PA      | $201732.40    | 0.00%             | 2030-04-02      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| LG ENERGY SOLUTION LTD                                                          | LG ENERGY SOLUTION LTD REG S SR UNSEC 5.875% 04-02-35                                              | CUSIP: N/A<br>LEI: 988400QX6P286XA6ZS85       | Long             | DBT              | CORP              | KR        |       400000 | PA      | $399912.80    | 0.00%             | 2035-04-02      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT INFLATION LINKED BOND                                    | NEW ZEALAND GOVERNMENT BOND NZD 4.25% 05-15-36                                                     | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |     22075000 | PA      | $12198888.34  | 0.12%             | 2036-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NORWAY KINGDOM OF (GOVERNMENT)                                                  | NORWAY GOVERNMENT BOND NOK 144A LIFE/REG S 3.75% 06-12-35                                          | CUSIP: N/A<br>LEI: 549300L0BT3FJTN9MX24       | Long             | DBT              | NUSS              | NO        |     87140000 | PA      | $8608743.37   | 0.09%             | 2035-06-12      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| CAS 2025-R04                                                                    | CAS 2025-R04 1M1 144A FRN 05-25-45                                                                 | CUSIP: 20755TAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1371856 | PA      | $1373013.57   | 0.01%             | 2045-05-25      | Variable      | 4.86%                 | Yes           |                  2 | On Loan: No      |
| DURST 2025-151                                                                  | DURST 2025-151 A 144A FRN 08-10-42                                                                 | CUSIP: 266895AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5241000 | PA      | $5294903.69   | 0.05%             | 2042-08-10      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| EFMT 2026-NQM1                                                                  | EFMT 2026-NQM1 A1 144A FRN 02-25-71                                                                | CUSIP: 26846GAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10209539 | PA      | $10117837.38  | 0.10%             | 2071-02-25      | Variable      | 4.77%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 RJ6300 01-01-56                                                                      | CUSIP: 3142GXAA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       340973 | PA      | $353222.46    | 0.00%             | 2056-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                               | LYB INTERNATIONAL FINANCE III LLC SR UNSEC 6.15% 05-15-35                                          | CUSIP: 50249AAP8<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |      1136000 | PA      | $1169830.08   | 0.01%             | 2035-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP                                            | LADDER CAPITAL FINANCE HOLDINGS LLLP SR UNSEC 5.5% 08-01-30                                        | CUSIP: 505742AS5<br>LEI: 254900TBF2Z4GR7NSX02 | Long             | DBT              | CORP              | US        |       894000 | PA      | $896251.99    | 0.01%             | 2030-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD8029 12-01-49                                                                      | CUSIP: 3132DV4N2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |         8169 | PA      | $6960.58      | 0.00%             | 2049-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHLMC_K153               | MULTI 3.82 01-25-33                                                                                | CUSIP: 3137H9CE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     12287500 | PA      | $11861553.81  | 0.12%             | 2033-01-25      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | USD FWD SALE TO CAD 4/13/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-673.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | ZAR FWD PUR FROM USD 4/28/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-689141.63   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                      | DOW CHEMICAL CO SR UNSEC 4.375% 11-15-42                                                           | CUSIP: 260543CG6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |        15000 | PA      | $11767.85     | 0.00%             | 2042-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                      | DOW CHEMICAL CO SR UNSEC 5.55% 11-30-48                                                            | CUSIP: 260543CR2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |       132000 | PA      | $114217.88    | 0.00%             | 2048-11-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 CB8858 07-01-54                                                                      | CUSIP: 3140QUZY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1184540 | PA      | $1218584.57   | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 FS8317 07-01-54                                                                      | CUSIP: 3140XQG35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       212917 | PA      | $222615.80    | 0.00%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HTA GROUP LTD                                                                   | HTA GROUP LTD 144A LIFE SR UNSEC 6.75% 04-01-31                                                    | CUSIP: 40435WAD2<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |      6000000 | PA      | $5937342.00   | 0.06%             | 2031-04-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| INFINITY NATURAL RESOURCES LLC                                                  | INFINITY NATURAL RESOURCES LLC 144A LIFE SR UNSEC 7.625% 04-01-31                                  | CUSIP: 45690BAA3<br>LEI: 54930021094IFVB5ND43 | Long             | DBT              | CORP              | US        |       185000 | PA      | $186092.43    | 0.00%             | 2031-04-01      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD8454 08-01-54                                                                      | CUSIP: 3132DWMB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      3493721 | PA      | $3564510.87   | 0.04%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 MA5445 08-01-54                                                                      | CUSIP: 31418FBP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      6692810 | PA      | $6831772.75   | 0.07%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA ASAHAN ALUMINIUM PT                                                   | INDONESIA ASAHAN ALUMINIUM PT 144A LIFE SR UNSEC 5.45% 05-15-30                                    | CUSIP: 74445PAF9<br>LEI: 2549008P48EB9SN2OI80 | Long             | DBT              | CORP              | ID        |      2860000 | PA      | $2894937.76   | 0.03%             | 2030-05-15      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 4.347% 01-22-32/31                                                    | CUSIP: 46647PFG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      1150000 | PA      | $1134013.85   | 0.01%             | 2032-01-22      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 4.898% 01-22-37/36                                                    | CUSIP: 46647PFJ0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      2300000 | PA      | $2251437.80   | 0.02%             | 2037-01-22      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| KOREA ELECTRIC POWER CORP                                                       | KOREA ELECTRIC POWER CORP 5.125% 04-23-34                                                          | CUSIP: N/A<br>LEI: 988400QG33WS7JEIV602       | Long             | DBT              | USGA              | KR        |       400000 | PA      | $412192.00    | 0.00%             | 2034-04-23      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| KOREA NATIONAL OIL CORP                                                         | KOREA NATIONAL OIL CORP 144A LIFE SR UNSEC 4.875% 04-03-28                                         | CUSIP: 50065WAP1<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | USGA              | KR        |       200000 | PA      | $202398.60    | 0.00%             | 2028-04-03      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK (THE)                                                    | KOREA DEVELOPMENT BANK 6.75% 07-01-30                                                              | CUSIP: N/A<br>LEI: 549300ML2LNRZUCS7149       | Long             | DBT              | USGA              | KR        |    465000000 | PA      | $4654924.60   | 0.05%             | 2030-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORPORATION                                                     | CITGO PETROLEUM CORP 144A LIFE SR SEC 1ST LIEN 8.375% 01-15-29                                     | CUSIP: 17302XAN6<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |       285000 | PA      | $294481.67    | 0.00%             | 2029-01-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| CANADA HOUSING TRUST NO.1                                                       | CANADA HOUSING TRUST NO.1 CAD 144A LIFE 2ND LIEN 2.85% 06-15-30                                    | CUSIP: 13509PKC6<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | USGA              | CA        |      2980000 | PA      | $2118464.88   | 0.02%             | 2030-06-15      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| KFW                                                                             | KREDITANSTALT FUER WIEDERAUFBAU EUR REG S SR UNSEC (B) 2.375% 06-29-29                             | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      5765000 | PA      | $6576476.95   | 0.07%             | 2029-06-29      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| KUAISHOU TECHNOLOGY                                                             | KUAISHOU TECHNOLOGY 144A LIFE SR UNSEC 4.75% 01-22-36                                              | CUSIP: 50116LAC3<br>LEI: 300300FCDZBE6UP9ED24 | Long             | DBT              | CORP              | CN        |      7200000 | PA      | $6942391.20   | 0.07%             | 2036-01-22      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                                         | KODIAK GAS SERVICES LLC 144A LIFE SR UNSEC 5.875% 04-01-31                                         | CUSIP: 50012LAF1<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |       165000 | PA      | $165919.38    | 0.00%             | 2031-04-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| LSEG US FIN CORP                                                                | LSEG US FIN CORP 144A LIFE SR UNSEC 5.25% 03-23-36                                                 | CUSIP: 50222CAF7<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |       350000 | PA      | $346696.00    | 0.00%             | 2036-03-23      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| LG ENERGY SOLUTION LTD                                                          | LG ENERGY SOLUTION LTD 144A LIFE SR UNSEC 5.875% 04-02-36                                          | CUSIP: 50205MAN9<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |       200000 | PA      | $198526.60    | 0.00%             | 2036-04-02      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                     | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 6.0% 05-01-56                                          | CUSIP: 694308LB1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      1686000 | PA      | $1601356.06   | 0.02%             | 2056-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                      | PACIFICORP SR SEC 1ST LIEN 5.8% 04-15-36                                                           | CUSIP: 695114DQ8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |       950000 | PA      | $958003.75    | 0.01%             | 2036-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP (THE)                                                          | PROGRESSIVE CORP SR UNSEC 5.15% 03-26-36                                                           | CUSIP: 743315BD4<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |      1034000 | PA      | $1035906.70   | 0.01%             | 2036-03-26      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GEOPARK LTD                                                                     | GEOPARK LTD REG S SR UNSEC 5.5% 01-17-27                                                           | CUSIP: N/A<br>LEI: 529900ZR5QI19AH4KZ07       | Long             | DBT              | CORP              | CO        |      7500000 | PA      | $7303695.00   | 0.07%             | 2027-01-17      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS BIDCO LTD                                                | GALAXY PIPELINE ASSETS BIDCO LTD REG S SR SEC 1ST LIEN SF 2.94% 09-30-40                           | CUSIP: N/A<br>LEI: 549300L82YB0C6JQIC26       | Long             | DBT              | CORP              | JE        |      5942370 | PA      | $4816017.54   | 0.05%             | 2040-09-30      | Fixed         | 2.94%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | KRW FWD SALE TO USD NDF 6/17/2026                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $372024.57    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | KRW FWD PUR FROM USD NDF 4/20/2026                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-259.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                      | DOW CHEMICAL CO SR UNSEC 4.8% 05-15-49                                                             | CUSIP: 260543CV3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |       613000 | PA      | $475653.06    | 0.00%             | 2049-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DENMARK (KINGDOM OF)                                                            | DENMARK GOVERNMENT BOND DKK 4.5% 11-15-39                                                          | CUSIP: N/A<br>LEI: 549300PTO6LS1PTM6607       | Long             | DBT              | NUSS              | DK        |       830000 | PA      | $149208.07    | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AG                                                               | EURO-SCHATZ 2YR FUT OPT DUK6C C @ 106.3 04-24-26                                                   | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              |  | DE        |         7200 | NC      | $-1432306.56  | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                 | SOFR 90DAY FUT OPT SFRZ6P P @ 96.625 12-11-26                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              |  | US        |          470 | NC      | $-537562.50   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | ZAR FWD SALE TO USD 4/1/2026                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $924342.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | ZAR FWD SALE TO USD 4/2/2026                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $11592.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.125% 09-30-27                                                        | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     14282500 | PA      | $14344427.49  | 0.15%             | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| THAILAND (KINGDOM OF)                                                           | THAILAND GOVERNMENT BOND THB 3.35% 06-17-33                                                        | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |     26000000 | PA      | $868003.68    | 0.01%             | 2033-06-17      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                 | SOFR 90DAY FUT OPT SFRZ6P P @ 97 12-11-26                                                          | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              |  | US        |          235 | NC      | $439156.25    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                 | UST 5YR FUT OPT FVK6P P @ 109.25 04-24-26                                                          | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              |  | US        |          159 | NC      | $-191296.88   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | KRW FWD PUR FROM USD NDF 4/10/2026                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $5846.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | MXN FWD SALE TO USD 4/1/2026                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $230694.94    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                 | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 2.4% 04-10-28                                             | CUSIP: 37045XDH6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      6870000 | PA      | $6590549.01   | 0.07%             | 2028-04-10      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| GENM CAPITAL LABUAN LTD                                                         | GENM CAPITAL LABUAN LTD REG S SR UNSEC 3.882% 04-19-31                                             | CUSIP: N/A<br>LEI: 254900DWSHIWTSE0YG58       | Long             | DBT              | CORP              | MY        |      1600000 | PA      | $1420878.40   | 0.01%             | 2031-04-19      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| ARAMARK SERVICES INC                                                            | ARAMARK SERVICES INC 144A LIFE SR UNSEC 5.0% 02-01-28                                              | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |       800000 | PA      | $795722.40    | 0.01%             | 2028-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                      | DOW CHEMICAL CO EUR SR UNSEC 1.125% 03-15-32                                                       | CUSIP: 260543DA8<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      9000000 | PA      | $8787711.46   | 0.09%             | 2032-03-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                      | DOW CHEMICAL CO EUR SR UNSEC 1.875% 03-15-40                                                       | CUSIP: 260543DB6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |       500000 | PA      | $400776.54    | 0.00%             | 2040-03-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | MYR FWD SALE TO USD 4/6/2026                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $23433.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | MXN FWD PUR FROM USD 4/13/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-52621.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BT2188 03-01-52                                                                      | CUSIP: 3140LQNE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        40050 | PA      | $33805.18     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.5 SD8271 10-01-52                                                                      | CUSIP: 3132DWFL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       452895 | PA      | $382299.85    | 0.00%             | 2052-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                | ALTRIA GROUP INC EUR SR UNSEC 2.2% 06-15-27                                                        | CUSIP: 02209SAY9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      4275000 | PA      | $4897049.34   | 0.05%             | 2027-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/NV                                                      | ANHEUSER-BUSCH INBEV SA EUR REG S SR UNSEC 1.125% 07-01-27                                         | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |       675000 | PA      | $763156.09    | 0.01%             | 2027-07-01      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                 | UST 5YR FUT OPT FVK6C C @ 109.25 04-24-26                                                          | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              |  | US        |          159 | NC      | $-21117.19    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                 | UST 5YR FUT OPT FVK6P P @ 109.5 04-24-26                                                           | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              |  | US        |           70 | NC      | $-99531.25    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GE VERNOVA INC                                                                  | GE VERNOVA INC SR UNSEC 5.5% 02-04-56                                                              | CUSIP: 36828AAC5<br>LEI: 254900DP080RU6OK2553 | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1444024.50   | 0.01%             | 2056-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GE VERNOVA INC                                                                  | GE VERNOVA INC SR UNSEC 4.875% 02-04-36                                                            | CUSIP: 36828AAB7<br>LEI: 254900DP080RU6OK2553 | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1487242.50   | 0.02%             | 2036-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | ZAR FWD PUR FROM USD 4/2/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-35527.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | ZAR FWD PUR FROM USD 4/13/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-484588.64   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP                                                               | GENESIS ENERGY LP SR UNSEC 6.75% 03-15-34                                                          | CUSIP: 37185LAS1<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |       645000 | PA      | $642394.85    | 0.01%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | MXN FWD SALE TO USD 4/13/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $117002.55    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | MYR FWD PUR FROM USD 6/18/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-431078.44   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DB6878 06-01-54                                                                      | CUSIP: 3140AGUC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2107071 | PA      | $2150784.52   | 0.02%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DB6901 07-01-54                                                                      | CUSIP: 3140AGU36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1269203 | PA      | $1294696.63   | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                      | DAVITA INC 144A LIFE SR UNSEC 4.625% 06-01-30                                                      | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |       210000 | PA      | $202041.00    | 0.00%             | 2030-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| DAVITA INC                                                                      | DAVITA INC 144A LIFE SR UNSEC 3.75% 02-15-31                                                       | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |       375000 | PA      | $344072.63    | 0.00%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                 | UST 5YR FUT OPT FVK6C C @ 109.5 04-24-26                                                           | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              |  | US        |           70 | NC      | $-7109.38     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                 | UST 5YR FUT OPT FVK6P P @ 109 04-24-26                                                             | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              |  | US        |           35 | NC      | $-35000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                           | JAPAN GOVERNMENT THIRTY YEAR BOND JPY 1.6% 12-20-53                                                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   2352150000 | PA      | $9510049.02   | 0.10%             | 2053-12-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                           | JAPAN GOVERNMENT TWENTY YEAR BOND JPY 1.3% 12-20-43                                                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    523600000 | PA      | $2481478.98   | 0.03%             | 2043-12-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                      | DOW CHEMICAL CO SR UNSEC 3.6% 11-15-50                                                             | CUSIP: 260543DD2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |        63000 | PA      | $40559.34     | 0.00%             | 2050-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                            | EDISON INTERNATIONAL SR UNSEC 5.25% 03-15-32                                                       | CUSIP: 281020BB2<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      4175000 | PA      | $4135909.48   | 0.04%             | 2032-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                 | UST 5YR FUT OPT FVK6C C @ 109 04-24-26                                                             | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              |  | US        |           35 | NC      | $-6289.06     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | EUR C USD P FX OPT @ 1.185 06-08-26                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    122160000 | PA      | $608622.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                                                           | ELLUCIAN HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 6.5% 12-01-29                                      | CUSIP: 289178AA3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |       225000 | PA      | $220334.40    | 0.00%             | 2029-12-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                        | EGYPT GOVERNMENT INTERNATIONAL BOND 144A LIFE 9.45% 02-04-33                                       | CUSIP: 03846JAG5<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      1435000 | PA      | $1511065.05   | 0.02%             | 2033-02-04      | Fixed         | 9.45%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                           | JAPAN GOVERNMENT TEN YEAR BOND JPY 0.8% 03-20-34                                                   | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    500000000 | PA      | $2844585.87   | 0.03%             | 2034-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.625% 05-15-26                                                        | CUSIP: 91282CHB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        84600 | PA      | $84598.35     | 0.00%             | 2026-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.0% 11-15-52                                                          | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      5190500 | PA      | $4458963.91   | 0.05%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVELOPMENT BANK                                                 | INTER-AMERICAN DEVELOPMENT BANK 0.0% 03-06-46                                                      | CUSIP: N/A<br>LEI: VKU1UKDS9E7LYLMACP54       | Long             | DBT              | NUSS              | US        |     35900000 | PA      | $326711.43    | 0.00%             | 2046-03-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                                                        | LINDBLAD EXPEDITIONS LLC 144A LIFE SR SEC 1ST LIEN 7.0% 09-15-30                                   | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |       405000 | PA      | $413746.38    | 0.00%             | 2030-09-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| LEGEND FORTUNE LTD                                                              | LEGEND FORTUNE LTD REG S SR UNSEC FRN 08-26-28                                                     | CUSIP: N/A<br>LEI: 549300ZK4C5GBWRE7L09       | Long             | DBT              | CORP              | HK        |       465000 | PA      | $465165.08    | 0.00%             | 2028-08-26      | Variable      | 4.27%                 | Yes           |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                               | LITHIA MOTORS INC 144A LIFE SR UNSEC 5.5% 10-01-30                                                 | CUSIP: 536797AJ2<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |       225000 | PA      | $220603.50    | 0.00%             | 2030-10-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| LIGHT AND WONDER INTERNATIONAL INC                                              | LIGHT & WONDER INTERNATIONAL INC 144A LIFE SR UNSEC 6.25% 10-01-33                                 | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |       525000 | PA      | $514746.75    | 0.01%             | 2033-10-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                | CCO HOLDINGS LLC 144A SR UNSEC 7.0% 02-01-33                                                       | CUSIP: 1248EPCU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        40000 | PA      | $40149.96     | 0.00%             | 2033-02-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                | CCO HOLDINGS LLC 144A SR UNSEC 7.375% 02-01-36                                                     | CUSIP: 1248EPCV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       290000 | PA      | $289055.18    | 0.00%             | 2036-02-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.625% 05-15-53                                                        | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      5547000 | PA      | $4446267.19   | 0.05%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)               | UNITED KINGDOM GILT GBP REG S 4.0% 10-22-63                                                        | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |       420000 | PA      | $423326.99    | 0.00%             | 2063-10-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 SD8453 08-01-54                                                                      | CUSIP: 3132DWMA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |        62701 | PA      | $63070.59     | 0.00%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 DB5213 07-01-54                                                                      | CUSIP: 3140AEYK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2536438 | PA      | $2553576.85   | 0.03%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR C USD P FX OPT @ 1.21 06-08-26                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    122160000 | PA      | $-203790.42   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                     | ROYAL CARIBBEAN CRUISES LTD                                                                        | CUSIP: N/A<br>LEI: K2NEH8QNVW44JIWK7Z55       | Long             | EC               | CORP              | US        |         2603 | NS      | $716293.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 1.375% 08-15-50                                                        | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1835000 | PA      | $896856.25    | 0.01%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 0.625% 08-15-30                                                        | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        20000 | PA      | $17370.31     | 0.00%             | 2030-08-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 BT8116 04-01-52                                                                      | CUSIP: 3140LXAS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        24520 | PA      | $20791.83     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR_22-DNA3                                     | STACR 2022-DNA3 M1B 144A FRN 04-25-42                                                              | CUSIP: 35564KUX5<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-CBDO         | CORP              | US        |      4305041 | PA      | $4384223.62   | 0.04%             | 2042-04-25      | Variable      | 6.56%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 1.125% 02-29-28                                                        | CUSIP: 91282CBP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      8937500 | PA      | $8498481.06   | 0.09%             | 2028-02-29      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 1.25% 03-31-28                                                         | CUSIP: 91282CBS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1244000 | PA      | $1183233.59   | 0.01%             | 2028-03-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | ZAR FWD SALE TO USD 4/13/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $8274.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | ZAR FWD PUR FROM USD 4/2/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-6336.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                                        | ALLISON TRANSMISSION INC 144A LIFE SR UNSEC 5.875% 12-01-33                                        | CUSIP: 019736AH0<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |        70000 | PA      | $69608.98     | 0.00%             | 2033-12-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ADOBE INC                                                                       | ADOBE INC SR UNSEC 2.15% 02-01-27                                                                  | CUSIP: 00724PAC3<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |      6134000 | PA      | $6042965.31   | 0.06%             | 2027-02-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES INC                                                        | ALBERTSONS COS INC 144A LIFE SR UNSEC 4.875% 02-15-30                                              | CUSIP: 013092AE1<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |       245000 | PA      | $239969.42    | 0.00%             | 2030-02-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC SR UNSEC 2.2% 02-21-27                                                                   | CUSIP: 031162CT5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      1179000 | PA      | $1157768.57   | 0.01%             | 2027-02-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/NV                                                      | ANHEUSER-BUSCH INBEV SA EUR REG S SR UNSEC 2.875% 04-02-32                                         | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |      1561000 | PA      | $1740101.75   | 0.02%             | 2032-04-02      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | MXN FWD SALE TO USD 4/13/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $1664.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | MXN FWD PUR FROM USD 4/13/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-5966.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUROBANK SA                                                                     | EUROBANK SA EUR REG S SR UNSEC (B) 4.0% 02-07-36/35                                                | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |      4000000 | PA      | $4501134.21   | 0.05%             | 2036-02-07      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND CO                                                                | ELI LILLY & CO SR UNSEC 5.5% 02-12-55                                                              | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      1282000 | PA      | $1257499.70   | 0.01%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ASX LTD                                                                         | AUS GB 3YR FUT YMM6 06-15-26                                                                       | CUSIP: N/A<br>LEI: 549300VSBVYUCBIQKT71       | N/A              | DIR              | CORP              | AU        |         2069 | NC      | $-362058.49   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | COP FWD PUR FROM USD NDF 4/10/2026                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $9723.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                | WELLTOWER OP LLC CV 144A SR UNSEC 2.75% 05-15-28                                                   | CUSIP: 95041AAB4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |       186000 | PA      | $386229.00    | 0.00%             | 2028-05-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                                                            | WESTERN DIGITAL CORPORATION SR UNSEC CV 3.0% 11-15-28                                              | CUSIP: 958102AT2<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |        56000 | PA      | $401069.20    | 0.00%             | 2028-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 0.75% 04-30-26                                                         | CUSIP: 91282CBW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1156000 | PA      | $1153335.77   | 0.01%             | 2026-04-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 1.625% 05-15-31                                                        | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2810000 | PA      | $2506937.00   | 0.03%             | 2031-05-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                                                | LAMAR MEDIA CORP 144A LIFE SR UNSEC 5.375% 11-01-33                                                | CUSIP: 513075CA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       180000 | PA      | $176329.62    | 0.00%             | 2033-11-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                               | LYB INTERNATIONAL FINANCE III LLC SR UNSEC 5.875% 01-15-36                                         | CUSIP: 50249AAR4<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |      2741000 | PA      | $2751530.92   | 0.03%             | 2036-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                               | LYB INTERNATIONAL FINANCE III LLC SR UNSEC 5.125% 01-15-31                                         | CUSIP: 50249AAQ6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |      1163000 | PA      | $1165091.07   | 0.01%             | 2031-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                                   | LIVE NATION ENTERTAINMENT INC 144A LIFE SR UNSEC 4.75% 10-15-27                                    | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |       820000 | PA      | $815480.98    | 0.01%             | 2027-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                                                | LAMAR MEDIA CORP SR UNSEC 3.625% 01-15-31                                                          | CUSIP: 513075BZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       810000 | PA      | $750054.33    | 0.01%             | 2031-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ACCENDRA HEALTH INC                                                             | ACCENDRA HEALTH INC 144A LIFE SR UNSEC 6.625% 04-01-30                                             | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |       748000 | PA      | $356522.98    | 0.00%             | 2030-04-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | CLP FWD SALE TO USD NDF 4/13/2026                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $44144.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CNH FWD PUR FROM USD 4/15/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-257698.20   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT                           | INTL BK RECON/DEV INR SR UNSEC 6.85% 04-24-28                                                      | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | NUSS              | US        |    207000000 | PA      | $2136185.22   | 0.02%             | 2028-04-24      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT                           | INTERNATIONAL BANK FOR RECONSTRUCT 6.75% 09-08-27                                                  | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | NUSS              | US        |    802400000 | PA      | $8303414.00   | 0.08%             | 2027-09-08      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                     | EXELON CORP SUB (H) 6.5% 03-15-55/35                                                               | CUSIP: 30161NBQ3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |       300000 | PA      | $306072.90    | 0.00%             | 2055-03-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                            | EDISON INTERNATIONAL SR UNSEC 6.25% 03-15-30                                                       | CUSIP: 281020BC0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      2867000 | PA      | $2972388.05   | 0.03%             | 2030-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 FS4840 05-01-53                                                                      | CUSIP: 3140XLLW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       456448 | PA      | $460278.21    | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 QY7451 06-01-55                                                                      | CUSIP: 31426SH51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |        55836 | PA      | $56142.38     | 0.00%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                           | MINERAL RESOURCES LTD 144A LIFE SR UNSEC 8.5% 05-01-30                                             | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |       100000 | PA      | $102885.70    | 0.00%             | 2030-05-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                                                      | SANTANDER HOLDINGS USA INC SR UNSEC 3.244% 10-05-26                                                | CUSIP: 80282KAZ9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |      7197000 | PA      | $7156747.18   | 0.07%             | 2026-10-05      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM9481 11-01-51                                                                      | CUSIP: 3140XDRB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       423373 | PA      | $356590.80    | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                                | AMERICAN INTERNATIONAL GROUP INC SR UNSEC 4.375% 06-30-50                                          | CUSIP: 026874DP9<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |      1773000 | PA      | $1437280.68   | 0.01%             | 2050-06-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                        | AT&T INC EUR SR UNSEC 2.05% 05-19-32                                                               | CUSIP: 00206RJV5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      6250000 | PA      | $6562244.50   | 0.07%             | 2032-05-19      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.375% 05-15-51                                                        | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2239300 | PA      | $1400612.06   | 0.01%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 1.25% 05-31-28                                                         | CUSIP: 91282CCE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1715000 | PA      | $1624560.50   | 0.02%             | 2028-05-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | ZAR FWD SALE TO USD 4/2/2026                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-5193.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | ZAR FWD SALE TO USD 4/7/2026                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-6327.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EATON CAPITAL ULC                                                               | EATON CAPITAL ULC EUR SR UNSEC 3.625% 05-09-35                                                     | CUSIP: 27806HAB7<br>LEI: 549300OLS85LSODKAF64 | Long             | DBT              | CORP              | IE        |      2000000 | PA      | $2261057.60   | 0.02%             | 2035-05-09      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                               | EOG RESOURCES INC SR UNSEC 5.35% 01-15-36                                                          | CUSIP: 26875PAZ4<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |      1526000 | PA      | $1549196.73   | 0.02%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVELOPMENT BANK                                                 | INTER-AMERICAN DEVELOPMENT BANK 7.35% 10-06-30                                                     | CUSIP: N/A<br>LEI: VKU1UKDS9E7LYLMACP54       | Long             | DBT              | NUSS              | US        |    186000000 | PA      | $1926826.55   | 0.02%             | 2030-10-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVELOPMENT BANK                                                 | INTER-AMERICAN DEVELOPMENT BANK 7.0% 04-18-33                                                      | CUSIP: N/A<br>LEI: VKU1UKDS9E7LYLMACP54       | Long             | DBT              | NUSS              | US        |    702000000 | PA      | $7023423.08   | 0.07%             | 2033-04-17      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ACUSHNET CO                                                                     | ACUSHNET CO 144A LIFE SR UNSEC 5.625% 12-01-33                                                     | CUSIP: 005095AB0<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |        20000 | PA      | $19895.24     | 0.00%             | 2033-12-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC SR UNSEC 4.1% 11-20-30                                                              | CUSIP: 023135CT1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      3890000 | PA      | $3846023.55   | 0.04%             | 2030-11-20      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                               | EOG RESOURCES INC SR UNSEC 4.4% 07-15-28                                                           | CUSIP: 26875PAX9<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |      1022000 | PA      | $1025313.32   | 0.01%             | 2028-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ENFRAGEN ENERGIA SUR SA                                                         | ENFRAGEN ENERGIA SUR SAU 144A LIFE SR SEC 1ST LIEN 8.499% 06-30-32                                 | CUSIP: 29281MAA8<br>LEI: 2549002TO75PYMY3VY07 | Long             | DBT              | CORP              | ES        |       500000 | PA      | $505260.00    | 0.01%             | 2032-06-30      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| FIBRA SOMA TRUST F/6185                                                         | FIBRA SOMA TRUST F REG S SR UNSEC 4.375% 07-22-31                                                  | CUSIP: N/A<br>LEI: 549300PN33H8IMG2PD83       | Long             | DBT              | CORP              | MX        |      2800000 | PA      | $2556635.20   | 0.03%             | 2031-07-22      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| SUNOCO LP                                                                       | SUNOCO LP SR UNSEC 4.5% 04-30-30                                                                   | CUSIP: 86765LAZ0<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |       160000 | PA      | $154339.04    | 0.00%             | 2030-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                        | AT&T INC EUR SR UNSEC 2.6% 05-19-38                                                                | CUSIP: 00206RJW3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       685000 | PA      | $666081.63    | 0.01%             | 2038-05-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES INC                                                        | ALBERTSONS COS INC 144A LIFE SR UNSEC 3.5% 03-15-29                                                | CUSIP: 013092AG6<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |       745000 | PA      | $711072.70    | 0.01%             | 2029-03-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                          | COLOMBIA GOVERNMENT INTERNATIONAL BOND 5.375% 01-21-29                                             | CUSIP: 195325ET8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |       750000 | PA      | $744000.00    | 0.01%             | 2029-01-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| COLUMBUS MCKINNON CORP/NY                                                       | COLUMBUS MCKINNON CORP 144A LIFE SR SEC 1ST LIEN 7.125% 02-01-33                                   | CUSIP: 199333AK1<br>LEI: 549300W3HQB0HO1F3G69 | Long             | DBT              | CORP              | US        |       515000 | PA      | $515244.63    | 0.01%             | 2033-02-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | ZAR FWD PUR FROM USD 4/24/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $4506.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | ZAR FWD PUR FROM USD 4/1/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $239822.40    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                         | AMERICA MOVIL SAB DE CV MXN SR UNSEC 10.3% 01-30-34                                                | CUSIP: N/A<br>LEI: 5493000FNR3UCEAONM59       | Long             | DBT              | CORP              | MX        |    141920000 | PA      | $8171695.48   | 0.08%             | 2034-01-30      | Fixed         | 10.30%                | No            |                  2 | On Loan: No      |
| ALPHA BANK SA                                                                   | ALPHA BANK SA EUR REG S SR UNSEC (B) 5.0% 05-12-30/29                                              | CUSIP: N/A<br>LEI: 213800DBQIB6VBNU5C64       | Long             | DBT              | CORP              | GR        |      1480000 | PA      | $1771059.63   | 0.02%             | 2030-05-12      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.5 DF4985 11-01-55                                                                      | CUSIP: 3140BVRF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       584937 | PA      | $536921.84    | 0.01%             | 2055-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-2                              | GNR 2021-2 AH 1.5% 06-16-63                                                                        | CUSIP: 38380RNG1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      4759857 | PA      | $3539225.33   | 0.04%             | 2063-06-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ALERA GROUP INTERMEDIATE HOLDINGS INC                                           | ALERA GROUP INTERMEDIATE HOLDINGS TL 2ND LIEN (TSFR3M+550) (FLR 0.5) FRN 05-30-33                  | CUSIP: N/A<br>LEI: 549300BPCKH0Q3R2H875       | Long             | LON              | CORP              | US        |       440000 | PA      | $426066.52    | 0.00%             | 2033-05-30      | Variable      | 9.18%                 | No            |                  2 | On Loan: No      |
| BELRON FINANCE 2019 LLC                                                         | BELRON FINANCE 2019 LLC TL-B 1ST LIEN (TSFR3M+200)(FLR 0.5) FRN 10-16-31                           | CUSIP: 08078UAQ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       375264 | PA      | $375451.87    | 0.00%             | 2031-10-16      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                                        | EAGLE FUNDING LUXCO SARL 144A LIFE SF 5.5% 08-17-30                                                | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |      2090000 | PA      | $2103585.00   | 0.02%             | 2030-08-17      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | ELEVANCE HEALTH INC SR UNSEC 5.0% 01-15-36                                                         | CUSIP: 036752BK8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      1010000 | PA      | $989846.46    | 0.01%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | ZAR FWD SALE TO USD 5/7/2026                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-237616.79   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                               | LYB INTERNATIONAL FINANCE III LLC SR UNSEC 3.375% 10-01-40                                         | CUSIP: 50249AAH6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |       195000 | PA      | $141266.19    | 0.00%             | 2040-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                        | LLOYDS BANKING GROUP PLC GBP REG S SUB 2.707% 12-03-35/30                                          | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |      7000000 | PA      | $8141488.76   | 0.08%             | 2035-12-03      | Variable      | 2.71%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                                                      | VIASAT INC TL 1ST LIEN (TSFR1M+461.448)(FLR 0.5) FRN 05-30-30                                      | CUSIP: 92555WAF2<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | LON              | CORP              | US        |        74618 | PA      | $74781.58     | 0.00%             | 2030-05-30      | Variable      | 8.29%                 | No            |                  2 | On Loan: No      |
