# EDGAR Filing Document

**Accession Number:** 0000836906
**File Stem:** 0000836906-26-000079
**Filing Date:** 2026-2
**Character Count:** 771483
**Document Hash:** b1ea140f408162e1205edcab89ad7cd0
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000836906-26-000079.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0000836906-26-000079

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260226

**PERIOD START**: 20260930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VANGUARD MALVERN FUNDS
- **CENTRAL INDEX KEY:** 0000836906

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05628
- **FILM NUMBER:** 26688366

**BUSINESS ADDRESS:**
- **STREET 1:** P.O. BOX 2600
- **STREET 2:** V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482
- **BUSINESS PHONE:** 6106691000

**MAIL ADDRESS:**
- **STREET 1:** P.O. BOX 2600
- **STREET 2:** V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD ASSET ALLOCATION FUND INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Vanguard Multi-Sector Income Bond Fund (Series ID: S000073842)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000231054 | Admiral Shares  | VMSAX           |
| C000231055 | Investor Shares | VMSIX           |

## Nport-Ex

Vanguard<sup>®</sup> Multi-Sector Income Bond Fund

Schedule of Investments (unaudited)

As of December 31, 2025

The fund files its complete schedule of portfolio holdings with the Securities and Exchange Commission (SEC) for the first and third quarters of each fiscal year as an exhibit to its reports on Form N-PORT. The fund's Form N-PORT reports are available on the SEC's website at www.sec.gov.