| VERSANT MEDIA GROUP INC                                                         | VERSANT MEDIA GROUP INC TL-B 1ST LIEN (TSFR3M + 175) (FLR 0.0) FRN 01-30-31                        | CUSIP: N/A<br>LEI: 254900D2Q5F5F229PU30       | Long             | LON              | CORP              | US        |       175000 | PA      | $175093.80    | 0.00%             | 2031-01-30      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC SR UNSEC 5.45% 11-20-55                                                             | CUSIP: 023135CW4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       300000 | PA      | $286801.80    | 0.00%             | 2055-11-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC SR UNSEC 4.65% 11-20-35                                                             | CUSIP: 023135CV6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      1479000 | PA      | $1450786.60   | 0.01%             | 2035-11-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                                                            | SONIC AUTOMOTIVE INC 144A LIFE SR UNSEC 4.875% 11-15-31                                            | CUSIP: 83545GBE1<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |       630000 | PA      | $598528.35    | 0.01%             | 2031-11-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| SOUTHWESTERN ELECTRIC POWER COMPANY                                             | SOUTHWESTERN ELECTRIC POWER CO SR UNSEC 3.25% 11-01-51                                             | CUSIP: 845437BT8<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |       675000 | PA      | $432083.03    | 0.00%             | 2051-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                                     | BAUSCH HEALTH COS INC 144A LIFE SR SEC 1ST LIEN 4.875% 06-01-28                                    | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |       609000 | PA      | $558209.40    | 0.01%             | 2028-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| BOYD GAMING CORP                                                                | BOYD GAMING CORP 144A LIFE SR UNSEC 4.75% 06-15-31                                                 | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |       260000 | PA      | $247433.94    | 0.00%             | 2031-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| BIP-V CHINOOK HOLDCO LLC                                                        | CQP HOLDCO LP 144A LIFE SR SEC 1ST LIEN 5.5% 06-15-31                                              | CUSIP: 12657NAA8<br>LEI: 254900KE9EMWN8JWL297 | Long             | DBT              | CORP              | US        |       600000 | PA      | $585421.80    | 0.01%             | 2031-06-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                            | BOSTON PROPERTIES LP SR UNSEC 2.45% 10-01-33                                                       | CUSIP: 10112RBF0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |      2737000 | PA      | $2216096.90   | 0.02%             | 2033-10-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE SA 144A LIFE SR NON PREF 2.045% 10-19-27/26                                                   | CUSIP: 05583JAK8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      7500000 | PA      | $7396140.00   | 0.08%             | 2027-10-19      | Variable      | 2.04%                 | Yes           |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP SR UNSEC 5.65% 03-16-52                                                           | CUSIP: 05526DBV6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |       600000 | PA      | $556296.00    | 0.01%             | 2052-03-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GCAT 2024-NQM2                                                                  | GCAT 2024-NQM2 A1 144A 6.085% 06-25-59                                                             | CUSIP: 36831CAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5350448 | PA      | $5390918.70   | 0.05%             | 2059-06-25      | Variable      | 6.08%                 | Yes           |                  2 | On Loan: No      |
| HTL 2024-T53                                                                    | HTL 2024-T53 A 144A FRN 05-10-39                                                                   | CUSIP: 404300AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2541000 | PA      | $2561625.30   | 0.03%             | 2039-05-10      | Variable      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| AIB GROUP PLC                                                                   | AIB GROUP PLC EUR REG S SUB (B) 2.875% 05-30-31/26                                                 | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | DBT              | CORP              | IE        |      2300000 | PA      | $2657963.20   | 0.03%             | 2031-05-30      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                                                       | ALIBABA GROUP HOLDING LTD SR UNSEC 2.7% 02-09-41                                                   | CUSIP: 01609WAY8<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | HK        |       400000 | PA      | $294127.20    | 0.00%             | 2041-02-09      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.0% 08-15-51                                                          | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     37600000 | PA      | $21402623.12  | 0.22%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 1.25% 08-15-31                                                         | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1114000 | PA      | $967047.69    | 0.01%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 1.125% 08-31-28                                                        | CUSIP: 91282CCV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     10000000 | PA      | $9385156.00   | 0.10%             | 2028-08-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 1.375% 11-15-31                                                        | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2800000 | PA      | $2429000.00   | 0.02%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 1.875% 11-15-51                                                        | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2099000 | PA      | $1153138.13   | 0.01%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.375% 02-15-42                                                        | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1803500 | PA      | $1314159.77   | 0.01%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                                              | ARDONAGH FINCO LTD 144A LIFE SR SEC 1ST LIEN 7.75% 02-15-31                                        | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | GB        |       600000 | PA      | $607474.20    | 0.01%             | 2031-02-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| ARDONAGH GROUP FINANCE LTD                                                      | ARDONAGH GROUP FINANCE LTD 144A LIFE SR UNSEC 8.875% 02-15-32                                      | CUSIP: 039956AA5<br>LEI: 254900SRT1BTAJ76NW62 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $392302.80    | 0.00%             | 2032-02-15      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.875% 05-15-32                                                        | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      4278600 | PA      | $4002329.51   | 0.04%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.875% 05-15-52                                                        | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3157300 | PA      | $2188650.15   | 0.02%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.0% 11-15-42                                                          | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       245000 | PA      | $221629.30    | 0.00%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.0% 02-29-28                                                          | CUSIP: 91282CGP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3685000 | PA      | $3697954.99   | 0.04%             | 2028-02-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.375% 08-15-43                                                        | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       110600 | PA      | $104361.46    | 0.00%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.625% 09-15-26                                                        | CUSIP: 91282CHY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3840000 | PA      | $3855600.00   | 0.04%             | 2026-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                 | GENERAL MOTORS FINANCIAL CO INC EUR REG S SR UNSEC 4.0% 07-10-30                                   | CUSIP: N/A<br>LEI: 5493008B6JBRUJ90QL97       | Long             | DBT              | CORP              | US        |      2200000 | PA      | $2562757.80   | 0.03%             | 2030-07-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP                                                               | GENESIS ENERGY LP SR UNSEC 7.875% 05-15-32                                                         | CUSIP: 37185LAQ5<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |       390000 | PA      | $401337.30    | 0.00%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.375% 11-30-30                                                        | CUSIP: 91282CJM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      7800000 | PA      | $7942898.34   | 0.08%             | 2030-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.375% 12-15-26                                                        | CUSIP: 91282CJP7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3201000 | PA      | $3215004.38   | 0.03%             | 2026-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.0% 01-15-27                                                          | CUSIP: 91282CJT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        22000 | PA      | $22045.55     | 0.00%             | 2027-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                                  | GRAY MEDIA INC 144A LIFE SR SEC 1ST LIEN 10.5% 07-15-29                                            | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |       805000 | PA      | $855912.23    | 0.01%             | 2029-07-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| IQVIA INC                                                                       | IQVIA INC 144A LIFE SR UNSEC 6.5% 05-15-30                                                         | CUSIP: 46266TAD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |       200000 | PA      | $204318.80    | 0.00%             | 2030-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                             | INTESA SANPAOLO SPA 144A LIFE SR NON PREF 7.778% 06-20-54/53                                       | CUSIP: 46115HCB1<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      7000000 | PA      | $7988687.00   | 0.08%             | 2054-06-20      | Variable      | 7.78%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMORGAN CHASE & CO SR UNSEC 5.571% 04-22-28/27                                                    | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      3417000 | PA      | $3459381.05   | 0.04%             | 2028-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                                   | ENEL FINANCE INTERNATIONAL NV 144A LIFE SR UNSEC 5.0% 09-30-35                                     | CUSIP: 29278GBH0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      1000000 | PA      | $970171.00    | 0.01%             | 2035-09-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                      | MIZUHO FINANCIAL GROUP INC SR UNSEC 5.594% 07-10-35/34                                             | CUSIP: 60687YDG1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |       500000 | PA      | $512938.00    | 0.01%             | 2035-07-10      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | HUF FWD PUR FROM USD 4/7/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $5766.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | HUF FWD PUR FROM USD 4/15/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $7586.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | HUF FWD SALE TO USD 4/24/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-10183.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                                              | VOYAGER PARENT LLC TL-B 1ST LIEN (TSFR3M+425)(FLR 0.0) FRN 07-01-32                                | CUSIP: 92921HAD7<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |       623438 | PA      | $620042.26    | 0.01%             | 2032-07-01      | Variable      | 7.95%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                                                      | VIASAT INC TL 1ST LIEN (TSFR3M+461.448)(FLR 0.5) FRN 03-02-29                                      | CUSIP: 92555WAD7<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | LON              | CORP              | US        |       258660 | PA      | $259710.48    | 0.00%             | 2029-03-02      | Variable      | 8.28%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                  | MASTERCARD INC SR UNSEC 4.55% 01-15-35                                                             | CUSIP: 57636QBC7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |       920000 | PA      | $904056.40    | 0.01%             | 2035-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MEIJI YASUDA LIFE INSURANCE CO                                                  | MEIJI YASUDA LIFE INSURANCE CO 144A LIFE SUB (H) 5.8% 09-11-54/34                                  | CUSIP: 585270AD3<br>LEI: 549300SLU4LP6YMRLK07 | Long             | DBT              | CORP              | JP        |      2000000 | PA      | $1984696.00   | 0.02%             | 2054-09-11      | Variable      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| HY 2025-SPRL                                                                    | HY 2025-SPRL A 144A FRN 01-13-40                                                                   | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     19089000 | PA      | $19549560.30  | 0.20%             | 2040-01-13      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC SR UNSEC 5.4% 03-15-54                                                                  | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      3302000 | PA      | $3155150.15   | 0.03%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC SR UNSEC 5.05% 03-15-34                                                                 | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     12931000 | PA      | $13128533.96  | 0.13%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 144A SR UNSEC 4.0% 04-15-29                                                           | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      4169000 | PA      | $4128919.23   | 0.04%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                  | BNP PARIBAS SA EUR REG S SUB (B) 2.5% 03-31-32/27                                                  | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      1500000 | PA      | $1710778.22   | 0.02%             | 2032-03-31      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| STILLWATER MINING COMPANY                                                       | STILLWATER MINING CO REG S SR UNSEC 4.0% 11-16-26                                                  | CUSIP: N/A<br>LEI: 6354007DPCY4ZN2MRR73       | Long             | DBT              | CORP              | US        |      9642000 | PA      | $9569762.14   | 0.10%             | 2026-11-16      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT CORP                                                                    | NAVIENT CORP SR UNSEC 5.625% 08-01-33                                                              | CUSIP: 78442FAZ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |       255000 | PA      | $199075.44    | 0.00%             | 2033-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                                           | AON NORTH AMERICA INC SR UNSEC 5.45% 03-01-34                                                      | CUSIP: 03740MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       199000 | PA      | $203308.55    | 0.00%             | 2034-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                                           | AON NORTH AMERICA INC SR UNSEC 5.75% 03-01-54                                                      | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1584000 | PA      | $1527440.11   | 0.02%             | 2054-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL CORP                                                                 | MURPHY OIL CORP SR UNSEC 6.0% 10-01-32                                                             | CUSIP: 626717AP7<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |       140000 | PA      | $139151.74    | 0.00%             | 2032-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                                            | MATADOR RESOURCES CO 144A LIFE SR UNSEC 6.25% 04-15-33                                             | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |       300000 | PA      | $300472.50    | 0.00%             | 2033-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                                  | MARSH & MCLENNAN COS INC SR UNSEC 4.65% 03-15-30                                                   | CUSIP: 571748CA8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |       500000 | PA      | $503885.00    | 0.01%             | 2030-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                              | METROPOLITAN LIFE GLOBAL FUNDING I GIC 144A LIFE SR SEC 1ST LIEN 3.45% 12-18-26                    | CUSIP: 59217GBY4<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |       810000 | PA      | $805387.05    | 0.01%             | 2026-12-18      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                         | AMERICA MOVIL SAB DE CV MXN SR UNSEC 10.125% 01-22-29                                              | CUSIP: N/A<br>LEI: 5493000FNR3UCEAONM59       | Long             | DBT              | CORP              | MX        |     41210000 | PA      | $2358702.85   | 0.02%             | 2029-01-22      | Fixed         | 10.12%                | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                                                   | AIB GROUP PLC 144A LIFE SR UNSEC 5.871% 03-28-35/34                                                | CUSIP: 00135TAE4<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |      8388000 | PA      | $8671195.66   | 0.09%             | 2035-03-28      | Variable      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| MINEJESA CAPITAL BV                                                             | MINEJESA CAPITAL BV REG S SR SEC 1ST LIEN SF 5.625% 08-10-37                                       | CUSIP: N/A<br>LEI: 549300KS7ERCP10BKC35       | Long             | DBT              | CORP              | NL        |       400000 | PA      | $381758.00    | 0.00%             | 2037-08-10      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| MPT OPERATING PARTNERSHIP LP                                                    | MPT OPERATING PARTNERSHIP LP SR UNSEC 5.0% 10-15-27                                                | CUSIP: 55342UAH7<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |       932000 | PA      | $868344.40    | 0.01%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST AOMT_22-6                                              | AOMT 2022-6 A1 144A 4.3% 07-25-67                                                                  | CUSIP: 03465VAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5182126 | PA      | $5160936.49   | 0.05%             | 2067-07-25      | Variable      | 4.30%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 FS6873 01-01-54                                                                      | CUSIP: 3140XNT79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1907033 | PA      | $1973876.10   | 0.02%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                             | SIRIUS XM RADIO LLC 144A LIFE SR UNSEC 5.0% 08-01-27                                               | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |       166000 | PA      | $165868.69    | 0.00%             | 2027-08-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                          | STANDARD CHARTERED PLC 144A LIFE SUB 4.866% 03-15-33/28                                            | CUSIP: 853254BK5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      3500000 | PA      | $3489339.00   | 0.04%             | 2033-03-15      | Variable      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | AMERICAN EXPRESS CO SR UNSEC 5.532% 04-25-30/29                                                    | CUSIP: 025816DU0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      3350000 | PA      | $3449960.65   | 0.04%             | 2030-04-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| ALLIANCE RESOURCE OPERATING PARTNERS LP                                         | ALLIANCE RESOURCE OPERATING PARTNERS LP 144A LIFE SR UNSEC 8.625% 06-15-29                         | CUSIP: 01879NAC9<br>LEI: 2549007036KGPSVTHP54 | Long             | DBT              | CORP              | US        |       102000 | PA      | $106026.35    | 0.00%             | 2029-06-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| STATE GRID OVERSEAS INVESTMENT (2016) LTD                                       | STATE GRID OVERSEAS INVESTMENT BVI LTD EUR REG S SR UNSEC 2.125% 05-02-30                          | CUSIP: N/A<br>LEI: 3003006V8BHG5158QO96       | Long             | DBT              | CORP              | VG        |       800000 | PA      | $888236.52    | 0.01%             | 2030-05-02      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTERNATIONAL FINANCE NV                                             | VOLKSWAGEN INTERNATIONAL FINANCE NV GBP REG S SR UNSEC (B) 3.375% 11-16-26                         | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |       700000 | PA      | $917102.85    | 0.01%             | 2026-11-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 SD8408 03-01-54                                                                      | CUSIP: 3132DWKV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      3249398 | PA      | $3269219.35   | 0.03%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 FS4191 03-01-53                                                                      | CUSIP: 3140XKUR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1951931 | PA      | $1979350.15   | 0.02%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR RENTAL LLC                                                      | AVIS BUDGET CAR RENTAL LLC 144A LIFE SR UNSEC 5.375% 03-01-29                                      | CUSIP: 053773BF3<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |        35000 | PA      | $33509.25     | 0.00%             | 2029-03-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| ARETEC GROUP INC                                                                | ARETEC GROUP INC 144A LIFE SR UNSEC 7.5% 04-01-29                                                  | CUSIP: 040133AA8<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |      1257000 | PA      | $1246109.35   | 0.01%             | 2029-04-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                   | BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE EUR REG S (B) 3.25% 07-04-42                              | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |       320000 | PA      | $365052.94    | 0.00%             | 2042-07-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                                           | BANQUE FEDERATIVE DU CREDIT MUTUEL SA EUR REG S SUB (B) 3.875% 06-16-32/27                         | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      1500000 | PA      | $1736441.56   | 0.02%             | 2032-06-16      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                                                      | VIASAT INC 144A LIFE SR SEC 1ST LIEN 5.625% 04-15-27                                               | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |       630000 | PA      | $626235.75    | 0.01%             | 2027-04-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC EUR SR UNSEC 1.25% 04-08-30                                             | CUSIP: 92343VEW0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      6000000 | PA      | $6346414.07   | 0.06%             | 2030-04-08      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC                                                     | ALLIED UNIVERSAL HOLDCO LLC 144A LIFE SR UNSEC 6.0% 06-01-29                                       | CUSIP: 019576AC1<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |       240000 | PA      | $232145.28    | 0.00%             | 2029-06-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC                                                     | ALLIED UNIVERSAL HOLDCO LLC 144A LIFE SR SEC 1ST LIEN 4.625% 06-01-28                              | CUSIP: 019579AA9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |       550000 | PA      | $537707.50    | 0.01%             | 2028-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 FS6809 02-01-54                                                                      | CUSIP: 3140XNR71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       670366 | PA      | $675838.57    | 0.01%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 RJ1448 05-01-54                                                                      | CUSIP: 3142GRTE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      8020231 | PA      | $8070381.10   | 0.08%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                                                      | VIASAT INC 144A LIFE SR UNSEC 6.5% 07-15-28                                                        | CUSIP: 92552VAN0<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |       825000 | PA      | $815928.30    | 0.01%             | 2028-07-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| VALE OVERSEAS LTD                                                               | VALE OVERSEAS LTD SR UNSEC 3.75% 07-08-30                                                          | CUSIP: 91911TAQ6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | BR        |         5000 | PA      | $4764.83      | 0.00%             | 2030-07-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                   | AMPHENOL CORP SR UNSEC 4.4% 02-15-33                                                               | CUSIP: 032095AZ4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |      2250000 | PA      | $2196663.75   | 0.02%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                   | AMPHENOL CORP SR UNSEC 4.125% 11-15-30                                                             | CUSIP: 032095AY7<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |      2500000 | PA      | $2463970.00   | 0.03%             | 2030-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HOLDINGS SCA                                                   | MEDTRONIC GLOBAL HOLDINGS SCA EUR SR UNSEC 1.0% 07-02-31                                           | CUSIP: 58507LAN9<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |      7720000 | PA      | $7859101.75   | 0.08%             | 2031-07-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE LTD                                                       | MELCO RESORTS FINANCE LTD 144A LIFE SR UNSEC 5.625% 07-17-27                                       | CUSIP: 58547DAC3<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | HK        |      2607000 | PA      | $2572269.55   | 0.03%             | 2027-07-17      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| VALVOLINE INC                                                                   | VALVOLINE INC 144A LIFE SR UNSEC 3.625% 06-15-31                                                   | CUSIP: 92047WAG6<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |       758000 | PA      | $685592.05    | 0.01%             | 2031-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC SR UNSEC 3.55% 03-22-51                                                 | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       794000 | PA      | $554492.28    | 0.01%             | 2051-03-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 CB8536 05-01-54                                                                      | CUSIP: 3140QUPW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3861913 | PA      | $3932693.82   | 0.04%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 CB3528 05-01-52                                                                      | CUSIP: 3140QN4N9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1082605 | PA      | $1022676.61   | 0.01%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                   | AMPHENOL CORP SR UNSEC 5.3% 11-15-55                                                               | CUSIP: 032095BB6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |       477000 | PA      | $448303.68    | 0.00%             | 2055-11-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                   | AMPHENOL CORP SR UNSEC 4.625% 02-15-36                                                             | CUSIP: 032095BA8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |      4250000 | PA      | $4111632.75   | 0.04%             | 2036-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MPT OPERATING PARTNERSHIP LP                                                    | MPT OPERATING PARTNERSHIP LP SR UNSEC 4.625% 08-01-29                                              | CUSIP: 55342UAJ3<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |       335000 | PA      | $260881.25    | 0.00%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MOOG INC                                                                        | MOOG INC 144A LIFE SR UNSEC 4.25% 12-09-27                                                         | CUSIP: 615394AM5<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |       770000 | PA      | $772293.83    | 0.01%             | 2027-12-09      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP SR UNSEC 5.7% 06-01-34                                                             | CUSIP: 126650ED8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      1535000 | PA      | $1578009.17   | 0.02%             | 2034-06-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP SR UNSEC 6.05% 06-01-54                                                            | CUSIP: 126650EF3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      2279000 | PA      | $2213057.14   | 0.02%             | 2054-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                                  | MARSH & MCLENNAN COS INC SR UNSEC 2.25% 11-15-30                                                   | CUSIP: 571748BN1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |       101000 | PA      | $91411.67     | 0.00%             | 2030-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                           | MOLINA HEALTHCARE INC 144A LIFE SR UNSEC 4.375% 06-15-28                                           | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |       490000 | PA      | $474120.57    | 0.00%             | 2028-06-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| ACHV 2024-3AL                                                                   | ACHV 2024-3AL C 144A 5.68% 12-26-31                                                                | CUSIP: 00092KAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       317740 | PA      | $320140.80    | 0.00%             | 2031-12-26      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| APOLLO AVIATION SECURITIZATION EQUITY TRUST AASET_25-1                          | AASET 2025-1A A 144A 5.943% 02-16-50                                                               | CUSIP: 00258PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2995334 | PA      | $3019246.10   | 0.03%             | 2050-02-16      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.0 FS1948 05-01-52                                                                      | CUSIP: 3140XHEW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       832761 | PA      | $788439.47    | 0.01%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 QE9001 08-01-52                                                                      | CUSIP: 3133BKAA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |        84039 | PA      | $79525.49     | 0.00%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 FS8131 06-01-54                                                                      | CUSIP: 3140XQA98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      9878515 | PA      | $10056871.56  | 0.10%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 RJ1768 06-01-54                                                                      | CUSIP: 3142GR6E5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      4782088 | PA      | $4869160.17   | 0.05%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                                   | VISTRA OPERATIONS CO LLC 144A LIFE SR UNSEC 4.375% 05-01-29                                        | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |       130000 | PA      | $126987.64    | 0.00%             | 2029-05-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                               | VENTURE GLOBAL CALCASIEU PASS LLC 144A LIFE SR SEC 1ST LIEN 3.875% 08-15-29                        | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |       310000 | PA      | $294808.14    | 0.00%             | 2029-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                     | MEXICAN BONOS MXN 8.5% 05-31-29                                                                    | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |       508800 | PA      | $2836851.69   | 0.03%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MEITUAN                                                                         | MEITUAN 144A LIFE SR UNSEC 3.05% 10-28-30                                                          | CUSIP: 58533EAC7<br>LEI: 21380033K525E5JLIA77 | Long             | DBT              | CORP              | CN        |       315000 | PA      | $290228.72    | 0.00%             | 2030-10-28      | Fixed         | 3.05%                 | Yes           |                  2 | On Loan: No      |
| BLOCK INC                                                                       | BLOCK INC SR UNSEC 3.5% 06-01-31                                                                   | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |       265000 | PA      | $241186.04    | 0.00%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                                     | BAUSCH HEALTH COS INC 144A LIFE SR SEC 1ST LIEN 11.0% 09-30-28                                     | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |       204000 | PA      | $208281.76    | 0.00%             | 2028-09-30      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | AMERICAN TOWER CORP EUR SR UNSEC 0.45% 01-15-27                                                    | CUSIP: 03027XBN9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |       125000 | PA      | $141920.18    | 0.00%             | 2027-01-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDINGS LLC                                             | ASCENT RESOURCES UTICA HOLDINGS LLC 144A LIFE SR UNSEC 5.875% 06-30-29                             | CUSIP: 04364VAU7<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |       110000 | PA      | $109958.09    | 0.00%             | 2029-06-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                               | VENTURE GLOBAL CALCASIEU PASS LLC 144A LIFE SR SEC 1ST LIEN 4.125% 08-15-31                        | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |       685000 | PA      | $635749.19    | 0.01%             | 2031-08-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                              | VICI PROPERTIES LP SR UNSEC 4.75% 02-15-28                                                         | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |       581000 | PA      | $581744.84    | 0.01%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                   | TRANSDIGM INC 144A LIFE SUB 6.375% 05-31-33                                                        | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       380000 | PA      | $378274.04    | 0.00%             | 2033-05-31      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS IV BV                                   | TEVA PHARMACEUTICAL FINANCE NETHERLANDS IV BV SR UNSEC 5.75% 12-01-30                              | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $202668.20    | 0.00%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RJ1779 06-01-54                                                                      | CUSIP: 3142GR6R6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      5942832 | PA      | $6153957.16   | 0.06%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RJ1785 06-01-54                                                                      | CUSIP: 3142GR6X3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     11841051 | PA      | $12160060.66  | 0.12%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC EUR SR UNSEC 4.75% 10-31-34                                             | CUSIP: 92343VGS7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      1760000 | PA      | $2137939.32   | 0.02%             | 2034-10-31      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                               | VENTURE GLOBAL CALCASIEU PASS LLC 144A LIFE SR SEC 1ST LIEN 6.25% 01-15-30                         | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |       189000 | PA      | $193415.42    | 0.00%             | 2030-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                  | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 6.0% 12-01-32                              | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $205396.00    | 0.00%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TAKEDA US FINANCING INC                                                         | TAKEDA US FINANCING INC SR UNSEC 5.9% 07-07-55                                                     | CUSIP: 87406BAB8<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |       327000 | PA      | $325991.53    | 0.00%             | 2055-07-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 6.55% 06-01-34                                | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1476000 | PA      | $1533192.05   | 0.02%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                                                | AMWINS GROUP INC 144A LIFE SR UNSEC 4.875% 06-30-29                                                | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |       730000 | PA      | $699893.34    | 0.01%             | 2029-06-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| PRNT 2025-A                                                                     | PRNT 2025-A A 144A 4.84% 09-15-29                                                                  | CUSIP: 45333GAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2970000 | PA      | $2971330.56   | 0.03%             | 2029-09-15      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| SSTRT 2025-A                                                                    | SSTRT 2025-A B 144A 5.038% 07-25-31                                                                | CUSIP: 81378RAB0<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | US        |       368167 | PA      | $370819.74    | 0.00%             | 2031-07-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| SCF EQUIPMENT TRUST LLC SCFET_25-1                                              | SCFET 2025-1A A3 144A 5.11% 11-21-33                                                               | CUSIP: 78437DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9743000 | PA      | $9915188.04   | 0.10%             | 2033-11-21      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| STEELE CREEK CLO LTD STCR_19-2A                                                 | STCR 2019-2A ARR CLO 144A FRN 07-15-32                                                             | CUSIP: 85817EAU7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3002218 | PA      | $2999365.95   | 0.03%             | 2032-07-15      | Variable      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY SR UNSEC 1.593% 05-04-27/26                                                         | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      5386000 | PA      | $5371129.25   | 0.05%             | 2027-05-04      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                             | MEDLINE BORROWER LP 144A LIFE SR UNSEC 5.25% 10-01-29                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |       445000 | PA      | $441350.11    | 0.00%             | 2029-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| SSTRT 2025-B                                                                    | SSTRT 2025-B B 144A 4.925% 12-29-32                                                                | CUSIP: 81378WAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3249710 | PA      | $3272571.71   | 0.03%             | 2032-12-29      | Fixed         | 4.92%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_20-1                                               | SORT 2020-1 A1 144A 1.69% 07-15-60                                                                 | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3117353 | PA      | $2637103.25   | 0.03%             | 2060-07-15      | Fixed         | 1.69%                 | Yes           |                  2 | On Loan: No      |
| SEACO_20-1                                                                      | SEACO 2020-1A A 144A 2.17% 10-17-40                                                                | CUSIP: 37959PAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3065367 | PA      | $2947733.72   | 0.03%             | 2040-10-17      | Fixed         | 2.17%                 | Yes           |                  2 | On Loan: No      |
| USCLN 2025-SUP1                                                                 | USCLN 2025-SUP1 B 144A 5.582% 02-25-32                                                             | CUSIP: 90357PBC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2792053 | PA      | $2812574.94   | 0.03%             | 2032-02-25      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC EUR REG S SR UNSEC FRN 01-29-34                                                       | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      3000000 | PA      | $3694015.71   | 0.04%             | 2034-01-29      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE SA EUR REG S SR NON PREF (B) 4.5% 01-13-33                                                    | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      8800000 | PA      | $10394286.33  | 0.11%             | 2033-01-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BULGARIA (REPUBLIC OF)                                                          | BULGARIA GOVERNMENT INTERNATIONAL BOND EUR 144A LIFE 4.5% 01-27-33                                 | CUSIP: N/A<br>LEI: 529900PG0XCL4LICL838       | Long             | DBT              | NUSS              | BG        |      2788000 | PA      | $3394385.60   | 0.03%             | 2033-01-27      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                                            | BANCO DE SABADELL SA EUR REG S SR NON PREF (B) 5.25% 02-07-29/28                                   | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |     11800000 | PA      | $14087345.00  | 0.14%             | 2029-02-07      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| USCLN 2025-SUP2                                                                 | USCLN 2025-SUP2 B1 144A 4.8175% 09-25-32                                                           | CUSIP: 90355PAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       530549 | PA      | $532288.84    | 0.01%             | 2032-09-25      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| WEF 2024-1A                                                                     | WEF 2024-1A A2 144A 4.99% 09-20-32                                                                 | CUSIP: 97415AAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       556533 | PA      | $559123.88    | 0.01%             | 2032-09-20      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| ONDECK ASSET SECURITIZATION TRUST LLC ONDK_24-1                                 | ONDK 2024-1A B 144A 7.15% 06-17-31                                                                 | CUSIP: 67118NAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3192000 | PA      | $3206606.59   | 0.03%             | 2031-06-17      | Fixed         | 7.15%                 | Yes           |                  2 | On Loan: No      |
| ONDECK ASSET SECURITIZATION TRUST LLC ONDK_24-1                                 | ONDK 2024-1A A 144A 6.27% 06-17-31                                                                 | CUSIP: 67118NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1780000 | PA      | $1797178.78   | 0.02%             | 2031-06-17      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                                  | BRASKEM NETHERLANDS FINANCE BV REG S SR UNSEC 7.25% 02-13-33                                       | CUSIP: N/A<br>LEI: 2549000TLMHFQ74DS330       | Long             | DBT              | CORP              | NL        |      5283000 | PA      | $2455802.55   | 0.03%             | 2033-02-13      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP SR UNSEC 5.65% 06-01-54                                                               | CUSIP: 20030NEK3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       661000 | PA      | $609603.28    | 0.01%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 CB8755 06-01-54                                                                      | CUSIP: 3140QUWR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       574872 | PA      | $590023.69    | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 FS6838 11-01-53                                                                      | CUSIP: 3140XNS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1318761 | PA      | $1328880.81   | 0.01%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                                                          | PENN NATIONAL GAMING CV SR UNSEC 2.75% 05-15-26                                                    | CUSIP: 707569AU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        87000 | PA      | $87021.75     | 0.00%             | 2026-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                          | CENTERPOINT ENERGY INC CV 144A LIFE SR UNSEC 3.0% 08-01-28                                         | CUSIP: 15189TBQ9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |       362000 | PA      | $382687.58    | 0.00%             | 2028-08-01      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                                             | COINBASE GLOBAL INC CV SR UNSEC 0.5% 06-01-26                                                      | CUSIP: 19260QAB3<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |       150000 | PA      | $148845.00    | 0.00%             | 2026-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                | DUKE ENERGY CORP 4.125% 05-31-26                                                                   | CUSIP: 26441CBY0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |       230000 | PA      | $253805.00    | 0.00%             | 2026-05-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                          | VENTURE GLOBAL LNG INC 144A LIFE SR SEC 1ST LIEN 8.125% 06-01-28                                   | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |       750000 | PA      | $767412.00    | 0.01%             | 2028-06-01      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                          | VENTURE GLOBAL LNG INC 144A LIFE SR SEC 1ST LIEN 8.375% 06-01-31                                   | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |       295000 | PA      | $306946.03    | 0.00%             | 2031-06-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| VIASAT INC                                                                      | VIASAT INC 144A LIFE SR UNSEC 7.5% 05-30-31                                                        | CUSIP: 92552VAR1<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |       575000 | PA      | $568938.35    | 0.01%             | 2031-05-30      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                          | VENTURE GLOBAL LNG INC 144A LIFE SR SEC 1ST LIEN 9.5% 02-01-29                                     | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |       500000 | PA      | $540899.50    | 0.01%             | 2029-02-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| TAKEDA US FINANCING INC                                                         | TAKEDA US FINANCING INC SR UNSEC 5.2% 07-07-35                                                     | CUSIP: 87406BAA0<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |      4510000 | PA      | $4511979.89   | 0.05%             | 2035-07-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COMPANIES INC                                                         | TRAVELERS COS INC SR UNSEC 5.05% 07-24-35                                                          | CUSIP: 89417EAT6<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |       383000 | PA      | $383829.96    | 0.00%             | 2035-07-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                              | METROPOLITAN LIFE GLOBAL FUNDING I GIC 144A LIFE SR SEC 1ST LIEN 1.875% 01-11-27                   | CUSIP: 59217GER6<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1475527.50   | 0.02%             | 2027-01-11      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                                                            | SONIC AUTOMOTIVE INC 144A LIFE SR UNSEC 4.625% 11-15-29                                            | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |       400000 | PA      | $388003.60    | 0.00%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD3512 08-01-53                                                                      | CUSIP: 3132DQ3V6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       349582 | PA      | $358568.17    | 0.00%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 RJ1797 06-01-54                                                                      | CUSIP: 3142GR7K0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       228613 | PA      | $236849.84    | 0.00%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD5873 07-01-54                                                                      | CUSIP: 3132DTQ29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1147078 | PA      | $1174074.52   | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 FS4736 05-01-53                                                                      | CUSIP: 3140XLHN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        35442 | PA      | $36760.86     | 0.00%             | 2053-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CORP                                                       | CALIFORNIA RESOURCES CORP 144A LIFE SR UNSEC 8.25% 06-15-29                                        | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |       368000 | PA      | $385205.10    | 0.00%             | 2029-06-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE LLC                                                     | CRESCENT ENERGY FINANCE LLC 144A LIFE SR UNSEC 7.375% 01-15-33                                     | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |       135000 | PA      | $135066.69    | 0.00%             | 2033-01-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| CHINA HUANENG GROUP HONG KONG TREASURY MANAGEMENT HOLDING LTD                   | CHINA HUANENG GROUP HONG KONG TREASURY MANAGEMENT HOLDING PRP REG S SUB (H) 5.3% 12-31-79/07-05-27 | CUSIP: N/A<br>LEI: 254900S9905REJFRBF91       | Long             | DBT              | CORP              | CN        |      1925000 | PA      | $1952258.00   | 0.02%             | 2079-12-31      | Variable      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP INC                                                    | CITIZENS FINANCIAL GROUP INC SR UNSEC 5.718% 07-23-32/31                                           | CUSIP: 174610BH7<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |      2765000 | PA      | $2843017.24   | 0.03%             | 2032-07-23      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COMPANIES INC                                                         | TRAVELERS COS INC SR UNSEC 5.7% 07-24-55                                                           | CUSIP: 89417EAU3<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |       626000 | PA      | $622085.00    | 0.01%             | 2055-07-24      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                   | TRANSDIGM INC 144A LIFE SR SEC 1ST LIEN 6.25% 01-31-34                                             | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       535000 | PA      | $541340.29    | 0.01%             | 2034-01-31      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| CAIXABANK SA                                                                    | CAIXABANK SA EUR REG S SUB (B) 4.375% 08-08-36/31                                                  | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |     11300000 | PA      | $13158005.41  | 0.13%             | 2036-08-08      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO                                                                    | COCA-COLA CO SR UNSEC 4.65% 08-14-34                                                               | CUSIP: 191216DY3<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      2231000 | PA      | $2246788.79   | 0.02%             | 2034-08-14      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                   | TRANSDIGM INC 144A LIFE SUB 6.75% 01-31-34                                                         | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       755000 | PA      | $765460.53    | 0.01%             | 2034-01-31      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| TOPBUILD CORP                                                                   | TOPBUILD CORP 144A LIFE SR UNSEC 5.625% 01-31-34                                                   | CUSIP: 89055FAD5<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |       205000 | PA      | $200862.49    | 0.00%             | 2034-01-31      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| COCA-COLA CO                                                                    | COCA-COLA CO SR UNSEC 5.2% 01-14-55                                                                | CUSIP: 191216DZ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |       443000 | PA      | $419803.19    | 0.00%             | 2055-01-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO                                                                    | COCA-COLA CO EUR SR UNSEC 3.375% 08-15-37                                                          | CUSIP: 191216DW7<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      1425000 | PA      | $1567538.58   | 0.02%             | 2037-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL / CONNECT US FINCO LLC                                       | CONNECT FINCO SARL 144A LIFE SR SEC 1ST LIEN 9.0% 09-15-29                                         | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      1930000 | PA      | $2029954.70   | 0.02%             | 2029-09-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                       | CAESARS ENTERTAINMENT INC 144A LIFE SR UNSEC 6.0% 10-15-32                                         | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |       380000 | PA      | $350067.02    | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                   | ECHOSTAR CORP CV SR UNSEC PIK 3.875% 11-30-30                                                      | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |       327922 | PA      | $1172189.98   | 0.01%             | 2030-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HALOZYME THERAPEUTICS INC                                                       | HALOZYME THERAPEUTICS INC CV SR UNSEC 1.0% 08-15-28                                                | CUSIP: 40637HAF6<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |       236000 | PA      | $302552.00    | 0.00%             | 2028-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNATIONAL LTD                                                    | TRANSOCEAN INTERNATIONAL LTD 144A LIFE SR UNSEC 7.875% 10-15-32                                    | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |       185000 | PA      | $197800.15    | 0.00%             | 2032-10-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| TRANSOCEAN INTERNATIONAL LTD                                                    | TRANSOCEAN INTERNATIONAL LTD SR UNSEC 6.8% 03-15-38                                                | CUSIP: 893830AT6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |       625000 | PA      | $600870.63    | 0.01%             | 2038-03-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                          | VENTURE GLOBAL LNG INC 144A LIFE SR SEC 1ST LIEN 9.875% 02-01-32                                   | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |       479000 | PA      | $514674.96    | 0.01%             | 2032-02-01      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                | WELLS FARGO & CO EUR REG S SR UNSEC 3.9% 07-22-32/31                                               | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |      1170000 | PA      | $1361264.57   | 0.01%             | 2032-07-22      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD3432 07-01-53                                                                      | CUSIP: 3132DQY59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1035961 | PA      | $1074637.66   | 0.01%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD5896 07-01-54                                                                      | CUSIP: 3132DTRR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       959883 | PA      | $982975.47    | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 FS8223 06-01-54                                                                      | CUSIP: 3140XQD53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1350768 | PA      | $1382012.64   | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SGD FWD PUR FROM USD 4/13/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-44795.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 RJ1015 03-01-54                                                                      | CUSIP: 3142GRDV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |        16642 | PA      | $17236.91     | 0.00%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 DB5480 06-01-54                                                                      | CUSIP: 3140AFCS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |         8935 | PA      | $9256.20      | 0.00%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                                   | LIVE NATION ENTERTAINMENT INC CV SR UNSEC 2.875% 01-15-30                                          | CUSIP: 538034BC2<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |       243000 | PA      | $262440.00    | 0.00%             | 2030-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LUMENTUM HOLDINGS INC                                                           | LUMENTUM HOLDINGS INC CV 144A SR UNSEC 0.375% 03-15-32                                             | CUSIP: 55024UAJ8<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |        49000 | PA      | $188871.77    | 0.00%             | 2032-03-15      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                  | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 3.15% 10-01-26                             | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |      6700000 | PA      | $6637448.80   | 0.07%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                  | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 4.1% 10-01-46                              | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |       855000 | PA      | $634834.08    | 0.01%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                            | CLEVELAND-CLIFFS INC 144A LIFE SR UNSEC 6.875% 11-01-29                                            | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      1028000 | PA      | $1028602.41   | 0.01%             | 2029-11-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                            | CLEVELAND-CLIFFS INC 144A LIFE SR UNSEC 7.375% 05-01-33                                            | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |       134000 | PA      | $131198.06    | 0.00%             | 2033-05-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                        | CONSTELLATION BRANDS INC SR UNSEC 2.875% 05-01-30                                                  | CUSIP: 21036PBF4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |       839000 | PA      | $785383.71    | 0.01%             | 2030-05-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                                                    | CHEVRON CORP SR UNSEC 3.078% 05-11-50                                                              | CUSIP: 166764CA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1352000 | PA      | $911448.10    | 0.01%             | 2050-05-11      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SGD FWD PUR FROM USD 4/13/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-1354.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SEK FWD PUR FROM EUR 4/13/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-21935.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KASIKORNBANK PCL (HONG KONG BRANCH)                                             | KASIKORNBANK PCL REG S SUB 3.343% 10-02-31/26                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | HK        |      2100000 | PA      | $2080176.00   | 0.02%             | 2031-10-02      | Variable      | 3.34%                 | Yes           |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                          | WESCO DISTRIBUTION INC 144A LIFE SR UNSEC 6.375% 03-15-33                                          | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      1005000 | PA      | $1024720.11   | 0.01%             | 2033-03-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                        | DISCOVERY GLOBAL HOLDINGS INC SR UNSEC 3.755% 03-15-27                                             | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |       250000 | PA      | $247072.50    | 0.00%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FINANCIAL CORP SR UNSEC 5.399% 01-30-37/36                                             | CUSIP: 14040HDQ5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      2275000 | PA      | $2230205.25   | 0.02%             | 2037-01-30      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                     | CENCORA INC SR UNSEC 4.9% 02-13-36                                                                 | CUSIP: 03073EBE4<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |      2339000 | PA      | $2292505.36   | 0.02%             | 2036-02-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                                              | KENNEDY-WILSON INC SR UNSEC 4.75% 02-01-30                                                         | CUSIP: 489399AN5<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |       885000 | PA      | $885924.83    | 0.01%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                                                    | KBC GROUP NV 144A LIFE SR UNSEC 5.796% 01-19-29/28                                                 | CUSIP: 48241FAB0<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |       525000 | PA      | $536827.73    | 0.01%             | 2029-01-19      | Variable      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 FS8619 07-01-54                                                                      | CUSIP: 3140XQSH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       732527 | PA      | $765896.16    | 0.01%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 FS8607 07-01-54                                                                      | CUSIP: 3140XQR58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       559276 | PA      | $582992.85    | 0.01%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                     | CENCORA INC SR UNSEC 5.65% 02-13-56                                                                | CUSIP: 03073EBF1<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |       784000 | PA      | $767818.24    | 0.01%             | 2056-02-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                              | CNX RESOURCES CORP 144A LIFE SR UNSEC 5.875% 03-01-34                                              | CUSIP: 12653CAM0<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |       235000 | PA      | $229027.95    | 0.00%             | 2034-03-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                                            | AMENTUM HOLDINGS INC 144A LIFE SR UNSEC 7.25% 08-01-32                                             | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |       495000 | PA      | $512703.68    | 0.01%             | 2032-08-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                                            | BANCO DE SABADELL SA EUR REG S SUB (B) 5.125% 06-27-34/29                                          | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |      7900000 | PA      | $9372543.93   | 0.10%             | 2034-06-27      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| BORR IHC LTD                                                                    | BORR DRILLING LTD 144A LIFE SR SEC 1ST LIEN SF 10.0% 11-15-28                                      | CUSIP: 100018AA8<br>LEI: 254900WQF2MM46DNLY83 | Long             | DBT              | CORP              | US        |      1015855 | PA      | $1042578.49   | 0.01%             | 2028-11-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                              | BANCO SANTANDER SA GBP REG S SR NON PREF (B) 5.5% 06-11-29                                         | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      7600000 | PA      | $10150115.56  | 0.10%             | 2029-06-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC SR UNSEC 3.469% 04-15-34                                                              | CUSIP: 11135FCT6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      3875000 | PA      | $3491181.25   | 0.04%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 SD5905 07-01-54                                                                      | CUSIP: 3132DTR28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       351304 | PA      | $366200.70    | 0.00%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 RJ1986 07-01-54                                                                      | CUSIP: 3142GSF45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       778810 | PA      | $806898.54    | 0.01%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                        | DISCOVERY GLOBAL HOLDINGS INC SR UNSEC 5.141% 03-15-52                                             | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |        28000 | PA      | $17045.00     | 0.00%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                        | DISCOVERY GLOBAL HOLDINGS INC SR UNSEC 5.05% 03-15-42                                              | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      1304000 | PA      | $862343.02    | 0.01%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE REG FINANCE CO LLC                                                   | BLACKSTONE REG FINANCE CO LLC SR UNSEC 4.95% 02-15-36                                              | CUSIP: 092914AC4<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |      1725000 | PA      | $1665749.70   | 0.02%             | 2036-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BMS IRELAND CAPITAL FUNDING DAC                                                 | BMS IRELAND CAPITAL FUNDING DAC EUR SR UNSEC 4.581% 11-10-55                                       | CUSIP: 05594KAE6<br>LEI: 9845002AC2D55DFID596 | Long             | DBT              | CORP              | IE        |      1200000 | PA      | $1348681.39   | 0.01%             | 2055-11-10      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                                   | LIVE NATION ENTERTAINMENT INC 144A LIFE SR SEC 1ST LIEN 3.75% 01-15-28                             | CUSIP: 538034AX7<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |       375000 | PA      | $366021.38    | 0.00%             | 2028-01-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| LEVI STRAUSS & CO                                                               | LEVI STRAUSS & CO 144A LIFE SR UNSEC 3.5% 03-01-31                                                 | CUSIP: 52736RBJ0<br>LEI: MB0UERO0RDFKU8258G77 | Long             | DBT              | CORP              | US        |       570000 | PA      | $522302.40    | 0.01%             | 2031-03-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC                                                                        | AT&T INC SR UNSEC 5.125% 04-30-36                                                                  | CUSIP: 00206RNH1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      8040000 | PA      | $7946623.44   | 0.08%             | 2036-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | AMERICAN EXPRESS CO SR UNSEC 4.456% 02-10-32/31                                                    | CUSIP: 025816EP0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      2875000 | PA      | $2845844.63   | 0.03%             | 2032-02-10      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS II LLC                                                 | LCM INVESTMENTS HOLDINGS II LLC 144A LIFE SR UNSEC 4.875% 05-01-29                                 | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |      1091000 | PA      | $1062318.70   | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP SR UNSEC 5.2% 09-26-35                                                                 | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      4650000 | PA      | $4364020.35   | 0.04%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 RJ0854 01-01-54                                                                      | CUSIP: 3142GQ5Q1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |        49517 | PA      | $51360.04     | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 RJ1725 06-01-54                                                                      | CUSIP: 3142GR4K3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |        87133 | PA      | $91395.94     | 0.00%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                    | ALPHABET INC SR UNSEC 4.8% 02-15-36                                                                | CUSIP: 02079KBM8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      1506000 | PA      | $1500132.62   | 0.02%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEMS INC                                                   | ADVANCED DRAINAGE SYSTEMS INC 144A LIFE SR UNSEC 5.375% 03-01-34                                   | CUSIP: 00790RAC8<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |       725000 | PA      | $707325.23    | 0.01%             | 2034-03-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                        | BAXTER INTERNATIONAL INC SR UNSEC 5.65% 12-15-35                                                   | CUSIP: 071813DE6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |      3404000 | PA      | $3326102.86   | 0.03%             | 2035-12-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BRIGHTSTAR LOTTERY PLC                                                          | BRIGHTSTAR LOTTERY PLC 144A LIFE SR SEC 1ST LIEN 5.75% 01-15-33                                    | CUSIP: 108922AA3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $194638.40    | 0.00%             | 2033-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC SR UNSEC 4.2% 02-19-31                                                                   | CUSIP: 031162DV9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |       979000 | PA      | $965828.53    | 0.01%             | 2031-02-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                        | ELECTRICITE DE FRANCE SA EUR PRP REG S SUB (H) (B) 3.0% 12-31-79/12-03-27                          | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |       800000 | PA      | $911216.66    | 0.01%             | 2079-12-31      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP SR UNSEC 5.95% 09-26-55                                                                | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       575000 | PA      | $484087.90    | 0.00%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP SR UNSEC 4.45% 09-26-30                                                                | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      3350000 | PA      | $3229185.60   | 0.03%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CYPRIUM CORP                                                                    | CYPRIUM CORP 144A LIFE SR UNSEC 6.375% 04-15-34                                                    | CUSIP: 23292NAB4<br>LEI: 254900V7LN9S9W17X250 | Long             | DBT              | CORP              | US        |       210000 | PA      | $204359.82    | 0.00%             | 2034-04-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| CYPRIUM CORP                                                                    | CYPRIUM CORP 144A LIFE SR UNSEC 6.125% 04-15-31                                                    | CUSIP: 23292NAA6<br>LEI: 254900V7LN9S9W17X250 | Long             | DBT              | CORP              | US        |       190000 | PA      | $187780.23    | 0.00%             | 2031-04-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET CAR RENTAL LLC                                                      | AVIS BUDGET CAR RENTAL LLC 144A LIFE SR UNSEC 8.25% 01-15-30                                       | CUSIP: 053773BJ5<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |       244000 | PA      | $245639.68    | 0.00%             | 2030-01-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                                               | ALLIANT HOLDINGS INTERMEDIATE LLC 144A LIFE SR SEC 1ST LIEN 6.5% 10-01-31                          | CUSIP: 01883LAG8<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |       425000 | PA      | $417859.15    | 0.00%             | 2031-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DC0299 08-01-54                                                                      | CUSIP: 3140AMKM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1173161 | PA      | $1197444.48   | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DB7692 08-01-54                                                                      | CUSIP: 3140AHRN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1060184 | PA      | $1083694.03   | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ESAB CORP                                                                       | ESAB CORP 144A LIFE SR UNSEC 5.625% 04-01-31                                                       | CUSIP: 29605JAB2<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |       315000 | PA      | $317995.65    | 0.00%             | 2031-04-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                        | ELECTRICITE DE FRANCE SA EUR PRP REG S SUB (H) (B) 3.375% 12-31-79/09-15-30                        | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |       400000 | PA      | $436528.02    | 0.00%             | 2079-12-31      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                               | NEWELL BRANDS INC SR UNSEC 6.375% 05-15-30                                                         | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       175000 | PA      | $168124.25    | 0.00%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                               | NEWELL BRANDS INC SR UNSEC 6.625% 05-15-32                                                         | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       110000 | PA      | $105383.19    | 0.00%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                        | ELECTRICITE DE FRANCE SA EUR PRP REG S SUB (H) (B) 2.875% 12-31-79/03-15-27                        | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |      2600000 | PA      | $2982133.01   | 0.03%             | 2079-12-31      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                        | ELECTRICITE DE FRANCE SA EUR PRP REG S SUB (H) (B) 2.625% 12-31-79/06-01-28                        | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |     21200000 | PA      | $23874070.79  | 0.24%             | 2079-12-31      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                                           | FREEPORT INDONESIA PT REG S SR UNSEC 6.2% 04-14-52                                                 | CUSIP: N/A<br>LEI: 549300T4HTQHRKLNE619       | Long             | DBT              | CORP              | ID        |       200000 | PA      | $193994.00    | 0.00%             | 2052-04-14      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| FLASH COMPUTE LLC                                                               | FLASH COMPUTE LLC 144A LIFE SR SEC 1ST LIEN 7.25% 12-31-30                                         | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       725000 | PA      | $730829.73    | 0.01%             | 2030-12-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 5.753% 04-06-33                                                  | CUSIP: 345397J38<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       400000 | PA      | $392738.40    | 0.00%             | 2033-04-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                      | FIRST QUANTUM MINERALS LTD 144A LIFE SR UNSEC 6.375% 02-15-36                                      | CUSIP: 335934AY1<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |       165000 | PA      | $158859.86    | 0.00%             | 2036-02-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                              | SPAIN GOVERNMENT BOND EUR 0.0% 01-31-28                                                            | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |       930000 | PA      | $1023999.08   | 0.01%             | 2028-01-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC EUR SR UNSEC 4.087% 02-17-33                                              | CUSIP: N/A<br>LEI: UDSQCVRUX5BONN0VY111       | Long             | DBT              | CORP              | US        |     11875000 | PA      | $13231236.08  | 0.13%             | 2033-02-17      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 5.42% 04-09-31                                                   | CUSIP: 345397J61<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       351000 | PA      | $344804.50    | 0.00%             | 2031-04-09      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| SENEGAL (REPUBLIC OF)                                                           | SENEGAL GOVERNMENT INTERNATIONAL BOND EUR REG S SF 5.375% 06-08-37                                 | CUSIP: N/A<br>LEI: 549300NP14ZLQGWIUZ97       | Long             | DBT              | NUSS              | SN        |       260000 | PA      | $152837.77    | 0.00%             | 2037-06-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SWEDEN (KINGDOM OF)                                                             | SWEDEN GOVERNMENT BOND SEK REG S 1.375% 06-23-71                                                   | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |       540000 | PA      | $32067.73     | 0.00%             | 2071-06-23      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                            | ONEMAIN FINANCE CORP SR UNSEC 6.75% 09-15-33                                                       | CUSIP: 682691AN0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       155000 | PA      | $148815.97    | 0.00%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP SR UNSEC 3.25% 11-15-27                                                                | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |         4000 | PA      | $3904.76      | 0.00%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                                  | BRASKEM NETHERLANDS FINANCE BV REG S SR UNSEC 4.5% 01-10-28                                        | CUSIP: N/A<br>LEI: 2549000TLMHFQ74DS330       | Long             | DBT              | CORP              | NL        |       918000 | PA      | $445826.70    | 0.00%             | 2028-01-10      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BBVA MEXICO SA INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO BBVA MEXICO/TX    | BBVA MEXICO SA INSTITUCION DE BANCA MULTIPLE GRUPO BBVA MEXICO REG S SUB (H) 5.125% 01-18-33       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      5000000 | PA      | $4862825.00   | 0.05%             | 2033-01-18      | Variable      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| CK HUTCHISON INTERNATIONAL 20 LTD                                               | CK HUTCHISON INTERNATIONAL 20 LTD REG S SR UNSEC 3.375% 05-08-50                                   | CUSIP: N/A<br>LEI: 254900SSPRZHBMNJF043       | Long             | DBT              | CORP              | KY        |       250000 | PA      | $179057.75    | 0.00%             | 2050-05-08      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                | CCO HOLDINGS LLC 144A SR UNSEC 4.25% 02-01-31                                                      | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       325000 | PA      | $296427.63    | 0.00%             | 2031-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.875% 04-30-30                                                        | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1144200 | PA      | $1143216.67   | 0.01%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| THAILAND (KINGDOM OF)                                                           | THAILAND GOVERNMENT BOND THB 1.66% 03-17-30                                                        | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |     20000000 | PA      | $613971.29    | 0.01%             | 2030-03-17      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP SR UNSEC 1.5% 02-15-31                                                                | CUSIP: 20030NDN8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      5500000 | PA      | $4767999.50   | 0.05%             | 2031-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CENTRAL GARDEN & PET CO                                                         | CENTRAL GARDEN & PET CO SR UNSEC 4.125% 10-15-30                                                   | CUSIP: 153527AN6<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |       760000 | PA      | $715502.00    | 0.01%             | 2030-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.75% 05-15-55                                                         | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     12111000 | PA      | $11790247.43  | 0.12%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)               | UNITED KINGDOM GILT GBP REG S 1.75% 07-22-57                                                       | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |       600000 | PA      | $351110.05    | 0.00%             | 2057-07-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                                     | BAUSCH HEALTH COS INC 144A LIFE SR UNSEC 7.25% 05-30-29                                            | CUSIP: 071734AF4<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $149017.00    | 0.00%             | 2029-05-30      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO/THE                                                                   | BOEING CO SR UNSEC 2.7% 02-01-27                                                                   | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       525000 | PA      | $517769.70    | 0.01%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                        | CSX CORP SR UNSEC 2.5% 05-15-51                                                                    | CUSIP: 126408HT3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |       289000 | PA      | $170475.61    | 0.00%             | 2051-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                        | CONSTELLATION BRANDS INC SR UNSEC 4.75% 05-09-32                                                   | CUSIP: 21036PBL1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |       313000 | PA      | $310768.94    | 0.00%             | 2032-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.25% 02-15-27                                                         | CUSIP: 912828V98<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      4550000 | PA      | $4492058.48   | 0.05%             | 2027-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.0% 11-15-26                                                          | CUSIP: 912828U24<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1500000 | PA      | $1484091.75   | 0.02%             | 2026-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                        | CONSTELLATION BRANDS INC SR UNSEC 4.35% 05-09-27                                                   | CUSIP: 21036PBK3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |      1305000 | PA      | $1303886.84   | 0.01%             | 2027-05-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                | CROWN CASTLE INC SR UNSEC 5.0% 01-11-28                                                            | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      2336000 | PA      | $2353555.04   | 0.02%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NFE FINANCING LLC                                                               | NFE FINANCING LLC 144A LIFE SR SEC 1ST LIEN 12.0% 11-15-29                                         | CUSIP: 62909BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5406991 | PA      | $2449934.66   | 0.02%             | 2029-11-15      | Fixed         | 12.00%                | Yes           |                  2 | On Loan: No      |
| NAVIENT CORP                                                                    | NAVIENT CORP SR UNSEC 5.0% 03-15-27                                                                | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |       380000 | PA      | $371744.50    | 0.00%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                                    | NEW YORK LIFE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 1.2% 08-07-30                           | CUSIP: 64952WDS9<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     11090000 | PA      | $9659667.25   | 0.10%             | 2030-08-07      | Fixed         | 1.20%                 | Yes           |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC                                          | INTERNATIONAL FLAVORS & FRAGRANCES INC 144A LIFE SR UNSEC 2.3% 11-01-30                            | CUSIP: 459506AQ4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |        55000 | PA      | $49023.48     | 0.00%             | 2030-11-01      | Fixed         | 2.30%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DC0296 08-01-54                                                                      | CUSIP: 3140AMKJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       385171 | PA      | $398156.15    | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 RQ0027 07-01-55                                                                      | CUSIP: 3142J6A52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       394252 | PA      | $396454.79    | 0.00%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GREENKO WIND PROJECTS MAURITIUS LTD                                             | GREENKO WIND PROJECTS MAURITIUS LTD REG S SR UNSEC SF 7.25% 09-27-28                               | CUSIP: N/A<br>LEI: 254900MSUXE1FF83DP82       | Long             | DBT              | CORP              | MU        |     25885800 | PA      | $25720130.88  | 0.26%             | 2028-09-27      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | GOLDMAN SACHS GROUP INC SR UNSEC 4.516% 01-21-32/31                                                | CUSIP: 38145GAR1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      4425000 | PA      | $4358855.10   | 0.04%             | 2032-01-21      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| ORANGE                                                                          | ORANGE SA EUR REG S SR UNSEC (B) 2.0% 01-15-29                                                     | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |       400000 | PA      | $448545.63    | 0.00%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                       | OCCIDENTAL PETROLEUM CORP SR UNSEC 6.6% 03-15-46                                                   | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |       730000 | PA      | $756655.22    | 0.01%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| ACCENDRA HEALTH INC                                                             | ACCENDRA HEALTH INC 144A LIFE SR UNSEC 4.5% 03-31-29                                               | CUSIP: 690732AF9<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |       245000 | PA      | $148140.72    | 0.00%             | 2029-03-31      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| ORANGE                                                                          | ORANGE SA EUR REG S SR UNSEC (B) 3.875% 09-11-35                                                   | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |      1800000 | PA      | $2076242.04   | 0.02%             | 2035-09-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                               | POST HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 6.25% 02-15-32                                         | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |       833000 | PA      | $842653.64    | 0.01%             | 2032-02-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.25% 02-13-34                                            | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       749000 | PA      | $763035.51    | 0.01%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.125% 02-13-31                                           | CUSIP: 718172DH9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       178000 | PA      | $182198.84    | 0.00%             | 2031-02-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                     | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 5.8% 05-15-34                                          | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       925000 | PA      | $948135.18    | 0.01%             | 2034-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                                          | CHINA DEV BANK CNY UNSEC 3.43% 01-14-27                                                            | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | USGA              | CN        |      9380000 | PA      | $1379475.90   | 0.01%             | 2027-01-14      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZAKHSTAN JSC                                              | DEVELOPMENT BANK OF KAZAKHSTAN JSC KZT 144A SR UNSEC 18.4% 10-16-28                                | CUSIP: 48129VAF3<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | USGA              | KZ        |    145000000 | PA      | $314598.49    | 0.00%             | 2028-10-16      | Fixed         | 18.40%                | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | BANK OF AMERICA CORP EUR REG S SR UNSEC 0.58% 08-08-29/28                                          | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |      3140000 | PA      | $3405110.31   | 0.03%             | 2029-08-08      | Variable      | 0.58%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                            | BOSTON PROPERTIES LP SR UNSEC 2.9% 03-15-30                                                        | CUSIP: 10112RBC7<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |       406000 | PA      | $376389.20    | 0.00%             | 2030-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP SR UNSEC 3.215% 09-06-26                                                          | CUSIP: 05526DBJ3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |         2000 | PA      | $1989.77      | 0.00%             | 2026-09-06      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| B&G FOODS INC                                                                   | B&G FOODS INC SR UNSEC 5.25% 09-15-27                                                              | CUSIP: 05508WAB1<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |      1150000 | PA      | $1109164.65   | 0.01%             | 2027-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HONG KONG                                                      | BANGKOK BANK PCL REG S SUB 3.733% 09-25-34/29                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | HK        |     10480000 | PA      | $9896117.28   | 0.10%             | 2034-09-25      | Variable      | 3.73%                 | Yes           |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HONG KONG                                                      | BANGKOK BANK PCL 144A LIFE SUB 3.733% 09-25-34/29                                                  | CUSIP: 059895AT9<br>LEI: N/A                  | Long             | DBT              | CORP              | HK        |       290000 | PA      | $273842.94    | 0.00%             | 2034-09-25      | Variable      | 3.73%                 | Yes           |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                                  | BRASKEM NETHERLANDS FINANCE BV REG S SR UNSEC 4.5% 01-31-30                                        | CUSIP: N/A<br>LEI: 2549000TLMHFQ74DS330       | Long             | DBT              | CORP              | NL        |     29861000 | PA      | $13918182.24  | 0.14%             | 2030-01-31      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                                     | BAUSCH HEALTH COS INC 144A LIFE SR UNSEC 5.25% 01-30-30                                            | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |       230000 | PA      | $148846.80    | 0.00%             | 2030-01-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)               | UNITED KINGDOM GILT GBP REG S 1.25% 07-22-27                                                       | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     16940000 | PA      | $21544599.01  | 0.22%             | 2027-07-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.375% 05-15-27                                                        | CUSIP: 912828X88<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2160000 | PA      | $2126545.27   | 0.02%             | 2027-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC                                          | INTERNATIONAL FLAVORS & FRAGRANCES INC 144A LIFE SR UNSEC 1.832% 10-15-27                          | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |       123000 | PA      | $118031.05    | 0.00%             | 2027-10-15      | Fixed         | 1.83%                 | Yes           |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                                               | NEXSTAR MEDIA INC 144A LIFE SR UNSEC 4.75% 11-01-28                                                | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |      1037000 | PA      | $1020424.59   | 0.01%             | 2028-11-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.75% 08-15-47                                                         | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3455000 | PA      | $2444682.34   | 0.02%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.0% 02-15-48                                                          | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       672600 | PA      | $495832.31    | 0.01%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 FA2843 03-01-55                                                                      | CUSIP: 3140W3ER6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        97939 | PA      | $101394.23    | 0.00%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 7.0 SL2928 01-01-55                                                                      | CUSIP: 31427QHE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       220660 | PA      | $232015.58    | 0.00%             | 2055-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | GOLDMAN SACHS GROUP INC SR UNSEC 5.065% 01-21-37/36                                                | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      8570000 | PA      | $8381845.65   | 0.09%             | 2037-01-21      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| GE VERNOVA INC                                                                  | GE VERNOVA INC SR UNSEC 4.25% 02-04-31                                                             | CUSIP: 36828AAA9<br>LEI: 254900DP080RU6OK2553 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1978148.00   | 0.02%             | 2031-02-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | HUF FWD SALE TO USD 4/15/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-5368.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | HUF FWD SALE TO USD 4/15/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-10917.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                    | CAIXABANK SA 144A LIFE SR NON PREF 6.208% 01-18-29/28                                              | CUSIP: 12803RAA2<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      7555000 | PA      | $7761636.81   | 0.08%             | 2029-01-18      | Variable      | 6.21%                 | Yes           |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                       | CAESARS ENTERTAINMENT INC 144A LIFE SR SEC 1ST LIEN 7.0% 02-15-30                                  | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |       489000 | PA      | $495276.32    | 0.01%             | 2030-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP SR UNSEC 5.125% 02-21-30                                                           | CUSIP: 126650DT4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      1225000 | PA      | $1242535.88   | 0.01%             | 2030-02-21      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP SR UNSEC 5.25% 02-21-33                                                            | CUSIP: 126650DU1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      1227000 | PA      | $1241560.81   | 0.01%             | 2033-02-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                                        | CLOUD SOFTWARE GROUP INC 144A LIFE SR SEC 2ND LIEN 9.0% 09-30-29                                   | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      2635000 | PA      | $2544432.42   | 0.03%             | 2029-09-30      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                            | CLEVELAND-CLIFFS INC 144A LIFE SR UNSEC 6.75% 04-15-30                                             | CUSIP: 185899AN1<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |        38000 | PA      | $37097.23     | 0.00%             | 2030-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CK HUTCHISON INTERNATIONAL (23) LTD                                             | CK HUTCHISON INTERNATIONAL 23 LTD 144A LIFE SR UNSEC 4.75% 04-21-28                                | CUSIP: 12570FAA9<br>LEI: 2549003AJI1YI8883K46 | Long             | DBT              | CORP              | HK        |       330000 | PA      | $332887.50    | 0.00%             | 2028-04-21      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CK HUTCHISON INTERNATIONAL (23) LTD                                             | CK HUTCHISON INTERNATIONAL 23 LTD REG S SR UNSEC 4.875% 04-21-33                                   | CUSIP: N/A<br>LEI: 2549003AJI1YI8883K46       | Long             | DBT              | CORP              | HK        |       400000 | PA      | $401810.80    | 0.00%             | 2033-04-21      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                        | COREBRIDGE FINANCIAL INC SR UNSEC 3.9% 04-05-32                                                    | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |      5809000 | PA      | $5451909.15   | 0.06%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                                    | SM ENERGY CO 144A LIFE SR UNSEC 8.75% 07-01-31                                                     | CUSIP: 17888HAB9<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |       765000 | PA      | $800046.18    | 0.01%             | 2031-07-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| CSX CORP                                                                        | CSX CORP SR UNSEC 5.2% 11-15-33                                                                    | CUSIP: 126408HW6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |      2068000 | PA      | $2120982.16   | 0.02%             | 2033-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                                    | SM ENERGY CO 144A LIFE SR UNSEC 8.625% 11-01-30                                                    | CUSIP: 17888HAC7<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |        55000 | PA      | $58062.46     | 0.00%             | 2030-11-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                            | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 6.65% 02-01-34                                | CUSIP: 161175CP7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |      1313000 | PA      | $1370384.67   | 0.01%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                          | COLOMBIA GOVERNMENT INTERNATIONAL BOND 8.0% 11-14-35                                               | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      3005000 | PA      | $3152365.20   | 0.03%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                                | CHS 144A LIFE SR SEC 1ST LIEN 10.875% 01-15-32                                                     | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |       288000 | PA      | $309343.97    | 0.00%             | 2032-01-15      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                              | CREDIT AGRICOLE SA GBP REG S SR NON PREF (B) 5.375% 01-15-29/28                                    | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      5900000 | PA      | $7831105.89   | 0.08%             | 2029-01-15      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                          | WESCO DISTRIBUTION INC 144A LIFE SR UNSEC 5.5% 04-15-34                                            | CUSIP: 95081QAU8<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |       440000 | PA      | $434433.56    | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| INDIA (REPUBLIC OF)                                                             | INDIA GOVERNMENT BOND INR 7.18% 07-24-37                                                           | CUSIP: N/A<br>LEI: 335800IV7VCDQGIOI391       | Long             | DBT              | NUSS              | IN        |    105790000 | PA      | $1114191.39   | 0.01%             | 2037-07-24      | Fixed         | 7.18%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                                                  | COMMERZBANK AG EUR REG S SR NON PREF (B) 4.625% 01-17-31/30                                        | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      6800000 | PA      | $8100281.45   | 0.08%             | 2031-01-17      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC TREASURY BILL                                                 | HELLENIC REPUBLIC GOVERNMENT BOND EUR 144A LIFE/REG S 4.375% 07-18-38                              | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |      1250000 | PA      | $1492267.38   | 0.02%             | 2038-07-18      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| AASET 2025-2A                                                                   | AASET 2025-2A A 144A 5.522% 02-16-50                                                               | CUSIP: 00039NAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5495493 | PA      | $5493383.09   | 0.06%             | 2050-02-16      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| APL FINANCE LLC ASHPL_25-1A                                                     | ASHPL 2025-1A A 144A 4.81% 03-20-36                                                                | CUSIP: 03790CAF8<br>LEI: 6354009RKO5CXUKYBH41 | Long             | ABS-O            | CORP              | US        |       278559 | PA      | $278642.87    | 0.00%             | 2036-03-20      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                             | GILEAD SCIENCES INC SR UNSEC 5.25% 10-15-33                                                        | CUSIP: 375558BZ5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      2801000 | PA      | $2897838.97   | 0.03%             | 2033-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                             | GILEAD SCIENCES INC SR UNSEC 5.55% 10-15-53                                                        | CUSIP: 375558CA9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |       220000 | PA      | $214072.32    | 0.00%             | 2053-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER LLC                                                       | PANTHER ESCROW ISSUER LLC 144A LIFE SR SEC 1ST LIEN 7.125% 06-01-31                                | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       120000 | PA      | $120463.68    | 0.00%             | 2031-06-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| PIRAEUS BANK SA                                                                 | PIRAEUS BANK SA EUR REG S SR UNSEC (B) 5.0% 04-16-30/29                                            | CUSIP: N/A<br>LEI: 213800OYHR1MPQ5VJL60       | Long             | DBT              | CORP              | GR        |      3930000 | PA      | $4702354.39   | 0.05%             | 2030-04-16      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| ACHD 2025-DS1                                                                   | ACHD 2025-DS1 A 144A 5.978% 01-09-34                                                               | CUSIP: 00092TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8457163 | PA      | $8471168.05   | 0.09%             | 2034-01-09      | Fixed         | 5.98%                 | Yes           |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                    | SYNOPSYS INC SR UNSEC 5.7% 04-01-55                                                                | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |      4741000 | PA      | $4535913.82   | 0.05%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                    | SYNOPSYS INC SR UNSEC 5.0% 04-01-32                                                                | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |      3050000 | PA      | $3077489.65   | 0.03%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                    | SYNOPSYS INC SR UNSEC 4.85% 04-01-30                                                               | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5038100.00   | 0.05%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP                                                               | GENESIS ENERGY LP SR UNSEC 8.25% 01-15-29                                                          | CUSIP: 37185LAP7<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |       355000 | PA      | $367041.96    | 0.00%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL PARTNERS LP/MA                                                           | GLOBAL PARTNERS LP 144A LIFE SR UNSEC 8.25% 01-15-32                                               | CUSIP: 37954FAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       105000 | PA      | $108943.80    | 0.00%             | 2032-01-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| SUNOCO LP                                                                       | SUNOCO LP 144A LIFE SR UNSEC 6.25% 07-01-33                                                        | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |       275000 | PA      | $276416.80    | 0.00%             | 2033-07-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                  | STARBUCKS CORP SR UNSEC 5.4% 05-15-35                                                              | CUSIP: 855244BM0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |      2606000 | PA      | $2665445.47   | 0.03%             | 2035-05-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                          | STANDARD CHARTERED PLC 144A LIFE SR UNSEC 5.244% 05-13-31/30                                       | CUSIP: 85325C2H4<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     10040000 | PA      | $10185007.72  | 0.10%             | 2031-05-13      | Variable      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| SIEMENS FUNDING BV                                                              | SIEMENS FUNDING BV 144A LIFE SR UNSEC 5.8% 05-28-55                                                | CUSIP: 82622RAF3<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |      1752000 | PA      | $1787474.50   | 0.02%             | 2055-05-28      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | INR FWD PUR FROM USD NDF 9/24/2026                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-69468.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR FWD PUR FROM USD NDF 4/27/2026                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-9100.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 2.75% 02-15-28                                                         | CUSIP: 9128283W8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       310000 | PA      | $304120.91    | 0.00%             | 2028-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)               | UNITED KINGDOM GILT GBP REG S 1.625% 10-22-28                                                      | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     20610000 | PA      | $25557165.94  | 0.26%             | 2028-10-22      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                   | BOEING CO SR UNSEC 5.705% 05-01-40                                                                 | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $2004084.00   | 0.02%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                   | BOEING CO SR UNSEC 5.04% 05-01-27                                                                  | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      2099000 | PA      | $2111176.30   | 0.02%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                    | NAVIENT CORP SR UNSEC 4.875% 03-15-28                                                              | CUSIP: 63938CAL2<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |       320000 | PA      | $302273.60    | 0.00%             | 2028-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                               | NATWEST GROUP PLC EUR REG S SR UNSEC (B) 0.78% 02-26-30/29                                         | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |      8365000 | PA      | $8924534.95   | 0.09%             | 2030-02-26      | Variable      | 0.78%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                         | NEW FORTRESS ENERGY INC 144A LIFE SR SEC 1ST LIEN 6.5% 09-30-26                                    | CUSIP: 644393AB6<br>LEI: 254900EICTYTCHA5X705 | Long             | DBT              | CORP              | US        |       150000 | PA      | $20367.30     | 0.00%             | 2026-09-30      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| NASDAQ INC                                                                      | NASDAQ INC EUR SR UNSEC 0.9% 07-30-33                                                              | CUSIP: N/A<br>LEI: 549300L8X1Q78ERXFD06       | Long             | DBT              | CORP              | US        |      2100000 | PA      | $1961675.92   | 0.02%             | 2033-07-30      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                   | BOEING CO SR UNSEC 5.93% 05-01-60                                                                  | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      2579000 | PA      | $2477681.41   | 0.03%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                                    | SM ENERGY CO 144A LIFE SR UNSEC 9.625% 06-15-33                                                    | CUSIP: 17888HAD5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |        95000 | PA      | $105010.72    | 0.00%             | 2033-06-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| PARK INTERMEDIATE HOLDINGS LLC                                                  | PARK INTERMEDIATE HOLDINGS LLC 144A LIFE SR UNSEC 7.0% 02-01-30                                    | CUSIP: 70052LAD5<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |       195000 | PA      | $197515.31    | 0.00%             | 2030-02-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTERNATIONAL INC EUR SR UNSEC 3.75% 01-15-31                                        | CUSIP: 718172DL0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      1700000 | PA      | $1972820.51   | 0.02%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE LLC                                                     | CRESCENT ENERGY FINANCE LLC 144A LIFE SR UNSEC 8.375% 01-15-34                                     | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |       245000 | PA      | $256336.15    | 0.00%             | 2034-01-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| CENTURY ALUMINUM CO                                                             | CENTURY ALUMINUM CO 144A LIFE 6.875% 08-01-32                                                      | CUSIP: 156431AS7<br>LEI: 549300U5ODNGEYWKSW73 | Long             | DBT              | CORP              | US        |       175000 | PA      | $180727.05    | 0.00%             | 2032-08-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                              | CLEAR CHANNEL OUTDOOR HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 7.125% 02-15-31                       | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |       380000 | PA      | $398357.80    | 0.00%             | 2031-02-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                          | CHUBB INA HOLDINGS LLC SR UNSEC 4.9% 08-15-35                                                      | CUSIP: 171239AM8<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $2955108.00   | 0.03%             | 2035-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 190445 03-01-55                                                                      | CUSIP: 31368HP64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1486048 | PA      | $1537376.18   | 0.02%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NYMT 2024-CP1                                                                   | NYMT 2024-CP1 A1 144A FRN 02-25-68                                                                 | CUSIP: 67118PAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3184666 | PA      | $2951853.82   | 0.03%             | 2068-02-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC                                                 | STANDARD BUILDING SOLUTIONS INC 144A LIFE SR UNSEC 6.25% 08-01-33                                  | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |        70000 | PA      | $69280.05     | 0.00%             | 2033-08-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                             | SHERWIN-WILLIAMS CO SR UNSEC 5.15% 08-15-35                                                        | CUSIP: 824348BW5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |      1569000 | PA      | $1579415.02   | 0.02%             | 2035-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)               | UNITED KINGDOM GILT GBP REG S 1.625% 10-22-71                                                      | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |       200000 | PA      | $99481.78     | 0.00%             | 2071-10-22      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.125% 05-15-48                                                        | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       800000 | PA      | $601812.48    | 0.01%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR FWD SALE TO USD NDF 4/27/2026                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $12162.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | INR FWD SALE TO USD NDF 4/10/2026                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $1325083.64   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)               | UNITED KINGDOM GILT GBP REG S 1.75% 01-22-49                                                       | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |       610000 | PA      | $415934.09    | 0.00%             | 2049-01-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)               | UNITED KINGDOM GILT GBP REG S 0.875% 10-22-29                                                      | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |       660000 | PA      | $776077.93    | 0.01%             | 2029-10-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| NZES 2025-FHT1                                                                  | NZES 2025-FHT1 A 144A 6.545% 03-25-32                                                              | CUSIP: 64832EAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2411819 | PA      | $2424182.37   | 0.02%             | 2032-03-25      | Variable      | 6.54%                 | Yes           |                  2 | On Loan: No      |