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| **U.S. Government and Agency Obligations (9.3%)** | **U.S. Government and Agency Obligations (9.3%)** | **U.S. Government and Agency Obligations (9.3%)** | **U.S. Government and Agency Obligations (9.3%)** | **U.S. Government and Agency Obligations (9.3%)** | **U.S. Government and Agency Obligations (9.3%)** |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;0.500% | &nbsp;&nbsp;10/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2843 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;11/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;443 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;418 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;2/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;568 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;318 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;11/15/2041–8/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;1437 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;952 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;5/15/2027–5/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;5503 | &nbsp;&nbsp;&nbsp;&nbsp;4897 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;7/31/2027–8/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;2087 | &nbsp;&nbsp;&nbsp;&nbsp;2063 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;8/15/2045–5/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;493 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;738 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;12/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2489 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;6/30/2030–12/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp;5843 | &nbsp;&nbsp;&nbsp;&nbsp;5849 |
| <sup>1,2,3</sup> | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1/31/2027–2/29/2032 | &nbsp;&nbsp;17701 | &nbsp;&nbsp;17828 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;541 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/31/2029–12/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;909 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;940 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;4/30/2029–11/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;1034 | &nbsp;&nbsp;&nbsp;&nbsp;1020 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;8/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;492 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;498 |
| **Total U.S. Government and Agency Obligations (Cost $41,880)** | **Total U.S. Government and Agency Obligations (Cost $41,880)** | **Total U.S. Government and Agency Obligations (Cost $41,880)** | **Total U.S. Government and Agency Obligations (Cost $41,880)** | **Total U.S. Government and Agency Obligations (Cost $41,880)** | **41836** |
| **Asset-Backed/Commercial Mortgage-Backed Securities (8.7%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (8.7%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (8.7%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (8.7%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (8.7%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (8.7%)** |
| **Bermuda (0.0%)** | **Bermuda (0.0%)** | **Bermuda (0.0%)** | **Bermuda (0.0%)** | **Bermuda (0.0%)** | **Bermuda (0.0%)** |
| <sup>4,5</sup> | TIF Funding III LLC Series 2024-2A | &nbsp;&nbsp;5.540% | &nbsp;&nbsp;7/20/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223 |
| **Canada (0.1%)** | **Canada (0.1%)** | **Canada (0.1%)** | **Canada (0.1%)** | **Canada (0.1%)** | **Canada (0.1%)** |
| <sup>4,5</sup> | Evergreen Credit Card Trust Series 2025-CRT5 | &nbsp;&nbsp;5.240% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101 |
| <sup>4,5</sup> | Evergreen Credit Card Trust Series 2025-CRT5 | &nbsp;&nbsp;5.530% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121 |
| <sup>4,5</sup> | Securitized Term Auto Receivables Trust Series 2025-A | &nbsp;&nbsp;5.038% | &nbsp;&nbsp;7/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 |
| <sup>4,5</sup> | Securitized Term Auto Receivables Trust Series 2025-A | &nbsp;&nbsp;5.185% | &nbsp;&nbsp;7/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 |
| <sup>4,5</sup> | Securitized Term Auto Receivables Trust Series 2025-B | &nbsp;&nbsp;5.121% | &nbsp;&nbsp;12/29/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23 |
| <sup>4,5</sup> | Securitized Term Auto Receivables Trust Series 2025-B | &nbsp;&nbsp;5.463% | &nbsp;&nbsp;12/29/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**341** |
| **Cayman Islands (0.5%)** | **Cayman Islands (0.5%)** | **Cayman Islands (0.5%)** | **Cayman Islands (0.5%)** | **Cayman Islands (0.5%)** | **Cayman Islands (0.5%)** |
| <sup>4,5</sup> | Balboa Bay Loan Funding Ltd. Series 2023-2A | &nbsp;&nbsp;5.034% | &nbsp;&nbsp;10/20/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>4,5</sup> | Balboa Bay Loan Funding Ltd. Series 2023-2A | &nbsp;&nbsp;5.434% | &nbsp;&nbsp;10/20/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>4,5</sup> | Barings CLO Ltd. Series 2025-7A | &nbsp;&nbsp;4.868% | &nbsp;&nbsp;1/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 |
| <sup>4,5</sup> | Barings CLO Ltd. Series 2025-7A | &nbsp;&nbsp;5.228% | &nbsp;&nbsp;1/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 |
| <sup>4,5,6</sup> | Basswood Park CLO Ltd. Series 2021-1A, TSFR3M + 1.500% | &nbsp;&nbsp;5.384% | &nbsp;&nbsp;4/20/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>4,5</sup> | Benefit Street Partners CLO IV Ltd. Series 2014-IVA | &nbsp;&nbsp;5.204% | &nbsp;&nbsp;10/20/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>4,5</sup> | Benefit Street Partners CLO IV Ltd. Series 2014-IVA | &nbsp;&nbsp;5.504% | &nbsp;&nbsp;10/20/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>4,5</sup> | Dryden 90 CLO Ltd. Series 2021-90A | &nbsp;&nbsp;5.113% | &nbsp;&nbsp;11/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>4,5</sup> | Dryden 90 CLO Ltd. Series 2021-90A | &nbsp;&nbsp;5.463% | &nbsp;&nbsp;11/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>4,5</sup> | Octagon 57 Ltd. Series 2021-1A | &nbsp;&nbsp;5.342% | &nbsp;&nbsp;10/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>4,5</sup> | PFS Financing Corp. Series 2025-D | &nbsp;&nbsp;4.470% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;607 |
| <sup>4,5</sup> | PFS Financing Corp. Series 2025-F | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;283 |
| <sup>4,5</sup> | PFS Financing Corp. Series 2025-F | &nbsp;&nbsp;4.670% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**2081** |
| **Ireland (0.0%)** | **Ireland (0.0%)** | **Ireland (0.0%)** | **Ireland (0.0%)** | **Ireland (0.0%)** | **Ireland (0.0%)** |
| <sup>4,5</sup> | Trafigura Securitisation Finance plc Series 2024-1A | &nbsp;&nbsp;5.980% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203 |
| **Jersey (0.1%)** | **Jersey (0.1%)** | **Jersey (0.1%)** | **Jersey (0.1%)** | **Jersey (0.1%)** | **Jersey (0.1%)** |
| <sup>4,5</sup> | Dryden 113 CLO Ltd. Series 2022-113A | &nbsp;&nbsp;4.995% | &nbsp;&nbsp;10/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>4,5,7</sup> | OCP CLO Ltd. Series 2023-30A | &nbsp;&nbsp;4.879% | &nbsp;&nbsp;1/24/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 |
| <sup>4,5,7</sup> | OCP CLO Ltd. Series 2023-30A | &nbsp;&nbsp;5.219% | &nbsp;&nbsp;1/24/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 |
| <sup>4,5</sup> | Wellington Management CLO 1 Ltd. Series 2023-1A | &nbsp;&nbsp;5.084% | &nbsp;&nbsp;10/20/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 |
| <sup>4,5</sup> | Wellington Management CLO 1 Ltd. Series 2023-1A | &nbsp;&nbsp;5.404% | &nbsp;&nbsp;10/20/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**700** |
| **United States (8.0%)** | **United States (8.0%)** | **United States (8.0%)** | **United States (8.0%)** | **United States (8.0%)** | **United States (8.0%)** |
| <sup>4,5</sup> | Affirm Asset Securitization Trust Series 2025-X2 | &nbsp;&nbsp;4.930% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>4,5</sup> | Affirm Master Trust Series 2025-3A | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;10/16/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;602 |
| <sup>4,5</sup> | Affirm Master Trust Series 2025-3A | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;10/16/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>4,5</sup> | Affirm Master Trust Series 2025-3A | &nbsp;&nbsp;4.890% | &nbsp;&nbsp;10/16/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230 |
| <sup>4,5</sup> | Ally Bank Auto Credit-Linked Notes Series 2025-A | &nbsp;&nbsp;4.452% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209 |
| <sup>4,5</sup> | Ally Bank Auto Credit-Linked Notes Series 2025-A | &nbsp;&nbsp;4.844% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209 |
| <sup>4,5</sup> | Ally Bank Auto Credit-Linked Notes Series 2025-A | &nbsp;&nbsp;4.991% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>4,5</sup> | Ally Bank Auto Credit-Linked Notes Series 2025-B | &nbsp;&nbsp;4.697% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;232 | &nbsp;&nbsp;&nbsp;&nbsp;234 |
| <sup>4,5</sup> | Ally Bank Auto Credit-Linked Notes Series 2025-B | &nbsp;&nbsp;4.942% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;232 | &nbsp;&nbsp;&nbsp;&nbsp;233 |
| <sup>5</sup> | AmeriCredit Automobile Receivables Trust Series 2023-2 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;7/18/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92 |
| <sup>4,5</sup> | AMSR Trust Series 2025-SFR1 | &nbsp;&nbsp;3.655% | &nbsp;&nbsp;6/17/2042 | &nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;164 |
| <sup>4,5</sup> | AMSR Trust Series 2025-SFR2 | &nbsp;&nbsp;4.275% | &nbsp;&nbsp;11/17/2042 | &nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;158 |
| <sup>4,5</sup> | AMSR Trust Series 2025-SFR2 | &nbsp;&nbsp;4.275% | &nbsp;&nbsp;11/17/2042 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;117 |
| <sup>4,5</sup> | ARI Fleet Lease Trust Series 2025-B | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;101 |
| <sup>4,5</sup> | AutoNation Finance Trust Series 2025-1A | &nbsp;&nbsp;4.760% | &nbsp;&nbsp;6/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61 |
| <sup>4,5</sup> | AutoNation Finance Trust Series 2025-1A | &nbsp;&nbsp;5.190% | &nbsp;&nbsp;12/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 |
| <sup>4,5</sup> | AutoNation Finance Trust Series 2025-1A | &nbsp;&nbsp;5.630% | &nbsp;&nbsp;9/10/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92 |
| <sup>4,5</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2023-8A | &nbsp;&nbsp;6.020% | &nbsp;&nbsp;2/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;105 |
| <sup>4,5</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2025-1A | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;8/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;132 |
| <sup>4,5</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2025-1A | &nbsp;&nbsp;5.240% | &nbsp;&nbsp;8/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;102 |
| <sup>4,5</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2025-1A | &nbsp;&nbsp;5.870% | &nbsp;&nbsp;8/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;102 |
| <sup>4,5</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2025-2A | &nbsp;&nbsp;5.510% | &nbsp;&nbsp;8/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;103 |
| <sup>4,5</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2025-2A | &nbsp;&nbsp;6.240% | &nbsp;&nbsp;8/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;104 |
| <sup>5</sup> | BANK Series 2025-BNK50 | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;5/15/2068 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42 |
| <sup>4,5</sup> | Bank of America Auto Trust Series 2025-1A | &nbsp;&nbsp;4.470% | &nbsp;&nbsp;11/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
| <sup>5</sup> | Benchmark Mortgage Trust Series 2025-B41 | &nbsp;&nbsp;5.754% | &nbsp;&nbsp;7/15/2068 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;104 |
| <sup>4,5</sup> | BFLD Commercial Mortgage Trust Series 2025-5MW | &nbsp;&nbsp;4.674% | &nbsp;&nbsp;10/10/2042 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>5</sup> | Bridgecrest Lending Auto Securitization Trust Series 2025-3 | &nbsp;&nbsp;4.810% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;111 |
| <sup>5</sup> | Bridgecrest Lending Auto Securitization Trust Series 2025-4 | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 |
| <sup>4,5</sup> | BX Trust Series 2019-OC11 | &nbsp;&nbsp;3.202% | &nbsp;&nbsp;12/9/2041 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 |
| <sup>4,5</sup> | BX Trust Series 2025-ARIA | &nbsp;&nbsp;5.031% | &nbsp;&nbsp;12/13/2042 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;202 |
| <sup>4,5,6</sup> | Capital Street Master Trust Series 2025-1, SOFR30A + 1.100% | &nbsp;&nbsp;5.074% | &nbsp;&nbsp;8/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;230 |
| <sup>5</sup> | CarMax Auto Owner Trust Series 2024-4 | &nbsp;&nbsp;4.970% | &nbsp;&nbsp;6/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
| <sup>5</sup> | CarMax Auto Owner Trust Series 2025-1 | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71 |
| <sup>5</sup> | CarMax Auto Owner Trust Series 2025-2 | &nbsp;&nbsp;5.740% | &nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 |
| <sup>5</sup> | CarMax Auto Owner Trust Series 2025-3 | &nbsp;&nbsp;4.880% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
| <sup>5</sup> | CarMax Auto Owner Trust Series 2025-3 | &nbsp;&nbsp;5.220% | &nbsp;&nbsp;5/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91 |
| <sup>5</sup> | CarMax Auto Owner Trust Series 2025-4 | &nbsp;&nbsp;4.810% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 |
| <sup>5</sup> | CarMax Auto Owner Trust Series 2025-4 | &nbsp;&nbsp;5.110% | &nbsp;&nbsp;5/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
| <sup>4,5</sup> | CENT Trust Series 2025-CITY | &nbsp;&nbsp;4.920% | &nbsp;&nbsp;7/10/2040 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;101 |
| <sup>4,5</sup> | Chase Auto Credit Linked Notes Series 2025-1 | &nbsp;&nbsp;4.851% | &nbsp;&nbsp;2/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp;208 | &nbsp;&nbsp;&nbsp;&nbsp;210 |
| <sup>4,5</sup> | Chase Auto Credit Linked Notes Series 2025-1 | &nbsp;&nbsp;5.047% | &nbsp;&nbsp;2/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp;208 | &nbsp;&nbsp;&nbsp;&nbsp;209 |
| <sup>4,5</sup> | Chase Auto Owner Trust Series 2025-1A | &nbsp;&nbsp;4.930% | &nbsp;&nbsp;12/26/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61 |
| <sup>4,5</sup> | Chase Auto Owner Trust Series 2025-1A | &nbsp;&nbsp;5.240% | &nbsp;&nbsp;11/26/2032 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;253 |
| <sup>4,5</sup> | Chase Auto Owner Trust Series 2025-2A | &nbsp;&nbsp;4.530% | &nbsp;&nbsp;4/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
| <sup>4,5</sup> | Chase Auto Owner Trust Series 2025-2A | &nbsp;&nbsp;5.030% | &nbsp;&nbsp;2/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;249 |
| <sup>4,5</sup> | Compass Datacenters Issuer II LLC Series 2025-2A | &nbsp;&nbsp;4.926% | &nbsp;&nbsp;11/25/2050 | &nbsp;&nbsp;&nbsp;&nbsp;358 | &nbsp;&nbsp;&nbsp;&nbsp;357 |
| <sup>4,5</sup> | Compass Datacenters Issuer III LLC Series 2025-3A | &nbsp;&nbsp;5.286% | &nbsp;&nbsp;7/25/2050 | &nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;352 |
| <sup>4,5</sup> | Concord Music Royalties LLC Series 2025-1A | &nbsp;&nbsp;5.507% | &nbsp;&nbsp;7/20/2075 | &nbsp;&nbsp;&nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;&nbsp;343 |
| <sup>4,5,6</sup> | Connecticut Avenue Securities Trust Series 2025-R02, SOFR30A + 1.000% | &nbsp;&nbsp;4.874% | &nbsp;&nbsp;2/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96 |
| <sup>4,5,6</sup> | Connecticut Avenue Securities Trust Series 2025-R03, SOFR30A + 1.450% | &nbsp;&nbsp;5.324% | &nbsp;&nbsp;3/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;170 |
| <sup>4,5,6</sup> | Connecticut Avenue Securities Trust Series 2025-R04, SOFR30A + 1.000% | &nbsp;&nbsp;4.874% | &nbsp;&nbsp;5/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp;113 | &nbsp;&nbsp;&nbsp;&nbsp;113 |
| <sup>4,5,6</sup> | Connecticut Avenue Securities Trust Series 2025-R05, SOFR30A + 1.000% | &nbsp;&nbsp;4.874% | &nbsp;&nbsp;7/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp;128 | &nbsp;&nbsp;&nbsp;&nbsp;128 |
| <sup>4,5,6</sup> | Connecticut Avenue Securities Trust Series 2025-R06, SOFR30A + 0.900% | &nbsp;&nbsp;4.774% | &nbsp;&nbsp;9/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp;247 | &nbsp;&nbsp;&nbsp;&nbsp;247 |
| <sup>4,5</sup> | DB Master Finance LLC Series 2025-1A | &nbsp;&nbsp;4.891% | &nbsp;&nbsp;8/20/2055 | &nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;230 |
| <sup>4,5</sup> | Dell Equipment Finance Trust Series 2025-2 | &nbsp;&nbsp;4.530% | &nbsp;&nbsp;3/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>4,5</sup> | Dell Equipment Finance Trust Series 2025-2 | &nbsp;&nbsp;4.830% | &nbsp;&nbsp;3/22/2032 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>4,5</sup> | DLLAD LLC Series 2025-1A | &nbsp;&nbsp;4.590% | &nbsp;&nbsp;10/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;152 |
| <sup>4,5</sup> | Domino's Pizza Master Issuer LLC Series 2019-1A | &nbsp;&nbsp;3.668% | &nbsp;&nbsp;10/25/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46 |
| <sup>4,5</sup> | Domino's Pizza Master Issuer LLC Series 2025-1A | &nbsp;&nbsp;4.930% | &nbsp;&nbsp;7/25/2055 | &nbsp;&nbsp;&nbsp;&nbsp;390 | &nbsp;&nbsp;&nbsp;&nbsp;392 |
| <sup>4,5</sup> | Domino's Pizza Master Issuer LLC Series 2025-1A | &nbsp;&nbsp;5.217% | &nbsp;&nbsp;7/25/2055 | &nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;242 |
| <sup>5</sup> | Drive Auto Receivables Trust Series 2025-1 | &nbsp;&nbsp;5.410% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;430 | &nbsp;&nbsp;&nbsp;&nbsp;435 |
| <sup>5</sup> | Drive Auto Receivables Trust Series 2025-2 | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;12/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;500 |
| <sup>4,5</sup> | Durst Commercial Mortgage Trust Series 2025-151 | &nbsp;&nbsp;5.145% | &nbsp;&nbsp;8/10/2042 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;102 |
| <sup>4,5</sup> | Enterprise Fleet Financing LLC Series 2025-2 | &nbsp;&nbsp;4.410% | &nbsp;&nbsp;6/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;202 |
| <sup>4,5</sup> | Enterprise Fleet Financing LLC Series 2025-2 | &nbsp;&nbsp;4.580% | &nbsp;&nbsp;12/22/2031 | &nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;213 |
| <sup>5</sup> | Exeter Automobile Receivables Trust Series 2025-5A | &nbsp;&nbsp;4.680% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 |
| <sup>5</sup> | Exeter Automobile Receivables Trust Series 2025-5A | &nbsp;&nbsp;5.160% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;262 |
| <sup>5</sup> | Exeter Select Automobile Receivables Trust Series 2025-2 | &nbsp;&nbsp;4.630% | &nbsp;&nbsp;11/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>4,5</sup> | FCCU Auto Receivables Trust Series 2025-1A | &nbsp;&nbsp;5.180% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;102 |
| <sup>4,5</sup> | First Investors Auto Owner Trust Series 2025-1A | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;12/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 |
| <sup>4,5</sup> | First Investors Auto Owner Trust Series 2025-1A | &nbsp;&nbsp;5.220% | &nbsp;&nbsp;12/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 |
| <sup>4,5</sup> | Ford Credit Auto Owner Trust Series 2022-1 | &nbsp;&nbsp;4.670% | &nbsp;&nbsp;11/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>4,5</sup> | Ford Credit Auto Owner Trust Series 2025-2 | &nbsp;&nbsp;4.670% | &nbsp;&nbsp;2/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;272 |
| <sup>5</sup> | Ford Credit Auto Owner Trust Series 2025-A | &nbsp;&nbsp;4.890% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;243 |
| <sup>5</sup> | Ford Credit Floorplan Master Owner Trust A Series 2025-1 | &nbsp;&nbsp;4.630% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;1420 | &nbsp;&nbsp;1444 |
| <sup>5</sup> | Ford Credit Floorplan Master Owner Trust A Series 2025-1 | &nbsp;&nbsp;4.840% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>4,5,6,8</sup> | Freddie Mac STACR REMICS Trust Series 2025-DNA2, SOFR30A + 1.100% | &nbsp;&nbsp;4.974% | &nbsp;&nbsp;5/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp;96 | &nbsp;&nbsp;&nbsp;&nbsp;96 |
| <sup>4,5,6,8</sup> | Freddie Mac STACR REMICS Trust Series 2025-DNA3, SOFR30A + 0.950% | &nbsp;&nbsp;4.824% | &nbsp;&nbsp;9/25/2045 | &nbsp;&nbsp;444 | &nbsp;&nbsp;444 |
| <sup>4,5,6,8</sup> | Freddie Mac STACR REMICS Trust Series 2025-HQA1, SOFR30A + 0.950% | &nbsp;&nbsp;4.824% | &nbsp;&nbsp;2/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp;76 | &nbsp;&nbsp;&nbsp;&nbsp;76 |
| <sup>4,5</sup> | GLS Auto Receivables Issuer Trust Series 2025-4A | &nbsp;&nbsp;4.530% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;250 | &nbsp;&nbsp;251 |
| <sup>5</sup> | GM Financial Automobile Leasing Trust Series 2025-2 | &nbsp;&nbsp;4.640% | &nbsp;&nbsp;4/20/2029 | &nbsp;&nbsp;180 | &nbsp;&nbsp;182 |
| <sup>5</sup> | GM Financial Automobile Leasing Trust Series 2025-2 | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;4/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;61 |
| <sup>5</sup> | GM Financial Automobile Leasing Trust Series 2025-2 | &nbsp;&nbsp;5.040% | &nbsp;&nbsp;10/22/2029 | &nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;71 |
| <sup>5</sup> | GM Financial Automobile Leasing Trust Series 2025-3 | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;1/21/2030 | &nbsp;&nbsp;120 | &nbsp;&nbsp;121 |
| <sup>5</sup> | GM Financial Consumer Automobile Receivables Trust Series 2025-2 | &nbsp;&nbsp;4.910% | &nbsp;&nbsp;10/18/2032 | &nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;71 |
| <sup>5</sup> | GM Financial Consumer Automobile Receivables Trust Series 2025-3 | &nbsp;&nbsp;4.730% | &nbsp;&nbsp;1/18/2033 | &nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;71 |
| <sup>4,5</sup> | GM Financial Revolving Receivables Trust Series 2025-1 | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;12/11/2037 | &nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>4,5</sup> | GM Financial Revolving Receivables Trust Series 2025-1 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;12/11/2037 | &nbsp;&nbsp;170 | &nbsp;&nbsp;172 |
| <sup>4,5</sup> | GMF Floorplan Owner Revolving Trust Series 2025-1A | &nbsp;&nbsp;4.790% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;300 | &nbsp;&nbsp;302 |
| <sup>4,5</sup> | GMF Floorplan Owner Revolving Trust Series 2025-1A | &nbsp;&nbsp;4.880% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;210 | &nbsp;&nbsp;211 |
| <sup>4,5</sup> | GMF Floorplan Owner Revolving Trust Series 2025-2A | &nbsp;&nbsp;4.910% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;350 | &nbsp;&nbsp;354 |
| <sup>4,5</sup> | GMF Floorplan Owner Revolving Trust Series 2025-2A | &nbsp;&nbsp;4.960% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;240 | &nbsp;&nbsp;243 |
| <sup>5</sup> | Harley-Davidson Motorcycle Trust Series 2025-A | &nbsp;&nbsp;4.790% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;81 |
| <sup>4,5</sup> | Hertz Vehicle Financing III LLC Series 2025-5A | &nbsp;&nbsp;4.620% | &nbsp;&nbsp;5/25/2030 | &nbsp;&nbsp;160 | &nbsp;&nbsp;160 |
| <sup>4,5</sup> | Hertz Vehicle Financing III LLC Series 2025-5A | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;5/25/2030 | &nbsp;&nbsp;100 | &nbsp;&nbsp;100 |
| <sup>4,5</sup> | Hertz Vehicle Financing III LLC Series 2025-6A | &nbsp;&nbsp;4.890% | &nbsp;&nbsp;5/25/2032 | &nbsp;&nbsp;180 | &nbsp;&nbsp;181 |
| <sup>4,5</sup> | Hertz Vehicle Financing III LLC Series 2025-6A | &nbsp;&nbsp;5.820% | &nbsp;&nbsp;5/25/2032 | &nbsp;&nbsp;100 | &nbsp;&nbsp;100 |
| <sup>4,5</sup> | HPEFS Equipment Trust Series 2025-1A | &nbsp;&nbsp;4.790% | &nbsp;&nbsp;9/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;91 |
| <sup>4,5</sup> | HPEFS Equipment Trust Series 2025-1A | &nbsp;&nbsp;4.990% | &nbsp;&nbsp;3/21/2033 | &nbsp;&nbsp;150 | &nbsp;&nbsp;151 |
| <sup>4,5</sup> | HPEFS Equipment Trust Series 2025-2A | &nbsp;&nbsp;4.410% | &nbsp;&nbsp;11/22/2032 | &nbsp;&nbsp;100 | &nbsp;&nbsp;100 |
| <sup>4,5</sup> | HPEFS Equipment Trust Series 2025-2A | &nbsp;&nbsp;4.770% | &nbsp;&nbsp;5/20/2033 | &nbsp;&nbsp;100 | &nbsp;&nbsp;100 |
| <sup>4,5</sup> | Huntington Bank Auto Credit-Linked Notes Series 2024-2 | &nbsp;&nbsp;5.442% | &nbsp;&nbsp;10/20/2032 | &nbsp;&nbsp;139 | &nbsp;&nbsp;140 |
| <sup>4,5</sup> | Huntington Bank Auto Credit-Linked Notes Series 2025-1 | &nbsp;&nbsp;4.957% | &nbsp;&nbsp;3/21/2033 | &nbsp;&nbsp;182 | &nbsp;&nbsp;183 |
| <sup>4,5</sup> | Huntington Bank Auto Credit-Linked Notes Series 2025-2 | &nbsp;&nbsp;4.835% | &nbsp;&nbsp;9/20/2033 | &nbsp;&nbsp;464 | &nbsp;&nbsp;467 |
| <sup>4,5</sup> | Hyundai Auto Lease Securitization Trust Series 2024-C | &nbsp;&nbsp;4.970% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;170 | &nbsp;&nbsp;172 |
| <sup>5</sup> | Hyundai Auto Receivables Trust Series 2025-A | &nbsp;&nbsp;4.610% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;40 |
| <sup>5</sup> | Hyundai Auto Receivables Trust Series 2025-A | &nbsp;&nbsp;4.760% | &nbsp;&nbsp;6/15/2032 | &nbsp;&nbsp;110 | &nbsp;&nbsp;112 |
| <sup>5</sup> | Hyundai Auto Receivables Trust Series 2025-B | &nbsp;&nbsp;4.720% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;51 |
| <sup>5</sup> | Hyundai Auto Receivables Trust Series 2025-B | &nbsp;&nbsp;4.920% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;71 |
| <sup>5</sup> | Hyundai Auto Receivables Trust Series 2025-C | &nbsp;&nbsp;4.370% | &nbsp;&nbsp;1/18/2033 | &nbsp;&nbsp;130 | &nbsp;&nbsp;130 |
| <sup>4,5</sup> | INT Commercial Mortgage Trust Series 2025-PLAZA | &nbsp;&nbsp;4.879% | &nbsp;&nbsp;11/5/2037 | &nbsp;&nbsp;100 | &nbsp;&nbsp;100 |
| <sup>4,5</sup> | Jersey Mike's Funding Series 2025-1A | &nbsp;&nbsp;5.610% | &nbsp;&nbsp;8/16/2055 | &nbsp;&nbsp;499 | &nbsp;&nbsp;508 |
| <sup>4,5</sup> | Jersey Mike's Funding LLC Series 2024-1A | &nbsp;&nbsp;5.636% | &nbsp;&nbsp;2/15/2055 | &nbsp;&nbsp;248 | &nbsp;&nbsp;253 |
| <sup>4,5</sup> | LAD Auto Receivables Trust Series 2024-2A | &nbsp;&nbsp;6.370% | &nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;200 | &nbsp;&nbsp;206 |
| <sup>4,5</sup> | LAD Auto Receivables Trust Series 2025-1A | &nbsp;&nbsp;5.110% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;250 | &nbsp;&nbsp;254 |
| <sup>4,5</sup> | LAD Auto Receivables Trust Series 2025-1A | &nbsp;&nbsp;5.520% | &nbsp;&nbsp;5/17/2032 | &nbsp;&nbsp;120 | &nbsp;&nbsp;122 |
| <sup>4,5</sup> | LAD Auto Receivables Trust Series 2025-2A | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;8/16/2032 | &nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;91 |
| <sup>4,5</sup> | LAD Auto Receivables Trust Series 2025-2A | &nbsp;&nbsp;5.010% | &nbsp;&nbsp;12/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;80 |
| <sup>4,5</sup> | LAD Auto Receivables Trust Series 2025-3A | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;90 |
| <sup>4,5</sup> | Lighthouse Park CLO Ltd. Series 2025-1A | &nbsp;&nbsp;5.031% | &nbsp;&nbsp;10/24/2037 | &nbsp;&nbsp;100 | &nbsp;&nbsp;100 |
| <sup>4,5</sup> | Lighthouse Park CLO Ltd. Series 2025-1A | &nbsp;&nbsp;5.371% | &nbsp;&nbsp;10/24/2037 | &nbsp;&nbsp;140 | &nbsp;&nbsp;140 |
| <sup>4,5</sup> | Lyra Music Assets Delaware LP Series 2025-1A | &nbsp;&nbsp;5.604% | &nbsp;&nbsp;9/20/2065 | &nbsp;&nbsp;232 | &nbsp;&nbsp;233 |
| <sup>4,5</sup> | M&T Equipment 2025-LEAF1 Notes Series 2025-1A | &nbsp;&nbsp;4.780% | &nbsp;&nbsp;9/17/2029 | &nbsp;&nbsp;110 | &nbsp;&nbsp;111 |
| <sup>4,5</sup> | M&T Equipment 2025-LEAF1 Notes Series 2025-1A | &nbsp;&nbsp;4.910% | &nbsp;&nbsp;3/16/2032 | &nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;41 |
| <sup>5</sup> | Morgan Stanley Bank of America Merrill Lynch Trust Series 2025-C35 | &nbsp;&nbsp;5.970% | &nbsp;&nbsp;8/15/2058 | &nbsp;&nbsp;500 | &nbsp;&nbsp;527 |
| <sup>4,5</sup> | Navient Education Loan Trust Series 2025-A | &nbsp;&nbsp;5.020% | &nbsp;&nbsp;7/15/2055 | &nbsp;&nbsp;116 | &nbsp;&nbsp;117 |
| <sup>4,5</sup> | Navient Refinance Loan Trust Series 2025-C | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;10/15/2055 | &nbsp;&nbsp;174 | &nbsp;&nbsp;175 |
| <sup>4,5</sup> | Nelnet Student Loan Trust Series 2025-DA | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;8/20/2054 | &nbsp;&nbsp;170 | &nbsp;&nbsp;169 |
| <sup>4,5</sup> | Nelnet Student Loan Trust Series 2025-DA | &nbsp;&nbsp;4.860% | &nbsp;&nbsp;8/20/2054 | &nbsp;&nbsp;180 | &nbsp;&nbsp;180 |
| <sup>5</sup> | Nissan Auto Lease Trust Series 2025-A | &nbsp;&nbsp;5.110% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;51 |
| <sup>5</sup> | Nissan Auto Lease Trust Series 2025-B | &nbsp;&nbsp;4.810% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;51 |
| <sup>4,5</sup> | NYC Commercial Mortgage Trust Series 2025-28L | &nbsp;&nbsp;4.668% | &nbsp;&nbsp;11/5/2038 | &nbsp;&nbsp;100 | &nbsp;&nbsp;100 |
| <sup>4,5</sup> | Onemain Financial Issuance Trust Series 2025-1A | &nbsp;&nbsp;4.820% | &nbsp;&nbsp;7/14/2038 | &nbsp;&nbsp;580 | &nbsp;&nbsp;586 |
| <sup>4,5</sup> | Onemain Financial Issuance Trust Series 2025-1A | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;7/14/2038 | &nbsp;&nbsp;150 | &nbsp;&nbsp;152 |
| <sup>4,5</sup> | PenFed Auto Receivables Owner Trust Series 2025-A | &nbsp;&nbsp;4.670% | &nbsp;&nbsp;2/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>4,5</sup> | PenFed Auto Receivables Owner Trust Series 2025-A | &nbsp;&nbsp;5.070% | &nbsp;&nbsp;10/17/2033 | &nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>4,5</sup> | Progress Residential Trust Series 2025-SFR2 | &nbsp;&nbsp;3.305% | &nbsp;&nbsp;4/17/2042 | &nbsp;&nbsp;289 | &nbsp;&nbsp;276 |
| <sup>4,5</sup> | Progress Residential Trust Series 2025-SFR3 | &nbsp;&nbsp;3.390% | &nbsp;&nbsp;7/17/2042 | &nbsp;&nbsp;180 | &nbsp;&nbsp;172 |
| <sup>4,5</sup> | Progress Residential Trust Series 2025-SFR3 | &nbsp;&nbsp;3.390% | &nbsp;&nbsp;7/17/2042 | &nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;66 |
| <sup>4,5</sup> | Progress Residential Trust Series 2025-SFR6 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/17/2042 | &nbsp;&nbsp;900 | &nbsp;&nbsp;873 |
| <sup>4,5</sup> | Progress Residential Trust Series 2025-SFR6 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/17/2042 | &nbsp;&nbsp;120 | &nbsp;&nbsp;115 |
| <sup>4,5</sup> | RCKTL Trust Series 2025-2A | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;11/27/2034 | &nbsp;&nbsp;100 | &nbsp;&nbsp;100 |
| <sup>4,5,9</sup> | Red Oak Funding Master Trust Series 2025-1A | &nbsp;&nbsp;5.984% | &nbsp;&nbsp;12/20/2030 | &nbsp;&nbsp;100 | &nbsp;&nbsp;100 |
| <sup>4,5</sup> | Retained Vantage Data Centers Issuer LLC Series 2025-1A | &nbsp;&nbsp;5.091% | &nbsp;&nbsp;8/15/2050 | &nbsp;&nbsp;200 | &nbsp;&nbsp;198 |
| <sup>4,5</sup> | Santander Bank Auto Credit-Linked Notes Series 2024-B | &nbsp;&nbsp;5.483% | &nbsp;&nbsp;1/18/2033 | &nbsp;&nbsp;222 | &nbsp;&nbsp;224 |
| <sup>4,5</sup> | Santander Bank Auto Credit-Linked Notes Series 2025-A | &nbsp;&nbsp;5.151% | &nbsp;&nbsp;1/16/2034 | &nbsp;&nbsp;250 | &nbsp;&nbsp;251 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>5</sup> | Santander Drive Auto Receivables Trust Series 2024-3 | &nbsp;&nbsp;5.970% | &nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257 |
| <sup>5</sup> | Santander Drive Auto Receivables Trust Series 2024-5 | &nbsp;&nbsp;5.140% | &nbsp;&nbsp;2/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156 |
| <sup>5</sup> | Santander Drive Auto Receivables Trust Series 2025-1 | &nbsp;&nbsp;5.430% | &nbsp;&nbsp;3/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112 |
| <sup>5</sup> | Santander Drive Auto Receivables Trust Series 2025-2 | &nbsp;&nbsp;5.470% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;1540 | &nbsp;&nbsp;&nbsp;&nbsp;1561 |
| <sup>5</sup> | Santander Drive Auto Receivables Trust Series 2025-3 | &nbsp;&nbsp;5.110% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;431 |
| <sup>5</sup> | Santander Drive Auto Receivables Trust Series 2025-4 | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221 |
| <sup>4,5</sup> | SBNA Auto Receivables Trust Series 2025-SF1 | &nbsp;&nbsp;5.340% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201 |
| <sup>4,5</sup> | SCCU Auto Receivables Trust Series 2025-1A | &nbsp;&nbsp;4.680% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203 |
| <sup>4,5</sup> | SFS Auto Receivables Securitization Trust Series 2025-1A | &nbsp;&nbsp;5.110% | &nbsp;&nbsp;2/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>4,5</sup> | SFS Auto Receivables Securitization Trust Series 2025-1A | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;10/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92 |
| <sup>4,5</sup> | SFS Auto Receivables Securitization Trust Series 2025-2A | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;7/21/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71 |
| <sup>4,5</sup> | SFS Auto Receivables Securitization Trust Series 2025-2A | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;4/20/2033 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203 |
| <sup>4,5</sup> | SFS Auto Receivables Securitization Trust Series 2025-3A | &nbsp;&nbsp;4.640% | &nbsp;&nbsp;11/21/2033 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 |
| <sup>4,5</sup> | SoFi Consumer Loan Program Trust Series 2025-4 | &nbsp;&nbsp;4.910% | &nbsp;&nbsp;8/25/2035 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>4,5</sup> | Stellantis Financial Underwritten Enhanced Lease Trust Series 2025-AA | &nbsp;&nbsp;4.470% | &nbsp;&nbsp;7/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262 |
| <sup>4,5</sup> | Stellantis Financial Underwritten Enhanced Lease Trust Series 2025-AA | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71 |
| <sup>4,5</sup> | Stellantis Financial Underwritten Enhanced Lease Trust Series 2025-AA | &nbsp;&nbsp;4.740% | &nbsp;&nbsp;4/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 |
| <sup>4,5</sup> | Stellantis Financial Underwritten Enhanced Lease Trust Series 2025-AA | &nbsp;&nbsp;5.080% | &nbsp;&nbsp;8/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91 |
| <sup>4,5</sup> | Stellantis Financial Underwritten Enhanced Lease Trust Series 2025-BA | &nbsp;&nbsp;4.710% | &nbsp;&nbsp;1/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251 |
| <sup>4,5</sup> | Switch ABS Issuer LLC Series 2025-2A | &nbsp;&nbsp;5.121% | &nbsp;&nbsp;10/25/2055 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 |
| <sup>5</sup> | Synchrony Card Funding LLC Series 2025-A2 | &nbsp;&nbsp;4.490% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;649 |
| <sup>4,5</sup> | Taco Bell Funding LLC Series 2025-1A | &nbsp;&nbsp;4.821% | &nbsp;&nbsp;8/25/2055 | &nbsp;&nbsp;&nbsp;&nbsp;490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;487 |
| <sup>4,5</sup> | Tesla Lease Electric Vehicle Securitization LLC Series 2025-A | &nbsp;&nbsp;4.790% | &nbsp;&nbsp;6/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91 |
| <sup>4,5</sup> | Tesla Lease Electric Vehicle Securitization LLC Series 2025-A | &nbsp;&nbsp;5.090% | &nbsp;&nbsp;6/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121 |
| <sup>4,5</sup> | Trinity Rail Leasing LLC Series 2025-1A | &nbsp;&nbsp;5.090% | &nbsp;&nbsp;10/19/2055 | &nbsp;&nbsp;&nbsp;&nbsp;109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109 |
| <sup>4,5</sup> | Truist Bank Auto Credit-Linked Notes Series 2025-1 | &nbsp;&nbsp;4.728% | &nbsp;&nbsp;9/26/2033 | &nbsp;&nbsp;&nbsp;&nbsp;254 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254 |
| <sup>4,5</sup> | US Bank C&I Credit-Linked Notes Series 2025-SUP2 | &nbsp;&nbsp;4.818% | &nbsp;&nbsp;9/25/2032 | &nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231 |
| <sup>4,5</sup> | US Bank NA Series 2025-SUP1 | &nbsp;&nbsp;5.582% | &nbsp;&nbsp;2/25/2032 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201 |
| <sup>4,5</sup> | USB Auto Owner Trust Series 2025-1A | &nbsp;&nbsp;4.620% | &nbsp;&nbsp;12/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41 |
| <sup>4,5</sup> | Vantage Data Centers Issuer LLC Series 2025-2A | &nbsp;&nbsp;5.239% | &nbsp;&nbsp;11/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;664 |
| <sup>4,5</sup> | Vantage Data Centers LLC Series 2025-1A | &nbsp;&nbsp;5.132% | &nbsp;&nbsp;8/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;435 |
| <sup>4,5</sup> | Verizon Master Trust Series 2023-6 | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;9/22/2031 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203 |
| <sup>5</sup> | Verizon Master Trust Series 2025-3 | &nbsp;&nbsp;4.770% | &nbsp;&nbsp;3/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202 |
| <sup>5</sup> | Verizon Master Trust Series 2025-3 | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101 |
| <sup>4,5</sup> | Verizon Master Trust Series 2025-4 | &nbsp;&nbsp;4.760% | &nbsp;&nbsp;3/21/2033 | &nbsp;&nbsp;&nbsp;&nbsp;360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;369 |
| <sup>4,5</sup> | Verizon Master Trust Series 2025-4 | &nbsp;&nbsp;5.020% | &nbsp;&nbsp;3/21/2033 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133 |
| <sup>4,5</sup> | Verizon Master Trust Series 2025-4 | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/21/2033 | &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143 |
| <sup>5</sup> | Verizon Master Trust Series 2025-5 | &nbsp;&nbsp;4.840% | &nbsp;&nbsp;6/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101 |
| <sup>4,5</sup> | Verizon Master Trust Series 2025-6 | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;6/21/2033 | &nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244 |
| <sup>4,5</sup> | Verizon Master Trust Series 2025-6 | &nbsp;&nbsp;5.060% | &nbsp;&nbsp;6/21/2033 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102 |
| <sup>4,5</sup> | Verizon Master Trust Series 2025-8 | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;8/22/2033 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>4,5</sup> | Wendy's Funding LLC Series 2018-1A | &nbsp;&nbsp;3.884% | &nbsp;&nbsp;3/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;267 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262 |
| <sup>4,5</sup> | Westlake Flooring Master Trust Series 2025-1A | &nbsp;&nbsp;4.840% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 |
| <sup>5</sup> | World Omni Auto Receivables Trust Series 2025-B | &nbsp;&nbsp;4.530% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101 |
| <sup>5</sup> | World Omni Auto Receivables Trust Series 2025-C | &nbsp;&nbsp;4.420% | &nbsp;&nbsp;11/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201 |
|  |  |  |  |  | &nbsp;&nbsp;**35851** |
| **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $39,090)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $39,090)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $39,090)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $39,090)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $39,090)** | **39399** |
| **Corporate Bonds (65.1%)** | **Corporate Bonds (65.1%)** | **Corporate Bonds (65.1%)** | **Corporate Bonds (65.1%)** | **Corporate Bonds (65.1%)** | **Corporate Bonds (65.1%)** |
| **Australia (0.0%)** | **Australia (0.0%)** | **Australia (0.0%)** | **Australia (0.0%)** | **Australia (0.0%)** | **Australia (0.0%)** |
| <sup>4</sup> | National Australia Bank Ltd. | &nbsp;&nbsp;2.990% | &nbsp;&nbsp;5/21/2031 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92 |
| **Brazil (0.0%)** | **Brazil (0.0%)** | **Brazil (0.0%)** | **Brazil (0.0%)** | **Brazil (0.0%)** | **Brazil (0.0%)** |
| <sup>4</sup> | Vale Overseas Ltd. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;2/25/2056 | &nbsp;&nbsp;&nbsp;&nbsp;201 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201 |
| **Canada (2.7%)** | **Canada (2.7%)** | **Canada (2.7%)** | **Canada (2.7%)** | **Canada (2.7%)** | **Canada (2.7%)** |
| <sup>4</sup> | 1011778 BC ULC | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;384 |
| <sup>4</sup> | 1011778 BC ULC | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149 |
| <sup>4</sup> | 1011778 BC ULC | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193 |
| <sup>4</sup> | 1011778 BC ULC | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;432 |
| <sup>4</sup> | 1011778 BC ULC | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 |
| <sup>4</sup> | 1011778 BC ULC | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286 |
| <sup>4</sup> | Air Canada | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/15/2026 | &nbsp;&nbsp;1615 | &nbsp;&nbsp;&nbsp;&nbsp;1609 |
|  | Bank of Montreal | &nbsp;&nbsp;3.088% | &nbsp;&nbsp;1/10/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 |
| <sup>4</sup> | Bombardier Inc. | &nbsp;&nbsp;8.750% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324 |
| <sup>4</sup> | Bombardier Inc. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;7/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229 |
| <sup>4</sup> | Bombardier Inc. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;6/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 |
| <sup>4</sup> | Bombardier Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259 |
|  | Canadian Natural Resources Ltd. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Enbridge Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/8/2033 | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;843 |
| <sup>4</sup> | Garda World Security Corp. | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61 |
| <sup>4</sup> | Garda World Security Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246 |
| <sup>4</sup> | Garda World Security Corp. | &nbsp;&nbsp;8.250% | &nbsp;&nbsp;8/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;594 |
| <sup>4</sup> | Garda World Security Corp. | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;439 |
| <sup>4</sup> | Gildan Activewear Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;10/7/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 |
| <sup>4</sup> | Hudbay Minerals Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 |
| <sup>4</sup> | Hudbay Minerals Inc. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;4/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;456 |
|  | National Bank of Canada | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;2/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;333 |
| <sup>4</sup> | NOVA Chemicals Corp. | &nbsp;&nbsp;9.000% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;438 |
|  | Nutrien Ltd. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;4/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;929 |
| <sup>4</sup> | Ontario Gaming GTA LP | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;8/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47 |
|  | Rogers Communications Inc. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;4/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;544 |
|  | Rogers Communications Inc. | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;4/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;322 |
| <sup>5</sup> | Royal Bank of Canada | &nbsp;&nbsp;4.522% | &nbsp;&nbsp;10/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88 |
| <sup>5</sup> | Royal Bank of Canada | &nbsp;&nbsp;4.969% | &nbsp;&nbsp;8/2/2030 | &nbsp;&nbsp;&nbsp;&nbsp;173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177 |
| <sup>5</sup> | Royal Bank of Canada | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;10/18/2030 | &nbsp;&nbsp;1130 | &nbsp;&nbsp;&nbsp;&nbsp;1145 |
|  | South Bow Canadian Infrastructure Holdings Ltd. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;3/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;371 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;396 |
|  | South Bow Canadian Infrastructure Holdings Ltd. | &nbsp;&nbsp;7.625% | &nbsp;&nbsp;3/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78 |
|  | Toronto-Dominion Bank | &nbsp;&nbsp;4.783% | &nbsp;&nbsp;12/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;512 |
|  | TransAlta Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;2/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96 |
|  |  |  |  |  | &nbsp;&nbsp;**12182** |
| **Denmark (0.2%)** | **Denmark (0.2%)** | **Denmark (0.2%)** | **Denmark (0.2%)** | **Denmark (0.2%)** | **Denmark (0.2%)** |
| <sup>4</sup> | GENMAB A/S | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;12/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;620 |
| <sup>4</sup> | GENMAB A/S | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;12/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**841** |
| **France (0.5%)** | **France (0.5%)** | **France (0.5%)** | **France (0.5%)** | **France (0.5%)** | **France (0.5%)** |
| <sup>4</sup> | Altice France SA | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;623 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;598 |
| <sup>4</sup> | Opal Bidco SAS | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp;940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;963 |
| <sup>4</sup> | SNF Group SACA | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;403 |
| <sup>4</sup> | SNF Group SACA | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**2169** |
| **Germany (0.7%)** | **Germany (0.7%)** | **Germany (0.7%)** | **Germany (0.7%)** | **Germany (0.7%)** | **Germany (0.7%)** |
|  | Deutsche Bank AG | &nbsp;&nbsp;6.819% | &nbsp;&nbsp;11/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52 |
|  | Deutsche Bank AG | &nbsp;&nbsp;4.999% | &nbsp;&nbsp;9/11/2030 | &nbsp;&nbsp;&nbsp;&nbsp;810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;822 |
|  | Deutsche Bank AG | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;8/4/2031 | &nbsp;&nbsp;&nbsp;&nbsp;324 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327 |
| <sup>4</sup> | TK Elevator US Newco Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;401 |
| <sup>4</sup> | Volkswagen Group of America Finance LLC | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;9/11/2027 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201 |
| <sup>4</sup> | ZF North America Capital Inc. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;3/24/2031 | &nbsp;&nbsp;1325 | &nbsp;&nbsp;&nbsp;&nbsp;1341 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**3144** |
| **Guatemala (0.1%)** | **Guatemala (0.1%)** | **Guatemala (0.1%)** | **Guatemala (0.1%)** | **Guatemala (0.1%)** | **Guatemala (0.1%)** |
| <sup>4</sup> | Energuate Trust 2 0 | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;649 |
| **Hong Kong (0.1%)** | **Hong Kong (0.1%)** | **Hong Kong (0.1%)** | **Hong Kong (0.1%)** | **Hong Kong (0.1%)** | **Hong Kong (0.1%)** |
| <sup>4</sup> | Melco Resorts Finance Ltd. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;9/24/2033 | &nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240 |
| **Ireland (0.7%)** | **Ireland (0.7%)** | **Ireland (0.7%)** | **Ireland (0.7%)** | **Ireland (0.7%)** | **Ireland (0.7%)** |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/6/2028 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;164 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164 |
| <sup>4</sup> | Flutter Treasury DAC | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;6/4/2031 | &nbsp;&nbsp;&nbsp;&nbsp;705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;715 |
| <sup>4</sup> | GGAM Finance Ltd. | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;2/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;384 |
| <sup>4</sup> | GGAM Finance Ltd. | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249 |
| <sup>4</sup> | Phoenix Aviation Capital Ltd. | &nbsp;&nbsp;9.250% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;426 |
|  | Smurfit Kappa Treasury ULC | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206 |
|  | Smurfit Kappa Treasury ULC | &nbsp;&nbsp;5.438% | &nbsp;&nbsp;4/3/2034 | &nbsp;&nbsp;&nbsp;&nbsp;670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;694 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**2993** |
| **Israel (0.3%)** | **Israel (0.3%)** | **Israel (0.3%)** | **Israel (0.3%)** | **Israel (0.3%)** | **Israel (0.3%)** |
|  | Teva Pharmaceutical Finance Netherlands III BV | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;10/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;252 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249 |
|  | Teva Pharmaceutical Finance Netherlands III BV | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;5/9/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
|  | Teva Pharmaceutical Finance Netherlands III BV | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;12/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;529 |
|  | Teva Pharmaceutical Finance Netherlands III BV | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;10/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170 |
|  | Teva Pharmaceutical Finance Netherlands IV BV | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;12/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;306 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**1269** |
| **Italy (0.3%)** | **Italy (0.3%)** | **Italy (0.3%)** | **Italy (0.3%)** | **Italy (0.3%)** | **Italy (0.3%)** |
| <sup>4</sup> | Enel Finance International NV | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;9/30/2028 | &nbsp;&nbsp;1410 | &nbsp;&nbsp;&nbsp;&nbsp;1408 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| **Japan (0.6%)** | **Japan (0.6%)** | **Japan (0.6%)** | **Japan (0.6%)** | **Japan (0.6%)** | **Japan (0.6%)** |
| <sup>4</sup> | Kioxia Holdings Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;7/24/2030 | &nbsp;&nbsp;&nbsp;&nbsp;315 | &nbsp;&nbsp;&nbsp;&nbsp;324 |
| <sup>4</sup> | Kioxia Holdings Corp. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;7/24/2033 | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;114 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.422% | &nbsp;&nbsp;2/22/2029 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;206 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.258% | &nbsp;&nbsp;4/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;206 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.197% | &nbsp;&nbsp;1/16/2031 | &nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;773 |
| <sup>5</sup> | Mizuho Financial Group Inc. | &nbsp;&nbsp;2.201% | &nbsp;&nbsp;7/10/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 |
| <sup>4</sup> | Nippon Life Insurance Co. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;4/30/2055 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;215 |
| <sup>4</sup> | Nissan Motor Co. Ltd. | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;7/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;265 |
| <sup>4</sup> | Nissan Motor Co. Ltd. | &nbsp;&nbsp;8.125% | &nbsp;&nbsp;7/17/2035 | &nbsp;&nbsp;&nbsp;&nbsp;475 | &nbsp;&nbsp;&nbsp;&nbsp;506 |
|  | Nomura Holdings Inc. | &nbsp;&nbsp;5.594% | &nbsp;&nbsp;7/2/2027 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;204 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;2.130% | &nbsp;&nbsp;7/8/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46 |
|  |  |  |  |  | &nbsp;&nbsp;**2904** |
| **Macao (0.7%)** | **Macao (0.7%)** | **Macao (0.7%)** | **Macao (0.7%)** | **Macao (0.7%)** | **Macao (0.7%)** |
| <sup>4</sup> | MGM China Holdings Ltd. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;149 |
| <sup>4</sup> | MGM China Holdings Ltd. | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;6/26/2031 | &nbsp;&nbsp;&nbsp;&nbsp;455 | &nbsp;&nbsp;&nbsp;&nbsp;481 |
| <sup>4</sup> | Studio City Co. Ltd. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;2/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
| <sup>4</sup> | Studio City Finance Ltd. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;1100 | &nbsp;&nbsp;1058 |
| <sup>4</sup> | Wynn Macau Ltd. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;8/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 |
| <sup>4</sup> | Wynn Macau Ltd. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;12/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;585 | &nbsp;&nbsp;&nbsp;&nbsp;579 |
| <sup>4</sup> | Wynn Macau Ltd. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;735 | &nbsp;&nbsp;&nbsp;&nbsp;746 |
|  |  |  |  |  | &nbsp;&nbsp;**3103** |
| **Netherlands (0.2%)** | **Netherlands (0.2%)** | **Netherlands (0.2%)** | **Netherlands (0.2%)** | **Netherlands (0.2%)** | **Netherlands (0.2%)** |
|  | NXP BV | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;101 |
| <sup>4</sup> | Sunrise FinCo I BV | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;268 |
| <sup>4</sup> | Trivium Packaging Finance BV | &nbsp;&nbsp;8.250% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;126 | &nbsp;&nbsp;&nbsp;&nbsp;135 |
| <sup>4</sup> | Trivium Packaging Finance BV | &nbsp;&nbsp;12.250% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;136 |
| <sup>4</sup> | VZ Secured Financing BV | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 |
| <sup>4</sup> | Ziggo BV | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**725** |
| **Poland (0.1%)** | **Poland (0.1%)** | **Poland (0.1%)** | **Poland (0.1%)** | **Poland (0.1%)** | **Poland (0.1%)** |
| <sup>4</sup> | Canpack SA | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;520 | &nbsp;&nbsp;&nbsp;&nbsp;497 |