| OBX 2026-R1 TRUST                                                               | OBX 2026-R1 A1 144A FRN 01-25-63                                                                   | CUSIP: 67124AAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7991000 | PA      | $7938898.68   | 0.08%             | 2063-01-25      | Variable      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                             | NISSAN MOTOR ACCEPTANCE CO LLC 144A LIFE SR UNSEC 2.45% 09-15-28                                   | CUSIP: 65480CAD7<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |       500000 | PA      | $457337.50    | 0.00%             | 2028-09-15      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                               | NATWEST GROUP PLC EUR REG S SUB (B) 1.043% 09-14-32/27                                             | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |      1190000 | PA      | $1329717.78   | 0.01%             | 2032-09-14      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                                    | NORFOLK SOUTHERN CORP SR UNSEC 4.45% 03-01-33                                                      | CUSIP: 655844CQ9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |       707000 | PA      | $694619.72    | 0.01%             | 2033-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL AND GAS INC                                                        | NORTHERN OIL & GAS INC 144A LIFE SR UNSEC 8.75% 06-15-31                                           | CUSIP: 665530AB7<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |        10000 | PA      | $10404.20     | 0.00%             | 2031-06-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| COMMONWEALTH OF AUSTRALIA                                                       | AUSTRALIA GOVERNMENT BOND AUD REG S 3.75% 04-21-37                                                 | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     34036000 | PA      | $20978191.85  | 0.21%             | 2037-04-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                                  | CZECH REPUBLIC GOVERNMENT BOND CZK (B) 1.2% 03-13-31                                               | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |     28560000 | PA      | $1153789.94   | 0.01%             | 2031-03-13      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                     | PROLOGIS LP SR UNSEC 5.0% 01-31-35                                                                 | CUSIP: 74340XCN9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |       836000 | PA      | $834903.17    | 0.01%             | 2035-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                                 | PERMIAN RESOURCES OPERATING LLC 144A LIFE SR UNSEC 6.25% 02-01-33                                  | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |       814000 | PA      | $829731.36    | 0.01%             | 2033-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                     | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 5.9% 10-01-54                                          | CUSIP: 694308KT3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       200000 | PA      | $186507.60    | 0.00%             | 2054-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)               | UNITED KINGDOM GILT GBP REG S 1.25% 10-22-41                                                       | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |       550000 | PA      | $419334.68    | 0.00%             | 2041-10-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)               | UNITED KINGDOM GILT GBP REG S 0.5% 10-22-61                                                        | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      1440000 | PA      | $451146.41    | 0.00%             | 2061-10-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP SR UNSEC 5.45% 09-15-35                                                            | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      2467000 | PA      | $2477479.82   | 0.03%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP SR UNSEC 6.25% 09-15-65                                                            | CUSIP: 126650EM8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |       425000 | PA      | $415560.75    | 0.00%             | 2065-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                             | SHERWIN-WILLIAMS CO SR UNSEC 4.5% 08-15-30                                                         | CUSIP: 824348BV7<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |      4000000 | PA      | $3993848.00   | 0.04%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                         | SIMON PROPERTY GROUP LP SR UNSEC 5.125% 10-01-35                                                   | CUSIP: 828807EA1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |      3452000 | PA      | $3459197.42   | 0.04%             | 2035-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)               | UNITED KINGDOM GILT GBP REG S 0.625% 10-22-50                                                      | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |       260000 | PA      | $119785.14    | 0.00%             | 2050-10-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)               | UNITED KINGDOM GILT GBP REG S 0.625% 07-31-35                                                      | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      1708000 | PA      | $1549946.48   | 0.02%             | 2035-07-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS PAYFIX NOK 4.09% 09-23-25/09-23-30 LCH                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $21760.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS RECFIX EUR 2.4018% 11-25-25/11-25-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-44795.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)               | UNITED KINGDOM GILT GBP REG S 0.25% 07-31-31                                                       | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     13940000 | PA      | $14853226.66  | 0.15%             | 2031-07-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.375% 05-15-44                                                        | CUSIP: 912810RG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1550400 | PA      | $1267088.59   | 0.01%             | 2044-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                      | NASDAQ INC EUR SR UNSEC 4.5% 02-15-32                                                              | CUSIP: 63111XAM3<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |      3355000 | PA      | $4028540.04   | 0.04%             | 2032-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                                    | NORFOLK SOUTHERN CORP SR UNSEC 5.35% 08-01-54                                                      | CUSIP: 655844CS5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |      1257000 | PA      | $1172835.05   | 0.01%             | 2054-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)               | UTD KINGDOM GILT GBP REG S 1.25% 07-31-51                                                          | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     24790000 | PA      | $13746179.30  | 0.14%             | 2051-07-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)               | UNITED KINGDOM GILT GBP REG S 1.125% 01-31-39                                                      | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      1200000 | PA      | $995473.21    | 0.01%             | 2039-01-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS PAYFIX SEK 2.4517% 11-25-25/11-25-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $35462.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASX LTD                                                                         | AUS GB 10YR FUT XMM6 06-15-26                                                                      | CUSIP: N/A<br>LEI: 549300VSBVYUCBIQKT71       | N/A              | DIR              | CORP              | AU        |          248 | NC      | $132861.63    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HOWDEN UK REFINANCE PLC                                                         | HOWDEN UK REFINANCE PLC 144A LIFE SR SEC 1ST LIEN 7.25% 02-15-31                                   | CUSIP: 44287GAA4<br>LEI: 87550008DPN8BDG67910 | Long             | DBT              | CORP              | GB        |       450000 | PA      | $454138.20    | 0.00%             | 2031-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| HUMANA INC                                                                      | HUMANA INC SR UNSEC 5.75% 04-15-54                                                                 | CUSIP: 444859CB6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |       608000 | PA      | $547182.98    | 0.01%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TMX GROUP LTD                                                                   | CORRA 90DAY FUT CORH6 06-16-26                                                                     | CUSIP: N/A<br>LEI: 549300N65GFVKSHGJW59       | N/A              | DIR              | CORP              | CA        |         3005 | NC      | $898887.77    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TMX GROUP LTD                                                                   | CAN GB 5YR FUT XQM6 06-19-26                                                                       | CUSIP: N/A<br>LEI: 549300N65GFVKSHGJW59       | N/A              | DIR              | CORP              | CA        |          487 | NC      | $-550259.94   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)               | UNITED KINGDOM GILT GBP REG S 1.5% 07-31-53                                                        | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |       440000 | PA      | $252431.43    | 0.00%             | 2053-07-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)               | UK CONV GILT GBP REG S 1.0% 01-31-32                                                               | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     45590000 | PA      | $49477577.20  | 0.50%             | 2032-01-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CLP FWD SALE TO USD NDF 4/13/2026                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $8276.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAD FWD PUR FROM USD 4/14/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-3630553.11  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                       | SUNOCO LP PRP 144A LIFE SUB (H) 7.875% 12-31-79/09-18-30                                           | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |       405000 | PA      | $413823.33    | 0.00%             | 2079-12-31      | Variable      | 7.88%                 | Yes           |                  2 | On Loan: No      |
| SUNOCO LP                                                                       | SUNOCO LP 144A LIFE SR UNSEC 5.875% 03-15-34                                                       | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |       145000 | PA      | $143501.28    | 0.00%             | 2034-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| SUNOCO LP                                                                       | SUNOCO LP 144A LIFE SR UNSEC 5.625% 03-15-31                                                       | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |       140000 | PA      | $139456.52    | 0.00%             | 2031-03-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                        | SERVICE PROPERTIES TRUST 144A LIFE SR SEC 1ST LIEN 0.0% 09-30-27                                   | CUSIP: 81761LAF9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |       210000 | PA      | $191319.45    | 0.00%             | 2027-09-30      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP SR UNSEC 5.0% 09-15-32                                                             | CUSIP: 126650EJ5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |       650000 | PA      | $650785.85    | 0.01%             | 2032-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP SR UNSEC 6.2% 09-15-55                                                             | CUSIP: 126650EL0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      2326000 | PA      | $2305880.10   | 0.02%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR FWD SALE TO USD NDF 4/10/2026                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-8960.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR FWD PUR FROM USD NDF 4/10/2026                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $158.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NCR ATLEOS CORP                                                                 | NCR ATLEOS CORP 144A LIFE SR SEC 1ST LIEN 9.5% 04-01-29                                            | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |       566000 | PA      | $606187.13    | 0.01%             | 2029-04-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT CORP                                                                    | NAVIENT CORP SR UNSEC 11.5% 03-15-31                                                               | CUSIP: 63938CAP3<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |       505000 | PA      | $513783.47    | 0.01%             | 2031-03-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR FWD PUR FROM USD NDF 4/10/2026                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-100171.56   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | INR FWD PUR FROM USD NDF 4/10/2026                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-292618.23   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLSTICE ADVANCED MATERIALS INC                                                 | SOLSTICE ADVANCED MATERIALS INC 144A LIFE SR UNSEC 5.62% 09-30-33                                  | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |       445000 | PA      | $439229.24    | 0.00%             | 2033-09-30      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                     | STARWOOD PROPERTY TRUST INC 144A LIFE SR UNSEC 5.25% 10-15-28                                      | CUSIP: 85571BBF1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |       625000 | PA      | $618278.13    | 0.01%             | 2028-10-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | COP FWD SALE TO USD NDF 4/20/2026                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-2165.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAD FWD PUR FROM USD 4/14/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-23348.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                                      | PERFORMANCE FOOD GROUP INC 144A LIFE SR UNSEC 6.125% 09-15-32                                      | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |       225000 | PA      | $225696.83    | 0.00%             | 2032-09-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| HUMANA INC                                                                      | HUMANA INC SR UNSEC 5.375% 04-15-31                                                                | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |       625000 | PA      | $631891.87    | 0.01%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                                          | HARVEST MIDSTREAM I LP 144A LIFE SR UNSEC 7.5% 05-15-32                                            | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |       265000 | PA      | $270645.83    | 0.00%             | 2032-05-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                                  | CZECH REPUBLIC GOVERNMENT BOND CZK 1.5% 04-24-40                                                   | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    115710000 | PA      | $3521293.34   | 0.04%             | 2040-04-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                                  | CZECH REPUBLIC GOVERNMENT BOND CZK 1.75% 06-23-32                                                  | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    218780000 | PA      | $8734899.66   | 0.09%             | 2032-06-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HUNGARY (REPUBLIC OF)                                                           | HUNGARY GOVT BOND HUF 2.0% 05-23-29                                                                | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |    533400000 | PA      | $1379454.48   | 0.01%             | 2029-05-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY (REPUBLIC OF)                                                           | HUNGARY GOVT BOND HUF 3.0% 04-25-41                                                                | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |  15088180000 | PA      | $28558140.96  | 0.29%             | 2041-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                            | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 5.85% 12-01-35                                | CUSIP: 161175CS1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     15342000 | PA      | $15098599.17  | 0.15%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                            | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 6.7% 12-01-55                                 | CUSIP: 161175CT9<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |      4245000 | PA      | $4059820.37   | 0.04%             | 2055-12-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE SA                                                         | RAIZEN FUELS FINANCE SA 144A LIFE SR UNSEC 6.95% 03-05-54                                          | CUSIP: 75102XAC0<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |       935000 | PA      | $494381.25    | 0.01%             | 2054-03-05      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                                           | ROMANIAN GOVERNMENT INTERNATIONAL BOND EUR 144A LIFE 5.625% 05-30-37                               | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |       735000 | PA      | $802461.77    | 0.01%             | 2037-05-30      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| SCIENCE APPLICATIONS INTERNATIONAL CORP                                         | SCIENCE APPLICATIONS INTERNATIONAL CORP 144A LIFE SR UNSEC 5.875% 11-01-33                         | CUSIP: 808625AB3<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |       215000 | PA      | $210039.52    | 0.00%             | 2033-11-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                            | SHELL FINANCE US INC 144A SR UNSEC 3.0% 11-26-51                                                   | CUSIP: 822905BB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1500000 | PA      | $956020.50    | 0.01%             | 2051-11-26      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE - CAS_24-R01                                                         | CAS 2024-R01 1M2 144A FRN 01-25-44                                                                 | CUSIP: 20753UAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1750000 | PA      | $1765779.75   | 0.02%             | 2044-01-25      | Variable      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| CAS 2024-R04                                                                    | CAS 2024-R04 1M2 144A FRN 05-25-44                                                                 | CUSIP: 20753GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7323000 | PA      | $7322838.89   | 0.07%             | 2044-05-25      | Variable      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY (REPUBLIC OF)                                                           | HUNGARY GOVT BOND HUF 4.75% 11-24-32                                                               | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |  11831250000 | PA      | $31117722.06  | 0.32%             | 2032-11-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STATE OF NEW SOUTH WALES AUSTRALIA                                              | NEW SOUTH WALES TREASURY CORP AUD REG S 5.25% 02-24-38                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     28089000 | PA      | $18507517.70  | 0.19%             | 2038-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CZK FWD SALE TO USD 4/24/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-930.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CLP FWD SALE TO USD NDF 4/13/2026                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $300.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | ILS FWD PUR FROM USD 4/15/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-73183.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | INR FWD SALE TO USD NDF 4/20/2026                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $13029.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CZK FWD SALE TO USD 6/17/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $100969.09    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | COP FWD SALE TO USD NDF 4/24/2026                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-1030.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PG&E CORP                                                                       | PG&E CORP SUB (H) 7.375% 03-15-55/30                                                               | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |       970000 | PA      | $977026.68    | 0.01%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITED CO                                                    | PERRIGO FINANCE UNLIMITED CO SR UNSEC 6.125% 09-30-32                                              | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |       140000 | PA      | $127859.34    | 0.00%             | 2032-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT INFLATION LINKED BOND                                    | NEW ZEALAND GOVERNMENT INFLATION LINKED BOND NZD I/L 3.25% 09-20-50                                | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |     19712907 | PA      | $11804175.47  | 0.12%             | 2050-09-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                           | PROVINCE OF ONTARIO CANADA CAD 3.95% 12-02-35                                                      | CUSIP: 68333ZBP1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      1500000 | PA      | $1079334.70   | 0.01%             | 2035-12-02      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                               | STATE STREET CORP SR UNSEC 5.146% 02-28-36/35                                                      | CUSIP: 857477CX9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |      2124000 | PA      | $2129569.13   | 0.02%             | 2036-02-28      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                                           | ROMANIAN GOVERNMENT INTERNATIONAL BOND EUR REG S 5.625% 05-30-37                                   | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      1516000 | PA      | $1655145.62   | 0.02%             | 2037-05-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                     | ROYAL CARIBBEAN CRUISES LTD 144A LIFE SR UNSEC 6.0% 02-01-33                                       | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |       450000 | PA      | $454606.65    | 0.00%             | 2033-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                          | ROPER TECHNOLOGIES INC SR UNSEC 4.9% 10-15-34                                                      | CUSIP: 776696AJ5<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |      2675000 | PA      | $2584119.55   | 0.03%             | 2034-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                                              | ROCHE HOLDINGS INC 144A LIFE SR UNSEC 4.592% 09-09-34                                              | CUSIP: 771196CQ3<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |      2500000 | PA      | $2462890.00   | 0.03%             | 2034-09-09      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                 | CIGNA GROUP SR UNSEC 5.25% 01-15-36                                                                | CUSIP: 125523CZ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      3850000 | PA      | $3856425.65   | 0.04%             | 2036-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                 | CIGNA GROUP SR UNSEC 6.0% 01-15-56                                                                 | CUSIP: 125523DA5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |       575000 | PA      | $576332.85    | 0.01%             | 2056-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PROPERTIES LP                                                         | RHP HOTEL PROPERTIES LP 144A LIFE SR UNSEC 7.25% 07-15-28                                          | CUSIP: 749571AJ4<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |       391000 | PA      | $399449.51    | 0.00%             | 2028-07-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| RTX CORP                                                                        | RTX CORP SR UNSEC 5.75% 11-08-26                                                                   | CUSIP: 75513ECT6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1008483.00   | 0.01%             | 2026-11-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                            | CLEVELAND-CLIFFS INC 144A LIFE SR UNSEC 7.62% 01-15-34                                             | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |       655000 | PA      | $640536.29    | 0.01%             | 2034-01-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC SR UNSEC 5.174% 09-11-36/35                                                          | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      4154000 | PA      | $4119347.33   | 0.04%             | 2036-09-11      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | RTX CORP SR UNSEC 6.0% 03-15-31                                                                    | CUSIP: 75513ECV1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |       708000 | PA      | $752815.69    | 0.01%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | RTX CORP SR UNSEC 6.1% 03-15-34                                                                    | CUSIP: 75513ECW9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      1478000 | PA      | $1592162.20   | 0.02%             | 2034-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| SYNERGY INFRASTRUCTURE HOLDINGS LLC                                             | SYNERGY INFRASTRUCTURE HOLDINGS LLC 144A LIFE SR SEC 2ND LIEN 7.875% 12-01-30                      | CUSIP: 87191JAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       150000 | PA      | $153273.45    | 0.00%             | 2030-12-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC SR UNSEC 4.85% 06-25-31                                                             | CUSIP: 437076DD1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |       100000 | PA      | $102256.00    | 0.00%             | 2031-06-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC SR UNSEC 5.3% 06-25-54                                                              | CUSIP: 437076DF6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |       692000 | PA      | $647312.02    | 0.01%             | 2054-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FINANCIAL CORP SR UNSEC 5.197% 09-11-36/35                                             | CUSIP: 14040HDN2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      2250000 | PA      | $2182097.25   | 0.02%             | 2036-09-11      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                                               | CLEAN HARBORS INC 144A LIFE SR UNSEC 5.75% 10-15-33                                                | CUSIP: 184496AR8<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |       151000 | PA      | $150785.73    | 0.00%             | 2033-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CFMT 2024-HB15                                                                  | CFMT 2024-HB15 M1 144A FRN 08-25-34                                                                | CUSIP: 15723AAB7<br>LEI: 98450050957GF5E1CD92 | Long             | ABS-CBDO         | CORP              | US        |      4092000 | PA      | $4016179.33   | 0.04%             | 2034-08-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CFMT 2024-HB15                                                                  | CFMT 2024-HB15 A 144A FRN 08-25-34                                                                 | CUSIP: 15723AAA9<br>LEI: 98450050957GF5E1CD92 | Long             | ABS-CBDO         | CORP              | US        |       549492 | PA      | $548154.78    | 0.01%             | 2034-08-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | INR FWD SALE TO USD NDF 6/17/2026                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $178333.84    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | ILS FWD SALE TO USD 4/24/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $17554.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                   | CARNIVAL CORP 144A LIFE SR UNSEC 5.12% 05-01-29                                                    | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |        80000 | PA      | $79456.56     | 0.00%             | 2029-05-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| COTY INC                                                                        | COTY INC 144A LIFE SR UNSEC 5.6% 01-15-31                                                          | CUSIP: 22207AAC6<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |      2459000 | PA      | $2381888.22   | 0.02%             | 2031-01-15      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| PORTUGAL (REPUBLIC OF)                                                          | PORTUGAL OBRIGACOES DO TESOURO OT EUR 144A LIFE/REG S 1.95% 06-15-29                               | CUSIP: N/A<br>LEI: 549300P6U1FJ3IMP7K42       | Long             | DBT              | NUSS              | PT        |        60000 | PA      | $67767.02     | 0.00%             | 2029-06-15      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| POLAND (REPUBLIC OF)                                                            | REPUBLIC OF POLAND GOVERNMENT BOND PLN 2.75% 10-25-29                                              | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     26990000 | PA      | $6761306.91   | 0.07%             | 2029-10-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CFMT 2024-NR1                                                                   | CFMT 2024-NR1 A1 144A 6.405% 11-25-29                                                              | CUSIP: 12531DAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1096835 | PA      | $1098545.09   | 0.01%             | 2029-11-25      | Variable      | 6.41%                 | Yes           |                  2 | On Loan: No      |
| CAS 2025-R01                                                                    | CAS 2025-R01 1A1 144A FRN 01-25-45                                                                 | CUSIP: 20755JAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3737487 | PA      | $3730000.81   | 0.04%             | 2045-01-25      | Variable      | 4.61%                 | Yes           |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC SR UNSEC 4.95% 06-25-34                                                             | CUSIP: 437076DE9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      5780000 | PA      | $5823806.62   | 0.06%             | 2034-06-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HPHT FINANCE 25 LTD                                                             | HPHT FINANCE 25 LTD REG S SR UNSEC (B) 5.0% 02-21-30                                               | CUSIP: N/A<br>LEI: 391200WO1HJV9NKDQI47       | Long             | DBT              | CORP              | HK        |       600000 | PA      | $602395.20    | 0.01%             | 2030-02-21      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| HUMANA INC                                                                      | HUMANA INC SR UNSEC 6.0% 05-01-55                                                                  | CUSIP: 444859CC4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |      1300000 | PA      | $1206440.30   | 0.01%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC SR UNSEC FRN 05-13-31                                                            | CUSIP: 404280EZ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      2000000 | PA      | $2017030.00   | 0.02%             | 2031-05-13      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                               | HERC HOLDINGS INC 144A LIFE SR UNSEC 7.0% 06-15-30                                                 | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |       450000 | PA      | $461737.80    | 0.00%             | 2030-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                               | HERC HOLDINGS INC 144A LIFE SR UNSEC 7.25% 06-15-33                                                | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |       205000 | PA      | $210246.36    | 0.00%             | 2033-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| PORTUGAL (REPUBLIC OF)                                                          | PORTUGAL OBRIGACOES DO TESOURO OT EUR 144A LIFE/REG S 0.475% 10-18-30                              | CUSIP: N/A<br>LEI: 549300P6U1FJ3IMP7K42       | Long             | DBT              | NUSS              | PT        |      2150000 | PA      | $2239345.59   | 0.02%             | 2030-10-18      | Fixed         | 0.47%                 | Yes           |                  2 | On Loan: No      |
| PHILIPPINES (REPUBLIC OF)                                                       | PHILIPPINE GOVERNMENT INTERNATIONAL BOND EUR 0.7% 02-03-29                                         | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |      3480000 | PA      | $3740318.32   | 0.04%             | 2029-02-03      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                         | HYUNDAI CAPITAL AMERICA EUR REG S SR UNSEC 2.875% 06-26-28                                         | CUSIP: N/A<br>LEI: 549300RIPPWJB5Z0FK07       | Long             | DBT              | CORP              | US        |      4430000 | PA      | $5011483.81   | 0.05%             | 2028-06-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC SR UNSEC 4.619% 11-06-31/30                                                      | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      6850000 | PA      | $6756894.80   | 0.07%             | 2031-11-06      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                                              | PERUVIAN GOVERNMENT INTERNATIONAL BOND 8.75% 11-21-33                                              | CUSIP: 715638AP7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |       830000 | PA      | $1005296.00   | 0.01%             | 2033-11-21      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| POLAND (REPUBLIC OF)                                                            | REPUBLIC OF POLAND GOVERNMENT BOND PLN 1.75% 04-25-32                                              | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |      3166000 | PA      | $694222.39    | 0.01%             | 2032-04-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | INR FWD SALE TO USD NDF 5/6/2026                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-589088.74   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | INR FWD PUR FROM USD NDF 4/10/2026                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $451745.98    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                                              | PERUVIAN GOVERNMENT INTERNATIONAL BOND 3.6% 01-15-72                                               | CUSIP: 715638DW9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      1100000 | PA      | $680432.50    | 0.01%             | 2072-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES (REPUBLIC OF)                                                       | PHILIPPINE GOVERNMENT INTERNATIONAL BOND 6.375% 10-23-34                                           | CUSIP: 718286BG1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      2320000 | PA      | $2498134.24   | 0.03%             | 2034-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | DKK FWD SALE TO USD 4/14/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $14563.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | DKK FWD PUR FROM USD 4/14/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-933.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KINGDOM OF SAUDI ARABIA                                                         | SAUDI GOVERNMENT INTERNATIONAL BOND EUR 144A LIFE 3.75% 03-05-37                                   | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |      2960000 | PA      | $3232969.15   | 0.03%             | 2037-03-05      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                    | SYNOPSYS INC SR UNSEC 5.15% 04-01-35                                                               | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |      9140000 | PA      | $9160747.80   | 0.09%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | DKK FWD SALE TO EUR 5/6/2026                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $1641.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | DKK FWD PUR FROM EUR 5/6/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-439.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | RTX CORP SR UNSEC 6.4% 03-15-54                                                                    | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |       602000 | PA      | $649579.07    | 0.01%             | 2054-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| SALLY HOLDINGS LLC                                                              | SALLY HOLDINGS LLC SR UNSEC 6.75% 04-01-32                                                         | CUSIP: 79546VAQ9<br>LEI: 3GM3SMNQ8UJOJU9DFN26 | Long             | DBT              | CORP              | US        |       560000 | PA      | $573581.68    | 0.01%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC SR UNSEC 5.133% 11-06-36/35                                                      | CUSIP: 404280FG9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       345000 | PA      | $337613.21    | 0.00%             | 2036-11-06      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                 | SANDS CHINA LTD SR UNSEC 5.4% 08-08-28                                                             | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | MO        |     21920000 | PA      | $22097946.56  | 0.23%             | 2028-08-08      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD8363 09-01-53                                                                      | CUSIP: 3132DWJG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      3665216 | PA      | $3755647.40   | 0.04%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 MA5191 11-01-53                                                                      | CUSIP: 31418EXV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     11135193 | PA      | $11414062.29  | 0.12%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                 | UST 5YR FUT FVM6 06-30-26                                                                          | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |         8670 | NC      | $-10828984.66 | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| TMX GROUP LTD                                                                   | CAN GB 2YR FUT CVM6 06-19-26                                                                       | CUSIP: N/A<br>LEI: 549300N65GFVKSHGJW59       | N/A              | DIR              | CORP              | CA        |          748 | NC      | $-385254.14   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.0 SD1883 06-01-52                                                                      | CUSIP: 3132DPCU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |        42624 | PA      | $40349.92     | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 CB5912 03-01-53                                                                      | CUSIP: 3140QRSA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2464461 | PA      | $2535615.00   | 0.03%             | 2053-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SWISS RE FINANCE (LUXEMBOURG) SA                                                | SWISS RE FINANCE LUXEMBOURG SA 144A LIFE SUB (H) 5.0% 04-02-49/29                                  | CUSIP: 87089NAA8<br>LEI: 549300CLQZ6TM98LW631 | Long             | DBT              | CORP              | LU        |      1400000 | PA      | $1385853.00   | 0.01%             | 2049-04-02      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| STRYKER CORP                                                                    | STRYKER CORP EUR SR UNSEC 0.75% 03-01-29                                                           | CUSIP: 863667AW1<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |      5230000 | PA      | $5604541.06   | 0.06%             | 2029-03-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY FWD SALE TO USD 4/15/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $24420.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY FWD PUR FROM USD 4/15/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-1601082.63  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD SALE TO USD 4/9/2026                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $165004.63    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD SALE TO USD 4/27/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $274333.27    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 MA5166 10-01-53                                                                      | CUSIP: 31418EW48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      9160637 | PA      | $9372339.23   | 0.10%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 SD8362 09-01-53                                                                      | CUSIP: 3132DWJF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       486877 | PA      | $490984.45    | 0.01%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY FWD PUR FROM EUR 4/15/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-26018.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY FWD PUR FROM USD 4/20/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-812963.68   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| VENTAS INC                                                                      | VENTAS INC (REIT)                                                                                  | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |         1618 | NS      | $132320.04    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | AUD FWD SALE TO USD 4/14/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $472712.93    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 MA5139 09-01-53                                                                      | CUSIP: 31418EV98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1208528 | PA      | $1235627.81   | 0.01%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD8402 02-01-54                                                                      | CUSIP: 3132DWKP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      9366837 | PA      | $9567156.66   | 0.10%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.75% 04-15-54                                       | CUSIP: 842400JD6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1862438.00   | 0.02%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SEVERN TRENT UTILITIES FINANCE PLC                                              | SEVERN TRENT UTILITIES FINANCE PLC EUR REG S SR UNSEC (B) 4.0% 03-05-34                            | CUSIP: N/A<br>LEI: 213800KY9PT6WBH33232       | Long             | DBT              | CORP              | GB        |      3340000 | PA      | $3853200.14   | 0.04%             | 2034-03-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | FSWP: OIS RECFIX USD 4.07464% 06-17-26/06-17-56 LCH                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-17551.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | FSWP: OIS PAYFIX USD 3.73632% 06-17-26/06-17-36 LCH                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $80633.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PHILIPPINES (REPUBLIC OF)                                                       | PHILIPPINE GOVERNMENT BOND PHP 6.75% 09-15-32                                                      | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |    457000000 | PA      | $7488240.26   | 0.08%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PORTUGAL (REPUBLIC OF)                                                          | PORTUGAL OBRIGACOES DO TESOURO OT EUR 144A LIFE/REG S 3.5% 06-18-38                                | CUSIP: N/A<br>LEI: 549300P6U1FJ3IMP7K42       | Long             | DBT              | NUSS              | PT        |      5040000 | PA      | $5768994.31   | 0.06%             | 2038-06-18      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | FSWP: IRS PAYFIX EUR 2.66127% 06-10-26/04-16-31 LCH                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $2985321.21   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | FSWP: IRS PAYFIX EUR 2.71986% 06-10-26/04-16-31 LCH                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $1123607.63   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD SALE TO JPY 4/30/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-321694.05   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD PUR FROM USD 4/2/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-109697.68   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | FSWP: IRS PAYFIX EUR 2.66317% 06-10-26/04-16-31 LCH                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $1480516.55   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX GBP 1.2822% 01-28-22/01-28-27 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $34968.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                    | STRYKER CORP EUR SR UNSEC 1.0% 12-03-31                                                            | CUSIP: 863667AX9<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |      2410000 | PA      | $2422437.25   | 0.02%             | 2031-12-03      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                             | SIRIUS XM RADIO LLC 144A LIFE SR UNSEC 4.125% 07-01-30                                             | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      1494000 | PA      | $1399851.11   | 0.01%             | 2030-07-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                                        | SENSATA TECHNOLOGIES INC 144A LIFE SR UNSEC 3.75% 02-15-31                                         | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |       160000 | PA      | $148521.60    | 0.00%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                          | STANDARD CHARTERED PLC 144A LIFE SUB 3.265% 02-18-36/31                                            | CUSIP: 853254BU3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |       957000 | PA      | $870653.72    | 0.01%             | 2036-02-18      | Variable      | 3.27%                 | Yes           |                  2 | On Loan: No      |