| **Saudi Arabia (0.1%)** | **Saudi Arabia (0.1%)** | **Saudi Arabia (0.1%)** | **Saudi Arabia (0.1%)** | **Saudi Arabia (0.1%)** | **Saudi Arabia (0.1%)** |
|  | Suci Second Investment Co. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;9/10/2027 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;601 |
| **South Africa (0.0%)** | **South Africa (0.0%)** | **South Africa (0.0%)** | **South Africa (0.0%)** | **South Africa (0.0%)** | **South Africa (0.0%)** |
| <sup>5</sup> | Bidvest Group UK plc | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;9/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;204 |
| **Spain (0.0%)** | **Spain (0.0%)** | **Spain (0.0%)** | **Spain (0.0%)** | **Spain (0.0%)** | **Spain (0.0%)** |
|  | Banco Santander SA | &nbsp;&nbsp;6.607% | &nbsp;&nbsp;11/7/2028 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;107 |
|  | Banco Santander SA | &nbsp;&nbsp;6.921% | &nbsp;&nbsp;8/8/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**162** |
| **Switzerland (0.5%)** | **Switzerland (0.5%)** | **Switzerland (0.5%)** | **Switzerland (0.5%)** | **Switzerland (0.5%)** | **Switzerland (0.5%)** |
|  | Credit Suisse USA LLC | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;137 |
| <sup>4</sup> | UBS Group AG | &nbsp;&nbsp;3.869% | &nbsp;&nbsp;1/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64 |
| <sup>4</sup> | UBS Group AG | &nbsp;&nbsp;4.151% | &nbsp;&nbsp;12/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp;605 | &nbsp;&nbsp;&nbsp;&nbsp;604 |
| <sup>4</sup> | UBS Group AG | &nbsp;&nbsp;4.398% | &nbsp;&nbsp;9/23/2031 | &nbsp;&nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp;319 |
| <sup>4</sup> | UBS Group AG | &nbsp;&nbsp;4.844% | &nbsp;&nbsp;11/6/2033 | &nbsp;&nbsp;&nbsp;&nbsp;258 | &nbsp;&nbsp;&nbsp;&nbsp;258 |
| <sup>4</sup> | UBS Group AG | &nbsp;&nbsp;5.580% | &nbsp;&nbsp;5/9/2036 | &nbsp;&nbsp;&nbsp;&nbsp;310 | &nbsp;&nbsp;&nbsp;&nbsp;322 |
| <sup>4</sup> | UBS Group AG | &nbsp;&nbsp;5.010% | &nbsp;&nbsp;3/23/2037 | &nbsp;&nbsp;&nbsp;&nbsp;405 | &nbsp;&nbsp;&nbsp;&nbsp;401 |
|  |  |  |  |  | &nbsp;&nbsp;**2105** |
| **Turkiye (0.1%)** | **Turkiye (0.1%)** | **Turkiye (0.1%)** | **Turkiye (0.1%)** | **Turkiye (0.1%)** | **Turkiye (0.1%)** |
| <sup>4</sup> | Turk Telekomunikasyon A/S | &nbsp;&nbsp;6.950% | &nbsp;&nbsp;10/7/2032 | &nbsp;&nbsp;&nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;&nbsp;347 |
| **United Arab Emirates (0.1%)** | **United Arab Emirates (0.1%)** | **United Arab Emirates (0.1%)** | **United Arab Emirates (0.1%)** | **United Arab Emirates (0.1%)** | **United Arab Emirates (0.1%)** |
| <sup>5</sup> | Galaxy Pipeline Assets Bidco Ltd. | &nbsp;&nbsp;2.160% | &nbsp;&nbsp;3/31/2034 | &nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;253 |
| **United Kingdom (2.5%)** | **United Kingdom (2.5%)** | **United Kingdom (2.5%)** | **United Kingdom (2.5%)** | **United Kingdom (2.5%)** | **United Kingdom (2.5%)** |
|  | Barclays plc | &nbsp;&nbsp;5.674% | &nbsp;&nbsp;3/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;204 |
|  | Barclays plc | &nbsp;&nbsp;4.837% | &nbsp;&nbsp;9/10/2028 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;121 |
|  | Barclays plc | &nbsp;&nbsp;5.086% | &nbsp;&nbsp;2/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;204 |
|  | BAT Capital Corp. | &nbsp;&nbsp;2.259% | &nbsp;&nbsp;3/25/2028 | &nbsp;&nbsp;2070 | &nbsp;&nbsp;1992 |
|  | BAT Capital Corp. | &nbsp;&nbsp;6.343% | &nbsp;&nbsp;8/2/2030 | &nbsp;&nbsp;1150 | &nbsp;&nbsp;1244 |
|  | BAT Capital Corp. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;3/22/2033 | &nbsp;&nbsp;&nbsp;&nbsp;385 | &nbsp;&nbsp;&nbsp;&nbsp;382 |
|  | BAT Capital Corp. | &nbsp;&nbsp;6.421% | &nbsp;&nbsp;8/2/2033 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;221 |
|  | BAT Capital Corp. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;521 |
|  | BAT International Finance plc | &nbsp;&nbsp;5.931% | &nbsp;&nbsp;2/2/2029 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;105 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>4</sup> | Belron UK Finance plc | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;332 |
| <sup>4</sup> | Brightstar Lottery plc | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114 |
| <sup>4</sup> | California Buyer Ltd. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240 |
|  | Diageo Capital plc | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/24/2033 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105 |
| <sup>4</sup> | Froneri Lux FinCo Sarl | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;8/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;902 |
| <sup>4</sup> | Howden UK Refinance plc | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;484 |
| <sup>4</sup> | Howden UK Refinance plc | &nbsp;&nbsp;8.125% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;1025 | &nbsp;&nbsp;&nbsp;&nbsp;1057 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.130% | &nbsp;&nbsp;11/19/2028 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204 |
|  | HSBC Holdings plc | &nbsp;&nbsp;4.619% | &nbsp;&nbsp;11/6/2031 | &nbsp;&nbsp;&nbsp;&nbsp;580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;581 |
|  | HSBC Holdings plc | &nbsp;&nbsp;2.804% | &nbsp;&nbsp;5/24/2032 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137 |
| <sup>4</sup> | Imperial Brands Finance plc | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202 |
| <sup>4</sup> | Imperial Brands Finance plc | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;7/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;513 |
|  | National Grid plc | &nbsp;&nbsp;5.602% | &nbsp;&nbsp;6/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72 |
|  | Santander UK Group Holdings plc | &nbsp;&nbsp;4.320% | &nbsp;&nbsp;9/22/2029 | &nbsp;&nbsp;&nbsp;&nbsp;744 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;745 |
| <sup>4</sup> | Virgin Media Finance plc | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176 |
| <sup>4</sup> | Virgin Media Secured Finance plc | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148 |
| <sup>4</sup> | Virgin Media Secured Finance plc | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130 |
|  |  |  |  |  | &nbsp;&nbsp;**11136** |
| **United States (54.4%)** | **United States (54.4%)** | **United States (54.4%)** | **United States (54.4%)** | **United States (54.4%)** | **United States (54.4%)** |
| <sup>4</sup> | 1261229 BC Ltd. | &nbsp;&nbsp;10.000% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;1035 | &nbsp;&nbsp;&nbsp;&nbsp;1078 |
| <sup>4</sup> | Acushnet Co. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;12/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223 |
| <sup>4</sup> | ADT Security Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;10/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375 |
| <sup>4</sup> | Advance Auto Parts Inc. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;8/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;493 |
| <sup>4</sup> | Advance Auto Parts Inc. | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;8/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;513 |
| <sup>4</sup> | Advanced Drainage Systems Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286 |
|  | AEP Texas Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78 |
|  | AEP Texas Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52 |
|  | AES Corp. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91 |
| <sup>4</sup> | Albertsons Cos. Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;401 |
| <sup>4</sup> | Albertsons Cos. Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204 |
| <sup>4</sup> | Albertsons Cos. Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202 |
| <sup>4</sup> | Alcoa Nederland Holding BV | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
|  | Allegion plc | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 |
| <sup>4</sup> | Alliant Energy Finance LLC | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/6/2027 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253 |
| <sup>4</sup> | Alliant Holdings Intermediate LLC | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;11/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 |
| <sup>4</sup> | Alliant Holdings Intermediate LLC | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;107 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111 |
| <sup>4</sup> | Alliant Holdings Intermediate LLC | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;10/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 |
| <sup>4</sup> | Alliant Holdings Intermediate LLC | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;10/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206 |
| <sup>4</sup> | Allied Universal Holdco LLC | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;619 |
| <sup>4</sup> | Allison Transmission Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;10/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;509 |
| <sup>4</sup> | Allison Transmission Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;12/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248 |
|  | Ally Financial Inc. | &nbsp;&nbsp;5.737% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87 |
| <sup>4</sup> | Alumina Pty Ltd. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52 |
| <sup>4</sup> | Alumina Pty Ltd. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;872 |
|  | Amazon.com Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;11/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp;370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370 |
|  | Amazon.com Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;11/20/2035 | &nbsp;&nbsp;&nbsp;&nbsp;255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254 |
| <sup>4</sup> | AMC Networks Inc. | &nbsp;&nbsp;10.250% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;844 |
|  | AMC Networks Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;331 |
| <sup>4</sup> | AMC Networks Inc. | &nbsp;&nbsp;10.500% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232 |
|  | Amcor Flexibles North America Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233 |
|  | Amcor Flexibles North America Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;3/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174 |
|  | Ameren Illinois Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 |
| <sup>4</sup> | American Airlines Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 |
| <sup>4</sup> | American Airlines Inc. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96 |
| <sup>4</sup> | American Airlines Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/20/2029 | &nbsp;&nbsp;1105 | &nbsp;&nbsp;&nbsp;&nbsp;1125 |
| <sup>4</sup> | American Airlines Inc. | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;616 |
|  | American Axle & Manufacturing Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120 |
| <sup>4</sup> | American Axle & Manufacturing Inc. | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;10/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56 |
| <sup>4</sup> | American Builders & Contractors Supply Co. Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124 |
| <sup>4</sup> | American Builders & Contractors Supply Co. Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265 |
|  | American Electric Power Co. Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196 |
|  | American Homes 4 Rent LP | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66 |
|  | American Tower Corp. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 |
|  | Ameriprise Financial Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92 |
| <sup>4</sup> | AmeriTex HoldCo Intermediate LLC | &nbsp;&nbsp;7.625% | &nbsp;&nbsp;8/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158 |
|  | Amgen Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/2/2030 | &nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119 |
| <sup>4</sup> | Amkor Technology Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;10/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205 |
|  | Amphenol Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79 |
|  | Amphenol Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Amphenol Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69 |
|  | Amphenol Corp. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;2/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;155 | &nbsp;&nbsp;&nbsp;&nbsp;152 |
| <sup>4</sup> | AmWINS Group Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;375 | &nbsp;&nbsp;&nbsp;&nbsp;385 |
| <sup>4</sup> | AmWINS Group Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;6/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;138 |
| <sup>4</sup> | Antero Midstream Partners LP | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;109 |
| <sup>4</sup> | Antero Midstream Partners LP | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;10/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;390 | &nbsp;&nbsp;&nbsp;&nbsp;392 |
|  | Aon North America Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;196 |
|  | Aon North America Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;125 |
|  | Apollo Debt Solutions BDC | &nbsp;&nbsp;6.900% | &nbsp;&nbsp;4/13/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84 |
|  | Apollo Global Management Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;8/12/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82 |
|  | Apollo Global Management Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;12/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;114 | &nbsp;&nbsp;&nbsp;&nbsp;113 |
| <sup>4</sup> | Arcosa Inc. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;126 |
| <sup>4</sup> | Ardagh Metal Packaging Finance USA LLC | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;9/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;560 | &nbsp;&nbsp;&nbsp;&nbsp;527 |
| <sup>4,10</sup> | Ardagh Metal Packaging Finance USA LLC | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;474 |
| <sup>4</sup> | Ardagh Metal Packaging Finance USA LLC | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;1/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;256 |
|  | Ares Capital Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72 |
|  | Ares Capital Corp. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;7/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;318 | &nbsp;&nbsp;&nbsp;&nbsp;327 |
|  | Ares Strategic Income Fund | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;101 |
|  | Ares Strategic Income Fund | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 |
|  | Arizona Public Service Co. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;8/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;590 | &nbsp;&nbsp;&nbsp;&nbsp;617 |
| <sup>4</sup> | Asbury Automotive Group Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;197 |
| <sup>4</sup> | Asbury Automotive Group Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 |
| <sup>4</sup> | Ascent Resources Utica Holdings LLC | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;6/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;241 |
| <sup>4</sup> | Ascent Resources Utica Holdings LLC | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;1200 | &nbsp;&nbsp;1241 |
| <sup>4</sup> | Ascent Resources Utica Holdings LLC | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;7/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;310 |
| <sup>4</sup> | Asurion LLC & Asurion Co-Issuer Inc. | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;12/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp;425 | &nbsp;&nbsp;&nbsp;&nbsp;441 |
|  | AT&T Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;6/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;155 | &nbsp;&nbsp;&nbsp;&nbsp;142 |
| <sup>4</sup> | AthenaHealth Group Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;140 |
|  | Athene Holding Ltd. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;10/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;278 | &nbsp;&nbsp;&nbsp;&nbsp;277 |
|  | AutoZone Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;11/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42 |
| <sup>4</sup> | Axalta Coating Systems Dutch Holding B BV | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;215 | &nbsp;&nbsp;&nbsp;&nbsp;227 |
| <sup>4</sup> | Axalta Coating Systems LLC | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;160 |
| <sup>4</sup> | Axon Enterprise Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 |
|  | Ball Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36 |
|  | Ball Corp. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 |
|  | Ball Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;710 | &nbsp;&nbsp;&nbsp;&nbsp;723 |
| <sup>5</sup> | Bank of America Corp. | &nbsp;&nbsp;3.970% | &nbsp;&nbsp;3/5/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
| <sup>5</sup> | Bank of America Corp. | &nbsp;&nbsp;2.087% | &nbsp;&nbsp;6/14/2029 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 |
| <sup>5</sup> | Bank of America Corp. | &nbsp;&nbsp;4.271% | &nbsp;&nbsp;7/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 |
| <sup>5</sup> | Bank of America Corp. | &nbsp;&nbsp;3.194% | &nbsp;&nbsp;7/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97 |
|  | Bank of America Corp. | &nbsp;&nbsp;2.572% | &nbsp;&nbsp;10/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;162 |
| <sup>5</sup> | Bank of America Corp. | &nbsp;&nbsp;5.015% | &nbsp;&nbsp;7/22/2033 | &nbsp;&nbsp;&nbsp;&nbsp;780 | &nbsp;&nbsp;&nbsp;&nbsp;795 |
|  | Bank of America Corp. | &nbsp;&nbsp;5.518% | &nbsp;&nbsp;10/25/2035 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;205 |
|  | Bank of America Corp. | &nbsp;&nbsp;5.744% | &nbsp;&nbsp;2/12/2036 | &nbsp;&nbsp;&nbsp;&nbsp;380 | &nbsp;&nbsp;&nbsp;&nbsp;396 |
|  | Bank of New York Mellon Corp. | &nbsp;&nbsp;4.543% | &nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;101 |
|  | Bank of New York Mellon Corp. | &nbsp;&nbsp;5.060% | &nbsp;&nbsp;7/22/2032 | &nbsp;&nbsp;&nbsp;&nbsp;103 | &nbsp;&nbsp;&nbsp;&nbsp;107 |
| <sup>5</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;5.834% | &nbsp;&nbsp;10/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;108 |
| <sup>5</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;6.474% | &nbsp;&nbsp;10/25/2034 | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;123 |
| <sup>5</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;5.188% | &nbsp;&nbsp;3/14/2035 | &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;144 |
|  | Bank of New York Mellon Corp. | &nbsp;&nbsp;5.316% | &nbsp;&nbsp;6/6/2036 | &nbsp;&nbsp;&nbsp;&nbsp;435 | &nbsp;&nbsp;&nbsp;&nbsp;451 |
| <sup>4</sup> | Bath & Body Works Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;102 |
|  | Bath & Body Works Inc. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;11/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;580 | &nbsp;&nbsp;&nbsp;&nbsp;587 |
| <sup>4</sup> | Bausch + Lomb Corp. | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;10/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 |
| <sup>4</sup> | Beach Acquisition Bidco LLC | &nbsp;&nbsp;10.000% | &nbsp;&nbsp;7/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47 |
|  | Becton Dickinson & Co. | &nbsp;&nbsp;4.874% | &nbsp;&nbsp;2/8/2029 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;102 |
|  | Berkshire Hathaway Energy Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88 |
|  | Berry Global Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
| <sup>4</sup> | Big River Steel LLC | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;1/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;615 | &nbsp;&nbsp;&nbsp;&nbsp;617 |
| <sup>4</sup> | Blackstone Holdings Finance Co. LLC | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;1/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59 |
|  | Blackstone Secured Lending Fund | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;4/13/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 |
|  | Block Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;6/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>4</sup> | Block Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;357 |
|  | Block Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;5/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;380 | &nbsp;&nbsp;&nbsp;&nbsp;395 |
| <sup>4</sup> | Block Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;8/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp;&nbsp;&nbsp;539 |
| <sup>4</sup> | Blue Racer Midstream LLC | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;7/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;200 |
| <sup>4</sup> | Blue Racer Midstream LLC | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;7/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;185 | &nbsp;&nbsp;&nbsp;&nbsp;193 |
| <sup>4</sup> | Blue Racer Midstream LLC | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 |
|  | Boeing Co. | &nbsp;&nbsp;5.040% | &nbsp;&nbsp;5/1/2027 | &nbsp;&nbsp;1710 | &nbsp;&nbsp;1728 |
|  | Boeing Co. | &nbsp;&nbsp;6.298% | &nbsp;&nbsp;5/1/2029 | &nbsp;&nbsp;1520 | &nbsp;&nbsp;1614 |
|  | Boeing Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;870 | &nbsp;&nbsp;&nbsp;&nbsp;894 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Boeing Co. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;2/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;465 | &nbsp;&nbsp;&nbsp;&nbsp;447 |
|  | Boeing Co. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;5/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;273 |
|  | Boeing Co. | &nbsp;&nbsp;6.528% | &nbsp;&nbsp;5/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;332 |
| <sup>4</sup> | Boost Newco Borrower LLC | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;117 |
|  | BorgWarner Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41 |
|  | Boyd Gaming Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;12/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;399 |
| <sup>4</sup> | Boyd Gaming Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;6/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;293 |
|  | BP Capital Markets America Inc. | &nbsp;&nbsp;4.893% | &nbsp;&nbsp;9/11/2033 | &nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;356 |
|  | Brandywine Operating Partnership LP | &nbsp;&nbsp;8.875% | &nbsp;&nbsp;4/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp;680 | &nbsp;&nbsp;&nbsp;&nbsp;733 |
|  | Brandywine Operating Partnership LP | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;117 |
| <sup>4</sup> | Bread Financial Holdings Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;540 | &nbsp;&nbsp;&nbsp;&nbsp;559 |
|  | Brixmor Operating Partnership LP | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;7/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;118 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;1276 | &nbsp;&nbsp;1296 |
|  | Broadcom Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;176 |
| <sup>4</sup> | Broadcom Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64 |
|  | Broadcom Inc. | &nbsp;&nbsp;3.419% | &nbsp;&nbsp;4/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83 |
|  | Brown & Brown Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;6/23/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76 |
|  | Brown & Brown Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;6/11/2034 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;103 |
| <sup>4</sup> | Builders FirstSource Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;3/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;615 | &nbsp;&nbsp;&nbsp;&nbsp;637 |
| <sup>4</sup> | Builders FirstSource Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;126 |
| <sup>4</sup> | BWX Technologies Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;6/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;325 | &nbsp;&nbsp;&nbsp;&nbsp;320 |
| <sup>4</sup> | BWX Technologies Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;195 |
| <sup>4</sup> | Cable One Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;366 | &nbsp;&nbsp;&nbsp;&nbsp;282 |
| <sup>4</sup> | Caesars Entertainment Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;192 |
| <sup>4</sup> | Caesars Entertainment Inc. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 |
| <sup>4</sup> | Caesars Entertainment Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;123 |
| <sup>4</sup> | Caesars Entertainment Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;584 |
| <sup>4</sup> | California Resources Corp. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;640 | &nbsp;&nbsp;&nbsp;&nbsp;632 |
| <sup>4</sup> | Calpine Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;370 | &nbsp;&nbsp;&nbsp;&nbsp;370 |
| <sup>4</sup> | Calpine Corp. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp;320 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;6.312% | &nbsp;&nbsp;6/8/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;165 | &nbsp;&nbsp;&nbsp;&nbsp;172 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;3.273% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;146 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;6.051% | &nbsp;&nbsp;2/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;6.183% | &nbsp;&nbsp;1/30/2036 | &nbsp;&nbsp;&nbsp;&nbsp;241 | &nbsp;&nbsp;&nbsp;&nbsp;252 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;5.197% | &nbsp;&nbsp;9/11/2036 | &nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;179 |
|  | Carlyle Group Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;9/19/2035 | &nbsp;&nbsp;&nbsp;&nbsp;147 | &nbsp;&nbsp;&nbsp;&nbsp;145 |
| <sup>4</sup> | Carnival Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;8/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 |
| <sup>4</sup> | Carnival Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;5/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;570 | &nbsp;&nbsp;&nbsp;&nbsp;577 |
| <sup>4</sup> | Carnival Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp;329 |
| <sup>4</sup> | Carnival Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;6/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;442 | &nbsp;&nbsp;&nbsp;&nbsp;457 |
| <sup>4</sup> | Carnival Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;8/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;153 | &nbsp;&nbsp;&nbsp;&nbsp;157 |
| <sup>4</sup> | Carpenter Technology Corp. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;3/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;122 |
| <sup>4</sup> | CCO Holdings LLC | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;5/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;250 |
| <sup>4</sup> | CCO Holdings LLC | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;179 |