| POLAND (REPUBLIC OF)                                                            | REPUBLIC OF POLAND GOVERNMENT BOND PLN 6.0% 10-25-33                                               | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     44930000 | PA      | $12373578.21  | 0.13%             | 2033-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PORTUGAL (REPUBLIC OF)                                                          | PORTUGAL OBRIGACOES DO TESOURO OT EUR 144A LIFE/REG S 2.875% 10-20-34                              | CUSIP: N/A<br>LEI: 549300P6U1FJ3IMP7K42       | Long             | DBT              | NUSS              | PT        |      1280000 | PA      | $1435465.84   | 0.01%             | 2034-10-20      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 2.95% 02-01-51                                       | CUSIP: 842400GY3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      3986000 | PA      | $2400951.16   | 0.02%             | 2051-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                                                    | SK HYNIX INC 144A LIFE SR UNSEC 2.375% 01-19-31                                                    | CUSIP: 78392BAC1<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |       294000 | PA      | $265990.62    | 0.00%             | 2031-01-19      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD SALE TO USD 4/2/2026                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $1706487.82   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD SALE TO JPY 4/30/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $147590.80    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                                             | STATION CASINOS LLC 144A LIFE SR UNSEC 6.625% 03-15-32                                             | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |       205000 | PA      | $205953.25    | 0.00%             | 2032-03-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS INC                                                     | SURGERY CENTER HOLDINGS INC 144A LIFE SR UNSEC 7.25% 04-15-32                                      | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |       710000 | PA      | $698230.33    | 0.01%             | 2032-04-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| CIPHER COMPUTE LLC                                                              | CIPHER COMPUTE LLC 144A LIFE SR SEC 1ST LIEN SF 7.125% 11-15-30                                    | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       450000 | PA      | $466775.55    | 0.00%             | 2030-11-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                                   | ENEL FINANCE INTERNATIONAL NV EUR REG S SR UNSEC (B) 4.0% 02-20-31                                 | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |      3270000 | PA      | $3846914.49   | 0.04%             | 2031-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                                 | PANAMA GOVERNMENT INTERNATIONAL BOND SF 8.0% 03-01-38                                              | CUSIP: 698299BY9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      1108000 | PA      | $1271263.80   | 0.01%             | 2038-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| POLAND (REPUBLIC OF)                                                            | REPUBLIC OF POLAND GOVERNMENT BOND PLN 5.0% 10-25-34                                               | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |      5017000 | PA      | $1287126.34   | 0.01%             | 2034-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX GBP 1.0469% 03-02-22/03-02-52 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-51362.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX GBP 2.2679% 07-14-22/07-14-32 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-82156.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                       | SUNOCO LP 144A LIFE SR UNSEC 7.0% 05-01-29                                                         | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |       195000 | PA      | $200383.56    | 0.00%             | 2029-05-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                          | STANDARD CHARTERED PLC 144A LIFE SR UNSEC 5.905% 05-14-35/34                                       | CUSIP: 853254DC1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      6796000 | PA      | $6957962.27   | 0.07%             | 2035-05-14      | Variable      | 5.91%                 | Yes           |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                 | SANDS CHINA LTD SR UNSEC 4.375% 06-18-30                                                           | CUSIP: 80007RAL9<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | MO        |       200000 | PA      | $193115.80    | 0.00%             | 2030-06-18      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                                         | SASOL FINANCING USA LLC SR UNSEC 4.375% 09-18-26                                                   | CUSIP: 80386WAC9<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |     12500000 | PA      | $12447362.50  | 0.13%             | 2026-09-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PORTUGAL (REPUBLIC OF)                                                          | PORTUGAL OBRIGACOES DO TESOURO OT EUR 144A LIFE/REG S 3.625% 06-12-54                              | CUSIP: N/A<br>LEI: 549300P6U1FJ3IMP7K42       | Long             | DBT              | NUSS              | PT        |      5230000 | PA      | $5638109.48   | 0.06%             | 2054-06-12      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                                              | PERU GOVERNMENT BOND PEN 144A LIFE/REG S 7.6% 08-12-39                                             | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |    321872000 | PA      | $95701862.58  | 0.98%             | 2039-08-12      | Fixed         | 7.60%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD SALE TO USD 4/1/2026                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $141852.99    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD PUR FROM USD 4/13/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-8491404.69  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                                          | EQUIPMENTSHARE.COM INC 144A LIFE SR SEC 2ND LIEN 9.0% 05-15-28                                     | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |       900000 | PA      | $930762.90    | 0.01%             | 2028-05-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                            | EDISON INTERNATIONAL SR UNSEC 5.25% 11-15-28                                                       | CUSIP: 281020AY3<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |       675000 | PA      | $680613.30    | 0.01%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX GBP 2.23% 07-14-22/07-14-42 LCH                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-117029.96   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX GBP 5.1013% 10-07-22/10-07-27 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-27327.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.4705% 02-10-23/02-10-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $255065.34    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX USD 4.0135% 08-21-23/08-21-33 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $14627.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX USD 4.4785% 10-04-23/10-04-28 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $10540.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX BRL 10.69660495% 10-11-23/01-04-27                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-317282.15   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 4.1615% 11-10-23/05-15-33 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-10819.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 4.15% 11-10-23/05-15-33 LCH                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-19484.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX BRL 11.405% 06-25-24/01-04-27                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-7282038.36  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX BRL 11.495% 07-10-24/01-02-29                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-4578901.00  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX USD 3.5175% 08-15-24/08-15-27 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-335158.17   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX BRL 11.91% 09-03-24/01-04-27                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-1823238.12  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX BRL 14.115% 04-08-25/01-02-29                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $122421.06    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX BRL 14.05% 04-15-25/01-02-29                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $33304.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                        | SERVICE PROPERTIES TRUST SR UNSEC 8.875% 06-15-32                                                  | CUSIP: 81761LAE2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |       525000 | PA      | $520880.33    | 0.01%             | 2032-06-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                                                 | SEALED AIR CORP 144A LIFE SR UNSEC 6.5% 07-15-32                                                   | CUSIP: 812127AC2<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |       790000 | PA      | $829171.36    | 0.01%             | 2032-07-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| MOTHERSON GLOBAL INVESTMENTS BV                                                 | MOTHERSON GLOBAL INVESTMENTS BV 144A LIFE SR SEC 1ST LIEN 5.625% 07-11-29                          | CUSIP: 784572AA7<br>LEI: 549300IC3G64XN1ETG11 | Long             | DBT              | CORP              | NL        |      4125000 | PA      | $4192563.38   | 0.04%             | 2029-07-11      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| MOTHERSON GLOBAL INVESTMENTS BV                                                 | MOTHERSON GLOBAL INVESTMENTS BV REG S SR SEC 1ST LIEN 5.625% 07-11-29                              | CUSIP: N/A<br>LEI: 549300IC3G64XN1ETG11       | Long             | DBT              | CORP              | NL        |       200000 | PA      | $203275.80    | 0.00%             | 2029-07-11      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD PUR FROM USD 4/14/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-3985.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD SALE TO USD 4/14/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $58070.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.8045% 06-04-25/12-15-26 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-1448.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                   | UKG 10YR FUT G M6 06-26-26                                                                         | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DIR              | CORP              | US        |          524 | NC      | $-3293898.49  | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                 | UST 2YR FUT TUM6 06-30-26                                                                          | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |         6927 | NC      | $-9495624.31  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | CNH FWD PUR FROM USD 4/20/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $38031.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                                         | SENSATA TECHNOLOGIES BV 144A LIFE SR UNSEC 4.0% 04-15-29                                           | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |       620000 | PA      | $598737.10    | 0.01%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC                                                          | SCIH SALT HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 4.875% 05-01-28                                   | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       360000 | PA      | $356105.88    | 0.00%             | 2028-05-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| SUMMIT MIDSTREAM HOLDINGS LLC                                                   | SUMMIT MIDSTREAM HOLDINGS LLC 144A LIFE SR SEC 1ST LIEN 8.625% 10-31-29                            | CUSIP: 86614JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       370000 | PA      | $380769.59    | 0.00%             | 2029-10-31      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC                                                             | SHIFT4 PAYMENTS LLC 144A LIFE SR UNSEC 6.75% 08-15-32                                              | CUSIP: 82453AAB3<br>LEI: 254900GTEMR7L40VPI74 | Long             | DBT              | CORP              | US        |       365000 | PA      | $359357.10    | 0.00%             | 2032-08-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | CNH FWD PUR FROM USD 4/20/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $1104.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CNH FWD SALE TO USD 4/20/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $13529.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD SALE TO USD 6/5/2026                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $280082.31    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD SALE TO USD 4/2/2026                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $16248.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CZK FWD SALE TO USD 4/2/2026                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $264684.76    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CHF FWD PUR FROM USD 4/13/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-419203.49   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PORTUGAL (REPUBLIC OF)                                                          | PORTUGAL OBRIGACOES DO TESOURO OT EUR 144A LIFE/REG S 3.0% 06-15-35                                | CUSIP: N/A<br>LEI: 549300P6U1FJ3IMP7K42       | Long             | DBT              | NUSS              | PT        |      4620000 | PA      | $5196273.50   | 0.05%             | 2035-06-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| PHILIPPINES (REPUBLIC OF)                                                       | PHILIPPINE GOVERNMENT BOND PHP 6.375% 04-28-35                                                     | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |     39000000 | PA      | $619493.33    | 0.01%             | 2035-04-28      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CNH FWD PUR FROM USD 4/2/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-197705.55   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CLP FWD PUR FROM USD NDF 4/13/2026                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-811274.56   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | COP FWD SALE TO USD NDF 4/10/2026                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-154240.92   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CZK FWD PUR FROM USD 4/2/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-83027.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CZK FWD SALE TO EUR 4/7/2026                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $13364.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CNH FWD PUR FROM USD 4/14/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-164443.74   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC SR UNSEC 4.35% 03-20-33                                                             | CUSIP: 023135CU8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      4594000 | PA      | $4512240.58   | 0.05%             | 2033-03-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CLP FWD SALE TO USD NDF 4/13/2026                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $331066.15    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CZK FWD PUR FROM EUR 4/15/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-198254.56   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CNH FWD PUR FROM USD 4/14/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $11967.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CZK FWD SALE TO USD 4/15/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $169549.57    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CZK FWD PUR FROM USD 4/15/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-57842.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CZK FWD SALE TO USD 4/9/2026                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $4555.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CNH FWD PUR FROM USD 4/14/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $174934.13    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CNH FWD SALE TO USD 4/24/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-4683.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAD FWD PUR FROM USD 6/17/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-58750.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD PUR FROM USD 4/22/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $517190.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD SALE TO CAD 4/24/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-24616.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD PUR FROM USD 4/2/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $1338.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD PUR FROM USD 4/2/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $1087.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD PUR FROM USD 4/2/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $654.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                                 | PERMIAN RESOURCES OPERATING LLC 144A LIFE SR UNSEC 9.875% 07-15-31                                 | CUSIP: 27034RAC7<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |       209000 | PA      | $221947.34    | 0.00%             | 2031-07-15      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| ENGIE SA                                                                        | ENGIE SA EUR REG S SR UNSEC (B) 3.875% 01-06-31                                                    | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      6800000 | PA      | $7982274.72   | 0.08%             | 2031-01-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD PUR FROM USD 6/17/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $646.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD PUR FROM USD 4/2/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $10514.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUROBANK SA                                                                     | EUROBANK SA EUR REG S SR UNSEC (B) 5.875% 11-28-29/28                                              | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |      1695000 | PA      | $2073690.75   | 0.02%             | 2029-11-28      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                                            | FIESTA PURCHASER INC 144A LIFE SR SEC 1ST LIEN 7.875% 03-01-31                                     | CUSIP: 31659AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       337000 | PA      | $343366.94    | 0.00%             | 2031-03-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| SAN MIGUEL GLOBAL POWER HOLDINGS CORP                                           | SAN MIGUEL GLOBAL POWER HOLDINGS CORP PRP REG S SR UNSEC (H) 8.75% 12-31-79/09-12-29               | CUSIP: N/A<br>LEI: 549300HBCE80QXKII590       | Long             | DBT              | CORP              | PH        |     17210000 | PA      | $16994238.23  | 0.17%             | 2079-12-31      | Variable      | 8.75%                 | Yes           |                  2 | On Loan: No      |
| SERVICE CORP INTERNATIONAL/US                                                   | SERVICE CORP INTERNATIONAL SR UNSEC 5.75% 10-15-32                                                 | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |       695000 | PA      | $694531.57    | 0.01%             | 2032-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC EUR SR UNSEC 4.445% 02-14-30                                              | CUSIP: 345397E41<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      1200000 | PA      | $1391486.21   | 0.01%             | 2030-02-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 5.8% 03-08-29                                                    | CUSIP: 345397E58<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      9968000 | PA      | $10082771.55  | 0.10%             | 2029-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                              | SPAIN GOVERNMENT BOND EUR 0.0% 01-31-27                                                            | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      7212000 | PA      | $8163351.89   | 0.08%             | 2027-01-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 6.125% 03-08-34                                                  | CUSIP: 345397E66<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       475000 | PA      | $470692.70    | 0.00%             | 2034-03-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FORD OTOMOTIV SANAYI AS                                                         | FORD OTOMOTIV SANAYI AS 144A LIFE SR UNSEC 7.125% 04-25-29                                         | CUSIP: 345409AC0<br>LEI: 7890006XJG6ZE2H34671 | Long             | DBT              | CORP              | TR        |      1785000 | PA      | $1798764.14   | 0.02%             | 2029-04-25      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 5.85% 05-17-27                                                   | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      2882000 | PA      | $2903923.37   | 0.03%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                                            | FIESTA PURCHASER INC 144A LIFE SR UNSEC 9.625% 09-15-32                                            | CUSIP: 31659AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       310000 | PA      | $316501.01    | 0.00%             | 2032-09-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC                                                                        | AT&T INC SR UNSEC 4.5% 05-15-35                                                                    | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      1406000 | PA      | $1333366.04   | 0.01%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                                             | AVANTOR FUNDING INC 144A LIFE SR UNSEC 3.875% 11-01-29                                             | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |       810000 | PA      | $760531.68    | 0.01%             | 2029-11-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC                                                          | SCIH SALT HOLDINGS INC 144A LIFE SR UNSEC 6.625% 05-01-29                                          | CUSIP: 78433BAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       860000 | PA      | $856422.40    | 0.01%             | 2029-05-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                             | SIRIUS XM RADIO LLC 144A LIFE SR UNSEC 4.0% 07-15-28                                               | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $965856.00    | 0.01%             | 2028-07-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 6.054% 11-05-31                                                  | CUSIP: 345397G31<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      2037000 | PA      | $2046995.56   | 0.02%             | 2031-11-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 6.5% 02-07-35                                                    | CUSIP: 345397G56<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     17130000 | PA      | $17295047.55  | 0.18%             | 2035-02-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 5.875% 11-07-29                                                  | CUSIP: 345397G49<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      5200000 | PA      | $5266856.40   | 0.05%             | 2029-11-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                            | FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 3.75% 05-25-56                             | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      3010000 | PA      | $3063351.57   | 0.03%             | 2056-05-25      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                                               | ALLIANT HOLDINGS INTERMEDIATE LLC 144A LIFE SR UNSEC 5.875% 11-01-29                               | CUSIP: 01883LAD5<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |       588000 | PA      | $569392.15    | 0.01%             | 2029-11-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC                                                     | ASBURY AUTOMOTIVE GROUP INC 144A LIFE SR UNSEC 4.625% 11-15-29                                     | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |       730000 | PA      | $706172.80    | 0.01%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                        | FLORIDA POWER & LIGHT CO SR SEC 1ST LIEN 5.7% 03-15-55                                             | CUSIP: 341081GY7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      4979000 | PA      | $4962375.12   | 0.05%             | 2055-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FORESTAR GROUP INC                                                              | FORESTAR GROUP INC 144A LIFE SR UNSEC 6.5% 03-15-33                                                | CUSIP: 346232AG6<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |       465000 | PA      | $460129.13    | 0.00%             | 2033-03-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                         | AMERICA MOVIL SAB DE CV MXN SR UNSEC 8.46% 12-18-36                                                | CUSIP: 02364WAM7<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |     15000000 | PA      | $754154.44    | 0.01%             | 2036-12-18      | Fixed         | 8.46%                 | No            |                  2 | On Loan: No      |
| AON CORP                                                                        | AON CORP SR UNSEC 3.9% 02-28-52                                                                    | CUSIP: 03740LAE2<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $730734.00    | 0.01%             | 2052-02-28      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ALFA DESARROLLO SPA                                                             | ALFA DESARROLLO SPA REG S SR SEC 1ST LIEN SF 4.55% 09-27-51                                        | CUSIP: N/A<br>LEI: 2549006BJAN34R520038       | Long             | DBT              | CORP              | CL        |      9416306 | PA      | $7166684.60   | 0.07%             | 2051-09-27      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| AMPRION GMBH                                                                    | AMPRION GMBH EUR REG S SR UNSEC (B) 3.97% 09-22-32                                                 | CUSIP: N/A<br>LEI: 529900ZIV0ETYHYZM863       | Long             | DBT              | CORP              | DE        |      6300000 | PA      | $7372113.63   | 0.08%             | 2032-09-22      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC SR UNSEC 5.25% 03-02-33                                                                  | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     13384000 | PA      | $13739639.65  | 0.14%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC SR UNSEC 5.65% 03-02-53                                                                  | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     10268000 | PA      | $9951725.06   | 0.10%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARES INC                                                   | FIRST CITIZENS BANCSHARES INC SR UNSEC 5.231% 03-12-31/30                                          | CUSIP: 31959XAC7<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |      1421000 | PA      | $1410694.91   | 0.01%             | 2031-03-12      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD PUR FROM USD 4/13/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-5322.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                              | SPAIN GOVERNMENT BOND EUR REG S 144A 0.7% 04-30-32                                                 | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      2073000 | PA      | $2083702.89   | 0.02%             | 2032-04-30      | Fixed         | 0.70%                 | Yes           |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                              | SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 1.9% 10-31-52                                            | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      2680000 | PA      | $2008893.76   | 0.02%             | 2052-10-31      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| PORTUGAL (REPUBLIC OF)                                                          | PORTUGAL OBRIGACOES DO TESOURO OT EUR 144A LIFE/REG S 3.375% 06-15-40                              | CUSIP: N/A<br>LEI: 549300P6U1FJ3IMP7K42       | Long             | DBT              | NUSS              | PT        |      4310000 | PA      | $4781593.11   | 0.05%             | 2040-06-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                                              | PERU GOVERNMENT BOND PEN 144A LIFE/REG S 6.85% 08-12-35                                            | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |      4633000 | PA      | $1356478.87   | 0.01%             | 2035-08-12      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| AON CORP                                                                        | AON CORP SR UNSEC 5.35% 02-28-33                                                                   | CUSIP: 03740LAG7<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |       482000 | PA      | $493959.87    | 0.01%             | 2033-02-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                                | AMERICAN INTERNATIONAL GROUP INC SR UNSEC 5.125% 03-27-33                                          | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |       289000 | PA      | $292097.79    | 0.00%             | 2033-03-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                          | STANDARD CHARTERED PLC 144A LIFE SR UNSEC 5.545% 01-21-29/28                                       | CUSIP: 85325C2D3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      1500000 | PA      | $1522836.00   | 0.02%             | 2029-01-21      | Variable      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| SEVERN TRENT UTILITIES FINANCE PLC                                              | SEVERN TRENT UTILITIES FINANCE PLC EUR REG S SR UNSEC (B) 3.875% 08-04-35                          | CUSIP: N/A<br>LEI: 213800KY9PT6WBH33232       | Long             | DBT              | CORP              | GB        |      5302000 | PA      | $5984797.68   | 0.06%             | 2035-08-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SLM CORP                                                                        | SLM CORP SR UNSEC 6.5% 01-31-30                                                                    | CUSIP: 78442PGF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        75000 | PA      | $73676.85     | 0.00%             | 2030-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                    | STRYKER CORP SR UNSEC 4.85% 02-10-30                                                               | CUSIP: 863667BL4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |      3191000 | PA      | $3235208.11   | 0.03%             | 2030-02-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD SALE TO USD 4/22/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-75868.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD PUR FROM USD 6/17/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $105.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SAN MIGUEL GLOBAL POWER HOLDINGS CORP                                           | SAN MIGUEL GLOBAL POWER HOLDINGS CORP PRP REG S SR UNSEC (H) 5.45% 12-31-79/12-09-26               | CUSIP: N/A<br>LEI: 549300HBCE80QXKII590       | Long             | DBT              | CORP              | PH        |     24210000 | PA      | $23873263.11  | 0.24%             | 2079-12-31      | Variable      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| SUNOCO LP                                                                       | SUNOCO LP SR UNSEC 4.5% 05-15-29                                                                   | CUSIP: 86765LAT4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      1375000 | PA      | $1341734.63   | 0.01%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.875% 11-30-27                                                        | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      5250000 | PA      | $5253896.55   | 0.05%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.875% 12-31-29                                                        | CUSIP: 91282CGB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2000000 | PA      | $1999375.00   | 0.02%             | 2029-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                             | SIRIUS XM RADIO LLC 144A SR UNSEC 3.875% 09-01-31                                                  | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      2106000 | PA      | $1913993.87   | 0.02%             | 2031-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| SUMMIT DIGITEL INFRASTRUCTURE PVT LTD                                           | SUMMIT DIGITEL INFRASTRUCTURE LTD 144A LIFE SR SEC 1ST LIEN 2.875% 08-12-31                        | CUSIP: 86608CAA6<br>LEI: 3358004TNI1SSIQ9BQ37 | Long             | DBT              | CORP              | IN        |       235000 | PA      | $211531.02    | 0.00%             | 2031-08-12      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| VALE OVERSEAS LTD                                                               | VALE OVERSEAS LTD 144A LIFE SUB (H) 6.0% 02-25-56/31                                               | CUSIP: 91911TAT0<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | BR        |      1240000 | PA      | $1221400.00   | 0.01%             | 2056-02-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | THB FWD SALE TO USD 4/24/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $1068.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD SALE TO USD 4/13/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-179.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD PUR FROM USD 4/2/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $1091.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SASKATCHEWAN (PROVINCE OF)                                                      | PROVINCE OF SASKATCHEWAN CANADA 3.25% 06-08-27                                                     | CUSIP: 803854KQ0<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      1073000 | PA      | $1063808.90   | 0.01%             | 2027-06-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                              | SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 3.45% 07-30-43                                           | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      1365000 | PA      | $1481184.17   | 0.02%             | 2043-07-30      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| ALLWYN ENTERTAINMENT FINANCING (UK) PLC                                         | ALLWYN ENTERTAINMENT FINANCING UK PLC 144A LIFE SR SEC 1ST LIEN 7.875% 04-30-29                    | CUSIP: 02007VAA8<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $409212.80    | 0.00%             | 2029-04-30      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC                                                                        | AT&T INC EUR SR UNSEC 4.3% 11-18-34                                                                | CUSIP: 00206RMS8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      1450000 | PA      | $1708399.36   | 0.02%             | 2034-11-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD PUR FROM USD 4/13/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-8842.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD PUR FROM USD 4/15/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-232779.94   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC                                                                        | AT&T INC SR UNSEC 5.4% 02-15-34                                                                    | CUSIP: 00206RMT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      3577000 | PA      | $3658956.22   | 0.04%             | 2034-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ALPHA BANK SA                                                                   | ALPHA BANK SA EUR REG S SR UNSEC (B) 6.875% 06-27-29/28                                            | CUSIP: N/A<br>LEI: 213800DBQIB6VBNU5C64       | Long             | DBT              | CORP              | GR        |      2005000 | PA      | $2481693.53   | 0.03%             | 2029-06-27      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD PUR FROM USD 4/2/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-83446.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD SALE TO USD 4/13/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $83013.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                         | AMERICA MOVIL SAB DE CV MXN SR UNSEC 9.5% 01-27-31                                                 | CUSIP: 02364WBL8<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    299500000 | PA      | $16729538.94  | 0.17%             | 2031-01-27      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                                         | ATI INC SR UNSEC 7.25% 08-15-30                                                                    | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |       810000 | PA      | $840499.74    | 0.01%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                    | STRYKER CORP SR UNSEC 5.2% 02-10-35                                                                | CUSIP: 863667BM2<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $2025888.00   | 0.02%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                                        | SNAP INC 144A LIFE SR UNSEC 6.875% 03-01-33                                                        | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |       520000 | PA      | $491446.80    | 0.01%             | 2033-03-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                                              | SERBIA INTERNATIONAL BOND 144A LIFE 6.25% 05-26-28                                                 | CUSIP: 817477AG7<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      1962000 | PA      | $2003672.88   | 0.02%             | 2028-05-26      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                              | SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 3.15% 04-30-33                                           | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      8820000 | PA      | $10158599.94  | 0.10%             | 2033-04-30      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                              | SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 3.9% 07-30-39                                            | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      3942000 | PA      | $4621767.28   | 0.05%             | 2039-07-30      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                              | SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 3.55% 10-31-33                                           | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     26101000 | PA      | $30727205.93  | 0.31%             | 2033-10-31      | Fixed         | 3.55%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD PUR FROM USD 4/13/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-154875.93   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD SALE TO USD 4/14/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $69853.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | THB FWD SALE TO USD 4/24/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-690.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | THB FWD SALE TO USD 4/24/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-2395.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD SALE TO USD 4/13/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-334.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD PUR FROM USD 4/17/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $217861.68    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD SALE TO USD 4/20/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-2030.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD SALE TO USD 4/13/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-3105.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD PUR FROM USD 4/24/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $8935.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD SALE TO USD 4/27/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-81656.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                                                    | AMPRION GMBH EUR REG S SR UNSEC (B) 4.125% 09-07-34                                                | CUSIP: N/A<br>LEI: 529900ZIV0ETYHYZM863       | Long             | DBT              | CORP              | DE        |      8000000 | PA      | $9317316.15   | 0.10%             | 2034-09-07      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AUSTRIA (REPUBLIC OF)                                                           | REPUBLIC OF AUSTRIA GOVERNMENT BOND EUR 144A LIFE/REG S (B) 3.45% 10-20-30                         | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |       630000 | PA      | $745386.70    | 0.01%             | 2030-10-20      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| KINGDOM OF SAUDI ARABIA                                                         | SAUDI GOVERNMENT INTERNATIONAL BOND REG S 5.75% 01-16-54                                           | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |       205000 | PA      | $193783.84    | 0.00%             | 2054-01-16      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                              | SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 3.25% 04-30-34                                           | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      4410000 | PA      | $5069344.94   | 0.05%             | 2034-04-30      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| ARETEC GROUP INC                                                                | ARETEC GROUP INC 144A LIFE SR SEC 1ST LIEN 10.0% 08-15-30                                          | CUSIP: 04020JAA4<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |       552000 | PA      | $587005.08    | 0.01%             | 2030-08-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                              | DEUTSCHE BANK AG SR NON PREF 3.547% 09-18-31/30                                                    | CUSIP: 251526CD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       576000 | PA      | $541685.38    | 0.01%             | 2031-09-18      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| SWEDEN (KINGDOM OF)                                                             | SWEDEN GOVERNMENT BOND SEK REG S 2.25% 05-11-35                                                    | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |      1990000 | PA      | $200938.78    | 0.00%             | 2035-05-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                              | SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 4.0% 10-31-54                                            | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      2150000 | PA      | $2433832.73   | 0.02%             | 2054-10-31      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.625% 02-15-53                                                        | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       383300 | PA      | $307508.40    | 0.00%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.875% 02-15-43                                                        | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       160000 | PA      | $142125.01    | 0.00%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                | DEUTSCHE BANK AG EUR REG S SR UNSEC (B) 1.75% 11-19-30/29                                          | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |     25900000 | PA      | $27813776.75  | 0.28%             | 2030-11-19      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| DUA CAPITAL LTD                                                                 | DUA CAPITAL LTD SUKUK REG S SR UNSEC 2.78% 05-11-31                                                | CUSIP: N/A<br>LEI: 213800ILVLALFTITCB43       | Long             | DBT              | CORP              | MY        |      3500000 | PA      | $3208894.50   | 0.03%             | 2031-05-11      | Fixed         | 2.78%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD PUR FROM USD 4/14/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-125204.36   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD PUR FROM USD 4/21/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-527919.97   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | UNION PACIFIC CORP SR UNSEC 4.3% 03-01-49                                                          | CUSIP: 907818FC7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      1550000 | PA      | $1265244.85   | 0.01%             | 2049-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                                   | UNICREDIT SPA 144A LIFE SUB 5.459% 06-30-35/30                                                     | CUSIP: 904678AS8<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     16050000 | PA      | $16027273.20  | 0.16%             | 2035-06-30      | Variable      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA) INC                                              | UNITED RENTALS NORTH AMERICA INC SR UNSEC 3.875% 02-15-31                                          | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |       840000 | PA      | $790196.40    | 0.01%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                    | UNIVISION COMMUNICATIONS INC 144A LIFE SR SEC 1ST LIEN 4.5% 05-01-29                               | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      1775000 | PA      | $1668867.43   | 0.02%             | 2029-05-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD PUR FROM USD 4/2/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $444.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD PUR FROM USD 4/27/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $145.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                           | DIRECTV FINANCING LLC 144A LIFE SR SEC 1ST LIEN 5.875% 08-15-27                                    | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       384000 | PA      | $383831.42    | 0.00%             | 2027-08-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                              | DEUTSCHE BANK AG SR NON PREF 2.311% 11-16-27/26                                                    | CUSIP: 251526CP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10009000 | PA      | $9873588.24   | 0.10%             | 2027-11-16      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD PUR FROM USD 4/24/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $131048.17    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | PEN FWD SALE TO USD NDF 4/10/2026                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $25813.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                              | SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 3.45% 10-31-34                                           | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      1100000 | PA      | $1278848.74   | 0.01%             | 2034-10-31      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                              | SPAIN GOVERNMENT BOND EUR 2.7% 01-31-30                                                            | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      1800000 | PA      | $2067108.51   | 0.02%             | 2030-01-31      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                                                         | DARLING INGREDIENTS INC 144A LIFE SR UNSEC 6.0% 06-15-30                                           | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |       765000 | PA      | $770961.65    | 0.01%             | 2030-06-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                      | DOW CHEMICAL CO SR UNSEC 6.9% 05-15-53                                                             | CUSIP: 260543DH3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |        57000 | PA      | $58251.72     | 0.00%             | 2053-05-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | PEN FWD PUR FROM USD NDF 4/10/2026                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-54463.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | PLN FWD SALE TO USD 4/13/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $115839.66    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.625% 03-31-28                                                        | CUSIP: 91282CGT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |          200 | PA      | $199.32       | 0.00%             | 2028-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.875% 05-15-43                                                        | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     11170000 | PA      | $9897666.63   | 0.10%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | PLN FWD PUR FROM USD 4/13/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-31717.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | PLN FWD SALE TO EUR 4/13/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $1038.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                           | UBER TECHNOLOGIES INC 144A LIFE SR UNSEC 4.5% 08-15-29                                             | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |       225000 | PA      | $223214.18    | 0.00%             | 2029-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| US FOODS INC                                                                    | US FOODS INC 144A LIFE SR UNSEC 4.625% 06-01-30                                                    | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |       585000 | PA      | $570091.28    | 0.01%             | 2030-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD SALE TO USD 6/17/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $28355.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD PUR FROM USD 4/15/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-108132.17   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD PUR FROM USD 4/2/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-105.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD SALE TO USD 4/13/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $1204.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD PUR FROM USD 4/14/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $1960.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD PUR FROM USD 4/21/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $348811.67    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD PUR FROM USD 4/20/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $1225.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD SALE TO USD 4/20/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-3448.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                               | DISH NETWORK CORP 144A LIFE SR SEC 1ST LIEN 11.75% 11-15-27                                        | CUSIP: 25470MAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3555000 | PA      | $3664458.45   | 0.04%             | 2027-11-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                              | DEUTSCHE BANK AG SR NON PREF 7.146% 07-13-27/26                                                    | CUSIP: 25160PAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       714000 | PA      | $718859.48    | 0.01%             | 2027-07-13      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                              | DEUTSCHE BANK AG SR NON PREF 6.819% 11-20-29/28                                                    | CUSIP: 251526CU1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1575226.50   | 0.02%             | 2029-11-20      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| DEXIA SA                                                                        | DEXIA SA GBP REG S SR UNSEC (B) 4.125% 07-22-27                                                    | CUSIP: N/A<br>LEI: F4G136OIPBYND1F41110       | Long             | DBT              | CORP              | FR        |      2200000 | PA      | $2890756.17   | 0.03%             | 2027-07-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF SAUDI ARABIA                                                         | SAUDI GOVERNMENT INTERNATIONAL BOND 144A LIFE 5.625% 01-13-35                                      | CUSIP: 80413TBL2<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      1580000 | PA      | $1636619.30   | 0.02%             | 2035-01-13      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                              | SPAIN GOVERNMENT BOND EUR 2.4% 05-31-28                                                            | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |       710000 | PA      | $814934.37    | 0.01%             | 2028-05-31      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| LITHUANIA (REPUBLIC OF)                                                         | LITHUANIA GOVERNMENT INTERNATIONAL BOND EUR REG S 4.25% 09-10-45                                   | CUSIP: N/A<br>LEI: 529900F7Y171QF1RSU09       | Long             | DBT              | NUSS              | LT        |      3325000 | PA      | $3757805.34   | 0.04%             | 2045-09-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                     | MEXICAN BONOS MXN 7.5% 06-03-27                                                                    | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |        17000 | PA      | $94900.18     | 0.00%             | 2027-06-03      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD PUR FROM USD 4/22/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $138226.84    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD SALE TO USD 4/22/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-256944.19   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENDO FINANCE HOLDINGS LP                                                        | ENDO FINANCE HOLDINGS LP 144A LIFE SR SEC 1ST LIEN 8.5% 04-15-31                                   | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1140000 | PA      | $1194547.86   | 0.01%             | 2031-04-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                                          | EQUIPMENTSHARE.COM INC 144A LIFE SR SEC 2ND LIEN 8.625% 05-15-32                                   | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |       185000 | PA      | $193326.67    | 0.00%             | 2032-05-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                              | SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 3.5% 01-31-41                                            | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |       860000 | PA      | $954090.84    | 0.01%             | 2041-01-31      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                              | SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 3.2% 10-31-35                                            | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |       625000 | PA      | $707071.74    | 0.01%             | 2035-10-31      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| EUROBANK SA                                                                     | EUROBANK SA EUR REG S SR UNSEC (B) 4.875% 04-30-31/30                                              | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |      6968000 | PA      | $8314653.51   | 0.08%             | 2031-04-30      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| EATON CAPITAL ULC                                                               | EATON CAPITAL ULC EUR REG S SR UNSEC 3.802% 05-21-36                                               | CUSIP: N/A<br>LEI: 549300OLS85LSODKAF64       | Long             | DBT              | CORP              | IE        |      7370000 | PA      | $8387061.58   | 0.09%             | 2036-05-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD SALE TO CAD 4/24/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-26843.