| <sup>4</sup> | CCO Holdings LLC | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;1355 | &nbsp;&nbsp;1296 |
| <sup>4</sup> | CCO Holdings LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;1485 | &nbsp;&nbsp;1399 |
| <sup>4</sup> | CCO Holdings LLC | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;276 |
| <sup>4</sup> | CCO Holdings LLC | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27 |
|  | CCO Holdings LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/1/2032 | &nbsp;&nbsp;1270 | &nbsp;&nbsp;1140 |
|  | Centene Corp. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74 |
| <sup>4</sup> | Central Parent Inc. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42 |
| <sup>4</sup> | Central Parent LLC | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;195 | &nbsp;&nbsp;&nbsp;&nbsp;169 |
| <sup>4</sup> | Champ Acquisition Corp. | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;12/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;430 | &nbsp;&nbsp;&nbsp;&nbsp;464 |
| <sup>4</sup> | Charles River Laboratories International Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;620 | &nbsp;&nbsp;&nbsp;&nbsp;599 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;5.643% | &nbsp;&nbsp;5/19/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;6.196% | &nbsp;&nbsp;11/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;6.136% | &nbsp;&nbsp;8/24/2034 | &nbsp;&nbsp;&nbsp;&nbsp;182 | &nbsp;&nbsp;&nbsp;&nbsp;198 |
| <sup>4</sup> | Chart Industries Inc. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;1/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 |
| <sup>4</sup> | Chart Industries Inc. | &nbsp;&nbsp;9.500% | &nbsp;&nbsp;1/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;223 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;690 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;380 | &nbsp;&nbsp;&nbsp;&nbsp;378 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;412 | &nbsp;&nbsp;&nbsp;&nbsp;430 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;6.650% | &nbsp;&nbsp;2/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;714 | &nbsp;&nbsp;&nbsp;&nbsp;753 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;6.384% | &nbsp;&nbsp;10/23/2035 | &nbsp;&nbsp;&nbsp;&nbsp;294 | &nbsp;&nbsp;&nbsp;&nbsp;303 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;6.484% | &nbsp;&nbsp;10/23/2045 | &nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;108 |
|  | Chemours Co. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;5/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>4</sup> | Chemours Co. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78 |
| <sup>4</sup> | Chemours Co. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;775 | &nbsp;&nbsp;&nbsp;&nbsp;703 |
|  | Cheniere Energy Partners LP | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;127 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Cheniere Energy Partners LP | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;6/30/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| <sup>4</sup> | Cheniere Energy Partners LP | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;10/30/2035 | &nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;215 |
| <sup>4</sup> | Chord Energy Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;480 | &nbsp;&nbsp;&nbsp;&nbsp;485 |
| <sup>4</sup> | Chord Energy Corp. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;129 |
|  | Chubb INA Holdings LLC | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;8/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;121 |
| <sup>4</sup> | Churchill Downs Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 |
| <sup>4</sup> | Churchill Downs Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;697 |
| <sup>4</sup> | Churchill Downs Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66 |
| <sup>4</sup> | Churchill Downs Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;5/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;207 |
| <sup>4</sup> | Cipher Compute LLC | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;184 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.643% | &nbsp;&nbsp;5/7/2028 | &nbsp;&nbsp;1035 | &nbsp;&nbsp;1043 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;7/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.503% | &nbsp;&nbsp;9/11/2031 | &nbsp;&nbsp;&nbsp;&nbsp;856 | &nbsp;&nbsp;&nbsp;&nbsp;858 |
|  | Citigroup Inc. | &nbsp;&nbsp;5.174% | &nbsp;&nbsp;9/11/2036 | &nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;273 |
|  | Citizens Financial Group Inc. | &nbsp;&nbsp;5.253% | &nbsp;&nbsp;3/5/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89 |
| <sup>4</sup> | Civitas Resources Inc. | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;7/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;175 |
| <sup>4</sup> | Civitas Resources Inc. | &nbsp;&nbsp;8.625% | &nbsp;&nbsp;11/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;236 |
| <sup>4</sup> | Civitas Resources Inc. | &nbsp;&nbsp;8.750% | &nbsp;&nbsp;7/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 |
| <sup>4</sup> | Civitas Resources Inc. | &nbsp;&nbsp;9.625% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;1060 | &nbsp;&nbsp;1143 |
| <sup>4</sup> | Clarios Global LP | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;1100 | &nbsp;&nbsp;1149 |
| <sup>4</sup> | Clarios Global LP | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;104 |
| <sup>4</sup> | Clean Harbors Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;7/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;701 |
| <sup>4</sup> | Clean Harbors Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;2/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 |
| <sup>4</sup> | Clean Harbors Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;10/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;355 | &nbsp;&nbsp;&nbsp;&nbsp;364 |
| <sup>4</sup> | Clearway Energy Operating LLC | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;625 | &nbsp;&nbsp;&nbsp;&nbsp;623 |
| <sup>4</sup> | Clearway Energy Operating LLC | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;117 |
| <sup>4</sup> | Clearway Energy Operating LLC | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;124 | &nbsp;&nbsp;&nbsp;&nbsp;113 |
| <sup>4</sup> | Cleveland-Cliffs Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;1055 | &nbsp;&nbsp;1039 |
| <sup>4</sup> | Cleveland-Cliffs Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;103 |
| <sup>4</sup> | Cleveland-Cliffs Inc. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;605 | &nbsp;&nbsp;&nbsp;&nbsp;638 |
| <sup>4</sup> | Cleveland-Cliffs Inc. | &nbsp;&nbsp;7.625% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;241 |
| <sup>4</sup> | Cloud Software Group Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;504 | &nbsp;&nbsp;&nbsp;&nbsp;511 |
| <sup>4</sup> | Cloud Software Group Inc. | &nbsp;&nbsp;9.000% | &nbsp;&nbsp;9/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;167 |
| <sup>4</sup> | Cloud Software Group Inc. | &nbsp;&nbsp;8.250% | &nbsp;&nbsp;6/30/2032 | &nbsp;&nbsp;1115 | &nbsp;&nbsp;1167 |
| <sup>4</sup> | CNX Resources Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;141 |
| <sup>4</sup> | CNX Resources Corp. | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 |
| <sup>4</sup> | CNX Resources Corp. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;729 | &nbsp;&nbsp;&nbsp;&nbsp;762 |
| <sup>4</sup> | Columbia Pipelines Holding Co. LLC | &nbsp;&nbsp;5.681% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 |
|  | Commercial Metals Co. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87 |
| <sup>4</sup> | Commercial Metals Co. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;11/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;286 |
| <sup>4</sup> | Commercial Metals Co. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;12/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;154 |
| <sup>4</sup> | Community Health Systems Inc. | &nbsp;&nbsp;10.875% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;509 | &nbsp;&nbsp;&nbsp;&nbsp;556 |
| <sup>4</sup> | Community Health Systems Inc. | &nbsp;&nbsp;9.750% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;265 | &nbsp;&nbsp;&nbsp;&nbsp;278 |
|  | Constellation Brands Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;8/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 |
|  | Consumers Energy Co. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;360 | &nbsp;&nbsp;&nbsp;&nbsp;366 |
|  | COPT Defense Properties LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 |
|  | Corebridge Financial Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;4/5/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
|  | Corebridge Financial Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;4/5/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57 |
|  | Coterra Energy Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;2/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;213 |
|  | Cotiviti Inc. | &nbsp;&nbsp;7.625% | &nbsp;&nbsp;5/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;715 | &nbsp;&nbsp;&nbsp;&nbsp;692 |
| <sup>4</sup> | Credit Acceptance Corp. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;920 | &nbsp;&nbsp;&nbsp;&nbsp;924 |
| <sup>4</sup> | Crescent Energy Finance LLC | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;7/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;180 |
| <sup>4</sup> | Crescent Energy Finance LLC | &nbsp;&nbsp;7.875% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64 |
|  | CRH America Finance Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;2/9/2031 | &nbsp;&nbsp;&nbsp;&nbsp;395 | &nbsp;&nbsp;&nbsp;&nbsp;395 |
| <sup>4</sup> | Crown Americas LLC | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;6/1/2033 | &nbsp;&nbsp;1220 | &nbsp;&nbsp;1248 |
|  | Crown Castle Inc. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;7/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;570 | &nbsp;&nbsp;&nbsp;&nbsp;540 |
| <sup>4</sup> | CSC Holdings LLC | &nbsp;&nbsp;11.750% | &nbsp;&nbsp;1/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71 |
| <sup>4</sup> | CSC Holdings LLC | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;12/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;111 |
| <sup>4</sup> | CSC Holdings LLC | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;325 | &nbsp;&nbsp;&nbsp;&nbsp;197 |
| <sup>4</sup> | CSC Holdings LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;175 | &nbsp;&nbsp;&nbsp;&nbsp;106 |
|  | CVS Health Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;660 | &nbsp;&nbsp;&nbsp;&nbsp;683 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/21/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;6/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;124 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;126 |
|  | Dana Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
|  | Dana Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;223 |
|  | Dana Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;155 | &nbsp;&nbsp;&nbsp;&nbsp;149 |
| <sup>4</sup> | DaVita Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;475 | &nbsp;&nbsp;&nbsp;&nbsp;462 |
| <sup>4</sup> | DaVita Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;203 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>4</sup> | DaVita Inc. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;9/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;490 | &nbsp;&nbsp;&nbsp;&nbsp;509 |
| <sup>4</sup> | DaVita Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;7/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 |
|  | Dell International LLC | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;10/6/2032 | &nbsp;&nbsp;&nbsp;&nbsp;162 | &nbsp;&nbsp;&nbsp;&nbsp;162 |
| <sup>4</sup> | Delta Air Lines Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;10/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp;467 | &nbsp;&nbsp;&nbsp;&nbsp;469 |
| <sup>4</sup> | Diamond Foreign Asset Co. | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;715 | &nbsp;&nbsp;&nbsp;&nbsp;759 |
| <sup>4</sup> | Directv Financing LLC | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;8/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 |
| <sup>4</sup> | Directv Financing LLC | &nbsp;&nbsp;8.875% | &nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;355 | &nbsp;&nbsp;&nbsp;&nbsp;360 |
| <sup>4</sup> | Directv Financing LLC | &nbsp;&nbsp;10.000% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;775 | &nbsp;&nbsp;&nbsp;&nbsp;792 |
| <sup>4</sup> | DISH Network Corp. | &nbsp;&nbsp;11.750% | &nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;234 | &nbsp;&nbsp;&nbsp;&nbsp;244 |
| <sup>5</sup> | DTE Energy Co. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;4/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;343 |
|  | Eastman Chemical Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;8/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;295 | &nbsp;&nbsp;&nbsp;&nbsp;301 |
| <sup>4</sup> | EF Holdco | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;9/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp;&nbsp;277 |
| <sup>4</sup> | Element Solutions Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;9/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;715 | &nbsp;&nbsp;&nbsp;&nbsp;699 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;6/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;413 |
| <sup>4</sup> | Ellucian Holdings Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;12/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;153 |
| <sup>4</sup> | Endo Finance Holdings Inc. | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;137 |
| <sup>4</sup> | Energizer Holdings Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;672 | &nbsp;&nbsp;&nbsp;&nbsp;664 |
| <sup>4</sup> | Energizer Holdings Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;550 |
| <sup>4</sup> | Energizer Holdings Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;405 | &nbsp;&nbsp;&nbsp;&nbsp;388 |
|  | Energy Transfer LP | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 |
| <sup>5</sup> | Energy Transfer LP | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;164 | &nbsp;&nbsp;&nbsp;&nbsp;167 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;164 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;258 |
|  | Energy Transfer LP | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;12/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;165 | &nbsp;&nbsp;&nbsp;&nbsp;178 |
| <sup>4</sup> | Enpro Inc. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;6/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;310 | &nbsp;&nbsp;&nbsp;&nbsp;320 |
| <sup>4</sup> | Entegris Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;4/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;580 | &nbsp;&nbsp;&nbsp;&nbsp;576 |
| <sup>4</sup> | Entegris Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 |
| <sup>4</sup> | Entegris Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;255 |
|  | EOG Resources Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;241 |
|  | EQT Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
|  | Equinix Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;510 | &nbsp;&nbsp;&nbsp;&nbsp;490 |
| <sup>4</sup> | Excelerate Energy LP | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;535 | &nbsp;&nbsp;&nbsp;&nbsp;565 |
|  | Exelon Corp. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 |
|  | Extra Space Storage LP | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52 |
|  | Extra Space Storage LP | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;138 |
|  | Extra Space Storage LP | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;155 | &nbsp;&nbsp;&nbsp;&nbsp;157 |
| <sup>4</sup> | Fair Isaac Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>4</sup> | Fair Isaac Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;641 |
| <sup>4</sup> | Fair Isaac Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;164 |
|  | Ferguson Enterprises Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;448 |
|  | Fifth Third Bancorp | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;100 |
|  | Fifth Third Bancorp | &nbsp;&nbsp;4.055% | &nbsp;&nbsp;4/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;586 | &nbsp;&nbsp;&nbsp;&nbsp;585 |
|  | Fifth Third Bancorp | &nbsp;&nbsp;6.339% | &nbsp;&nbsp;7/27/2029 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;105 |
|  | Fifth Third Bancorp | &nbsp;&nbsp;4.895% | &nbsp;&nbsp;9/6/2030 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;132 |
| <sup>4</sup> | First Student Bidco Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;370 | &nbsp;&nbsp;&nbsp;&nbsp;359 |
| <sup>4</sup> | FirstEnergy Transmission LLC | &nbsp;&nbsp;2.866% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 |
| <sup>4</sup> | FirstEnergy Transmission LLC | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78 |
|  | FirstEnergy Transmission LLC | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;201 |
| <sup>4</sup> | Flash Compute LLC | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;12/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;175 | &nbsp;&nbsp;&nbsp;&nbsp;173 |
|  | FMC Corp. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;5/18/2033 | &nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;202 |
|  | FMC Corp. | &nbsp;&nbsp;8.450% | &nbsp;&nbsp;11/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;475 | &nbsp;&nbsp;&nbsp;&nbsp;377 |
| <sup>4</sup> | Focus Financial Partners LLC | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;365 | &nbsp;&nbsp;&nbsp;&nbsp;377 |
|  | Ford Motor Co. | &nbsp;&nbsp;9.625% | &nbsp;&nbsp;4/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;3.815% | &nbsp;&nbsp;11/2/2027 | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;108 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;6.800% | &nbsp;&nbsp;5/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp;334 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;7.200% | &nbsp;&nbsp;6/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;102 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;6.532% | &nbsp;&nbsp;3/19/2032 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;209 |
| <sup>4</sup> | Fortrea Holdings Inc. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;7/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 |
| <sup>4</sup> | Foundry JV Holdco LLC | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/25/2031 | &nbsp;&nbsp;2200 | &nbsp;&nbsp;2271 |
| <sup>4</sup> | Foundry JV Holdco LLC | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;1/25/2032 | &nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;794 |
| <sup>4</sup> | Foundry JV Holdco LLC | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;1/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;628 |
|  | Fox Corp. | &nbsp;&nbsp;4.709% | &nbsp;&nbsp;1/25/2029 | &nbsp;&nbsp;1230 | &nbsp;&nbsp;1246 |
| <sup>4</sup> | Freedom Mortgage Corp. | &nbsp;&nbsp;12.250% | &nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;222 |
| <sup>4</sup> | Freedom Mortgage Holdings LLC | &nbsp;&nbsp;9.250% | &nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp;&nbsp;288 |
| <sup>4</sup> | Freedom Mortgage Holdings LLC | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;5/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;200 |
| <sup>4</sup> | Freedom Mortgage Holdings LLC | &nbsp;&nbsp;9.125% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;645 |
| <sup>4</sup> | Freedom Mortgage Holdings LLC | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;4/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;316 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>4</sup> | Freedom Mortgage Holdings LLC | &nbsp;&nbsp;7.875% | &nbsp;&nbsp;4/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;197 |
| <sup>4</sup> | Frontier Communications Holdings LLC | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;160 |
| <sup>4</sup> | Frontier Communications Holdings LLC | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;5/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;101 |
| <sup>4</sup> | Frontier Communications Holdings LLC | &nbsp;&nbsp;8.625% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;137 |
| <sup>4</sup> | Garrett Motion Holdings Inc. | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;5/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;287 |
| <sup>4</sup> | Gates Corp. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;7/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;885 | &nbsp;&nbsp;&nbsp;&nbsp;920 |
|  | GE HealthCare Technologies Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;8/14/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 |
|  | GE HealthCare Technologies Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;112 |
|  | GE HealthCare Technologies Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;104 |
| <sup>4</sup> | Gen Digital Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;4/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;129 |
|  | General Electric Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;1/29/2036 | &nbsp;&nbsp;&nbsp;&nbsp;196 | &nbsp;&nbsp;&nbsp;&nbsp;199 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/9/2027 | &nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;126 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;1/5/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;4/4/2028 | &nbsp;&nbsp;1400 | &nbsp;&nbsp;1425 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;535 | &nbsp;&nbsp;&nbsp;&nbsp;510 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;1/7/2029 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;1043 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;7/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;165 | &nbsp;&nbsp;&nbsp;&nbsp;171 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;4/6/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;6/21/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;2/8/2031 | &nbsp;&nbsp;&nbsp;&nbsp;165 | &nbsp;&nbsp;&nbsp;&nbsp;174 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;4/4/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;1/9/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 |
| <sup>4</sup> | Genesee & Wyoming Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;176 |
|  | Genesis Energy LP | &nbsp;&nbsp;8.250% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;313 |
|  | Genesis Energy LP | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;135 |
|  | Georgia Power Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;5/17/2033 | &nbsp;&nbsp;&nbsp;&nbsp;122 | &nbsp;&nbsp;&nbsp;&nbsp;124 |
| <sup>4</sup> | Global Atlantic Fin Co. | &nbsp;&nbsp;7.950% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;262 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.153% | &nbsp;&nbsp;10/21/2029 | &nbsp;&nbsp;2070 | &nbsp;&nbsp;2069 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.692% | &nbsp;&nbsp;10/23/2030 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;1014 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.939% | &nbsp;&nbsp;10/21/2036 | &nbsp;&nbsp;&nbsp;&nbsp;674 | &nbsp;&nbsp;&nbsp;&nbsp;669 |
|  | Golub Capital Private Credit Fund | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;123 | &nbsp;&nbsp;&nbsp;&nbsp;125 |
|  | Goodyear Tire & Rubber Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;156 |
|  | Goodyear Tire & Rubber Co. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;543 | &nbsp;&nbsp;&nbsp;&nbsp;556 |
|  | Goodyear Tire & Rubber Co. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;4/30/2033 | &nbsp;&nbsp;&nbsp;&nbsp;205 | &nbsp;&nbsp;&nbsp;&nbsp;194 |
| <sup>4</sup> | Graphic Packaging International LLC | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;498 |
| <sup>4</sup> | Graphic Packaging International LLC | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;141 |
| <sup>4</sup> | Graphic Packaging International LLC | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;365 | &nbsp;&nbsp;&nbsp;&nbsp;371 |
| <sup>4</sup> | Gray Media Inc. | &nbsp;&nbsp;9.625% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;385 | &nbsp;&nbsp;&nbsp;&nbsp;400 |
| <sup>4</sup> | Gray Media Inc. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;8/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;165 | &nbsp;&nbsp;&nbsp;&nbsp;169 |
|  | Haleon US Capital LLC | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;3/24/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 |
| <sup>4</sup> | Hawaiian Electric Co. Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;10/1/2033 | &nbsp;&nbsp;1635 | &nbsp;&nbsp;1656 |
|  | HCA Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;145 |
|  | HCA Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;398 |
|  | HCA Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;4/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;165 | &nbsp;&nbsp;&nbsp;&nbsp;172 |
|  | HCA Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94 |
|  | HCA Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;520 | &nbsp;&nbsp;&nbsp;&nbsp;516 |
|  | HCA Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59 |
| <sup>4</sup> | Herc Holdings Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;109 |
| <sup>4</sup> | Herc Holdings Inc. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;273 |
| <sup>4</sup> | Herc Holdings Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;370 | &nbsp;&nbsp;&nbsp;&nbsp;375 |
| <sup>4</sup> | Herc Holdings Inc. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;365 | &nbsp;&nbsp;&nbsp;&nbsp;387 |
| <sup>4</sup> | Herc Holdings Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;101 |
|  | Hess Corp. | &nbsp;&nbsp;7.875% | &nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62 |
| <sup>4</sup> | Hess Midstream Operations LP | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;124 |
|  | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;272 | &nbsp;&nbsp;&nbsp;&nbsp;272 |
|  | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;9/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79 |
|  | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93 |
|  | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;139 |
|  | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;121 |
|  | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;10/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;505 | &nbsp;&nbsp;&nbsp;&nbsp;501 |
|  | Highwoods Realty LP | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;2/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 |
|  | Highwoods Realty LP | &nbsp;&nbsp;7.650% | &nbsp;&nbsp;2/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;108 | &nbsp;&nbsp;&nbsp;&nbsp;123 |
|  | Hillenbrand Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;154 |
| <sup>4</sup> | Hilton Domestic Operating Co. Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;335 |
| <sup>4</sup> | Hilton Domestic Operating Co. Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;490 | &nbsp;&nbsp;&nbsp;&nbsp;504 |
| <sup>4</sup> | Hilton Domestic Operating Co. Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;&nbsp;450 |
| <sup>4</sup> | Hilton Domestic Operating Co. Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/31/2034 | &nbsp;&nbsp;&nbsp;&nbsp;337 | &nbsp;&nbsp;&nbsp;&nbsp;340 |
|  | Host Hotels & Resorts LP | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;480 | &nbsp;&nbsp;&nbsp;&nbsp;480 |
| <sup>4</sup> | Howard Midstream Energy Partners LLC | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;211 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>4</sup> | Howard Midstream Energy Partners LLC | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;205 | &nbsp;&nbsp;&nbsp;&nbsp;210 |
|  | HPS Corporate Lending Fund | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;1/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp;710 | &nbsp;&nbsp;&nbsp;&nbsp;718 |
| <sup>4</sup> | HPS Corporate Lending Fund | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;9/11/2028 | &nbsp;&nbsp;&nbsp;&nbsp;379 | &nbsp;&nbsp;&nbsp;&nbsp;377 |
|  | HPS Corporate Lending Fund | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;1/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73 |
|  | HSBC USA Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;6/3/2028 | &nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;244 |
| <sup>4</sup> | HUB International Ltd. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52 |
| <sup>4</sup> | HUB International Ltd. | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;1/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp;155 | &nbsp;&nbsp;&nbsp;&nbsp;163 |
|  | Hudson Pacific Properties LP | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;11/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43 |
|  | Hudson Pacific Properties LP | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;493 |
|  | Huntington Bancshares Inc. | &nbsp;&nbsp;6.208% | &nbsp;&nbsp;8/21/2029 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;136 |
|  | Huntington Bancshares Inc. | &nbsp;&nbsp;5.709% | &nbsp;&nbsp;2/2/2035 | &nbsp;&nbsp;&nbsp;&nbsp;162 | &nbsp;&nbsp;&nbsp;&nbsp;169 |
|  | Huntington Bancshares Inc. | &nbsp;&nbsp;2.487% | &nbsp;&nbsp;8/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43 |
|  | Huntington Ingalls Industries Inc. | &nbsp;&nbsp;5.353% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;134 |
|  | Huntington National Bank | &nbsp;&nbsp;4.871% | &nbsp;&nbsp;4/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;252 |
| <sup>4</sup> | Imola Merger Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;1065 | &nbsp;&nbsp;1052 |
|  | Intel Corp. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/10/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81 |
|  | Intel Corp. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;426 | &nbsp;&nbsp;&nbsp;&nbsp;398 |
|  | Intel Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;2/10/2030 | &nbsp;&nbsp;4000 | &nbsp;&nbsp;4101 |
|  | Intel Corp. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;8/12/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47 |
|  | Intel Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;8/5/2032 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;116 |
|  | Intel Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;2/10/2033 | &nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;107 |
|  | Intel Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;2/21/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37 |
| <sup>4</sup> | Inversion Escrow Issuer LLC | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;8/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;755 | &nbsp;&nbsp;&nbsp;&nbsp;752 |
| <sup>4</sup> | IQVIA Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;6/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;&nbsp;460 |
|  | Jacobs Engineering Group Inc. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;3/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;105 |
|  | JBS USA Holding Lux Sarl | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;1052 | &nbsp;&nbsp;1160 |
| <sup>4</sup> | Jersey Central Power & Light Co. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;1599 | &nbsp;&nbsp;1597 |
| <sup>4</sup> | JetBlue Airways Corp. | &nbsp;&nbsp;9.875% | &nbsp;&nbsp;9/20/2031 | &nbsp;&nbsp;1020 | &nbsp;&nbsp;1027 |
| <sup>4</sup> | JH North America Holdings Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;1/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp;235 | &nbsp;&nbsp;&nbsp;&nbsp;240 |
| <sup>4</sup> | JH North America Holdings Inc. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;7/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;154 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.505% | &nbsp;&nbsp;10/22/2028 | &nbsp;&nbsp;1710 | &nbsp;&nbsp;1727 |
| <sup>5</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;4.005% | &nbsp;&nbsp;4/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.012% | &nbsp;&nbsp;1/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;277 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.603% | &nbsp;&nbsp;10/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;162 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.140% | &nbsp;&nbsp;1/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;269 |
| <sup>4</sup> | Kaiser Aluminum Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;145 |
| <sup>4</sup> | Kaiser Aluminum Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;3/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 |
|  | KB Home | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 |
| <sup>4</sup> | KeHE Distributors LLC | &nbsp;&nbsp;9.000% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;540 | &nbsp;&nbsp;&nbsp;&nbsp;568 |
|  | KeyBank NA | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/26/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;145 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;6/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;212 |
| <sup>4</sup> | Kinetik Holdings LP | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;305 | &nbsp;&nbsp;&nbsp;&nbsp;314 |
| <sup>4</sup> | Kinetik Holdings LP | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;159 | &nbsp;&nbsp;&nbsp;&nbsp;156 |
|  | L3Harris Technologies Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;166 |
|  | Lamar Media Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;196 |
|  | Lamar Media Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;386 |
| <sup>4</sup> | Lamar Media Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;11/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;199 |
| <sup>4</sup> | Lamb Weston Holdings Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;898 | &nbsp;&nbsp;&nbsp;&nbsp;868 |
| <sup>4</sup> | Level 3 Financing Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 |
| <sup>4</sup> | LifePoint Health Inc. | &nbsp;&nbsp;11.000% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;208 |
| <sup>4</sup> | LifePoint Health Inc. | &nbsp;&nbsp;10.000% | &nbsp;&nbsp;6/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;106 |
| <sup>4</sup> | Light & Wonder International Inc. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;9/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;290 | &nbsp;&nbsp;&nbsp;&nbsp;303 |
| <sup>4</sup> | Light & Wonder International Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;10/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;283 |
| <sup>4</sup> | Lithia Motors Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 |
| <sup>4</sup> | Lithia Motors Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68 |
| <sup>4</sup> | Live Nation Entertainment Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;5/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;111 |
| <sup>4</sup> | Live Nation Entertainment Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;325 | &nbsp;&nbsp;&nbsp;&nbsp;326 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;460 | &nbsp;&nbsp;&nbsp;&nbsp;458 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;10/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;375 | &nbsp;&nbsp;&nbsp;&nbsp;372 |
|  | M&T Bank Corp. | &nbsp;&nbsp;4.553% | &nbsp;&nbsp;8/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;302 |
|  | M&T Bank Corp. | &nbsp;&nbsp;7.413% | &nbsp;&nbsp;10/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;161 | &nbsp;&nbsp;&nbsp;&nbsp;175 |
|  | M&T Bank Corp. | &nbsp;&nbsp;5.179% | &nbsp;&nbsp;7/8/2031 | &nbsp;&nbsp;&nbsp;&nbsp;148 | &nbsp;&nbsp;&nbsp;&nbsp;152 |
|  | M&T Bank Corp. | &nbsp;&nbsp;6.082% | &nbsp;&nbsp;3/13/2032 | &nbsp;&nbsp;&nbsp;&nbsp;208 | &nbsp;&nbsp;&nbsp;&nbsp;221 |
|  | M&T Bank Corp. | &nbsp;&nbsp;5.053% | &nbsp;&nbsp;1/27/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48 |
|  | M&T Bank Corp. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;7/30/2035 | &nbsp;&nbsp;&nbsp;&nbsp;168 | &nbsp;&nbsp;&nbsp;&nbsp;170 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>4</sup> | Magnera Corp. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;613 | &nbsp;&nbsp;&nbsp;&nbsp;603 |
|  | Manufacturers & Traders Trust Co. | &nbsp;&nbsp;4.762% | &nbsp;&nbsp;7/6/2028 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;252 |
| <sup>4</sup> | Mars Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;332 | &nbsp;&nbsp;&nbsp;&nbsp;341 |
| <sup>4</sup> | Matador Resources Co. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;304 |
| <sup>4</sup> | Matador Resources Co. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;4/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 |
| <sup>4</sup> | Match Group Holdings II LLC | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;6/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;172 | &nbsp;&nbsp;&nbsp;&nbsp;170 |
| <sup>4</sup> | Match Group Holdings II LLC | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;415 | &nbsp;&nbsp;&nbsp;&nbsp;416 |
| <sup>4</sup> | Match Group Holdings II LLC | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;8/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;358 | &nbsp;&nbsp;&nbsp;&nbsp;339 |
| <sup>4</sup> | McAfee Corp. | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;490 | &nbsp;&nbsp;&nbsp;&nbsp;428 |
|  | McKesson Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;5/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp;795 | &nbsp;&nbsp;&nbsp;&nbsp;816 |
| <sup>4</sup> | Medline Borrower LP | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;4/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;865 | &nbsp;&nbsp;&nbsp;&nbsp;846 |
| <sup>4</sup> | Medline Borrower LP | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;4/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;280 |
| <sup>4</sup> | Medline Borrower LP | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;231 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;420 | &nbsp;&nbsp;&nbsp;&nbsp;419 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;560 | &nbsp;&nbsp;&nbsp;&nbsp;561 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;224 | &nbsp;&nbsp;&nbsp;&nbsp;226 |
|  | Meta Platforms Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;476 | &nbsp;&nbsp;&nbsp;&nbsp;476 |
|  | MGM Resorts International | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;355 | &nbsp;&nbsp;&nbsp;&nbsp;366 |
| <sup>4</sup> | Midcontinent Communications | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;1185 | &nbsp;&nbsp;1215 |
| <sup>4</sup> | Miter Brands Acquisition Holdco Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;4/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82 |
| <sup>4</sup> | MIWD Holdco II LLC | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;770 | &nbsp;&nbsp;&nbsp;&nbsp;747 |
|  | Morgan Stanley | &nbsp;&nbsp;5.173% | &nbsp;&nbsp;1/16/2030 | &nbsp;&nbsp;&nbsp;&nbsp;560 | &nbsp;&nbsp;&nbsp;&nbsp;575 |
|  | Morgan Stanley | &nbsp;&nbsp;4.654% | &nbsp;&nbsp;10/18/2030 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;1012 |
|  | Morgan Stanley | &nbsp;&nbsp;5.230% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;235 | &nbsp;&nbsp;&nbsp;&nbsp;242 |
| <sup>5</sup> | Morgan Stanley | &nbsp;&nbsp;4.356% | &nbsp;&nbsp;10/22/2031 | &nbsp;&nbsp;1021 | &nbsp;&nbsp;1018 |
|  | Morgan Stanley | &nbsp;&nbsp;5.466% | &nbsp;&nbsp;1/18/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52 |
|  | Morgan Stanley | &nbsp;&nbsp;5.664% | &nbsp;&nbsp;4/17/2036 | &nbsp;&nbsp;&nbsp;&nbsp;245 | &nbsp;&nbsp;&nbsp;&nbsp;258 |
| <sup>5</sup> | Morgan Stanley Bank NA | &nbsp;&nbsp;4.968% | &nbsp;&nbsp;7/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp;822 | &nbsp;&nbsp;&nbsp;&nbsp;834 |
|  | Motorola Solutions Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;245 | &nbsp;&nbsp;&nbsp;&nbsp;253 |
|  | MPT Operating Partnership LP | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 |
| <sup>4</sup> | MPT Operating Partnership LP | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;1015 | &nbsp;&nbsp;1085 |
| <sup>4</sup> | Mueller Water Products Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 |
|  | Nasdaq Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;6/28/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83 |
|  | Navient Corp. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57 |
|  | Navient Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;149 |
|  | Navient Corp. | &nbsp;&nbsp;9.375% | &nbsp;&nbsp;7/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp;235 | &nbsp;&nbsp;&nbsp;&nbsp;261 |
| <sup>4</sup> | NCL Corp. Ltd. | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37 |
| <sup>4</sup> | NCL Corp. Ltd. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;189 |
| <sup>4</sup> | NCL Corp. Ltd. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;710 | &nbsp;&nbsp;&nbsp;&nbsp;727 |
| <sup>4</sup> | NCL Corp. Ltd. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 |
| <sup>4</sup> | NCL Finance Ltd. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;154 |
|  | Newell Brands Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;124 | &nbsp;&nbsp;&nbsp;&nbsp;125 |
| <sup>4</sup> | Newell Brands Inc. | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;6/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;157 |
|  | Newell Brands Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;631 | &nbsp;&nbsp;&nbsp;&nbsp;629 |
|  | Newell Brands Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;165 | &nbsp;&nbsp;&nbsp;&nbsp;161 |
|  | Newell Brands Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;5/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;213 |
|  | Newell Brands Inc. | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;4/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47 |
|  | Newell Brands Inc. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;4/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;375 | &nbsp;&nbsp;&nbsp;&nbsp;313 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;287 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;8/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;133 | &nbsp;&nbsp;&nbsp;&nbsp;137 |
|  | NiSource Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;7/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;205 | &nbsp;&nbsp;&nbsp;&nbsp;211 |
| <sup>4</sup> | Nissan Motor Acceptance Co. LLC | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;9/29/2028 | &nbsp;&nbsp;&nbsp;&nbsp;145 | &nbsp;&nbsp;&nbsp;&nbsp;145 |
| <sup>4</sup> | Nissan Motor Acceptance Co. LLC | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;9/13/2029 | &nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;134 |
| <sup>4</sup> | Nissan Motor Acceptance Co. LLC | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;9/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;785 | &nbsp;&nbsp;&nbsp;&nbsp;785 |
|  | NNN REIT Inc. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;10/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52 |
|  | Northern Trust Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;11/19/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87 |
|  | Northern Trust Corp. | &nbsp;&nbsp;5.117% | &nbsp;&nbsp;11/19/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;7/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83 |
| <sup>4</sup> | Novelis Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/30/2030 | &nbsp;&nbsp;1071 | &nbsp;&nbsp;1035 |
| <sup>4</sup> | Novelis Corp. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;591 | &nbsp;&nbsp;&nbsp;&nbsp;537 |
| <sup>4</sup> | Novelis Corp. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;8/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76 |
| <sup>4</sup> | NRG Energy Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;7/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;111 |
| <sup>4</sup> | NRG Energy Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;390 | &nbsp;&nbsp;&nbsp;&nbsp;393 |
| <sup>4</sup> | NRG Energy Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;11/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;308 |
| <sup>4</sup> | NRG Energy Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;425 | &nbsp;&nbsp;&nbsp;&nbsp;431 |
|  | OGE Energy Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83 |
| <sup>4</sup> | Olympus Water US Holding Corp. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;6/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;512 |
| <sup>4</sup> | Olympus Water US Holding Corp. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;2/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;860 | &nbsp;&nbsp;&nbsp;&nbsp;865 |
|  | Omega Healthcare Investors Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;116 |
|  | OneMain Finance Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;&nbsp;436 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | OneMain Finance Corp. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73 |
|  | OneMain Finance Corp. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;414 |
|  | OneMain Finance Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71 |
|  | OneMain Finance Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;290 | &nbsp;&nbsp;&nbsp;&nbsp;292 |
|  | OneMain Finance Corp. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;193 |
|  | ONEOK Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;11/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58 |
|  | Oracle Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;9/26/2030 | &nbsp;&nbsp;&nbsp;&nbsp;509 | &nbsp;&nbsp;&nbsp;&nbsp;498 |
|  | Oracle Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;9/26/2035 | &nbsp;&nbsp;&nbsp;&nbsp;523 | &nbsp;&nbsp;&nbsp;&nbsp;502 |
| <sup>4</sup> | Organon & Co. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;4/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp;251 | &nbsp;&nbsp;&nbsp;&nbsp;245 |
| <sup>4</sup> | Organon & Co. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;5/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;920 | &nbsp;&nbsp;&nbsp;&nbsp;829 |
| <sup>4</sup> | Outfront Media Capital LLC | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;2/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;264 |
| <sup>4</sup> | Owens-Brockway Glass Container Inc. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;495 | &nbsp;&nbsp;&nbsp;&nbsp;506 |
| <sup>4</sup> | Owens-Brockway Glass Container Inc. | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;6/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;570 | &nbsp;&nbsp;&nbsp;&nbsp;578 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;8/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;184 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;2/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;225 |
| <sup>4</sup> | Panther Escrow Issuer LLC | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;6/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;565 | &nbsp;&nbsp;&nbsp;&nbsp;586 |
|  | Paramount Global | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 |
|  | Paramount Global | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;6/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98 |
|  | Paramount Global | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;5/19/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 |
| <sup>4</sup> | Park Intermediate Holdings LLC | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92 |
| <sup>4</sup> | Pattern Energy Operations LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;645 | &nbsp;&nbsp;&nbsp;&nbsp;635 |
| <sup>4</sup> | Penn Entertainment Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;7/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;130 |
| <sup>4</sup> | Performance Food Group Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;270 |
| <sup>4</sup> | Performance Food Group Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;8/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;960 | &nbsp;&nbsp;&nbsp;&nbsp;941 |
| <sup>4</sup> | Performance Food Group Inc. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;355 | &nbsp;&nbsp;&nbsp;&nbsp;366 |
| <sup>4</sup> | Permian Resources Operating LLC | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;7/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;119 | &nbsp;&nbsp;&nbsp;&nbsp;120 |
| <sup>4</sup> | Permian Resources Operating LLC | &nbsp;&nbsp;9.875% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18 |
| <sup>4</sup> | Permian Resources Operating LLC | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;1601 | &nbsp;&nbsp;1668 |
| <sup>4</sup> | Permian Resources Operating LLC | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;2/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;139 |
|  | Pfizer Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;740 | &nbsp;&nbsp;&nbsp;&nbsp;741 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;10/27/2028 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;150 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;11/1/2029 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;1016 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;5/1/2030 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;916 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;10/29/2032 | &nbsp;&nbsp;&nbsp;&nbsp;310 | &nbsp;&nbsp;&nbsp;&nbsp;305 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;4/30/2035 | &nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;191 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;10/29/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 |
|  | Phillips 66 Co. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88 |
| <sup>4</sup> | Phinia Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;217 |
|  | Pinnacle West Capital Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71 |
|  | Pioneer Natural Resources Co. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;5.582% | &nbsp;&nbsp;6/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;156 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;5.492% | &nbsp;&nbsp;5/14/2030 | &nbsp;&nbsp;&nbsp;&nbsp;420 | &nbsp;&nbsp;&nbsp;&nbsp;437 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;5.222% | &nbsp;&nbsp;1/29/2031 | &nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;248 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;6.037% | &nbsp;&nbsp;10/28/2033 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;270 |
| <sup>4</sup> | Post Holdings Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;195 |
| <sup>4</sup> | Post Holdings Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;3/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;273 |
| <sup>4</sup> | Post Holdings Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;640 | &nbsp;&nbsp;&nbsp;&nbsp;641 |
|  | Prudential Financial Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53 |
| <sup>4</sup> | PSEG Power LLC | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;312 |
|  | Public Service Electric & Gas Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;8/1/2034 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;1009 |
|  | Public Service Enterprise Group Inc. | &nbsp;&nbsp;1.600% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;443 |
| <sup>4</sup> | Qnity Electronics Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;138 |
| <sup>4</sup> | Qnity Electronics Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;8/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 |
|  | Quest Diagnostics Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;6/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
| <sup>4</sup> | Quikrete Holdings Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;572 |
| <sup>4</sup> | Quikrete Holdings Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;3/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;640 | &nbsp;&nbsp;&nbsp;&nbsp;668 |
| <sup>4</sup> | QXO Building Products Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;4/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp;640 | &nbsp;&nbsp;&nbsp;&nbsp;669 |
| <sup>4</sup> | Radiology Partners Inc. | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;405 | &nbsp;&nbsp;&nbsp;&nbsp;423 |
|  | Range Resources Corp. | &nbsp;&nbsp;8.250% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;355 |
| <sup>4</sup> | Raven Acquisition Holdings LLC | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;108 |
|  | Realty Income Corp. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41 |
|  | Regions Financial Corp. | &nbsp;&nbsp;5.722% | &nbsp;&nbsp;6/6/2030 | &nbsp;&nbsp;&nbsp;&nbsp;647 | &nbsp;&nbsp;&nbsp;&nbsp;674 |
|  | Regions Financial Corp. | &nbsp;&nbsp;5.502% | &nbsp;&nbsp;9/6/2035 | &nbsp;&nbsp;&nbsp;&nbsp;191 | &nbsp;&nbsp;&nbsp;&nbsp;197 |
|  | Revvity Inc. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66 |
| <sup>4</sup> | RHP Hotel Properties LP | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;4/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;674 |
| <sup>4</sup> | RHP Hotel Properties LP | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;130 |
| <sup>4</sup> | Rivers Enterprise Borrower LLC | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;2/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87 |
| <sup>4</sup> | Rivers Enterprise Lender LLC | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;112 |
| <sup>4</sup> | Rocket Cos. Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;8/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;413 |