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD PUR FROM USD 4/22/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $113962.77    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                              | SPAIN GOVERNMENT BOND EUR 3.0% 01-31-33                                                            | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      1020000 | PA      | $1165592.80   | 0.01%             | 2033-01-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                            | EDISON INTERNATIONAL SR UNSEC 5.45% 06-15-29                                                       | CUSIP: 281020BA4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |       150000 | PA      | $151457.85    | 0.00%             | 2029-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| EQUINIX EUROPE 2 FINANCING CORP LLC                                             | EQUINIX EUROPE 2 FINANCING CORP LLC EUR SR UNSEC 3.65% 09-03-33                                    | CUSIP: 29390XAB0<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |      1580000 | PA      | $1763069.61   | 0.02%             | 2033-09-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD PUR FROM USD 4/22/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $277171.04    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | MYR FWD PUR FROM USD 4/20/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-2517581.51  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                | ERP OPERATING LP SR UNSEC 4.65% 09-15-34                                                           | CUSIP: 26884ABP7<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |       778000 | PA      | $759909.94    | 0.01%             | 2034-09-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| EUROBANK SA                                                                     | EUROBANK SA EUR REG S SR UNSEC (B) 4.0% 09-24-30/29                                                | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |       297000 | PA      | $344111.34    | 0.00%             | 2030-09-24      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | MXN FWD SALE TO USD 4/13/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $1101.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | MXN FWD SALE TO USD 5/7/2026                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-66831.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | MXN FWD PUR FROM USD 4/1/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $66964.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | NZD FWD SALE TO USD 4/14/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $18964.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                                  | MARSH & MCLENNAN COS INC SR UNSEC 5.4% 03-15-55                                                    | CUSIP: 571748CD2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1877020.00   | 0.02%             | 2055-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                                  | MARSH & MCLENNAN COS INC SR UNSEC 5.0% 03-15-35                                                    | CUSIP: 571748CC4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      8000000 | PA      | $7970184.00   | 0.08%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | NZD FWD SALE TO USD 4/13/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $43824.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | NZD FWD PUR FROM USD 4/13/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-100041.38   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                                  | MARSH & MCLENNAN COS INC SR UNSEC 4.85% 11-15-31                                                   | CUSIP: 571748CB6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1008777.00   | 0.01%             | 2031-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 3.45% 02-01-52                                       | CUSIP: 842400HN6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      6048000 | PA      | $3962595.17   | 0.04%             | 2052-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                    | UNIVISION COMMUNICATIONS INC 144A LIFE SR SEC 1ST LIEN 7.375% 06-30-30                             | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |       510000 | PA      | $500103.45    | 0.01%             | 2030-06-30      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                    | UNIVISION COMMUNICATIONS INC 144A LIFE SR SEC 1ST LIEN 8.0% 08-15-28                               | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |       290000 | PA      | $294510.08    | 0.00%             | 2028-08-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| USI INC                                                                         | USI INC 144A LIFE SR UNSEC 7.5% 01-15-32                                                           | CUSIP: 90346KAB5<br>LEI: 2549006D7UF7072T7I27 | Long             | DBT              | CORP              | US        |       200000 | PA      | $202881.80    | 0.00%             | 2032-01-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC EUR SR UNSEC 3.75% 02-28-36                                             | CUSIP: 92343VGV0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       790000 | PA      | $887657.29    | 0.01%             | 2036-02-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTERNATIONAL INC EUR SR UNSEC 0.8% 08-01-31                                         | CUSIP: 718172CL1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      4800000 | PA      | $4787981.97   | 0.05%             | 2031-08-01      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | NZD FWD PUR FROM USD 4/13/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-158998.53   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | NZD FWD PUR FROM USD 4/13/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-14015.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | NZD FWD SALE TO USD 4/13/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $4095.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | NOK FWD SALE TO USD 4/13/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-1564.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | PHP FWD SALE TO USD NDF 6/17/2026                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $153604.34    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | PLN FWD PUR FROM USD 4/13/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-542882.08   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | NOK FWD SALE TO USD 4/13/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-7094.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | NOK FWD SALE TO USD 4/13/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-765.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | NOK FWD SALE TO USD 6/17/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $10043.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | NZD FWD SALE TO USD 6/17/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $50265.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | NOK FWD SALE TO USD 6/17/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $125525.14    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | NZD FWD SALE TO USD 4/13/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $16528.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | NOK FWD PUR FROM SEK 4/13/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $10203.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | NOK FWD PUR FROM USD 4/13/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-603.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | PLN FWD SALE TO USD 4/13/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-135.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | PHP FWD SALE TO USD NDF 4/21/2026                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $80143.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | NOK FWD PUR FROM USD 4/16/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-1125.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SEK FWD PUR FROM USD 4/13/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-680366.44   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                     | MEXICAN BONOS MXN 8.0% 11-07-47                                                                    | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |        74912 | PA      | $349966.48    | 0.00%             | 2047-11-07      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 DC6842 12-01-54                                                                      | CUSIP: 3140AUS87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       186963 | PA      | $188007.67    | 0.00%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 MA5472 09-01-54                                                                      | CUSIP: 31418FCJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       449928 | PA      | $465468.12    | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 SD8475 11-01-54                                                                      | CUSIP: 3132DWMY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      5761560 | PA      | $5794360.38   | 0.06%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                          | FGLMC 4.5 Z40273 10-01-48                                                                          | CUSIP: 3132FCJS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       148802 | PA      | $146615.87    | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 4.5 FS9792 12-01-50                                                                      | CUSIP: 3140XR3A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        94254 | PA      | $92747.76     | 0.00%             | 2050-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE LLC                                                     | CRESCENT ENERGY FINANCE LLC 144A LIFE SR UNSEC 7.875% 04-15-32                                     | CUSIP: 516806AK2<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |       265000 | PA      | $270935.21    | 0.00%             | 2032-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                                   | VISTRA OPERATIONS CO LLC 144A LIFE SR UNSEC 6.875% 04-15-32                                        | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |       270000 | PA      | $279594.99    | 0.00%             | 2032-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| VAIL RESORTS INC                                                                | VAIL RESORTS INC 144A LIFE SR UNSEC 6.5% 05-15-32                                                  | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |       325000 | PA      | $328849.63    | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| VALE OVERSEAS LTD                                                               | VALE OVERSEAS LTD SR UNSEC 6.4% 06-28-54                                                           | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | BR        |      2085000 | PA      | $2113564.50   | 0.02%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                          | VENTURE GLOBAL LNG INC 144A LIFE SR SEC 1ST LIEN 7.0% 01-15-30                                     | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |       300000 | PA      | $306467.40    | 0.00%             | 2030-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                          | VENTURE GLOBAL LNG INC 144A LIFE SUB 9.0% 12-31-79/09-30-29                                        | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |       700000 | PA      | $697781.70    | 0.01%             | 2079-12-31      | Variable      | 9.00%                 | Yes           |                  2 | On Loan: No      |
| VERALLIA SAS                                                                    | VERALLIA SA EUR REG S SR UNSEC (B) 3.875% 11-04-32                                                 | CUSIP: N/A<br>LEI: 5299007YZU978DE0ZY32       | Long             | DBT              | CORP              | FR        |     15200000 | PA      | $16753687.07  | 0.17%             | 2032-11-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VARANASI AURANGABAD NH-2 TOLLWAY PVT LTD                                        | VARANASI AURANGABAD NH-2 TOLLWAY PVT LTD 144A LIFE SR SEC 1ST LIEN SF 5.9% 02-28-34                | CUSIP: 92213HAA0<br>LEI: 335800WU93PC1E28MY29 | Long             | DBT              | CORP              | IN        |       199000 | PA      | $204231.91    | 0.00%             | 2034-02-28      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| SCIENTIFIC GAMES HOLDINGS LP                                                    | SCIENTIFIC GAMES HOLDINGS LP 144A LIFE SR UNSEC 6.625% 03-01-30                                    | CUSIP: 80874DAA4<br>LEI: 549300W5GPFXXB6TQ330 | Long             | DBT              | CORP              | US        |       105000 | PA      | $90420.96     | 0.00%             | 2030-03-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                 | SANDS CHINA LTD SR UNSEC 3.25% 08-08-31                                                            | CUSIP: 80007RAS4<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | MO        |      1000000 | PA      | $905777.00    | 0.01%             | 2031-08-08      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC SR UNSEC 5.25% 04-02-35                                                 | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       764000 | PA      | $765214.00    | 0.01%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                              | VENTURE GLOBAL PLAQUEMINES LNG LLC 144A LIFE SR SEC 1ST LIEN 7.5% 05-01-33                         | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |       150000 | PA      | $164968.35    | 0.00%             | 2033-05-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | PHP FWD PUR FROM USD NDF 4/21/2026                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-3833.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | PLN FWD PUR FROM USD 4/13/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-7309.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 FS8795 08-01-54                                                                      | CUSIP: 3140XQXZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       220708 | PA      | $225243.79    | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 MA5587 01-01-55                                                                      | CUSIP: 31418FF51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       415385 | PA      | $423685.87    | 0.00%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD8507 02-01-55                                                                      | CUSIP: 3132DWNY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       658484 | PA      | $671597.02    | 0.01%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD8516 03-01-55                                                                      | CUSIP: 3132DWN90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |        56804 | PA      | $57935.04     | 0.00%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 MA5615 02-01-55                                                                      | CUSIP: 31418FGZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3114730 | PA      | $3177367.71   | 0.03%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 MA5647 03-01-55                                                                      | CUSIP: 31418FHZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       181874 | PA      | $185495.65    | 0.00%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 SD8491 12-01-54                                                                      | CUSIP: 3132DWNG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      6186931 | PA      | $6109804.28   | 0.06%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 MA5674 04-01-55                                                                      | CUSIP: 31418FJU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       436349 | PA      | $445038.86    | 0.00%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                                            | TENCENT HOLDINGS LTD REG S SR UNSEC 3.68% 04-22-41                                                 | CUSIP: 88032XBB9<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | CN        |       300000 | PA      | $256744.20    | 0.00%             | 2041-04-22      | Fixed         | 3.68%                 | Yes           |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                                            | TENCENT HOLDINGS LTD REG S SR UNSEC 3.84% 04-22-51                                                 | CUSIP: 88032XBC7<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | CN        |       300000 | PA      | $232513.20    | 0.00%             | 2051-04-22      | Fixed         | 3.84%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.75% 05-31-30                                                         | CUSIP: 91282CHF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     11113600 | PA      | $11048480.97  | 0.11%             | 2030-05-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.625% 05-31-28                                                        | CUSIP: 91282CHE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       350000 | PA      | $348687.50    | 0.00%             | 2028-05-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                              | VENTURE GLOBAL PLAQUEMINES LNG LLC 144A LIFE SR SEC 1ST LIEN 6.125% 12-15-30                       | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |       200000 | PA      | $205795.20    | 0.00%             | 2030-12-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                              | VENTURE GLOBAL PLAQUEMINES LNG LLC 144A LIFE SR SEC 1ST LIEN 6.5% 06-15-34                         | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |       130000 | PA      | $135405.66    | 0.00%             | 2034-06-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                   | TRANSDIGM INC SUB 4.875% 05-01-29                                                                  | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       500000 | PA      | $492959.50    | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP (THE)                                                          | PROGRESSIVE CORP SR UNSEC 4.6% 03-26-31                                                            | CUSIP: 743315BC6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |        97000 | PA      | $97263.74     | 0.00%             | 2031-03-26      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH AMERICAS INC                                                      | BAUSCH HEALTH AMERICAS INC 144A LIFE SR UNSEC 8.5% 01-31-27                                        | CUSIP: 91911XAW4<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | US        |      1425000 | PA      | $1412830.50   | 0.01%             | 2027-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| AGENCE FRANCAISE DE DEVELOPPEMENT                                               | AGENCE FRANCAISE DE DEVELOPPEMENT 3.85% 01-28-36                                                   | CUSIP: N/A<br>LEI: 9695008K5N8MKIT4XJ91       | Long             | DBT              | USGA              | FR        |      1800000 | PA      | $2044794.83   | 0.02%             | 2036-01-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | PLN FWD PUR FROM USD 4/13/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-7801.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | PLN FWD PUR FROM USD 4/13/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-9593.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | PLN FWD SALE TO USD 4/13/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-8159.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | RON FWD SALE TO USD 4/16/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $3124.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                                                             | PRESTIGE BRANDS INC 144A LIFE SR UNSEC 5.125% 01-15-28                                             | CUSIP: 74112BAL9<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |        60000 | PA      | $59910.18     | 0.00%             | 2028-01-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                               | POST HOLDINGS INC 144A LIFE SR UNSEC 4.625% 04-15-30                                               | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |       885000 | PA      | $850223.93    | 0.01%             | 2030-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| PTTEP TREASURY CENTER CO LTD                                                    | PTTEP TREASURY CENTER CO LTD 144A LIFE SR UNSEC 2.587% 06-10-27                                    | CUSIP: 69371MAF4<br>LEI: 2549006WFOUPZX6TZG08 | Long             | DBT              | CORP              | TH        |       230000 | PA      | $224665.84    | 0.00%             | 2027-06-10      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| PLDT INC                                                                        | PLDT INC REG S SR UNSEC 3.45% 06-23-50                                                             | CUSIP: N/A<br>LEI: 254900ADE8GQHM5P2648       | Long             | DBT              | CORP              | PH        |       200000 | PA      | $140867.00    | 0.00%             | 2050-06-23      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | RON FWD SALE TO EUR 4/16/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-27000.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | RON FWD PUR FROM USD 4/16/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-32.68       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SGD FWD PUR FROM USD 5/13/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-12938.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SEK FWD SALE TO USD 4/1/2026                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $836935.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TURKEY (REPUBLIC OF)                                                            | TURKIYE GOVERNMENT BOND TRY 17.3% 07-19-28                                                         | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |     57410000 | PA      | $915684.36    | 0.01%             | 2028-07-19      | Fixed         | 17.30%                | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.125% 08-15-53                                                        | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       300000 | PA      | $263062.50    | 0.00%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD8525 04-01-55                                                                      | CUSIP: 3132DWPJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1660400 | PA      | $1693465.06   | 0.02%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DC7823 12-01-54                                                                      | CUSIP: 3140AVVR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        56496 | PA      | $57641.07     | 0.00%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCT UMBS 7.0 MA5696 03-01-45                                                                      | CUSIP: 31418FKJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |         3992 | PA      | $4197.76      | 0.00%             | 2045-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 FA0608 02-01-55                                                                      | CUSIP: 3140W0VA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     19616212 | PA      | $19727887.13  | 0.20%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 MA5699 05-01-55                                                                      | CUSIP: 31418FKM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      8151386 | PA      | $8048100.12   | 0.08%             | 2055-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 SD8532 05-01-55                                                                      | CUSIP: 3132DWPR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2072489 | PA      | $2046547.17   | 0.02%             | 2055-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES INC                                                        | ALBERTSONS COS INC 144A LIFE SR UNSEC 5.625% 03-31-32                                              | CUSIP: 01309QAE8<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |       455000 | PA      | $448325.61    | 0.00%             | 2032-03-31      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| ASURION LLC                                                                     | ASURION LLC 144A LIFE SR SEC 1ST LIEN 8.375% 02-01-34                                              | CUSIP: 045941AB7<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |       640000 | PA      | $621806.08    | 0.01%             | 2034-02-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| MAGYAR EXPORT IMPORT BANK ZRT                                                   | MAGYAR EXPORT-IMPORT BAN EUR REG S SR UNSEC 6.0% 05-16-29                                          | CUSIP: N/A<br>LEI: 529900O4UGETQ9Q3AA63       | Long             | DBT              | USGA              | HU        |      3130000 | PA      | $3796613.57   | 0.04%             | 2029-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MTR CORPORATION CI LTD                                                          | MTR CORP CI LTD PRP REG S SUB (H) 5.625% 12-31-79/12-24-35                                         | CUSIP: N/A<br>LEI: 254900SEVE6JAZLGDW04       | Long             | DBT              | CORP              | HK        |       700000 | PA      | $723000.60    | 0.01%             | 2079-12-31      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                              | METROPOLITAN LIFE GLOBAL FUNDING I GIC 144A LIFE SR UNSEC 4.35% 01-12-31                           | CUSIP: 59217GFU8<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |       916000 | PA      | $906398.49    | 0.01%             | 2031-01-12      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| CHILE (REPUBLIC OF)                                                             | BONOS DE LA TESORERIA DE LA REPUBLICA EN PESOS CLP 144A LIFE/REG S 6.0% 04-01-33                   | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |   7000000000 | PA      | $7776283.12   | 0.08%             | 2033-04-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.875% 08-15-33                                                        | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     38198000 | PA      | $37502677.99  | 0.38%             | 2033-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.375% 08-31-28                                                        | CUSIP: 91282CHX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      7970000 | PA      | $8071493.17   | 0.08%             | 2028-08-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                             | PETROLEOS MEXICANOS SR UNSEC 6.84% 01-23-30                                                        | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    158665000 | PA      | $159114497.95 | 1.62%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                             | PETROLEOS MEXICANOS SR UNSEC 5.95% 01-28-31                                                        | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       800000 | PA      | $765478.40    | 0.01%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                             | PETROLEOS MEXICANOS SR UNSEC 7.69% 01-23-50                                                        | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       610000 | PA      | $528640.03    | 0.01%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                             | PETROLEOS MEXICANOS SR UNSEC 6.95% 01-28-60                                                        | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       209000 | PA      | $164850.84    | 0.00%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 MA5735 06-01-55                                                                      | CUSIP: 31418FLR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2384849 | PA      | $2398170.63   | 0.02%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 MA5701 05-01-55                                                                      | CUSIP: 31418FKP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1236441 | PA      | $1261063.82   | 0.01%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK NEGARA INDONESIA PERSERO TBK PT                                            | BANK NEGARA INDONESIA PERSERO TBK PT PRP REG S SUB (H) 4.3% 12-31-79/03-24-27                      | CUSIP: N/A<br>LEI: 549300HZ8J3MLVXQ8F85       | Long             | DBT              | CORP              | ID        |     28770000 | PA      | $27803903.40  | 0.28%             | 2079-12-31      | Variable      | 4.30%                 | Yes           |                  2 | On Loan: No      |
| CHILE (REPUBLIC OF)                                                             | CHILE GOVERNMENT INTERNATIONAL BOND 4.35% 04-13-31                                                 | CUSIP: 168863EF1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      3335000 | PA      | $3273969.50   | 0.03%             | 2031-04-13      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PROPERTIES LP                                                         | RHP HOTEL PROPERTIES LP 144A LIFE SR UNSEC 5.75% 03-15-34                                          | CUSIP: 74984CAA6<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |       370000 | PA      | $365428.28    | 0.00%             | 2034-03-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                                            | SAUDI ARABIAN OIL CO 144A LIFE SR UNSEC 5.25% 07-17-34                                             | CUSIP: 80414L2N4<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |      1695000 | PA      | $1690557.41   | 0.02%             | 2034-07-17      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| PLDT INC                                                                        | PLDT INC REG S SR UNSEC 2.5% 01-23-31                                                              | CUSIP: N/A<br>LEI: 254900ADE8GQHM5P2648       | Long             | DBT              | CORP              | PH        |       380000 | PA      | $347205.62    | 0.00%             | 2031-01-23      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                     | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.3% 08-01-40                                          | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       125000 | PA      | $93561.25     | 0.00%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                     | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.5% 08-01-50                                          | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      5167000 | PA      | $3419200.25   | 0.03%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                     | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 2.5% 02-01-31                                          | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      1228000 | PA      | $1100878.67   | 0.01%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                                       | PG&E CORP SR SEC 1ST LIEN 5.0% 07-01-28                                                            | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |       660000 | PA      | $655220.28    | 0.01%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                     | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 4.95% 07-01-50                                         | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      8494000 | PA      | $7041517.51   | 0.07%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.625% 09-30-30                                                        | CUSIP: 91282CHZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2880000 | PA      | $2962462.46   | 0.03%             | 2030-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.5% 11-15-33                                                          | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1053000 | PA      | $1075047.19   | 0.01%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PARK INTERMEDIATE HOLDINGS LLC                                                  | PARK INTERMEDIATE HOLDINGS LLC 144A LIFE SR UNSEC 5.875% 10-01-28                                  | CUSIP: 70052LAB9<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |       380000 | PA      | $378590.96    | 0.00%             | 2028-10-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                                                             | PRESTIGE BRANDS INC 144A LIFE SR UNSEC 3.75% 04-01-31                                              | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |       800000 | PA      | $733815.20    | 0.01%             | 2031-04-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| PITNEY BOWES INC                                                                | PITNEY BOWES INC 144A LIFE SR UNSEC 7.25% 03-15-29                                                 | CUSIP: 724479AQ3<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |       400000 | PA      | $400519.60    | 0.00%             | 2029-03-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| PARK INTERMEDIATE HOLDINGS LLC                                                  | PARK INTERMEDIATE HOLDINGS LLC 144A LIFE SR UNSEC 4.875% 05-15-29                                  | CUSIP: 70052LAC7<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |       545000 | PA      | $523533.00    | 0.01%             | 2029-05-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 MA5734 06-01-55                                                                      | CUSIP: 31418FLQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4781683 | PA      | $4721214.24   | 0.05%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 RQ0012 06-01-55                                                                      | CUSIP: 3142J6AN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1221755 | PA      | $1206460.97   | 0.01%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.625% 11-15-26                                                        | CUSIP: 91282CJK8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3000000 | PA      | $3015585.90   | 0.03%             | 2026-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.75% 11-15-53                                                         | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2086700 | PA      | $2028337.51   | 0.02%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.7% 08-01-25/08-01-27 LCH                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-18.36       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.479% 08-06-25/08-06-27 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $14650.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND (KINGDOM OF)                                                           | THAILAND GOVERNMENT BOND THB 4.0% 06-17-55                                                         | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |     21000000 | PA      | $721303.98    | 0.01%             | 2055-06-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.75% 11-15-43                                                         | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       670000 | PA      | $661625.00    | 0.01%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.497% 08-12-25/08-12-27 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $22861.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.4925% 08-19-25/08-19-27 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $1248289.11   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                     | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.0% 06-15-28                                          | CUSIP: 694308JW8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      7820000 | PA      | $7570127.54   | 0.08%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                                      | PERFORMANCE FOOD GROUP INC 144A LIFE SR UNSEC 4.25% 08-01-29                                       | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |       500000 | PA      | $480689.50    | 0.00%             | 2029-08-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                             | SUMITOMO MITSUI FINANCIAL GROUP INC SR UNSEC 4.494% 01-15-32/31                                    | CUSIP: 86562MED8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      1828000 | PA      | $1800673.23   | 0.02%             | 2032-01-15      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF SAUDI ARABIA                                                         | SAUDI GOVERNMENT INTERNATIONAL BOND 144A LIFE 4.875% 01-12-36                                      | CUSIP: 80413TBR9<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      8378000 | PA      | $8175813.73   | 0.08%             | 2036-01-12      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| PROSUS NV                                                                       | PROSUS NV REG S SR UNSEC 4.987% 01-19-52                                                           | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | DBT              | CORP              | NL        |       640000 | PA      | $488065.28    | 0.00%             | 2052-01-19      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                     | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 4.4% 03-01-32                                          | CUSIP: 694308KC0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      1682000 | PA      | $1622519.43   | 0.02%             | 2032-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.75% 11-17-32                                            | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      8730000 | PA      | $9194209.02   | 0.09%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE LLC                                                       | PROLOGIS EURO FINANCE LLC EUR SR UNSEC 3.875% 01-31-30                                             | CUSIP: 74341EAP7<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |       175000 | PA      | $203581.05    | 0.00%             | 2030-01-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.375% 02-15-33                                           | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      9669000 | PA      | $9942613.36   | 0.10%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                     | PROLOGIS LP SR UNSEC 4.75% 06-15-33                                                                | CUSIP: 74340XCE9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |      1362000 | PA      | $1351870.81   | 0.01%             | 2033-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                     | PROLOGIS LP SR UNSEC 5.25% 06-15-53                                                                | CUSIP: 74340XCF6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |        74000 | PA      | $69023.06     | 0.00%             | 2053-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                                           | PFIZER INVESTMENT ENTERPRISES PTE LTD SR UNSEC 4.75% 05-19-33                                      | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |      9577000 | PA      | $9543365.58   | 0.10%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                                           | PFIZER INVESTMENT ENTERPRISES PTE LTD SR UNSEC 5.3% 05-19-53                                       | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |      3436000 | PA      | $3195610.57   | 0.03%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                      | PACIFICORP SR SEC 1ST LIEN 5.5% 05-15-54                                                           | CUSIP: 695114DA3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      7491000 | PA      | $6574768.30   | 0.07%             | 2054-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                                  | CZECH REPUBLIC GOVERNMENT BOND CZK 4.9% 04-14-34                                                   | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |     23470000 | PA      | $1113747.57   | 0.01%             | 2034-04-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                                  | CZECH REPUBLIC GOVERNMENT BOND CZK 4.5% 11-11-32                                                   | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |   1209000000 | PA      | $56396180.57  | 0.58%             | 2032-11-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE LLC                                                       | PROLOGIS EURO FINANCE LLC EUR SR UNSEC 4.625% 05-23-33                                             | CUSIP: 74341EAR3<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |       225000 | PA      | $269094.46    | 0.00%             | 2033-05-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                     | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 6.4% 06-15-33                                          | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       600000 | PA      | $637152.00    | 0.01%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.625% 09-07-33                                           | CUSIP: 718172DE6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       749000 | PA      | $781796.46    | 0.01%             | 2033-09-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                                 | PERMIAN RESOURCES OPERATING LLC 144A LIFE SR UNSEC 7.0% 01-15-32                                   | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |       300000 | PA      | $310855.50    | 0.00%             | 2032-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.493% 08-22-25/08-24-27 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $9035.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.4325% 08-26-25/08-30-27 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $31172.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                                | PNC FINANCIAL SERVICES GROUP INC SR UNSEC 6.875% 10-20-34/33                                       | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      4055000 | PA      | $4481176.45   | 0.05%             | 2034-10-20      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| PIRAEUS BANK SA                                                                 | PIRAEUS BANK SA EUR REG S SR UNSEC (B) 6.75% 12-05-29/28                                           | CUSIP: N/A<br>LEI: 213800OYHR1MPQ5VJL60       | Long             | DBT              | CORP              | GR        |      2460000 | PA      | $3060955.92   | 0.03%             | 2029-12-05      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                      | PACIFICORP SR SEC 1ST LIEN 5.8% 01-15-55                                                           | CUSIP: 695114DE5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      5600000 | PA      | $5119279.20   | 0.05%             | 2055-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| POSCO CO LTD                                                                    | POSCO 144A LIFE SR UNSEC 4.875% 01-23-27                                                           | CUSIP: 73730EAG8<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |      2260000 | PA      | $2266138.16   | 0.02%             | 2027-01-23      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                                | PNC FINANCIAL SERVICES GROUP INC SR UNSEC 5.676% 01-22-35/34                                       | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      1175000 | PA      | $1209114.95   | 0.01%             | 2035-01-22      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                     | PROLOGIS LP SR UNSEC 5.0% 03-15-34                                                                 | CUSIP: 74340XCJ8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |       185000 | PA      | $185497.47    | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                     | PROLOGIS LP SR UNSEC 5.25% 03-15-54                                                                | CUSIP: 74340XCK5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |        70000 | PA      | $65337.02     | 0.00%             | 2054-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                           | QUIKRETE HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 6.38% 03-01-32                                     | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |       115000 | PA      | $116696.60    | 0.00%             | 2032-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                           | QUIKRETE HOLDINGS INC 144A LIFE SR UNSEC 6.75% 03-01-33                                            | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |       250000 | PA      | $254103.75    | 0.00%             | 2033-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| KINGDOM OF SAUDI ARABIA                                                         | SAUDI GOVERNMENT INTERNATIONAL BOND 144A LIFE 5.875% 01-12-56                                      | CUSIP: 80413TBS7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      1245000 | PA      | $1193276.48   | 0.01%             | 2056-01-12      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORP                                                    | SIX FLAGS ENTERTAINMENT CORP 144A LIFE SR UNSEC 8.625% 01-15-32                                    | CUSIP: 83003AAA8<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |       720000 | PA      | $721654.56    | 0.01%             | 2032-01-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                                          | CHINA GOVERNMENT BOND CNY 3.0% 10-15-53                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     13010000 | PA      | $2137551.93   | 0.02%             | 2053-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                                          | CHINA GOVERNMENT BOND CNY 2.67% 11-25-33                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     36000000 | PA      | $5585445.70   | 0.06%             | 2033-11-25      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                                          | CHINA GOVERNMENT BOND CNY 2.37% 01-15-29                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     12000000 | PA      | $1790345.39   | 0.02%             | 2029-01-15      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| COTE D IVOIRE (REPUBLIC OF)                                                     | IVORY COAST GOVERNMENT INTERNATIONAL BOND REG S SF 7.625% 01-30-33                                 | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |       800000 | PA      | $815072.00    | 0.01%             | 2033-01-30      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                                          | CHINA GOVERNMENT BOND CNY 2.27% 05-25-34                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     99850000 | PA      | $15055969.88  | 0.15%             | 2034-05-25      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                                          | CHINA GOVERNMENT BOND CNY 2.47% 07-25-54                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      1710000 | PA      | $253107.08    | 0.00%             | 2054-07-25      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                                  | CZECH REPUBLIC GOVERNMENT BOND CZK 3.6% 06-03-36                                                   | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    650000000 | PA      | $27537012.62  | 0.28%             | 2036-06-03      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                                          | CHINA GOVERNMENT BOND CNY 2.33% 08-15-44                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     39000000 | PA      | $5694890.85   | 0.06%             | 2044-08-15      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| CANADA (GOVERNMENT OF)                                                          | CANADIAN WHEN ISSUED GOVERNMENT BOND CAD 3.0% 02-01-27                                             | CUSIP: 135087S54<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      3000000 | PA      | $2164607.07   | 0.02%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                                          | CHINA GOVERNMENT BOND CNY 1.49% 12-25-31                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     15000000 | PA      | $2159761.59   | 0.02%             | 2031-12-25      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 4.057% 08-26-25/08-24-55 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $8644.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX GBP 4.6386% 08-27-25/08-27-45 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-2598.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CROATIA (REPUBLIC OF)                                                           | CROATIA GOVERNMENT INTERNATIONAL BOND EUR REG S 3.25% 02-11-37                                     | CUSIP: N/A<br>LEI: 74780000O00QGQ7CER13       | Long             | DBT              | NUSS              | HR        |      7080000 | PA      | $7825156.19   | 0.08%             | 2037-02-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                          | COLOMBIAN TES COP 11.0% 08-22-29                                                                   | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |   2525200000 | PA      | $633895.21    | 0.01%             | 2029-08-22      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 4.039% 09-02-25/09-02-55 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $10466.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 4.0545% 09-05-25/09-06-55 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $5811.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                          | COLOMBIAN TES COP 12.75% 11-28-40                                                                  | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  10755800000 | PA      | $2855363.11   | 0.03%             | 2040-11-28      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                          | COLOMBIAN TES COP 11.75% 01-24-35                                                                  | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |   8291300000 | PA      | $2095152.03   | 0.02%             | 2035-01-24      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                                            | SAUDI ARABIAN OIL CO 144A LIFE SR UNSEC 4.375% 02-02-31                                            | CUSIP: 80415RAA9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |      2313000 | PA      | $2250093.34   | 0.02%             | 2031-02-02      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| SV RNO PROPERTY OWNER 1 LLC                                                     | SV RNO PROPERTY OWNER 1 LLC 144A LIFE SR SEC 1ST LIEN SF 5.875% 03-01-31                           | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       240000 | PA      | $237381.12    | 0.00%             | 2031-03-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.944% 09-09-25/09-09-55 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $685509.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.2685% 09-09-25/09-09-27 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $3541500.00   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.25% 02-15-54                                                         | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3025300 | PA      | $2709298.04   | 0.03%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.5% 02-15-44                                                          | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2498700 | PA      | $2388405.88   | 0.02%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.3075% 09-12-25/09-15-27 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $27527.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.329% 09-23-25/09-23-27 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $58575.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                          | COLOMBIAN TES COP 12.0% 03-13-58                                                                   | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |   5100000000 | PA      | $1270651.26   | 0.01%             | 2058-03-13      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                                          | CHINA GOVERNMENT BOND CNY 1.78% 11-15-35                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     15000000 | PA      | $2165070.50   | 0.02%             | 2035-11-15      | Fixed         | 1.78%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                                  | CZECH REPUBLIC GOVERNMENT BOND CZK REG S 2.5% 08-25-28                                             | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    117440000 | PA      | $5319360.05   | 0.05%             | 2028-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                                                 | DOMINICAN REPUBLIC INTERNATIONAL BOND REG S 5.875% 01-30-60                                        | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |       670000 | PA      | $561426.50    | 0.01%             | 2060-01-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                             | SIRIUS XM RADIO LLC 144A LIFE SR UNSEC 5.875% 04-15-32                                             | CUSIP: 82966BAA3<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |       275000 | PA      | $273449.00    | 0.00%             | 2032-04-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| SUNOCO LP                                                                       | SUNOCO LP 144A LIFE SR UNSEC 5.375% 07-15-31                                                       | CUSIP: 86765KAM1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |       205000 | PA      | $203501.66    | 0.00%             | 2031-07-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| SUNOCO LP                                                                       | SUNOCO LP 144A LIFE SR UNSEC 5.625% 07-15-34                                                       | CUSIP: 86765KAN9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |        55000 | PA      | $54196.78     | 0.00%             | 2034-07-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| SM ENERGY CO                                                                    | SM ENERGY CO 144A LIFE SR UNSEC 6.625% 04-15-34                                                    | CUSIP: 78454LAZ3<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |       260000 | PA      | $259473.50    | 0.00%             | 2034-04-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 RJ2206 08-01-54                                                                      | CUSIP: 3142GSNY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      3311155 | PA      | $3338442.27   | 0.03%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RJ2210 08-01-54                                                                      | CUSIP: 3142GSN46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2090166 | PA      | $2136833.58   | 0.02%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.9305% 09-23-25/09-23-55 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $1805360.41   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.3395% 09-23-25/09-23-27 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $2278543.34   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL USA LLC                                                   | TOTALENERGIES CAPITAL USA LLC SR UNSEC 4.248% 01-13-31                                             | CUSIP: 89158TAA7<br>LEI: 9845000979865101C194 | Long             | DBT              | CORP              | US        |      1278000 | PA      | $1266583.63   | 0.01%             | 2031-01-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP SA                                                       | TYCO ELECTRONICS GROUP SA SR UNSEC 4.875% 02-09-36                                                 | CUSIP: 902133BF3<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |      2000000 | PA      | $1974816.00   | 0.02%             | 2036-02-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| INDUSTRIAL F&B INVESTMENTS III INC                                              | INDUSTRIAL F&B INVESTMENTS III INC 144A LIFE SR SEC 1ST LIEN 7.75% 02-11-33                        | CUSIP: 456142AA6<br>LEI: 254900VSX7CEW7CNTO51 | Long             | DBT              | CORP              | US        |       755000 | PA      | $763496.02    | 0.01%             | 2033-02-11      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                                                    | THERMO FISHER SCIENTIFIC INC SR UNSEC 4.902% 02-12-36                                              | CUSIP: 883556DJ8<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |       858000 | PA      | $852237.67    | 0.01%             | 2036-02-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.265% 10-16-25/10-15-27 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $65051.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.169% 10-21-25/05-15-29 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $14731.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.2905% 10-29-25/10-30-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $16364.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.563% 10-29-25/10-29-35 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $17885.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                           | JAPAN GOVERNMENT TWENTY YEAR BOND JPY 1.6% 03-20-44                                                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    500000000 | PA      | $2483837.94   | 0.03%             | 2044-03-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                           | JAPAN GOVERNMENT THIRTY YEAR BOND JPY 2.1% 09-20-54                                                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   5100000000 | PA      | $23234797.27  | 0.24%             | 2054-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| DENMARK (KINGDOM OF)                                                            | DENMARK GOVERNMENT BOND DKK 0.25% 11-15-52                                                         | CUSIP: N/A<br>LEI: 549300PTO6LS1PTM6607       | Long             | DBT              | NUSS              | DK        |       590000 | PA      | $43786.87     | 0.00%             | 2052-11-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| DENMARK (KINGDOM OF)                                                            | DENMARK GOVERNMENT BOND DKK 2.25% 11-15-33                                                         | CUSIP: N/A<br>LEI: 549300PTO6LS1PTM6607       | Long             | DBT              | NUSS              | DK        |      1650000 | PA      | $246768.56    | 0.00%             | 2033-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| HUNGARY (REPUBLIC OF)                                                           | HUNGARY GOVERNMENT BOND HUF 6.75% 07-23-31                                                         | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   2014450000 | PA      | $5954960.08   | 0.06%             | 2031-07-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                         | INDONESIA TREASURY BOND IDR 6.125% 05-15-28                                                        | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |   2386000000 | PA      | $139632.77    | 0.00%             | 2028-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                           | JAPAN GOVERNMENT THIRTY YEAR BOND JPY 2.3% 12-20-54                                                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    500000000 | PA      | $2383021.96   | 0.02%             | 2054-12-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                           | JAPAN GOVERNMENT THIRTY YEAR BOND JPY 2.4% 03-20-55                                                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    720600000 | PA      | $3510827.86   | 0.04%             | 2055-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 RJ2200 08-01-54                                                                      | CUSIP: 3142GSNS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      5549019 | PA      | $5590786.10   | 0.06%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 RJ2243 08-01-54                                                                      | CUSIP: 3142GSP51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      3216928 | PA      | $3251468.62   | 0.03%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                           | JAPAN GOVERNMENT TWENTY YEAR BOND JPY 2.4% 03-20-45                                                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   9818200000 | PA      | $54704890.92  | 0.56%             | 2045-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                           | JAPAN GOVERNMENT FORTY YEAR BOND JPY 3.1% 03-20-65                                                 | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    420000000 | PA      | $2295848.27   | 0.02%             | 2065-03-20      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 RJ2203 08-01-54                                                                      | CUSIP: 3142GSNV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       586400 | PA      | $593203.92    | 0.01%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RJ2216 08-01-54                                                                      | CUSIP: 3142GSPA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2930172 | PA      | $2997953.04   | 0.03%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KOREA (REPUBLIC OF)                                                             | KOREA TREASURY BOND KRW (B) 2.375% 12-10-27                                                        | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |  28587150000 | PA      | $18357424.13  | 0.19%             | 2027-12-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| KOREA (REPUBLIC OF)                                                             | KOREA NDFB 6809 KRW 2.0% 09-10-68                                                                  | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |   2000000000 | PA      | $823983.29    | 0.01%             | 2068-09-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                               | ITALY BUONI POLIENNALI DEL TESORO EUR REG S (B) 2.8% 12-01-28                                      | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     28044000 | PA      | $32338936.95  | 0.33%             | 2028-12-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 4.5 RJ2851 11-01-54                                                                      | CUSIP: 3142GTEZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       982380 | PA      | $949568.91    | 0.01%             | 2054-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KOREA (REPUBLIC OF)                                                             | KOREA NDFB 3106 KRW 2.0% 06-10-31                                                                  | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |   5250000000 | PA      | $3135898.54   | 0.03%             | 2031-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KOREA (REPUBLIC OF)                                                             | KOREA NDFB 3212 KRW 4.25% 12-10-32                                                                 | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        | 117729040000 | PA      | $78687641.44  | 0.80%             | 2032-12-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 RJ2228 08-01-54                                                                      | CUSIP: 3142GSPN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       963856 | PA      | $999739.29    | 0.01%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DB5214 07-01-54                                                                      | CUSIP: 3140AEYL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3008540 | PA      | $3072356.87   | 0.03%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 SD8493 12-01-54                                                                      | CUSIP: 3132DWNJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |        81028 | PA      | $81481.42     | 0.00%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FARM 2024-2                                                                     | FARM 2024-2 B 144A FRN 08-01-54                                                                    | CUSIP: 307910AE9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      2041014 | PA      | $1796602.42   | 0.02%             | 2054-08-01      | Variable      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| KINGDOM OF SAUDI ARABIA                                                         | SAUDI GOVERNMENT INTERNATIONAL BOND 144A LIFE 4.875% 07-18-33                                      | CUSIP: 80413TBD0<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |       595000 | PA      | $588541.28    | 0.01%             | 2033-07-18      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| KOREA (REPUBLIC OF)                                                             | KOREA TREASURY BOND KRW (B) 2.875% 09-10-44                                                        | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |   2000000000 | PA      | $1123897.76   | 0.01%             | 2044-09-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 MA5552 12-01-54                                                                      | CUSIP: 31418FE29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       309662 | PA      | $305801.29    | 0.00%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 SL1094 04-01-55                                                                      | CUSIP: 31427NGC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1009394 | PA      | $996777.44    | 0.01%             | 2055-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DB2495 05-01-54                                                                      | CUSIP: 3140ABXZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1295271 | PA      | $1322459.64   | 0.01%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DB7792 08-01-54                                                                      | CUSIP: 3140AHUS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1803376 | PA      | $1841238.21   | 0.02%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 BU4707 07-01-54                                                                      | CUSIP: 3140M6GR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3158504 | PA      | $3224892.91   | 0.03%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 FS8467 07-01-54                                                                      | CUSIP: 3140XQMR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       257708 | PA      | $261793.45    | 0.00%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RJ2314 09-01-54                                                                      | CUSIP: 3142GSSC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2636129 | PA      | $2704214.98   | 0.03%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RJ2309 09-01-54                                                                      | CUSIP: 3142GSR75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2018965 | PA      | $2065667.43   | 0.02%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RJ2306 09-01-54                                                                      | CUSIP: 3142GSR42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      3488514 | PA      | $3616664.23   | 0.04%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RJ2308 09-01-54                                                                      | CUSIP: 3142GSR67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      3445489 | PA      | $3561643.24   | 0.04%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 SD8533 05-01-55                                                                      | CUSIP: 3132DWPS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1292789 | PA      | $1300018.46   | 0.01%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 SL0326 02-01-55                                                                      | CUSIP: 31427MLG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |        24946 | PA      | $24756.59     | 0.00%             | 2055-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KOREA (REPUBLIC OF)                                                             | KOREA TREASURY BOND KRW (B) 2.625% 06-10-35                                                        | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |   8000000000 | PA      | $4705921.07   | 0.05%             | 2035-06-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF SAUDI ARABIA                                                         | KSA IJARAH SUKUK LTD 144A LIFE 4.875% 09-09-35                                                     | CUSIP: 50116FAB8<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      3095000 | PA      | $3020487.88   | 0.03%             | 2035-09-09      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 RJ2312 09-01-54                                                                      | CUSIP: 3142GSSA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2452032 | PA      | $2516907.56   | 0.03%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 CB7104 09-01-53                                                                      | CUSIP: 3140QS3N9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     18809462 | PA      | $19100707.22  | 0.19%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 SD8505 02-01-55                                                                      | CUSIP: 3132DWNW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       402747 | PA      | $397581.85    | 0.00%             | 2055-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 DC8674 02-01-55                                                                      | CUSIP: 3140AWT82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1256642 | PA      | $1263662.03   | 0.01%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 SL0799 03-01-55                                                                      | CUSIP: 31427M3H2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |         1872 | PA      | $1848.57      | 0.00%             | 2055-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD8534 05-01-55                                                                      | CUSIP: 3132DWPT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       464700 | PA      | $473953.92    | 0.00%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KUWAIT STATE OF (GOVERNMENT)                                                    | KUWAIT INTERNATIONAL GOVERNMENT BOND 144A LIFE 4.652% 10-09-35                                     | CUSIP: 501499AF4<br>LEI: 2549005G75NMAK8TM233 | Long             | DBT              | NUSS              | KW        |       455000 | PA      | $437602.62    | 0.00%             | 2035-10-09      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 DA7283 01-01-54                                                                      | CUSIP: 3140A8CV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |         7793 | PA      | $8065.24      | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 RQ0015 06-01-55                                                                      | CUSIP: 3142J6AR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1012936 | PA      | $1047922.33   | 0.01%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 MA5761 07-01-55                                                                      | CUSIP: 31418FMK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3865729 | PA      | $3942710.77   | 0.04%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DD9889 07-01-55                                                                      | CUSIP: 3140BA7B6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       133963 | PA      | $136660.26    | 0.00%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 FA1162 04-01-55                                                                      | CUSIP: 3140W1JG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       118460 | PA      | $120818.89    | 0.00%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DD4459 04-01-55                                                                      | CUSIP: 3140B45V8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2550377 | PA      | $2601731.42   | 0.03%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 DB7783 08-01-54                                                                      | CUSIP: 3140AHUH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        23659 | PA      | $23835.74     | 0.00%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 FS6767 01-01-54                                                                      | CUSIP: 3140XNQV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       594850 | PA      | $623688.24    | 0.01%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QX8824 03-01-55                                                                      | CUSIP: 31426FYW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       147849 | PA      | $151389.60    | 0.00%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 MA5792 08-01-55                                                                      | CUSIP: 31418FNJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       542742 | PA      | $545774.21    | 0.01%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.5 RJ0326 11-01-53                                                                      | CUSIP: 3142GQLG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       457873 | PA      | $475191.82    | 0.00%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 FS8756 08-01-54                                                                      | CUSIP: 3140XQWS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1333952 | PA      | $1369245.44   | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                        | DISCOVERY GLOBAL HOLDINGS INC SR UNSEC 4.279% 03-15-32                                             | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      1553000 | PA      | $1376346.25   | 0.01%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QJ3296 08-01-54                                                                      | CUSIP: 3133CTUV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |        82266 | PA      | $84019.56     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 DC3459 09-01-54                                                                      | CUSIP: 3140AQZZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        78256 | PA      | $79828.57     | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 CC0859 08-01-55                                                                      | CUSIP: 3140Y65V8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       700993 | PA      | $710838.78    | 0.01%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 CC0879 08-01-55                                                                      | CUSIP: 3140Y66R6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       835855 | PA      | $861044.34    | 0.01%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.848% 06-04-25/11-15-26 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-937.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.5775% 10-31-25/10-24-35 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $14957.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.312% 10-31-25/11-06-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $15348.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX BRL 13.305% 10-31-25/01-02-35                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-33181.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP FWD PUR FROM USD 4/13/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-54977.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP FWD SALE TO USD 4/13/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $175928.71    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP FWD SALE TO USD 6/17/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $24761.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                        | DISCOVERY GLOBAL HOLDINGS INC SR UNSEC 4.054% 03-15-29                                             | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |       435000 | PA      | $421134.38    | 0.00%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                                                                   | WOLFSPEED INC 144A LIFE SR SEC 1ST LIEN PIK 13.875% 06-23-30                                       | CUSIP: 977852AK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       340288 | PA      | $372953.27    | 0.00%             | 2030-06-23      | Fixed         | 13.88%                | Yes           |                  2 | On Loan: No      |
| WYNN MACAU LTD                                                                  | WYNN MACAU LTD 144A LIFE SR UNSEC 6.75% 02-15-34                                                   | CUSIP: 98313RAL0<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | MO        |      5945000 | PA      | $5807218.68   | 0.06%             | 2034-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONAL LTD BERMUDA                                           | WEATHERFORD INTERNATIONAL LTD 144A LIFE SR UNSEC 6.75% 10-15-33                                    | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | US        |       405000 | PA      | $414079.70    | 0.00%             | 2033-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD6029 08-01-54                                                                      | CUSIP: 3132DTVW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2022426 | PA      | $2075935.85   | 0.02%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRICON RESIDENTIAL TRUST TCN_23-SFR1                                            | TCN 2023-SFR1 B 144A 5.1% 07-17-40                                                                 | CUSIP: 89616WAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1467000 | PA      | $1458196.53   | 0.01%             | 2040-07-17      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| WULF COMPUTE LLC                                                                | WULF COMPUTE LLC 144A LIFE SR SEC 1ST LIEN 7.75% 10-15-30                                          | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       520000 | PA      | $549803.80    | 0.01%             | 2030-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| WMG ACQUISITION CORP                                                            | WMG ACQUISITION CORP 144A LIFE SR SEC 1ST LIEN 3.875% 07-15-30                                     | CUSIP: 92933BAQ7<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |      1010000 | PA      | $950043.37    | 0.01%             | 2030-07-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS INC                                                    | WYNDHAM HOTELS & RESORTS INC 144A LIFE SR UNSEC 4.375% 08-15-28                                    | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |       830000 | PA      | $811279.35    | 0.01%             | 2028-08-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                            | WESTPAC BANKING CORP SUB 2.963% 11-16-40                                                           | CUSIP: 961214EQ2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |       400000 | PA      | $297488.80    | 0.00%             | 2040-11-16      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONAL LTD BERMUDA                                           | WEATHERFORD INTERNATIONAL LTD 144A LIFE SR UNSEC 8.625% 04-30-30                                   | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | US        |       226000 | PA      | $230468.70    | 0.00%             | 2030-04-30      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| WMG ACQUISITION CORP                                                            | WMG ACQUISITION CORP 144A LIFE SR SEC 1ST LIEN 3.75% 12-01-29                                      | CUSIP: 92933BAT1<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |       845000 | PA      | $804528.73    | 0.01%             | 2029-12-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| WARRIOR MET COAL INC                                                            | WARRIOR MET COAL INC 144A LIFE SR SEC 1ST LIEN 7.875% 12-01-28                                     | CUSIP: 93627CAB7<br>LEI: 549300152B1S9YKBYV79 | Long             | DBT              | CORP              | US        |       152000 | PA      | $153890.12    | 0.00%             | 2028-12-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                | WELLS FARGO & CO SR UNSEC 4.611% 04-25-53/52                                                       | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      1283000 | PA      | $1064721.93   | 0.01%             | 2053-04-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-3                                                | TPMT 2024-3 A1A 144A FRN 07-25-65                                                                  | CUSIP: 89183FAP3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       878038 | PA      | $874500.13    | 0.01%             | 2065-07-25      | Variable      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| TCN 2024-SFR4                                                                   | TCN 2024-SFR4 A 144A 4.3% 11-17-41                                                                 | CUSIP: 895975AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3192374 | PA      | $3130282.76   | 0.03%             | 2041-11-17      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCL 2.0 UMBS TBA 04-01-56                                                                         | CUSIP: 01F020646<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     43203468 | PA      | $34809163.78  | 0.36%             | 2056-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCL 2.5 UMBS TBA 04-01-56                                                                         | CUSIP: 01F022642<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       528173 | PA      | $444160.75    | 0.00%             | 2056-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                                        | WYNN RESORTS FINANCE LLC 144A LIFE SR UNSEC 7.125% 02-15-31                                        | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       657000 | PA      | $689058.32    | 0.01%             | 2031-02-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| XIAOMI BEST TIME INTERNATIONAL LTD                                              | XIAOMI BEST TIME INTERNATIONAL LTD REG S SR UNSEC 4.1% 07-14-51                                    | CUSIP: N/A<br>LEI: 254900IGJCVEY8WNJT74       | Long             | DBT              | CORP              | HK        |       200000 | PA      | $153839.00    | 0.00%             | 2051-07-14      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                         | NEW FORTRESS ENERGY INC CL A (DRS)                                                                 | CUSIP: 644393100<br>LEI: 254900EICTYTCHA5X705 | Long             | EC               | CORP              | US        |        35169 | NS      | $20749.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AGENCE FRANCAISE DE DEVELOPPEMENT                                               | AGENCE FRANCAISE DE DEVELOPPEMENT 2.75% 09-30-30                                                   | CUSIP: N/A<br>LEI: 9695008K5N8MKIT4XJ91       | Long             | DBT              | USGA              | FR        |      3000000 | PA      | $3382986.88   | 0.03%             | 2030-09-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP                                                    | ANTERO MIDSTREAM PARTNERS LP 144A LIFE SR UNSEC 5.75% 07-01-34                                     | CUSIP: 03690AAN6<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |       280000 | PA      | $276108.56    | 0.00%             | 2034-07-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| ASURION LLC                                                                     | ASURION LLC 144A LIFE SR SEC 1ST LIEN 8.0% 12-31-32                                                | CUSIP: 045941AA9<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |       275000 | PA      | $285529.20    | 0.00%             | 2032-12-31      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| ARCHROCK SERVICES LP                                                            | ARCHROCK SERVICES LP 144A LIFE SR UNSEC 6.0% 02-01-34                                              | CUSIP: 03958CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       505000 | PA      | $500358.04    | 0.01%             | 2034-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_23-2                                       | AESOP 2023-2A A 144A 5.2% 10-20-27                                                                 | CUSIP: 05377RGJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11562000 | PA      | $11600686.45  | 0.12%             | 2027-10-20      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_23-6                                       | AESOP 2023-6A A 144A 5.81% 12-20-29                                                                | CUSIP: 05377RHG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6513000 | PA      | $6720113.40   | 0.07%             | 2029-12-20      | Fixed         | 5.81%                 | Yes           |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                                                        | AZULE ENERGY FINANCE PLC REG S SR UNSEC 8.25% 01-22-31                                             | CUSIP: N/A<br>LEI: 2138006X6O82RJSQDB63       | Long             | DBT              | CORP              | GB        |      3000000 | PA      | $3033000.00   | 0.03%             | 2031-01-22      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD SALE TO USD 4/13/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $549.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD SALE TO GBP 4/28/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-300278.87   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD SALE TO USD 6/17/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $21012.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLEG 2019-1A                                                                   | ALLEG 2019-1A ARR CLO 144A FRN 04-20-32                                                            | CUSIP: 01750FAS5<br>LEI: 254900MQVJ2U7KN3HP03 | Long             | ABS-O            | CORP              | KY        |      1408684 | PA      | $1409190.77   | 0.01%             | 2032-04-20      | Variable      | 4.80%                 | Yes           |                  2 | On Loan: No      |
| E.ON SE                                                                         | E.ON SE EUR REG S SR UNSEC (B) 1.625% 03-29-31                                                     | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |      5260000 | PA      | $5589741.49   | 0.06%             | 2031-03-29      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCL 3.5 UMBS TBA 04-01-56                                                                         | CUSIP: 01F032641<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    106873301 | PA      | $97989778.47  | 1.00%             | 2056-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCL 4.0 UMBS TBA 04-01-56                                                                         | CUSIP: 01F040644<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     33805718 | PA      | $31904416.81  | 0.33%             | 2056-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                               | ITALY BUONI POLIENNALI DEL TESORO EUR 144A LIFE/REG S 3.5% 02-15-31                                | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |       650000 | PA      | $759062.71    | 0.01%             | 2031-02-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF IRELAND                                                             | IRELAND GOVERNMENT BOND EUR REG S 2.6% 10-18-34                                                    | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |      3840000 | PA      | $4270876.50   | 0.04%             | 2034-10-18      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                                 | PERMIAN RESOURCES OPERATING LLC 144A LIFE SR UNSEC 8.0% 04-15-27                                   | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |       225000 | PA      | $225317.93    | 0.00%             | 2027-04-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                            | EDISON INTERNATIONAL SR UNSEC 6.95% 11-15-29                                                       | CUSIP: 281020AW7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      1508000 | PA      | $1591835.75   | 0.02%             | 2029-11-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                          | COLOMBIAN TES COP 13.25% 02-09-33                                                                  | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |   2400400000 | PA      | $647611.08    | 0.01%             | 2033-02-09      | Fixed         | 13.25%                | No            |                  2 | On Loan: No      |
| CANADA (GOVERNMENT OF)                                                          | CANADIAN GOVERNMENT BOND CAD 2.75% 12-01-55                                                        | CUSIP: 135087P99<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      1000000 | PA      | $575758.97    | 0.01%             | 2055-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                                          | CHINA GOVT BOND CNY 3.19% 04-15-53                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     57240000 | PA      | $9657014.90   | 0.10%             | 2053-04-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.678% 11-13-25/11-15-35 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $5848.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD SALE TO USD 4/24/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $2049.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP FWD PUR FROM USD 6/17/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-113675.55   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP FWD PUR FROM USD 4/15/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-558130.63   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP FWD PUR FROM USD 4/14/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-314578.67   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCL 4.5 UMBS TBA 04-01-56                                                                         | CUSIP: 01F042640<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     18370068 | PA      | $17731524.44  | 0.18%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCL 4.0 UMBS TBA 05-01-56                                                                         | CUSIP: 01F040651<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     45327016 | PA      | $42740565.81  | 0.44%             | 2056-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                               | ITALY BUONI POLIENNALI DEL TESORO EUR REG S (B) 3.35% 07-01-29                                     | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      6440000 | PA      | $7513123.52   | 0.08%             | 2029-07-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                               | ITALY BUONI POLIENNALI DEL TESORO EUR REG S (B) 3.45% 07-15-31                                     | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |       780000 | PA      | $907618.80    | 0.01%             | 2031-07-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                         | INDONESIA GOVERNMENT INTERNATIONAL BOND JPY REG S 0.99% 05-27-27                                   | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |   1900000000 | PA      | $11876134.34  | 0.12%             | 2027-05-27      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                         | INDONESIA GOVERNMENT INTERNATIONAL BOND JPY REG S 1.33% 05-25-29                                   | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |   2000000000 | PA      | $12225096.88  | 0.12%             | 2029-05-25      | Fixed         | 1.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP FWD PUR FROM USD 4/13/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-1835.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP FWD SALE TO USD 4/22/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $86465.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                         | INDONESIA TREASURY BOND IDR 6.75% 07-15-35                                                         | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |   7869000000 | PA      | $460717.00    | 0.00%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                               | ITALY BUONI POLIENNALI DEL TESORO EUR 144A LIFE/REG S 4.3% 10-01-54                                | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     35710000 | PA      | $39639948.41  | 0.40%             | 2054-10-01      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                               | ITALY BUONI POLIENNALI DEL TESORO EUR 144A LIFE/REG S 3.15% 11-15-31                               | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |       130000 | PA      | $148667.74    | 0.00%             | 2031-11-15      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                               | ITALY BUONI POLIENNALI DEL TESORO EUR 144A LIFE/REG S (B) 3.65% 08-01-35                           | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     26990000 | PA      | $30769032.31  | 0.31%             | 2035-08-01      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.404% 11-13-25/11-15-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $5201.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.281% 11-25-25/12-24-27 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $20748.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.28% 12-01-25/12-01-27 LCH                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $186348.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.309% 01-08-26/01-24-28 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $35362.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 4.1535% 01-13-26/01-24-46 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $238.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.8055% 01-13-26/01-24-36 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $3818.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP FWD PUR FROM USD 4/22/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-213048.52   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP FWD SALE TO USD 4/27/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $8577.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP FWD SALE TO USD 4/1/2026                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-468.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP FWD SALE TO USD 5/8/2026                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-18587.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                               | ITALY BUONI POLIENNALI DEL TESORO EUR 144A LIFE/REG S 4.1% 04-30-46                                | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      1015000 | PA      | $1127662.21   | 0.01%             | 2046-04-30      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF IRELAND                                                             | IRELAND GOVERNMENT BOND EUR REG S 3.15% 10-18-55                                                   | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |      1060000 | PA      | $1105364.10   | 0.01%             | 2055-10-18      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                               | ITALY BUONI POLIENNALI DEL TESORO EUR 144A LIFE/REG S 3.85% 10-01-40                               | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     15030000 | PA      | $16707252.79  | 0.17%             | 2040-10-01      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                               | ITALY BUONI POLIENNALI DEL TESORO EUR REG S (B) 2.95% 07-01-30                                     | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |       620000 | PA      | $710252.61    | 0.01%             | 2030-07-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP FWD PUR FROM USD 4/1/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $18898.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP FWD PUR FROM USD 5/8/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $461.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCL 2.5 UMBS TBA 05-01-56                                                                         | CUSIP: 01F022659<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       156827 | PA      | $131814.35    | 0.00%             | 2056-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCL 2.0 UMBS TBA 05-01-56                                                                         | CUSIP: 01F020653<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     41836532 | PA      | $33689829.63  | 0.34%             | 2056-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                               | ITALY BUONI POLIENNALI DEL TESORO EUR REG S (B) 2.65% 06-15-28                                     | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      1140000 | PA      | $1310734.12   | 0.01%             | 2028-06-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                               | ITALY BUONI POLIENNALI DEL TESORO EUR REG S (B) 3.6% 10-01-35                                      | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |       180000 | PA      | $204051.10    | 0.00%             | 2035-10-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | HUF FWD SALE TO USD 4/7/2026                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $13728.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | HUF FWD PUR FROM EUR 4/7/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $16479.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.496% 01-13-26/01-24-31 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $4081.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.507% 01-14-26/01-14-31 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $877339.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.825% 01-14-26/01-14-36 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $278928.30    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX BRL 13.022% 01-12-26/01-02-30                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | FR        |            1 | NC      | $-76759.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX BRL 12.931% 01-26-26/01-02-29                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |            1 | NC      | $-16728.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS RECFIX BRL 13.03% 01-27-26/01-02-31                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | FR        |            1 | NC      | $-1199794.70  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD SALE TO NOK 4/20/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-209521.52   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD PUR FROM USD 4/2/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $1895.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD PUR FROM USD 4/1/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $980.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD SALE TO USD 4/13/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-1769.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD PUR FROM USD 4/2/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $588.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD PUR FROM USD 4/2/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $1633.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD SALE TO USD 4/20/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $872.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                               | ITALY BUONI POLIENNALI DEL TESORO EUR 144A LIFE/REG S 2.7% 10-01-30                                | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      1095000 | PA      | $1238513.78   | 0.01%             | 2030-10-01      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                               | ITALY BUONI POLIENNALI DEL TESORO EUR 144A LIFE/REG S 3.25% 11-15-32                               | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     18965000 | PA      | $21587172.00  | 0.22%             | 2032-11-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | HUF FWD PUR FROM EUR 4/7/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $34153.