---

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>4</sup> | Rocket Cos. Inc. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;8/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;710 | &nbsp;&nbsp;&nbsp;&nbsp;734 |
| <sup>4</sup> | Rocket Cos. Inc. | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79 |
| <sup>4</sup> | Rocket Cos. Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;8/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;240 |
| <sup>4</sup> | Rocket Mortgage LLC | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;10/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;185 | &nbsp;&nbsp;&nbsp;&nbsp;182 |
| <sup>4</sup> | Rocket Mortgage LLC | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;435 |
| <sup>4</sup> | Rocket Mortgage LLC | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;3/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;295 | &nbsp;&nbsp;&nbsp;&nbsp;280 |
| <sup>4</sup> | Rocket Software Inc. | &nbsp;&nbsp;9.000% | &nbsp;&nbsp;11/28/2028 | &nbsp;&nbsp;&nbsp;&nbsp;255 | &nbsp;&nbsp;&nbsp;&nbsp;263 |
| <sup>4</sup> | Rockies Express Pipeline LLC | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 |
| <sup>4</sup> | Roller Bearing Co. of America Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;296 |
|  | RTX Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;1077 |
| <sup>4</sup> | Ryan Specialty LLC | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;8/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;409 |
|  | Ryder System Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;12/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66 |
|  | Ryder System Inc. | &nbsp;&nbsp;6.600% | &nbsp;&nbsp;12/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;139 |
|  | Sabine Pass Liquefaction LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;565 | &nbsp;&nbsp;&nbsp;&nbsp;568 |
|  | Sabra Health Care LP | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79 |
|  | SBA Communications Corp. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;2/15/2027 | &nbsp;&nbsp;1090 | &nbsp;&nbsp;1080 |
|  | SBA Communications Corp. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96 |
| <sup>4</sup> | Science Applications International Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;11/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;233 |
| <sup>4</sup> | Scripps Escrow II Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;515 | &nbsp;&nbsp;&nbsp;&nbsp;473 |
| <sup>4</sup> | Sealed Air Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;380 | &nbsp;&nbsp;&nbsp;&nbsp;378 |
| <sup>4</sup> | Sealed Air Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;2/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;163 |
| <sup>4</sup> | Sealed Air Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;151 |
|  | Service Corp. International | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;480 | &nbsp;&nbsp;&nbsp;&nbsp;449 |
|  | Service Corp. International | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;204 |
| <sup>4</sup> | Service Properties Trust | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;9/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp;590 | &nbsp;&nbsp;&nbsp;&nbsp;533 |
|  | Service Properties Trust | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;113 |
|  | Service Properties Trust | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;930 | &nbsp;&nbsp;&nbsp;&nbsp;936 |
| <sup>4</sup> | Shift4 Payments LLC | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;134 |
| <sup>4</sup> | Sirius XM Radio LLC | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;195 |
| <sup>4</sup> | Six Flags Entertainment Corp. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;5/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;131 |
|  | Sixth Street Lending Partners | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;195 |
| <sup>4</sup> | SM Energy Co. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;8/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;&nbsp;343 |
| <sup>4</sup> | SM Energy Co. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;8/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;535 | &nbsp;&nbsp;&nbsp;&nbsp;526 |
| <sup>4</sup> | Solstice Advanced Materials Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;9/30/2033 | &nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;227 |
|  | Southern California Edison Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;6/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;121 |
| <sup>5</sup> | Southern Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;4/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73 |
| <sup>5</sup> | Southern Power Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;170 |
| <sup>5</sup> | Southern Power Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;10/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89 |
| <sup>4</sup> | SS&C Technologies Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/30/2027 | &nbsp;&nbsp;1025 | &nbsp;&nbsp;1026 |
| <sup>4</sup> | SS&C Technologies Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;6/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;312 |
| <sup>4</sup> | Standard Building Solutions Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93 |
| <sup>4</sup> | Standard Building Solutions Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;8/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61 |
| <sup>4</sup> | Star Parent Inc. | &nbsp;&nbsp;9.000% | &nbsp;&nbsp;10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;290 | &nbsp;&nbsp;&nbsp;&nbsp;310 |
| <sup>4</sup> | Starwood Property Trust Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;101 |
| <sup>4</sup> | Starwood Property Trust Inc. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;4/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;121 |
| <sup>4</sup> | Starwood Property Trust Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;205 | &nbsp;&nbsp;&nbsp;&nbsp;210 |
| <sup>4</sup> | Starwood Property Trust Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;104 |
|  | State Street Corp. | &nbsp;&nbsp;4.784% | &nbsp;&nbsp;10/23/2036 | &nbsp;&nbsp;&nbsp;&nbsp;309 | &nbsp;&nbsp;&nbsp;&nbsp;307 |
|  | Steel Dynamics Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;260 |
| <sup>4</sup> | Stellantis Financial Services US Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;255 | &nbsp;&nbsp;&nbsp;&nbsp;258 |
| <sup>4</sup> | Sunoco LP | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;175 | &nbsp;&nbsp;&nbsp;&nbsp;181 |
| <sup>4</sup> | Sunoco LP | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;3/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;915 | &nbsp;&nbsp;&nbsp;&nbsp;920 |
| <sup>4</sup> | Sunoco LP | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;7/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp;&nbsp;282 |
| <sup>4</sup> | Sunoco LP | &nbsp;&nbsp;7.875% | &nbsp;&nbsp;Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;215 | &nbsp;&nbsp;&nbsp;&nbsp;220 |
|  | Synopsys Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;4/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;112 |
|  | Synopsys Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;4/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;143 |
|  | Synopsys Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;133 |
|  | Synovus Bank | &nbsp;&nbsp;5.957% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;252 |
|  | Synovus Financial Corp. | &nbsp;&nbsp;6.168% | &nbsp;&nbsp;11/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;217 | &nbsp;&nbsp;&nbsp;&nbsp;225 |
| <sup>4</sup> | Talen Energy Supply LLC | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;2/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;345 | &nbsp;&nbsp;&nbsp;&nbsp;352 |
| <sup>4</sup> | Talen Energy Supply LLC | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;269 |
| <sup>4</sup> | Tallgrass Energy Partners LP | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;585 | &nbsp;&nbsp;&nbsp;&nbsp;605 |
| <sup>4</sup> | Tallgrass Energy Partners LP | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;12/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;141 |
| <sup>4</sup> | Tallgrass Energy Partners LP | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;780 | &nbsp;&nbsp;&nbsp;&nbsp;779 |
|  | Targa Resources Corp. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;111 |
|  | Targa Resources Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;214 |
|  | Targa Resources Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/30/2034 | &nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;115 |
|  | Tenet Healthcare Corp. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;11/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;100 |
|  | Tenet Healthcare Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;10/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;138 | &nbsp;&nbsp;&nbsp;&nbsp;139 |
|  | Tenet Healthcare Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Tenet Healthcare Corp. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp;314 |
|  | Tenet Healthcare Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;520 | &nbsp;&nbsp;&nbsp;&nbsp;533 |
|  | Tenet Healthcare Corp. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;375 | &nbsp;&nbsp;&nbsp;&nbsp;390 |
| <sup>4</sup> | Tenet Healthcare Corp. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;761 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;11/21/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98 |
|  | T-Mobile USA Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;5/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;308 |
| <sup>4</sup> | TopBuild Corp. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;121 |
| <sup>4</sup> | TopBuild Corp. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;1/31/2034 | &nbsp;&nbsp;&nbsp;&nbsp;310 | &nbsp;&nbsp;&nbsp;&nbsp;313 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;3/21/2031 | &nbsp;&nbsp;&nbsp;&nbsp;195 | &nbsp;&nbsp;&nbsp;&nbsp;202 |
| <sup>4</sup> | Trans-Allegheny Interstate Line Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;144 |
| <sup>4</sup> | TransDigm Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;495 | &nbsp;&nbsp;&nbsp;&nbsp;505 |
| <sup>4</sup> | TransDigm Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;604 | &nbsp;&nbsp;&nbsp;&nbsp;624 |
| <sup>4</sup> | TransDigm Inc. | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;12/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;136 |
| <sup>4</sup> | TransDigm Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;3/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 |
| <sup>4</sup> | TransDigm Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;5/31/2033 | &nbsp;&nbsp;1045 | &nbsp;&nbsp;1072 |
| <sup>4</sup> | Transocean International Ltd. | &nbsp;&nbsp;8.250% | &nbsp;&nbsp;5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;435 | &nbsp;&nbsp;&nbsp;&nbsp;438 |
| <sup>4</sup> | Transocean International Ltd. | &nbsp;&nbsp;8.750% | &nbsp;&nbsp;2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;577 | &nbsp;&nbsp;&nbsp;&nbsp;603 |
| <sup>4</sup> | Transocean International Ltd. | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 |
| <sup>4</sup> | Transocean International Ltd. | &nbsp;&nbsp;7.875% | &nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;167 |
| <sup>4</sup> | Transocean Titan Financing Ltd. | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;2/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 |
| <sup>5</sup> | Truist Financial Corp. | &nbsp;&nbsp;7.161% | &nbsp;&nbsp;10/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 |
| <sup>5</sup> | Truist Financial Corp. | &nbsp;&nbsp;5.071% | &nbsp;&nbsp;5/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;405 | &nbsp;&nbsp;&nbsp;&nbsp;416 |
|  | Uber Technologies Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91 |
|  | Uber Technologies Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;9/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 |
|  | Uber Technologies Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;9/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;198 |
| <sup>4</sup> | UKG Inc. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;2/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;910 | &nbsp;&nbsp;&nbsp;&nbsp;937 |
|  | United Rentals North America Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;205 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78 |
| <sup>4</sup> | Univision Communications Inc. | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 |
| <sup>4</sup> | Univision Communications Inc. | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;6/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;234 |
| <sup>4</sup> | Univision Communications Inc. | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;7/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp;940 | &nbsp;&nbsp;&nbsp;&nbsp;981 |
| <sup>4</sup> | Univision Communications Inc. | &nbsp;&nbsp;9.375% | &nbsp;&nbsp;8/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;505 | &nbsp;&nbsp;&nbsp;&nbsp;543 |
|  | US Bancorp | &nbsp;&nbsp;6.787% | &nbsp;&nbsp;10/26/2027 | &nbsp;&nbsp;&nbsp;&nbsp;810 | &nbsp;&nbsp;&nbsp;&nbsp;828 |
|  | US Bancorp | &nbsp;&nbsp;5.083% | &nbsp;&nbsp;5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;214 | &nbsp;&nbsp;&nbsp;&nbsp;221 |
|  | US Bancorp | &nbsp;&nbsp;5.836% | &nbsp;&nbsp;6/12/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 |
| <sup>4</sup> | US Foods Inc. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
| <sup>4</sup> | US Foods Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;337 | &nbsp;&nbsp;&nbsp;&nbsp;335 |
| <sup>4</sup> | US Foods Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;117 |
| <sup>4</sup> | USI Inc. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73 |
| <sup>4</sup> | UWM Holdings LLC | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;2/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;106 |
| <sup>4</sup> | Vail Resorts Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;229 |
| <sup>4</sup> | Vail Resorts Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;5/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;597 |
| <sup>4</sup> | Valaris Ltd. | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;4/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;&nbsp;354 |
| <sup>4</sup> | Venture Global Calcasieu Pass LLC | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;640 | &nbsp;&nbsp;&nbsp;&nbsp;601 |
| <sup>4</sup> | Venture Global LNG Inc. | &nbsp;&nbsp;9.500% | &nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;1135 | &nbsp;&nbsp;1178 |
| <sup>4</sup> | Venture Global LNG Inc. | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;6/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;345 | &nbsp;&nbsp;&nbsp;&nbsp;343 |
| <sup>4</sup> | Venture Global LNG Inc. | &nbsp;&nbsp;9.875% | &nbsp;&nbsp;2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;723 |
| <sup>4</sup> | Venture Global Plaquemines LNG LLC | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;12/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92 |
| <sup>4</sup> | Venture Global Plaquemines LNG LLC | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;5/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;432 |
| <sup>4</sup> | Venture Global Plaquemines LNG LLC | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;102 |
| <sup>4</sup> | Venture Global Plaquemines LNG LLC | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;6/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;540 | &nbsp;&nbsp;&nbsp;&nbsp;552 |
| <sup>4</sup> | Venture Global Plaquemines LNG LLC | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;205 | &nbsp;&nbsp;&nbsp;&nbsp;210 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;1.680% | &nbsp;&nbsp;10/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;432 | &nbsp;&nbsp;&nbsp;&nbsp;432 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;9/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;441 |
| <sup>4</sup> | Versant Media Group Inc. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;1/30/2031 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;206 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;8/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;415 |
| <sup>4</sup> | Vistra Operations Co. LLC | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;2/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;130 |
| <sup>4</sup> | Vistra Operations Co. LLC | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 |
| <sup>4</sup> | Vistra Operations Co. LLC | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;5/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;410 | &nbsp;&nbsp;&nbsp;&nbsp;405 |
| <sup>4</sup> | Vistra Operations Co. LLC | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;133 |
| <sup>4</sup> | Vistra Operations Co. LLC | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;185 | &nbsp;&nbsp;&nbsp;&nbsp;195 |
|  | VMware LLC | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53 |
| <sup>5</sup> | Warnermedia Holdings Inc. | &nbsp;&nbsp;4.279% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;245 | &nbsp;&nbsp;&nbsp;&nbsp;215 |
| <sup>5</sup> | Warnermedia Holdings Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;730 | &nbsp;&nbsp;&nbsp;&nbsp;515 |
| <sup>5</sup> | Warnermedia Holdings Inc. | &nbsp;&nbsp;5.141% | &nbsp;&nbsp;3/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;112 |
| <sup>4</sup> | Wayfair LLC | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;10/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;290 | &nbsp;&nbsp;&nbsp;&nbsp;302 |
| <sup>4</sup> | Wayfair LLC | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;9/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;319 |
| <sup>4</sup> | WESCO Distribution Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;207 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>4</sup> | WESCO Distribution Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168 |
| <sup>4</sup> | WESCO Distribution Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209 |
|  | Western Digital Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 |
|  | Westinghouse Air Brake Technologies Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;5/29/2030 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153 |
| <sup>4</sup> | WEX Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128 |
|  | Whirlpool Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;6/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140 |
|  | Whirlpool Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;6/15/2033 | &nbsp;&nbsp;1209 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1172 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;638 |
|  | Workday Inc. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;4/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;478 |
| <sup>4</sup> | WR Grace Holdings LLC | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;745 |
| <sup>4</sup> | WR Grace Holdings LLC | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;3/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267 |
| <sup>4</sup> | WR Grace Holdings LLC | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;8/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;421 |
| <sup>4</sup> | WULF Compute LLC | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;314 |
| <sup>4</sup> | Wyndham Hotels & Resorts Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;691 |
|  | X Corp. | &nbsp;&nbsp;9.500% | &nbsp;&nbsp;10/26/2029 | &nbsp;&nbsp;&nbsp;&nbsp;435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;433 |
| <sup>4</sup> | XHR LP | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74 |
| <sup>4</sup> | XHR LP | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 |
| <sup>4</sup> | XPLR Infrastructure Operating Partners LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143 |
| <sup>4</sup> | XPLR Infrastructure Operating Partners LP | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;697 |
| <sup>4</sup> | XPLR Infrastructure Operating Partners LP | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;289 |
|  |  |  |  |  | &nbsp;&nbsp;**245212** |
| **Zambia (0.2%)** | **Zambia (0.2%)** | **Zambia (0.2%)** | **Zambia (0.2%)** | **Zambia (0.2%)** | **Zambia (0.2%)** |
| <sup>4</sup> | First Quantum Minerals Ltd. | &nbsp;&nbsp;8.625% | &nbsp;&nbsp;6/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237 |
| <sup>4</sup> | First Quantum Minerals Ltd. | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;3/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;411 |
| <sup>4</sup> | First Quantum Minerals Ltd. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**716** |
| **Total Corporate Bonds (Cost $288,117)** | **Total Corporate Bonds (Cost $288,117)** | **Total Corporate Bonds (Cost $288,117)** | **Total Corporate Bonds (Cost $288,117)** | **Total Corporate Bonds (Cost $288,117)** | **293153** |
| **Floating Rate Loan Interests (2.5%)** | **Floating Rate Loan Interests (2.5%)** | **Floating Rate Loan Interests (2.5%)** | **Floating Rate Loan Interests (2.5%)** | **Floating Rate Loan Interests (2.5%)** | **Floating Rate Loan Interests (2.5%)** |
| **Germany (0.0%)** | **Germany (0.0%)** | **Germany (0.0%)** | **Germany (0.0%)** | **Germany (0.0%)** | **Germany (0.0%)** |
| <sup>6</sup> | TK Elevator Midco GmbH First Lien Term Loan B-1, TSFR6M + 2.750% | &nbsp;&nbsp;6.947% | &nbsp;&nbsp;4/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 |
| **United Kingdom (0.1%)** | **United Kingdom (0.1%)** | **United Kingdom (0.1%)** | **United Kingdom (0.1%)** | **United Kingdom (0.1%)** | **United Kingdom (0.1%)** |
| <sup>6</sup> | Boots Group Bidco Ltd. First Lien Closing Date Term Loan, TSFR3M + 3.500% | &nbsp;&nbsp;7.206% | &nbsp;&nbsp;8/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp;310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;311 |
| **United States (2.4%)** | **United States (2.4%)** | **United States (2.4%)** | **United States (2.4%)** | **United States (2.4%)** | **United States (2.4%)** |
| <sup>6</sup> | AAdvantage Loyalty IP Ltd. First Lien Incremental Term Loan, TSFR3M + 3.250% | &nbsp;&nbsp;7.134% | &nbsp;&nbsp;5/28/2032 | &nbsp;&nbsp;&nbsp;&nbsp;124 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 |
| <sup>6</sup> | AAdvantage Loyalty IP Ltd. First Lien Term Loan, TSFR3M + 2.250% | &nbsp;&nbsp;6.134% | &nbsp;&nbsp;4/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp;208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208 |
| <sup>6</sup> | Asurion LLC First Lien Term Loan B-11, TSFR1M + 4.250% | &nbsp;&nbsp;8.066% | &nbsp;&nbsp;8/21/2028 | &nbsp;&nbsp;&nbsp;&nbsp;196 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196 |
| <sup>6</sup> | Asurion LLC First Lien Term Loan B-13, TSFR1M + 4.250% | &nbsp;&nbsp;7.966% | &nbsp;&nbsp;9/19/2030 | &nbsp;&nbsp;&nbsp;&nbsp;522 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;522 |
| <sup>6</sup> | Asurion LLC Second Lien Term Loan B-3, TSFR1M + 5.250% | &nbsp;&nbsp;9.081% | &nbsp;&nbsp;1/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249 |
| <sup>6</sup> | AthenaHealth Group Inc. First Lien Initial Term Loan, TSFR1M + 2.750% | &nbsp;&nbsp;6.466% | &nbsp;&nbsp;2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199 |
| <sup>6</sup> | Bausch + Lomb Corp. First Lien Third Amendment Term Loan, TSFR1M + 4.250% | &nbsp;&nbsp;7.966% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;589 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;591 |
| <sup>6</sup> | Beach Acquisition Bidco LLC First Lien Term Loan B-1, TSFR3M + 3.250% | &nbsp;&nbsp;6.922% | &nbsp;&nbsp;9/13/2032 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101 |
| <sup>6</sup> | Belron Finance 2019 LLC First Lien Incremental Term Loan, TSFR3M + 2.250% | &nbsp;&nbsp;6.120% | &nbsp;&nbsp;10/16/2031 | &nbsp;&nbsp;&nbsp;&nbsp;262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263 |
| <sup>6</sup> | Central Parent LLC First Lien Refinancing Term Loan, TSFR3M + 3.250% | &nbsp;&nbsp;7.252% | &nbsp;&nbsp;7/6/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83 |
| <sup>6</sup> | Chobani LLC First Lien Closing Date Term Loan, TSFR1M + 2.250% | &nbsp;&nbsp;5.966% | &nbsp;&nbsp;10/28/2032 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>6</sup> | Clarios Global LP First Lien Amendment No. 6 Term Loan, TSFR1M + 2.750% | &nbsp;&nbsp;6.466% | &nbsp;&nbsp;1/28/2032 | &nbsp;&nbsp;&nbsp;&nbsp;304 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305 |
| <sup>6</sup> | Clarios Global LP First Lien Term Loan, TSFR1M + 2.500% | &nbsp;&nbsp;6.216% | &nbsp;&nbsp;5/6/2030 | &nbsp;&nbsp;&nbsp;&nbsp;398 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;399 |
| <sup>6</sup> | Cloud Software Group Inc. First Lien Incremental Term Loan B, TSFR3M + 3.250% | &nbsp;&nbsp;6.922% | &nbsp;&nbsp;3/21/2031 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 |
| <sup>6</sup> | Clydesdale Acquisition Holdings Inc. First Lien Incremental Closing Date Term Loan B, TSFR1M + 3.250% | &nbsp;&nbsp;6.966% | &nbsp;&nbsp;4/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| <sup>6</sup> | Cotiviti Inc. First Lien Amendment No. 2 Term Loan, TSFR1M + 2.750% | &nbsp;&nbsp;6.623% | &nbsp;&nbsp;3/26/2032 | &nbsp;&nbsp;&nbsp;&nbsp;184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177 |
| <sup>6</sup> | Dawn Bidco LLC First Lien Term Loan, TSFR12M + 3.500% | &nbsp;&nbsp;7.259% | &nbsp;&nbsp;8/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;598 |
| <sup>6</sup> | Endo Finance Holdings Inc. First Lien Refinancing Term Loan, TSFR1M + 3.750% | &nbsp;&nbsp;7.466% | &nbsp;&nbsp;4/23/2031 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;992 |
| <sup>6</sup> | First Student Bidco Inc. First Lien Term Loan B, TSFR3M + 2.500% | &nbsp;&nbsp;6.172% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;279 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280 |
| <sup>6</sup> | First Student Bidco Inc. First Lien Term Loan C, TSFR3M + 2.500% | &nbsp;&nbsp;6.172% | &nbsp;&nbsp;8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 |
| <sup>6</sup> | Froneri US Inc. First Lien Term Loan B-6, TSFR6M + 2.250% | &nbsp;&nbsp;6.122% | &nbsp;&nbsp;9/30/2032 | &nbsp;&nbsp;&nbsp;&nbsp;305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305 |
| <sup>6</sup> | Frontier Communications Holdings LLC First Lien Initial Term Loan, TSFR1M + 2.500% | &nbsp;&nbsp;6.236% | &nbsp;&nbsp;7/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54 |
| <sup>6</sup> | Gryphon Acquire NewCo LLC First Lien Term Loan, TSFR6M + 3.000% | &nbsp;&nbsp;6.879% | &nbsp;&nbsp;9/13/2032 | &nbsp;&nbsp;&nbsp;&nbsp;690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;695 |
| <sup>6</sup> | McAfee Corp. First Lien Term Loan B-1, TSFR1M + 3.000% | &nbsp;&nbsp;6.716% | &nbsp;&nbsp;3/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;532 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490 |
| <sup>6</sup> | Medline Borrower LP First Lien Refinancing Term Loan, TSFR1M + 1.750% | &nbsp;&nbsp;5.466% | &nbsp;&nbsp;10/23/2030 | &nbsp;&nbsp;&nbsp;&nbsp;254 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255 |
| <sup>6</sup> | OPAL US LLC First Lien Term Loan B-4, TSFR3M + 3.000% | &nbsp;&nbsp;6.686% | &nbsp;&nbsp;4/28/2032 | &nbsp;&nbsp;&nbsp;&nbsp;294 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;296 |
| <sup>6</sup> | Qnity Electronics Inc. First Lien Initial Term Loan, TSFR12M + 2.250% | &nbsp;&nbsp;6.233% | &nbsp;&nbsp;10/29/2032 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120 |
| <sup>6</sup> | Rocket Software Inc. First Lien Term Loan, TSFR1M + 3.750% | &nbsp;&nbsp;7.466% | &nbsp;&nbsp;11/28/2028 | &nbsp;&nbsp;&nbsp;&nbsp;704 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;703 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>6</sup> | Sazerac Co. Inc. First Lien Incremental Term Loan B-1, TSFR1M + 2.500% | &nbsp;&nbsp;6.280% | &nbsp;&nbsp;6/25/2032 | &nbsp;&nbsp;&nbsp;&nbsp;424 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;424 |
| <sup>6</sup> | Sedgwick Claims Management Services Inc. First Lien Term Loan, TSFR1M + 2.500% | &nbsp;&nbsp;6.216% | &nbsp;&nbsp;7/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp;858 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;861 |
| <sup>6</sup> | TransDigm Inc. First Lien Term Loan M, TSFR1M + 2.500% | &nbsp;&nbsp;6.216% | &nbsp;&nbsp;8/19/2032 | &nbsp;&nbsp;&nbsp;&nbsp;249 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 |
| <sup>6</sup> | Truist Insurance Holdings LLC Second Lien Initial Term Loan, TSFR3M + 4.750% | &nbsp;&nbsp;8.752% | &nbsp;&nbsp;5/6/2032 | &nbsp;&nbsp;&nbsp;&nbsp;475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480 |
| <sup>6</sup> | Wyndham Hotels & Resorts Inc. First Lien Term Loan, TSFR1M + 1.750% | &nbsp;&nbsp;5.466% | &nbsp;&nbsp;5/24/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86 |
| <sup>6</sup> | X Corp. First Lien Term Loan B-1, TSFR6M + 6.500% | &nbsp;&nbsp;10.448% | &nbsp;&nbsp;10/26/2029 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147 |
|  |  |  |  |  | &nbsp;&nbsp;**10756** |
| **Total Floating Rate Loan Interests (Cost $11,159)** | **Total Floating Rate Loan Interests (Cost $11,159)** | **Total Floating Rate Loan Interests (Cost $11,159)** | **Total Floating Rate Loan Interests (Cost $11,159)** | **Total Floating Rate Loan Interests (Cost $11,159)** | **11137** |
| **Sovereign Bonds (10.4%)** | **Sovereign Bonds (10.4%)** | **Sovereign Bonds (10.4%)** | **Sovereign Bonds (10.4%)** | **Sovereign Bonds (10.4%)** | **Sovereign Bonds (10.4%)** |
| **Argentina (0.7%)** | **Argentina (0.7%)** | **Argentina (0.7%)** | **Argentina (0.7%)** | **Argentina (0.7%)** | **Argentina (0.7%)** |
| <sup>5</sup> | Argentine Republic | &nbsp;&nbsp;1.000% | &nbsp;&nbsp;7/9/2029 | &nbsp;&nbsp;&nbsp;&nbsp;113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>5</sup> | Argentine Republic | &nbsp;&nbsp;0.750% | &nbsp;&nbsp;7/9/2030 | &nbsp;&nbsp;1802 | &nbsp;&nbsp;&nbsp;&nbsp;1533 |
| <sup>5</sup> | Argentine Republic | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/9/2038 | &nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;447 |
| <sup>5</sup> | Argentine Republic | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;7/9/2046 | &nbsp;&nbsp;&nbsp;&nbsp;764 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;544 |
| <sup>5</sup> | Ciudad Autonoma De Buenos Aires | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;6/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;633 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;637 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**3261** |
| **Azerbaijan (0.1%)** | **Azerbaijan (0.1%)** | **Azerbaijan (0.1%)** | **Azerbaijan (0.1%)** | **Azerbaijan (0.1%)** | **Azerbaijan (0.1%)** |
| <sup>5,11</sup> | Southern Gas Corridor CJSC | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;3/24/2026 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201 |
| **Benin (0.1%)** | **Benin (0.1%)** | **Benin (0.1%)** | **Benin (0.1%)** | **Benin (0.1%)** | **Benin (0.1%)** |
| <sup>5</sup> | Benin Government Bond | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;1/23/2041 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;527 |
| **Brazil (0.7%)** | **Brazil (0.7%)** | **Brazil (0.7%)** | **Brazil (0.7%)** | **Brazil (0.7%)** | **Brazil (0.7%)** |
|  | Federative Republic of Brazil | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;11/6/2030 | &nbsp;&nbsp;&nbsp;&nbsp;582 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;591 |
|  | Federative Republic of Brazil | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/4/2033 | &nbsp;&nbsp;2509 | &nbsp;&nbsp;&nbsp;&nbsp;2475 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**3066** |
| **Bulgaria (0.1%)** | **Bulgaria (0.1%)** | **Bulgaria (0.1%)** | **Bulgaria (0.1%)** | **Bulgaria (0.1%)** | **Bulgaria (0.1%)** |
| <sup>5</sup> | Republic of Bulgaria | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/5/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| <sup>5,10</sup> | Republic of Bulgaria | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;7/18/2045 | &nbsp;&nbsp;&nbsp;&nbsp;483 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;544 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**545** |
| **Chile (0.4%)** | **Chile (0.4%)** | **Chile (0.4%)** | **Chile (0.4%)** | **Chile (0.4%)** | **Chile (0.4%)** |
| <sup>5</sup> | Corp. Nacional del Cobre de Chile | &nbsp;&nbsp;6.330% | &nbsp;&nbsp;1/13/2035 | &nbsp;&nbsp;&nbsp;&nbsp;265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;283 |
| <sup>5</sup> | Empresa Nacional del Petroleo | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;11/6/2029 | &nbsp;&nbsp;1348 | &nbsp;&nbsp;&nbsp;&nbsp;1371 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**1654** |
| **Colombia (0.1%)** | **Colombia (0.1%)** | **Colombia (0.1%)** | **Colombia (0.1%)** | **Colombia (0.1%)** | **Colombia (0.1%)** |
|  | Ecopetrol SA | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;294 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301 |
| **Costa Rica (0.3%)** | **Costa Rica (0.3%)** | **Costa Rica (0.3%)** | **Costa Rica (0.3%)** | **Costa Rica (0.3%)** | **Costa Rica (0.3%)** |
|  | Republic of Costa Rica | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;2/19/2031 | &nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;1262 |
|  | Republic of Costa Rica | &nbsp;&nbsp;7.158% | &nbsp;&nbsp;3/12/2045 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**1484** |
| **Dominican Republic (0.5%)** | **Dominican Republic (0.5%)** | **Dominican Republic (0.5%)** | **Dominican Republic (0.5%)** | **Dominican Republic (0.5%)** | **Dominican Republic (0.5%)** |
| <sup>5</sup> | Dominican Republic | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;7/19/2028 | &nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;461 |
| <sup>5</sup> | Dominican Republic | &nbsp;&nbsp;7.050% | &nbsp;&nbsp;2/3/2031 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161 |
| <sup>4,5</sup> | Dominican Republic | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;10/28/2035 | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;801 |
| <sup>4,5</sup> | Dominican Republic | &nbsp;&nbsp;6.950% | &nbsp;&nbsp;3/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp;812 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;871 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**2294** |
| **Ecuador (0.0%)** | **Ecuador (0.0%)** | **Ecuador (0.0%)** | **Ecuador (0.0%)** | **Ecuador (0.0%)** | **Ecuador (0.0%)** |
| <sup>5</sup> | Republic of Ecuador | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;7/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98 |
| **Egypt (0.2%)** | **Egypt (0.2%)** | **Egypt (0.2%)** | **Egypt (0.2%)** | **Egypt (0.2%)** | **Egypt (0.2%)** |
| <sup>5,10</sup> | Arab Republic of Egypt | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/16/2026 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235 |
| <sup>5</sup> | Arab Republic of Egypt | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;1/31/2047 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;591 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**826** |
| **El Salvador (0.1%)** | **El Salvador (0.1%)** | **El Salvador (0.1%)** | **El Salvador (0.1%)** | **El Salvador (0.1%)** | **El Salvador (0.1%)** |
| <sup>5</sup> | Republic of El Salvador | &nbsp;&nbsp;9.250% | &nbsp;&nbsp;4/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163 |
| <sup>4,5</sup> | Republic of El Salvador | &nbsp;&nbsp;9.650% | &nbsp;&nbsp;11/21/2054 | &nbsp;&nbsp;&nbsp;&nbsp;245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**443** |
| **Germany (0.0%)** | **Germany (0.0%)** | **Germany (0.0%)** | **Germany (0.0%)** | **Germany (0.0%)** | **Germany (0.0%)** |
| <sup>10</sup> | Federal Republic of Germany | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;8/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 |
| **Ghana (0.1%)** | **Ghana (0.1%)** | **Ghana (0.1%)** | **Ghana (0.1%)** | **Ghana (0.1%)** | **Ghana (0.1%)** |
| <sup>5</sup> | Republic of Ghana | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;7/3/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>5</sup> | Republic of Ghana | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/3/2029 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**366** |
| **Guatemala (0.1%)** | **Guatemala (0.1%)** | **Guatemala (0.1%)** | **Guatemala (0.1%)** | **Guatemala (0.1%)** | **Guatemala (0.1%)** |
| <sup>5</sup> | Republic of Guatemala | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199 |
| <sup>5</sup> | Republic of Guatemala | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;4/24/2032 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**401** |
| **Hungary (0.7%)** | **Hungary (0.7%)** | **Hungary (0.7%)** | **Hungary (0.7%)** | **Hungary (0.7%)** | **Hungary (0.7%)** |
| <sup>5,12</sup> | Magyar Export-Import Bank Zrt. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;12/4/2027 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;513 |
| <sup>5</sup> | Republic of Hungary | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;613 |
| <sup>5</sup> | Republic of Hungary | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;9/22/2032 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213 |
| <sup>5</sup> | Republic of Hungary | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/16/2034 | &nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;1219 |
| <sup>5</sup> | Republic of Hungary | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;9/23/2055 | &nbsp;&nbsp;&nbsp;&nbsp;714 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;746 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**3304** |
| **Indonesia (0.5%)** | **Indonesia (0.5%)** | **Indonesia (0.5%)** | **Indonesia (0.5%)** | **Indonesia (0.5%)** | **Indonesia (0.5%)** |
| <sup>5,10</sup> | Republic of Indonesia | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;9/10/2032 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118 |
| <sup>10</sup> | Republic of Indonesia | &nbsp;&nbsp;1.100% | &nbsp;&nbsp;3/12/2033 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97 |
| <sup>10</sup> | Republic of Indonesia | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;10/16/2033 | &nbsp;&nbsp;1810 | &nbsp;&nbsp;&nbsp;&nbsp;2108 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**2323** |
| **Ivory Coast (0.1%)** | **Ivory Coast (0.1%)** | **Ivory Coast (0.1%)** | **Ivory Coast (0.1%)** | **Ivory Coast (0.1%)** | **Ivory Coast (0.1%)** |
| <sup>5</sup> | Ivory Coast Government Bond | &nbsp;&nbsp;8.075% | &nbsp;&nbsp;4/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;301 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325 |
| **Jordan (0.1%)** | **Jordan (0.1%)** | **Jordan (0.1%)** | **Jordan (0.1%)** | **Jordan (0.1%)** | **Jordan (0.1%)** |
| <sup>5</sup> | Hashemite Kingdom of Jordan | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;417 |
| <sup>5</sup> | Hashemite Kingdom of Jordan | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;1/13/2029 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**628** |
| **Kazakhstan (0.2%)** | **Kazakhstan (0.2%)** | **Kazakhstan (0.2%)** | **Kazakhstan (0.2%)** | **Kazakhstan (0.2%)** | **Kazakhstan (0.2%)** |
| <sup>5</sup> | Baiterek National Managing Holding JSC | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;5/8/2028 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203 |
| <sup>4,5</sup> | Republic of Kazakhstan | &nbsp;&nbsp;4.412% | &nbsp;&nbsp;10/28/2030 | &nbsp;&nbsp;&nbsp;&nbsp;632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;629 |
| <sup>4,5</sup> | Republic of Kazakhstan | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**1069** |
| **Mexico (2.7%)** | **Mexico (2.7%)** | **Mexico (2.7%)** | **Mexico (2.7%)** | **Mexico (2.7%)** | **Mexico (2.7%)** |
| <sup>4,5</sup> | Eagle Funding Luxco Sarl | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;8/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp;810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;825 |
|  | Petroleos Mexicanos | &nbsp;&nbsp;8.750% | &nbsp;&nbsp;6/2/2029 | &nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;2893 |
|  | Petroleos Mexicanos | &nbsp;&nbsp;6.840% | &nbsp;&nbsp;1/23/2030 | &nbsp;&nbsp;2725 | &nbsp;&nbsp;&nbsp;&nbsp;2767 |
|  | Petroleos Mexicanos | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;1/23/2045 | &nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136 |
|  | Petroleos Mexicanos | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;9/21/2047 | &nbsp;&nbsp;&nbsp;&nbsp;152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124 |
|  | Petroleos Mexicanos | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;2/12/2048 | &nbsp;&nbsp;&nbsp;&nbsp;155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121 |
|  | Petroleos Mexicanos | &nbsp;&nbsp;6.950% | &nbsp;&nbsp;1/28/2060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54 |
| <sup>5</sup> | United Mexican States | &nbsp;&nbsp;2.659% | &nbsp;&nbsp;5/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp;438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390 |
| <sup>5</sup> | United Mexican States | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;7/2/2032 | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2055 |
| <sup>5</sup> | United Mexican States | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/22/2033 | &nbsp;&nbsp;&nbsp;&nbsp;509 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;504 |
| <sup>5</sup> | United Mexican States | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;5/13/2037 | &nbsp;&nbsp;1350 | &nbsp;&nbsp;&nbsp;&nbsp;1440 |
| <sup>10</sup> | United Mexican States | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;3/19/2038 | &nbsp;&nbsp;&nbsp;&nbsp;560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;654 |
|  |  |  |  |  | &nbsp;&nbsp;**11963** |
| **Morocco (0.4%)** | **Morocco (0.4%)** | **Morocco (0.4%)** | **Morocco (0.4%)** | **Morocco (0.4%)** | **Morocco (0.4%)** |
| <sup>5</sup> | Kingdom of Morocco | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;12/15/2032 | &nbsp;&nbsp;1130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;995 |
| <sup>4,5</sup> | OCP SA | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;4/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;716 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**1711** |
| **Nigeria (0.2%)** | **Nigeria (0.2%)** | **Nigeria (0.2%)** | **Nigeria (0.2%)** | **Nigeria (0.2%)** | **Nigeria (0.2%)** |
| <sup>5</sup> | Federal Republic of Nigeria | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;3/24/2029 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;426 |
| <sup>4,5</sup> | Federal Republic of Nigeria | &nbsp;&nbsp;8.631% | &nbsp;&nbsp;1/13/2036 | &nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**668** |
| **Oman (0.2%)** | **Oman (0.2%)** | **Oman (0.2%)** | **Oman (0.2%)** | **Oman (0.2%)** | **Oman (0.2%)** |
| <sup>5</sup> | Oman Government Bond | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;6/15/2026 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;1001 |
| **Pakistan (0.2%)** | **Pakistan (0.2%)** | **Pakistan (0.2%)** | **Pakistan (0.2%)** | **Pakistan (0.2%)** | **Pakistan (0.2%)** |
| <sup>5</sup> | Pakistan Global Sukuk Programme Co. Ltd. | &nbsp;&nbsp;7.950% | &nbsp;&nbsp;1/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;691 |
| **Paraguay (0.3%)** | **Paraguay (0.3%)** | **Paraguay (0.3%)** | **Paraguay (0.3%)** | **Paraguay (0.3%)** | **Paraguay (0.3%)** |
| <sup>5</sup> | Paraguay Government Bond | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;4/28/2031 | &nbsp;&nbsp;1127 | &nbsp;&nbsp;&nbsp;&nbsp;1144 |
| <sup>4,5</sup> | Paraguay Government Bond | &nbsp;&nbsp;6.650% | &nbsp;&nbsp;3/4/2055 | &nbsp;&nbsp;&nbsp;&nbsp;274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**1441** |
| **Romania (0.1%)** | **Romania (0.1%)** | **Romania (0.1%)** | **Romania (0.1%)** | **Romania (0.1%)** | **Romania (0.1%)** |
| <sup>5</sup> | Republic of Romania | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/14/2031 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;364 |
| <sup>5,10</sup> | Republic of Romania | &nbsp;&nbsp;2.124% | &nbsp;&nbsp;7/16/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>5</sup> | Republic of Romania | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;3/27/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**490** |
| **Saudi Arabia (0.1%)** | **Saudi Arabia (0.1%)** | **Saudi Arabia (0.1%)** | **Saudi Arabia (0.1%)** | **Saudi Arabia (0.1%)** | **Saudi Arabia (0.1%)** |
| <sup>5</sup> | KSA Sukuk Ltd. | &nbsp;&nbsp;4.303% | &nbsp;&nbsp;1/19/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;532 |
| **Serbia (0.4%)** | **Serbia (0.4%)** | **Serbia (0.4%)** | **Serbia (0.4%)** | **Serbia (0.4%)** | **Serbia (0.4%)** |
| <sup>5,10</sup> | Serbia International Bond | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;5/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;538 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;629 |
| <sup>5,10</sup> | Serbia International Bond | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;6/26/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 |
| <sup>5</sup> | Serbia International Bond | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;12/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;1138 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**1892** |
| **South Africa (0.4%)** | **South Africa (0.4%)** | **South Africa (0.4%)** | **South Africa (0.4%)** | **South Africa (0.4%)** | **South Africa (0.4%)** |
| <sup>5</sup> | Republic of South Africa | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;9/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;1001 |
| <sup>4,5</sup> | Republic of South Africa | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;12/11/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;638 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**1639** |
| **Sri Lanka (0.0%)** | **Sri Lanka (0.0%)** | **Sri Lanka (0.0%)** | **Sri Lanka (0.0%)** | **Sri Lanka (0.0%)** | **Sri Lanka (0.0%)** |
| <sup>4</sup> | Republic of Sri Lanka | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 |
| <sup>4,5</sup> | Republic of Sri Lanka | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61 |
| <sup>4</sup> | Republic of Sri Lanka | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 |
| <sup>5</sup> | Republic of Sri Lanka | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;6/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**158** |
| **Turkiye (0.0%)** | **Turkiye (0.0%)** | **Turkiye (0.0%)** | **Turkiye (0.0%)** | **Turkiye (0.0%)** | **Turkiye (0.0%)** |
| <sup>5</sup> | Republic of Turkiye | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;5/11/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165 |
| **Ukraine (0.1%)** | **Ukraine (0.1%)** | **Ukraine (0.1%)** | **Ukraine (0.1%)** | **Ukraine (0.1%)** | **Ukraine (0.1%)** |
| <sup>4,5</sup> | Ukraine Government Bond | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;2/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 |
| <sup>5</sup> | Ukraine Government Bond | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;2/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;258 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146 |
| <sup>4,5</sup> | Ukraine Government Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;493 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;289 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**449** |
| **Uzbekistan (0.1%)** | **Uzbekistan (0.1%)** | **Uzbekistan (0.1%)** | **Uzbekistan (0.1%)** | **Uzbekistan (0.1%)** | **Uzbekistan (0.1%)** |
| <sup>4,5</sup> | Uzbekneftegaz JSC | &nbsp;&nbsp;8.750% | &nbsp;&nbsp;5/7/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;418 |
| **Zambia (0.1%)** | **Zambia (0.1%)** | **Zambia (0.1%)** | **Zambia (0.1%)** | **Zambia (0.1%)** | **Zambia (0.1%)** |
| <sup>5</sup> | Republic of Zambia | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/30/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285 |
| **Total Sovereign Bonds (Cost $45,427)** | **Total Sovereign Bonds (Cost $45,427)** | **Total Sovereign Bonds (Cost $45,427)** | **Total Sovereign Bonds (Cost $45,427)** | **Total Sovereign Bonds (Cost $45,427)** | **46694** |
|  |  |  |  | &nbsp;&nbsp;Shares |  |
| **Temporary Cash Investments (3.0%)** | **Temporary Cash Investments (3.0%)** | **Temporary Cash Investments (3.0%)** | **Temporary Cash Investments (3.0%)** | **Temporary Cash Investments (3.0%)** | **Temporary Cash Investments (3.0%)** |
| **Money Market Fund (2.2%)** | **Money Market Fund (2.2%)** | **Money Market Fund (2.2%)** | **Money Market Fund (2.2%)** | **Money Market Fund (2.2%)** | **Money Market Fund (2.2%)** |
| <sup>13</sup> | Vanguard Market Liquidity Fund | &nbsp;&nbsp;3.780% |  | &nbsp;&nbsp;99693 | &nbsp;&nbsp;&nbsp;&nbsp;9969 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| **U.S. Government and Agency Obligations (0.8%)** | **U.S. Government and Agency Obligations (0.8%)** | **U.S. Government and Agency Obligations (0.8%)** | **U.S. Government and Agency Obligations (0.8%)** | **U.S. Government and Agency Obligations (0.8%)** |
| United States Treasury Bill | &nbsp;&nbsp;3.457% | &nbsp;&nbsp;12/24/2026 | &nbsp;&nbsp;3602 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3483 |
| **Total Temporary Cash Investments (Cost $13,452)** | **Total Temporary Cash Investments (Cost $13,452)** | **Total Temporary Cash Investments (Cost $13,452)** | **Total Temporary Cash Investments (Cost $13,452)** | &nbsp;&nbsp;**13452** |
| **Total Investments (99.0%) (Cost $439,125)** | **Total Investments (99.0%) (Cost $439,125)** | **Total Investments (99.0%) (Cost $439,125)** |  | &nbsp;&nbsp;**445671** |
| **Other Assets and Liabilities—Net (1.0%)** | **Other Assets and Liabilities—Net (1.0%)** | **Other Assets and Liabilities—Net (1.0%)** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**4720** |
| **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** |  | &nbsp;&nbsp;**450391** |