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | HUF FWD SALE TO USD 4/15/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-805243.05   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                                          | COMSTOCK RESOURCES INC 144A LIFE SR UNSEC 6.75% 03-01-29                                           | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |       535000 | PA      | $528487.98    | 0.01%             | 2029-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                               | ITALY BUONI POLIENNALI DEL TESORO EUR 144A LIFE/REG S 4.65% 10-01-55                               | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |       600000 | PA      | $701430.58    | 0.01%             | 2055-10-01      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                         | INDONESIA TREASURY BOND IDR 9.0% 03-15-29                                                          | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 170772000000 | PA      | $10753295.14  | 0.11%             | 2029-03-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                            | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 3.9% 06-01-52                                 | CUSIP: 161175CA0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     10485000 | PA      | $6681199.28   | 0.07%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP DIVERSIFIED HOLDINGS LLC                                          | COMPASS GROUP DIVERSIFIED HOLDINGS LLC 144A LIFE SR UNSEC 5.25% 04-15-29                           | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |       941873 | PA      | $876977.01    | 0.01%             | 2029-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                           | JAPAN GOVERNMENT TWENTY YEAR BOND JPY 1.2% 03-20-35                                                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    361650000 | PA      | $2086110.14   | 0.02%             | 2035-03-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                           | JAPAN GOVERNMENT THIRTY YEAR BOND JPY 0.6% 12-20-46                                                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   7611850000 | PA      | $28422433.51  | 0.29%             | 2046-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                           | JAPAN GOVERNMENT TEN YEAR BOND JPY 0.1% 03-20-27                                                   | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   2907900000 | PA      | $18147509.38  | 0.19%             | 2027-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CENTRAL GARDEN & PET CO                                                         | CENTRAL GARDEN & PET CO 144A LIFE SR UNSEC 4.125% 04-30-31                                         | CUSIP: 153527AP1<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |       300000 | PA      | $279785.10    | 0.00%             | 2031-04-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                | CCO HOLDINGS LLC 144A SR UNSEC 4.5% 06-01-33                                                       | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1666000 | PA      | $1451642.44   | 0.01%             | 2033-06-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CK HUTCHISON INTERNATIONAL 21 LTD                                               | CK HUTCHISON INTERNATIONAL 21 LTD REG S SR UNSEC 3.125% 04-15-41                                   | CUSIP: N/A<br>LEI: 254900E16YL0NL5TFN79       | Long             | DBT              | CORP              | KY        |       400000 | PA      | $303562.00    | 0.00%             | 2041-04-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                | CCO HOLDINGS LLC SR UNSEC 4.5% 05-01-32                                                            | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       301000 | PA      | $269149.69    | 0.00%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                              | CLEAR CHANNEL OUTDOOR HOLDINGS INC 144A LIFE SR UNSEC 7.5% 06-01-29                                | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |        25000 | PA      | $25119.88     | 0.00%             | 2029-06-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                                          | COMSTOCK RESOURCES INC 144A LIFE SR UNSEC 5.875% 01-15-30                                          | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |       340000 | PA      | $329412.06    | 0.00%             | 2030-01-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                        | CONSTELLATION BRANDS INC SR UNSEC 2.25% 08-01-31                                                   | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |      1859000 | PA      | $1640376.02   | 0.02%             | 2031-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                | CCO HOLDINGS LLC 144A SR UNSEC 4.25% 01-15-34                                                      | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2512000 | PA      | $2151337.09   | 0.02%             | 2034-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CLARIVATE SCIENCE HOLDINGS CORP                                                 | CLARIVATE SCIENCE HOLDINGS CORP 144A LIFE SR UNSEC 4.875% 07-01-29                                 | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       275000 | PA      | $238950.53    | 0.00%             | 2029-07-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| CHINA OIL AND GAS GROUP LTD                                                     | CHINA OIL & GAS GROUP LTD REG S SR SEC 1ST LIEN 4.7% 06-30-26                                      | CUSIP: N/A<br>LEI: 52990063CVI7GDV4JZ06       | Long             | DBT              | CORP              | HK        |      8131000 | PA      | $8111997.85   | 0.08%             | 2026-06-30      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP EUR SR UNSEC 0.0% 09-14-26                                                            | CUSIP: 20030NDX6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      3325000 | PA      | $3802959.12   | 0.04%             | 2026-09-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP EUR SR UNSEC 0.25% 09-14-29                                                           | CUSIP: 20030NDY4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     10395000 | PA      | $10798451.81  | 0.11%             | 2029-09-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                                             | COINBASE GLOBAL INC 144A LIFE SR UNSEC 3.375% 10-01-28                                             | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |      1450000 | PA      | $1358460.05   | 0.01%             | 2028-10-01      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                                             | COINBASE GLOBAL INC 144A LIFE SR UNSEC 3.625% 10-01-31                                             | CUSIP: 19260QAD9<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |      1085000 | PA      | $918107.47    | 0.01%             | 2031-10-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| CANPACK SA                                                                      | CANPACK SA 144A LIFE SR UNSEC 3.875% 11-15-29                                                      | CUSIP: 13806CAA0<br>LEI: 259400TS8W5E4ILGVP08 | Long             | DBT              | CORP              | PL        |       255000 | PA      | $239593.16    | 0.00%             | 2029-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| COMPASS GROUP DIVERSIFIED HOLDINGS LLC                                          | COMPASS GROUP DIVERSIFIED HOLDINGS LLC 144A LIFE SR UNSEC 5.0% 01-15-32                            | CUSIP: 20451RAC6<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |       293370 | PA      | $255263.29    | 0.00%             | 2032-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                     | CANADIAN PACIFIC RAILWAY CO SR UNSEC 3.0% 12-02-41                                                 | CUSIP: 13645RBG8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |       540000 | PA      | $397236.96    | 0.00%             | 2041-12-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                   | TRANSDIGM INC SUB 4.625% 01-15-29                                                                  | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       260000 | PA      | $255621.34    | 0.00%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                  | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 5.125% 05-09-29                            | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |       920000 | PA      | $917612.60    | 0.01%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                                        | CLOUD SOFTWARE GROUP INC 144A LIFE SR SEC 1ST LIEN 6.5% 03-31-29                                   | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |       275000 | PA      | $268552.63    | 0.00%             | 2029-03-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                           | TENET HEALTHCARE CORP SR SEC 1ST LIEN 5.125% 11-01-27                                              | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |       330000 | PA      | $329878.23    | 0.00%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TMS ISSUER SARL                                                                 | TMS ISSUER SARL SUKUK REG S SR UNSEC SF 5.78% 08-23-32                                             | CUSIP: N/A<br>LEI: 21380092DY1X4BHPMA32       | Long             | DBT              | CORP              | LU        |     11700000 | PA      | $11882882.70  | 0.12%             | 2032-08-23      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| TRIDENT TPI HOLDINGS INC                                                        | TRIDENT TPI HOLDINGS INC 144A LIFE SR UNSEC 12.75% 12-31-28                                        | CUSIP: 89616RAC3<br>LEI: 549300TPLK304J3RNC85 | Long             | DBT              | CORP              | US        |       500000 | PA      | $487337.00    | 0.00%             | 2028-12-31      | Fixed         | 12.75%                | Yes           |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                         | TALEN ENERGY SUPPLY LLC 144A LIFE SR SEC 1ST LIEN 8.625% 06-01-30                                  | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |      1270000 | PA      | $1332911.99   | 0.01%             | 2030-06-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                   | TRANSDIGM INC 144A LIFE SR SEC 1ST LIEN 6.875% 12-15-30                                            | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       135000 | PA      | $138414.56    | 0.00%             | 2030-12-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| TRANSOCEAN INTERNATIONAL LTD                                                    | TRANSOCEAN INTERNATIONAL LTD 144A LIFE SR SEC 1ST LIEN SF 8.75% 02-15-30                           | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |       259000 | PA      | $270166.27    | 0.00%             | 2030-02-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| TRANSOCEAN AQUILA LTD                                                           | TRANSOCEAN AQUILA LTD 144A LIFE SR SEC 1ST LIEN SF 8.0% 09-30-28                                   | CUSIP: 893790AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        54231 | PA      | $55765.28     | 0.00%             | 2028-09-30      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| UKG INC                                                                         | UKG INC 144A LIFE SR UNSEC 6.875% 02-01-31                                                         | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |       307000 | PA      | $300298.19    | 0.00%             | 2031-02-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA) INC                                              | UNITED RENTALS NORTH AMERICA INC 144A LIFE SR UNSEC 6.125% 03-15-34                                | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |       100000 | PA      | $101383.70    | 0.00%             | 2034-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| UNIVERSAL ENTERTAINMENT CORP                                                    | UNIVERSAL ENTERTAINMENT CORP 144A LIFE SR SEC 1ST LIEN 9.875% 08-01-29                             | CUSIP: 91349WAC2<br>LEI: 353800BBJTHSMSQ31V91 | Long             | DBT              | CORP              | JP        |       400000 | PA      | $387516.40    | 0.00%             | 2029-08-01      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC SR UNSEC 5.625% 07-15-54                                                    | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      5493000 | PA      | $5239047.62   | 0.05%             | 2054-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC SR UNSEC 5.15% 07-15-34                                                     | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      1917000 | PA      | $1934070.89   | 0.02%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | UNION PACIFIC CORP SR UNSEC 5.1% 02-20-35                                                          | CUSIP: 907818GG7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      4762000 | PA      | $4848982.69   | 0.05%             | 2035-02-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| UNISYS CORP                                                                     | UNISYS CORP 144A LIFE SR SEC 1ST LIEN 10.625% 01-15-31                                             | CUSIP: 909214BX5<br>LEI: 549300T21W22FIJJOW08 | Long             | DBT              | CORP              | US        |       406000 | PA      | $349643.14    | 0.00%             | 2031-01-15      | Fixed         | 10.62%                | Yes           |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC SR UNSEC 5.95% 06-15-55                                                     | CUSIP: 91324PFR8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      3725000 | PA      | $3755355.03   | 0.04%             | 2055-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC SR UNSEC 5.3% 06-15-35                                                      | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     12100000 | PA      | $12349562.50  | 0.13%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                   | DEUTSCHLAND REP EUR REG S (B) 0.0% 10-09-26                                                        | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      1500000 | PA      | $1713264.45   | 0.02%             | 2026-10-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GABON REPUBLIC OF (GOVERNMENT)                                                  | GABON GOVERNMENT INTERNATIONAL BOND 144A LIFE SF 7.0% 11-24-31                                     | CUSIP: 362420AE1<br>LEI: 213800XA7X746GRPXA35 | Long             | DBT              | NUSS              | GA        |       240000 | PA      | $198725.76    | 0.00%             | 2031-11-24      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                   | BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE EUR REG S (B) 0.0% 02-15-32                               | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      1470000 | PA      | $1447874.05   | 0.01%             | 2032-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| THAILAND (KINGDOM OF)                                                           | THAILAND GVT THB BOND 2.875% 06-17-46                                                              | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |      8967000 | PA      | $261623.05    | 0.00%             | 2046-06-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                          | COLOMBIAN TES COP 7.0% 06-30-32                                                                    | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |    643700000 | PA      | $129062.93    | 0.00%             | 2032-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TURKEY (REPUBLIC OF)                                                            | TURKIYE GOVERNMENT INTERNATIONAL BOND 6.0% 01-14-41                                                | CUSIP: 900123BJ8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      2240000 | PA      | $1863263.36   | 0.02%             | 2041-01-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.5% 04-15-27                                                          | CUSIP: 91282CKJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1547000 | PA      | $1559055.77   | 0.02%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.875% 04-30-26                                                        | CUSIP: 91282CKK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     28654900 | PA      | $28682325.60  | 0.29%             | 2026-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.625% 04-30-29                                                        | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     48511900 | PA      | $49618577.72  | 0.51%             | 2029-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.375% 05-15-34                                                        | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     32438500 | PA      | $32781890.72  | 0.33%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.625% 05-15-54                                                        | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     24131400 | PA      | $23004012.36  | 0.23%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.5% 05-31-29                                                          | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1450000 | PA      | $1478320.24   | 0.02%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.25% 06-30-29                                                         | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       423600 | PA      | $428895.00    | 0.00%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.375% 07-15-27                                                        | CUSIP: 91282CKZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1096000 | PA      | $1103706.20   | 0.01%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.375% 07-31-26                                                        | CUSIP: 91282CLB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1900000 | PA      | $1904341.88   | 0.02%             | 2026-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.875% 08-15-34                                                        | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3369500 | PA      | $3284077.78   | 0.03%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                                   | BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE EUR REG S (B) 2.5% 07-04-44                               | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |        90000 | PA      | $91424.31     | 0.00%             | 2044-07-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                            | BOSTON PROPERTIES LP SR UNSEC 6.5% 01-15-34                                                        | CUSIP: 10112RBH6<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |      1276000 | PA      | $1337716.29   | 0.01%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BBVA MEXICO SA INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO BBVA MEXICO/TX    | BBVA BANCOMER SA REG S SUB (H) 8.45% 06-29-38/33                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     15052000 | PA      | $16195199.40  | 0.17%             | 2038-06-29      | Variable      | 8.45%                 | Yes           |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP SR UNSEC 7.079% 08-02-43                                                          | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      2250000 | PA      | $2475051.75   | 0.03%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.25% 08-15-54                                                         | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       625700 | PA      | $560245.90    | 0.01%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.375% 09-15-27                                                        | CUSIP: 91282CLL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1500000 | PA      | $1490548.20   | 0.02%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TURKEY (REPUBLIC OF)                                                            | TURKIYE GOVERNMENT BOND TRY 36.0% 08-12-26                                                         | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |     73835000 | PA      | $1633831.87   | 0.02%             | 2026-08-12      | Fixed         | 36.00%                | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.125% 10-31-31                                                        | CUSIP: 91282CLU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       768200 | PA      | $772431.09    | 0.01%             | 2031-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.125% 10-31-26                                                        | CUSIP: 91282CLS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     19900000 | PA      | $19936534.41  | 0.20%             | 2026-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.125% 10-31-29                                                        | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     18228000 | PA      | $18380375.14  | 0.19%             | 2029-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.25% 11-15-34                                                         | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     11184800 | PA      | $11183052.93  | 0.11%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.5% 11-15-54                                                          | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       222300 | PA      | $207642.09    | 0.00%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TURKEY (REPUBLIC OF)                                                            | TURKIYE GOVERNMENT BOND TRY FRN 06-16-27                                                           | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |     36680000 | PA      | $827849.37    | 0.01%             | 2027-06-16      | Variable      | 39.40%                | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.125% 11-30-31                                                        | CUSIP: 91282CLZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2270000 | PA      | $2281616.04   | 0.02%             | 2031-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP SR UNSEC 6.421% 08-02-33                                                          | CUSIP: 054989AB4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |       288000 | PA      | $312467.04    | 0.00%             | 2033-08-02      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                                            | BANCO DE SABADELL SA EUR REG S SR NON PREF (B) 5.5% 09-08-29/28                                    | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |      5000000 | PA      | $6045488.52   | 0.06%             | 2029-09-08      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| TREEHOUSE FOODS INC                                                             | TREEHOUSE FOODS INC TL-B 1ST LIEN (TSFR1M+425) (FLR 0.0) FRN 02-11-33                              | CUSIP: 89468XAX3<br>LEI: 5493007M7EVHE470Q576 | Long             | LON              | CORP              | US        |       660000 | PA      | $658350.00    | 0.01%             | 2033-02-11      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| UNITED NATURAL FOODS INC                                                        | UNITED NATURAL FOODS INC TL-B 1ST LIEN (TSFR3M+475)(FLR 0.0) FRN 05-01-31                          | CUSIP: 91116KAD7<br>LEI: 549300GKGW6WPZ282D40 | Long             | LON              | CORP              | US        |       594725 | PA      | $598813.59    | 0.01%             | 2031-05-01      | Variable      | 8.42%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                                  | BRASKEM NETHERLANDS FINANCE BV REG S SR UNSEC 8.5% 01-12-31                                        | CUSIP: N/A<br>LEI: 2549000TLMHFQ74DS330       | Long             | DBT              | CORP              | NL        |     21382000 | PA      | $10156450.00  | 0.10%             | 2031-01-12      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                                  | BRASKEM NETHERLANDS FINANCE BV 144A LIFE SR UNSEC 8.5% 01-12-31                                    | CUSIP: 10554TAH8<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |      3035000 | PA      | $1441625.00   | 0.01%             | 2031-01-12      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| B&G FOODS INC                                                                   | B&G FOODS INC 144A LIFE SR SEC 1ST LIEN 8.0% 09-15-28                                              | CUSIP: 05508WAC9<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |       625000 | PA      | $616222.50    | 0.01%             | 2028-09-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE SA 144A LIFE SR NON PREF 6.714% 10-19-29/28                                                   | CUSIP: 05571AAR6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      3000000 | PA      | $3138774.00   | 0.03%             | 2029-10-19      | Variable      | 6.71%                 | Yes           |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FINANCE SA                                                  | CONSOLIDATED ENERGY FINANCE SA 144A LIFE SR UNSEC 12.0% 02-15-31                                   | CUSIP: 20914UAH9<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |       800000 | PA      | $789000.00    | 0.01%             | 2031-02-15      | Fixed         | 12.00%                | Yes           |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                              | CNX RESOURCES CORP 144A LIFE SR UNSEC 7.25% 03-01-32                                               | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |       985000 | PA      | $1015614.79   | 0.01%             | 2032-03-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 SD8447 07-01-54                                                                      | CUSIP: 3132DWL43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      4393183 | PA      | $4482970.40   | 0.05%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 MA5421 07-01-54                                                                      | CUSIP: 31418FAX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      7161826 | PA      | $7304446.55   | 0.07%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 BU4699 07-01-54                                                                      | CUSIP: 3140M6GH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      6094169 | PA      | $6167365.92   | 0.06%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.0 BU4700 07-01-54                                                                      | CUSIP: 3140M6GJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4365160 | PA      | $4480976.49   | 0.05%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 QI8872 07-01-54                                                                      | CUSIP: 3133WF2D8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      3172373 | PA      | $3210472.77   | 0.03%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 6.0 QI8874 07-01-54                                                                      | CUSIP: 3133WF2F3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       699170 | PA      | $717474.58    | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                          | CHUBB INA HOLDINGS LLC SR UNSEC 5.0% 03-15-34                                                      | CUSIP: 171239AK2<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |      5902000 | PA      | $5937152.31   | 0.06%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                            | CLEVELAND-CLIFFS INC 144A LIFE SR UNSEC 7.0% 03-15-32                                              | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |       500000 | PA      | $484401.00    | 0.00%             | 2032-03-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| CAIXABANK SA                                                                    | CAIXABANK SA 144A LIFE SR NON PREF 5.673% 03-15-30/29                                              | CUSIP: 12803RAG9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      1584000 | PA      | $1627818.19   | 0.02%             | 2030-03-15      | Variable      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE LLC                                                     | CRESCENT ENERGY FINANCE LLC 144A LIFE SR UNSEC 7.625% 04-01-32                                     | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      1005000 | PA      | $1020455.90   | 0.01%             | 2032-04-01      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP INC                                                    | CITIZENS FINANCIAL GROUP INC SR UNSEC 6.645% 04-25-35/34                                           | CUSIP: 174610BG9<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |      2187000 | PA      | $2345017.31   | 0.02%             | 2035-04-25      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON INTERNATIONAL 24 LTD                                               | CK HUTCHISON INTERNATIONAL 24 LTD 144A LIFE SR UNSEC 5.5% 04-26-34                                 | CUSIP: 17887UAB1<br>LEI: 254900GAYV1MAUETUO84 | Long             | DBT              | CORP              | HK        |       400000 | PA      | $413833.20    | 0.00%             | 2034-04-26      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| COUGAR JV SUBSIDIARY LLC                                                        | COUGAR JV SUBSIDIARY LLC 144A LIFE SR UNSEC 8.0% 05-15-32                                          | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       210000 | PA      | $217290.99    | 0.00%             | 2032-05-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP SR UNSEC 5.55% 06-01-31                                                            | CUSIP: 126650EC0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      3850000 | PA      | $3973219.25   | 0.04%             | 2031-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                                | CHS 144A SR SEC 1ST LIEN 6.0% 01-15-29                                                             | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |       300000 | PA      | $296881.50    | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                              | CLEAR CHANNEL OUTDOOR HOLDINGS INC 144A LIFE SR UNSEC 7.75% 04-15-28                               | CUSIP: 18453HAC0<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |       325000 | PA      | $326764.75    | 0.00%             | 2028-04-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                            | CLEVELAND-CLIFFS INC 144A LIFE SR UNSEC 4.875% 03-01-31                                            | CUSIP: 185899AL5<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |       443000 | PA      | $398338.07    | 0.00%             | 2031-03-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                       | CAESARS ENTERTAINMENT INC 144A LIFE SR SEC 1ST LIEN 6.5% 02-15-32                                  | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |       315000 | PA      | $311584.77    | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                 | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 5.6% 06-18-31                                             | CUSIP: 37045XEY8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |       800000 | PA      | $819029.60    | 0.01%             | 2031-06-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDCO SARL                                                  | GREENSAIF PIPELINES BIDCO SARL 144A LIFE SR SEC 1ST LIEN SF 5.8528% 02-23-36                       | CUSIP: 39541EAD5<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |     13810000 | PA      | $13874741.28  | 0.14%             | 2036-02-23      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                                           | HILTON DOMESTIC OPERATING CO INC 144A LIFE SR UNSEC 5.5% 03-31-34                                  | CUSIP: 432833AT8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |       140000 | PA      | $136886.68    | 0.00%             | 2034-03-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                               | HERC HOLDINGS INC 144A LIFE SR UNSEC 6.0% 03-15-34                                                 | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |       570000 | PA      | $551636.88    | 0.01%             | 2034-03-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| HUTCHISON WHAMPOA INTERNATIONAL (03/33) LTD                                     | HUTCHISON WHAMPOA INTERNATIONAL 03 REG S SR UNSEC 7.45% 11-24-33                                   | CUSIP: N/A<br>LEI: 254900B7MU61GFDN5511       | Long             | DBT              | CORP              | KY        |       200000 | PA      | $231563.40    | 0.00%             | 2033-11-24      | Fixed         | 7.45%                 | Yes           |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                               | LYB INTERNATIONAL FINANCE III LLC SR UNSEC 5.5% 03-01-34                                           | CUSIP: 50249AAM5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |       203000 | PA      | $201874.77    | 0.00%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                        | LLOYDS BANKING GROUP PLC EUR REG S SR UNSEC (B) 3.875% 05-14-32/31                                 | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |       438000 | PA      | $508886.76    | 0.01%             | 2032-05-14      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| LG ENERGY SOLUTION LTD                                                          | LG ENERGY SOLUTION LTD REG S SR UNSEC 5.5% 07-02-34                                                | CUSIP: N/A<br>LEI: 988400QX6P286XA6ZS85       | Long             | DBT              | CORP              | KR        |       200000 | PA      | $198126.40    | 0.00%             | 2034-07-02      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| LIMAK CIMENTO SANAYI VE TICARET AS                                              | LIMAK CIMENTO SANAYI VE TICARET AS REG S SR UNSEC 9.75% 07-25-29                                   | CUSIP: N/A<br>LEI: 789000EEUQIGHI88WH47       | Long             | DBT              | CORP              | TR        |      3102000 | PA      | $3064245.56   | 0.03%             | 2029-07-25      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| LONG RIDGE ENERGY LLC                                                           | LONG RIDGE ENERGY LLC 144A LIFE SR SEC 1ST LIEN 8.75% 02-15-32                                     | CUSIP: 54288CAA1<br>LEI: 984500764EC9AZ2FC764 | Long             | DBT              | CORP              | US        |       310000 | PA      | $325459.08    | 0.00%             | 2032-02-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| LG ENERGY SOLUTION LTD                                                          | LG ENERGY SOLUTION LTD 144A LIFE SR UNSEC 5.25% 04-02-28                                           | CUSIP: 50205MAF6<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |       200000 | PA      | $201601.20    | 0.00%             | 2028-04-02      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR_20-DNA5                                     | STACR 2020-DNA5 B2 144A FRN 10-25-50                                                               | CUSIP: 35566ABE8<br>LEI: 5493000ITF7RKPWPZQ19 | Long             | ABS-CBDO         | CORP              | US        |      8870000 | PA      | $12200223.76  | 0.12%             | 2050-10-25      | Variable      | 15.18%                | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.0 SD8341 07-01-53                                                                      | CUSIP: 3132DWHS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |        96824 | PA      | $95880.34     | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 RA6114 02-01-52                                                                      | CUSIP: 3133KMYK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      3830104 | PA      | $3094562.92   | 0.03%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                     | MEXICO GOVERNMENT INTERNATIONAL BOND EUR 4.875% 05-16-36                                           | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |      1130000 | PA      | $1274220.51   | 0.01%             | 2036-05-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY SR UNSEC 4.493% 01-16-32/31                                                         | CUSIP: 61748UAS1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      1180000 | PA      | $1160500.50   | 0.01%             | 2032-01-16      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| MA'ADEN SUKUK LTD                                                               | MA'ADEN SUKUK LTD 144A LIFE SR UNSEC 5.25% 01-29-36                                                | CUSIP: 55407NAD4<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | CORP              | KY        |      5159000 | PA      | $5020764.60   | 0.05%             | 2036-01-29      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                                  | MARSH & MCLENNAN COS INC SR UNSEC 4.95% 03-15-36                                                   | CUSIP: 571748CF7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $991079.00    | 0.01%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                                            | MATADOR RESOURCES CO 144A LIFE SR UNSEC 6.0% 04-15-34                                              | CUSIP: 576485AJ5<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |       180000 | PA      | $178971.66    | 0.00%             | 2034-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| MOOG INC                                                                        | MOOG INC 144A LIFE SR UNSEC 5.5% 10-15-34                                                          | CUSIP: 615394AP8<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |       545000 | PA      | $548074.89    | 0.01%             | 2034-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                                             | NOVA CHEMICALS CORP 144A LIFE SR UNSEC 9.0% 02-15-30                                               | CUSIP: 66977WAU3<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |       575000 | PA      | $607730.73    | 0.01%             | 2030-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                                             | NOVA CHEMICALS CORP 144A LIFE SR UNSEC 7.0% 12-01-31                                               | CUSIP: 66977WAV1<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |       230000 | PA      | $243630.49    | 0.00%             | 2031-12-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| NIGERIA (FEDERAL REPUBLIC OF)                                                   | NIGERIA OMO BILL NGN 0.0% 08-04-26                                                                 | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |   2187950000 | PA      | $1477947.65   | 0.02%             | 2026-08-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NORTH MACEDONIA REPUBLIC OF (GOVERNMENT)                                        | NORTH MACEDONIA GOVERNMENT INTERNATIONAL BOND EUR 144A LIFE 4.75% 01-21-34                         | CUSIP: N/A<br>LEI: 635400RD1N6RVNCE4958       | Long             | DBT              | NUSS              | MK        |      3487000 | PA      | $3830941.75   | 0.04%             | 2034-01-21      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF IRELAND                                                             | IRELAND GOVERNMENT BOND EUR REG S 3.1% 06-18-36                                                    | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |      2040000 | PA      | $2326634.80   | 0.02%             | 2036-06-18      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                             | NEXTERA ENERGY CAPITAL HOLDINGS INC EUR SR UNSEC 2.989% 02-10-30                                   | CUSIP: 65339KDZ0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      1635000 | PA      | $1854460.11   | 0.02%             | 2030-02-10      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                             | NEXTERA ENERGY CAPITAL HOLDINGS INC EUR SR UNSEC 3.624% 02-10-34                                   | CUSIP: 65339KEA4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     21943000 | PA      | $24815334.93  | 0.25%             | 2034-02-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                                          | CHINA GOVT BOND CNY 2.69% 08-12-26                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     99400000 | PA      | $14479188.01  | 0.15%             | 2026-08-12      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                                  | CZECH REPUBLIC GOVERNMENT BOND CZK 1.95% 07-30-37                                                  | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |      9140000 | PA      | $320675.04    | 0.00%             | 2037-07-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                                          | CHINA GOVT BOND CNY 2.37% 01-20-27                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      4650000 | PA      | $680087.24    | 0.01%             | 2027-01-20      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| CHILE (REPUBLIC OF)                                                             | CHILE GOVERNMENT INTERNATIONAL BOND 4.0% 01-31-52                                                  | CUSIP: 168863DW5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |       335000 | PA      | $261618.25    | 0.00%             | 2052-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHILE (REPUBLIC OF)                                                             | CHILE GOVERNMENT INTERNATIONAL BOND 4.34% 03-07-42                                                 | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |       715000 | PA      | $627770.00    | 0.01%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                                          | CHINA GOVT BOND CNY 2.48% 04-15-27                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |       420000 | PA      | $61669.94     | 0.00%             | 2027-04-15      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| CANADA (GOVERNMENT OF)                                                          | CANADIAN GOVERNMENT BOND CAD 3.5% 03-01-28                                                         | CUSIP: 135087P57<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     60003000 | PA      | $43667557.44  | 0.45%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                        | EGYPT GOVERNMENT INTERNATIONAL BOND REG S 8.7002% 03-01-49                                         | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |       535000 | PA      | $469924.21    | 0.00%             | 2049-03-01      | Fixed         | 8.70%                 | Yes           |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                        | EGYPT GOVERNMENT INTERNATIONAL BOND REG S 7.6003% 03-01-29                                         | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |       300000 | PA      | $307845.60    | 0.00%             | 2029-03-01      | Fixed         | 7.60%                 | Yes           |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                        | EGYPT GOVERNMENT INTERNATIONAL BOND REG S 8.15% 11-20-59                                           | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |       560000 | PA      | $457745.68    | 0.00%             | 2059-11-20      | Fixed         | 8.15%                 | Yes           |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                        | EGYPT GOVERNMENT INTERNATIONAL BOND REG S 7.0529% 01-15-32                                         | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |       440000 | PA      | $416177.08    | 0.00%             | 2032-01-15      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                        | EGYPT GOVERNMENT INTERNATIONAL BOND REG S 7.5% 02-16-61                                            | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |       390000 | PA      | $297266.19    | 0.00%             | 2061-02-16      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                        | EGYPT GOVERNMENT INTERNATIONAL BOND REG S 5.875% 02-16-31                                          | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |       595000 | PA      | $548939.27    | 0.01%             | 2031-02-16      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                        | EGYPT GOVERNMENT INTERNATIONAL BOND REG S 5.8% 09-30-27                                            | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |       530000 | PA      | $523960.65    | 0.01%             | 2027-09-30      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                        | EGYPT GOVERNMENT BOND EGP 25.318% 08-13-27                                                         | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     50725000 | PA      | $932319.55    | 0.01%             | 2027-08-13      | Fixed         | 25.32%                | No            |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                        | EGYPT GOVERNMENT BOND EGP 24.458% 10-01-27                                                         | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     94950000 | PA      | $1749679.68   | 0.02%             | 2027-10-01      | Fixed         | 24.46%                | No            |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                        | EGYPT TREASURY BILLS EGP 0.0% 05-26-26                                                             | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    126775000 | PA      | $2247230.44   | 0.02%             | 2026-05-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                        | EGYPT TREASURY BILLS EGP 0.0% 05-05-26                                                             | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     38525000 | PA      | $692672.86    | 0.01%             | 2026-05-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                            | FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 4.5% 04-25-41                              | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |        60000 | PA      | $72497.25     | 0.00%             | 2041-04-25      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                            | FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 1.75% 05-25-66                             | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |       150000 | PA      | $88885.27     | 0.00%             | 2066-05-25      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                            | FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 1.25% 05-25-34                             | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     36800000 | PA      | $35663663.18  | 0.36%             | 2034-05-25      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                            | FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 0.75% 05-25-52                             | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      1020000 | PA      | $519922.09    | 0.01%             | 2052-05-25      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                            | FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 0.5% 05-25-40                              | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      5600000 | PA      | $4002728.92   | 0.04%             | 2040-05-25      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                            | FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 0.0% 11-25-30                              | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     75900000 | PA      | $76099043.10  | 0.78%             | 2030-11-25      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                            | FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 0.5% 05-25-72                              | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |       120000 | PA      | $37500.86     | 0.00%             | 2072-05-25      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                            | FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 0.0% 11-25-31                              | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      1140000 | PA      | $1100995.47   | 0.01%             | 2031-11-25      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                                            | FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 0.0% 02-25-27                              | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      2000000 | PA      | $2258308.99   | 0.02%             | 2027-02-25      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ITALY                                                               | ITALY BUONI POLIENNALI DEL TESORO EUR REG S (B) 4.2% 03-01-34                                      | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     10813000 | PA      | $12950303.73  | 0.13%             | 2034-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                         | INDONESIA TREASURY BOND IDR 8.375% 03-15-34                                                        | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |     29000000 | PA      | $1862.27      | 0.00%             | 2034-03-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                         | INDONESIA TREASURY BOND IDR 6.875% 04-15-29                                                        | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  31000000000 | PA      | $1841764.28   | 0.02%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VERUS 2026-2                                                                    | VERUS 2026-2 A1 144A FRN 02-25-71                                                                  | CUSIP: 92490GAF5<br>LEI: 213800OKSLL73WD2H386 | Long             | ABS-CBDO         | CORP              | US        |     13042342 | PA      | $12923813.30  | 0.13%             | 2071-02-25      | Variable      | 4.59%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2024-4                                                                    | VERUS 2024-4 A1 144A 6.218% 06-25-69                                                               | CUSIP: 92540GAA6<br>LEI: 213800WNY873LW1L3M73 | Long             | ABS-CBDO         | CORP              | US        |      3068162 | PA      | $3095192.89   | 0.03%             | 2069-06-25      | Variable      | 6.22%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2024-9                                                                    | VERUS 2024-9 A1 144A FRN 11-25-69                                                                  | CUSIP: 92540RAC8<br>LEI: 213800LFRCPWSTP6LX39 | Long             | ABS-CBDO         | CORP              | US        |      4255302 | PA      | $4269259.43   | 0.04%             | 2069-11-25      | Variable      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2025-7                                                                    | VERUS 2025-7 A1 144A 5.129% 08-25-70                                                               | CUSIP: 924931AC2<br>LEI: 213800OVCAXDOBS94P47 | Long             | ABS-CBDO         | CORP              | US        |      1173514 | PA      | $1172976.25   | 0.01%             | 2070-08-25      | Variable      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| PUERTO RICO COMMONWEALTH OF (GOVERNMENT)                                        | COMMONWEALTH OF PUERTO RICO 0.0% 11-01-51                                                          | CUSIP: 74514L4C8<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |       292589 | PA      | $202983.45    | 0.00%             | 2051-11-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GRAND PARKWAY TRANSPORTATION CORP                                               | GRAND PARKWAY TRANSPORTATION CORP 3.236% 10-01-52                                                  | CUSIP: 38611TDL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      4760000 | PA      | $3314345.16   | 0.03%             | 2052-10-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO COMMONWEALTH OF (GOVERNMENT)                                        | COMMONWEALTH OF PUERTO RICO FRN 11-01-43                                                           | CUSIP: 74514L3T2<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |       385714 | PA      | $258910.72    | 0.00%             | 2043-11-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| HACLN 2026-1                                                                    | HACLN 2026-1 B1 144A 4.503% 02-20-34                                                               | CUSIP: 44644NAV1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5713000 | PA      | $5707972.56   | 0.06%             | 2034-02-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| 522 FUNDING CLO LTD MORGN_19-5A                                                 | MORGN 2019-5A AR2 CLO 144A FRN 04-15-35                                                            | CUSIP: 33829WAL3<br>LEI: 549300HKB0UTKU91DG08 | Long             | ABS-O            | CORP              | US        |      3608000 | PA      | $3604644.56   | 0.04%             | 2035-04-15      | Variable      | 4.68%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | FSWP: OIS PAYFIX USD 3.61832% 06-30-26/01-31-33 LCH                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $25862.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS RECFIX EUR 2.4908% 02-11-26/02-11-31 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-552438.18   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS RECFIX NOK 4.1753% 02-11-26/02-11-31 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-88495.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS PAYFIX EUR 2.4907% 02-11-26/02-11-31 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $74127.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS RECFIX NOK 4.3513% 02-12-26/02-12-31 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-26442.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS PAYFIX EUR 2.4722% 02-12-26/02-12-31 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $38666.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS RECFIX NOK 4.355% 02-13-26/02-13-31 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-372417.88   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS PAYFIX EUR 2.4842% 02-13-26/02-13-31 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $572434.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS RECFIX NOK 4.305% 02-16-26/02-16-31 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-486747.26   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS PAYFIX EUR 2.4712% 02-16-26/02-16-31 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $601683.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS RECFIX NOK 4.285% 02-16-26/02-16-31 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-642907.47   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS PAYFIX EUR 2.4667% 02-16-26/02-16-31 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $732042.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS PAYFIX SEK 2.335% 02-17-26/02-17-31 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $365684.31    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS RECFIX EUR 2.4333% 02-17-26/02-17-31 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-321237.16   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS PAYFIX SEK 2.337% 02-17-26/02-17-31 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $739609.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS RECFIX EUR 2.4363% 02-17-26/02-17-31 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-647260.62   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IFS PAYFIX GBP UKRPI 3.6142% 03-15-26/03-15-28 LCH                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $173111.05    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IFS PAYFIX EUR CPTFEMU 2.2902% 03-15-26/03-15-28 LCH                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $142419.92    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IRS RECFIX EUR 2.5898% 03-12-26/03-12-31 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-70655.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | IFS PAYFIX USD CPURNSA 2.925% 03-23-26/03-23-28 LCH                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-9594.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | AUD FWD SALE TO USD 4/14/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $959029.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | AUD FWD PUR FROM USD 4/14/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-57841.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | AUD FWD SALE TO USD 4/14/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $129235.95    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | AUD FWD SALE TO USD 4/14/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $5374.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | AUD FWD PUR FROM USD 4/14/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-106120.75   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | AUD FWD PUR FROM USD 4/14/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-6168.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | AUD FWD SALE TO USD 4/14/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $556655.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | AUD FWD PUR FROM USD 4/14/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-529461.56   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | AUD FWD SALE TO USD 4/14/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $1010130.82   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | AUD FWD SALE TO USD 6/17/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $821244.01    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | AUD FWD SALE TO USD 6/17/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $119237.10    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | AUD FWD PUR FROM USD 5/15/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-3327764.62  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | AUD FWD PUR FROM USD 4/13/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-10182.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | AUD FWD PUR FROM USD 4/24/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-8616.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | AUD FWD PUR FROM USD 6/22/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-522776.77   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | AUD FWD PUR FROM USD 4/24/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-7206.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | BRL FWD SALE TO USD NDF 4/10/2026                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-3578202.81  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | BRL FWD PUR FROM USD NDF 4/13/2026                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $7060.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | BRL FWD SALE TO USD NDF 4/10/2026                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-10306.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD PUR FROM USD 4/2/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-6.02        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD PUR FROM USD 6/17/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-6191.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD PUR FROM USD 6/17/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-87431.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD PUR FROM USD 4/13/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-2833.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD SALE TO USD 4/24/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-81338.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD SALE TO CAD 4/15/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-244606.06   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | MXN FWD PUR FROM USD 4/13/2026                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-6603.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-26

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

**Signature:** Scott Lewis

**Name of Signer:** Scott Lewis

**Title:** Compliance Specialist Senior