---

Cost is in $000.

---

| | |
|:---|:---|
| 1 | Securities with a value of $1,787 have been segregated as initial margin for open centrally cleared swap contracts. |
| 2 | Securities with a value of $314 have been segregated as initial margin for open futures contracts. |
| 3 | Securities with a value of $61 have been segregated as collateral for open forward currency contracts. |
| 4 | Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At December 31, 2025, the aggregate value was $205,706, representing 45.7% of net assets. |
| 5 | The average or expected maturity is shorter than the final maturity shown because of the possibility of interim principal payments and prepayments or the possibility of the issue being called. |
| 6 | Variable-rate security; rate shown is effective rate at period end. Certain variable-rate securities are not based on a published reference rate and spread but are determined by the issuer or agent based on current market conditions. |
| 7 | Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of December 31, 2025. |
| 8 | The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as needed to maintain a positive net worth, in exchange for senior preferred stock. |
| 9 | Security value determined using significant unobservable inputs. |
| 10 | Face amount denominated in euro. |
| 11 | Guaranteed by the Republic of Azerbaijan. |
| 12 | Guaranteed by the Republic of Hungary. |
| 13 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |

---

---

| |
|:---|
| CLO—Collateralized Loan Obligation. |
| DAC—Designated Activity Company. |
| REIT—Real Estate Investment Trust. |
| REMICS—Real Estate Mortgage Investment Conduits. |
| SOFR30A—30 Day Average Secured Overnight Financing Rate. |
| TSFR12M—CME Term Secured Overnight Financing Rate 12-Month. |
| TSFR1M—CME Term Secured Overnight Financing Rate 1-Month. |
| TSFR3M—CME Term Secured Overnight Financing Rate 3-Month. |
| TSFR6M—CME Term Secured Overnight Financing Rate 6-Month. |

---

------

#### Derivative Financial Instruments Outstanding as of Period End

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts |
|  |  |  | ($000) | ($000) |
|  | Expiration | Number of<br> Long (Short)<br> Contracts | Notional<br> Amount | &nbsp;&nbsp;Value and<br> Unrealized<br> Appreciation<br> (Depreciation) |
| Long Futures Contracts | Long Futures Contracts | Long Futures Contracts | Long Futures Contracts | Long Futures Contracts |
| 2-Year U.S. Treasury Note | March 2026 | &nbsp;&nbsp;&nbsp;97 | &nbsp;&nbsp;20253 | &nbsp;&nbsp;&nbsp;16 |
| Euro-Schatz | March 2026 | &nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126 | &nbsp;&nbsp;&nbsp;— |
| Long U.S. Treasury Bond | March 2026 | &nbsp;&nbsp;&nbsp;14 | &nbsp;&nbsp;&nbsp;&nbsp;1618 | &nbsp;&nbsp;&nbsp;— |
| Ultra 10-Year U.S. Treasury Note | March 2026 | &nbsp;&nbsp;&nbsp;31 | &nbsp;&nbsp;&nbsp;&nbsp;3566 | &nbsp;&nbsp;&nbsp;&nbsp;(3) |
| Ultra Long U.S. Treasury Bond | March 2026 | &nbsp;&nbsp;&nbsp;12 | &nbsp;&nbsp;&nbsp;&nbsp;1416 | &nbsp;&nbsp;(24) |
|  |  |  |  | &nbsp;&nbsp;(11) |
| Short Futures Contracts | Short Futures Contracts | Short Futures Contracts | Short Futures Contracts | Short Futures Contracts |
| 5-Year U.S. Treasury Note | March 2026 | (95) | (10384) | &nbsp;&nbsp;&nbsp;&nbsp;4 |
| 10-Year U.S. Treasury Note | March 2026 | &nbsp;&nbsp;&nbsp;(2) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(225) | &nbsp;&nbsp;&nbsp;— |
| Euro-Bobl | March 2026 | &nbsp;&nbsp;&nbsp;(5) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(683) | &nbsp;&nbsp;&nbsp;&nbsp;2 |
| Euro-Bund | March 2026 | (16) | &nbsp;&nbsp;&nbsp;(2399) | &nbsp;&nbsp;&nbsp;17 |
| Euro-Buxl | March 2026 | &nbsp;&nbsp;&nbsp;(4) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(518) | &nbsp;&nbsp;&nbsp;&nbsp;7 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;30 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;19 |

---

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts |
|  | Contract<br> Settlement<br> Date | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> (Depreciation)<br> ($000) |
| Counterparty | Contract<br> Settlement<br> Date |  | &nbsp;&nbsp;&nbsp;Receive |  | &nbsp;&nbsp;&nbsp;Deliver | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> (Depreciation)<br> ($000) |
| State Street Bank & Trust Co. | 3/18/2026 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;496 | &nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;— |
| State Street Bank & Trust Co. | 3/18/2026 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— |
| Toronto-Dominion Bank | 3/18/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;5412 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;4629 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(46) |
| JPMorgan Chase Bank, N.A. | 3/18/2026 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;(46) |

---

EUR—euro. <br> USD—U.S. dollar.

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps |
| Reference Entity | Termination<br> Date |  | &nbsp;&nbsp;&nbsp;Notional<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;Periodic<br> Premium<br> Received<br> (Paid)<sup>1</sup><br> (%) | &nbsp;&nbsp;&nbsp;Value<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> (Depreciation)<br> ($000) |
| Credit Protection Sold | Credit Protection Sold |  |  |  |  |  |
| CDX-NA-HY-S45-V1 | 12/20/2030 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;13060 | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;1013 | &nbsp;&nbsp;&nbsp;&nbsp;68 |
| Republic of Turkiye | 12/20/2030 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;1626 | &nbsp;&nbsp;&nbsp;&nbsp;1.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(73) | &nbsp;&nbsp;&nbsp;&nbsp;36 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;104 |
| Credit Protection Purchased | Credit Protection Purchased |  |  |  |  |  |
| Republic of Colombia | 12/20/2030 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;(1.000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;105 |

---

1 Periodic premium received/(paid) quarterly. <br> USD—U.S. dollar.

The notional amount represents the maximum potential amount the fund could be required to pay as a seller of credit protection if the reference entity was subject to a credit event.

At December 31, 2025, the counterparties had deposited in segregated accounts securities with a value of $11 in connection with open forward currency contracts.

------

A. Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Bonds and other temporary cash investments are valued using the latest bid prices or using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services. Structured debt securities, including mortgages and asset-backed securities, are valued using the latest bid prices or using valuations based on a matrix system that considers such factors as issuer, tranche, nominal or option-adjusted spreads, weighted average coupon, weighted average maturity, credit enhancements, and collateral, as furnished by independent pricing services. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value.

Securities for which market quotations are not readily available, or whose values have been affected by events occurring before the fund's pricing time but after the close of the securities' primary markets, are valued by methods deemed by the valuation designee to represent fair value and subject to oversight by the board of trustees.

B. Foreign Currency: Securities and other assets and liabilities denominated in foreign currencies are translated into U.S. dollars using exchange rates obtained from an independent third party as of the fund's pricing time on the valuation date. Realized gains (losses) and unrealized appreciation (depreciation) on investment securities include the effects of changes in exchange rates since the securities were purchased, combined with the effects of changes in security prices. Fluctuations in the value of other assets and liabilities resulting from changes in exchange rates are recorded as unrealized foreign currency gains (losses) until the assets or liabilities are settled in cash, at which time they are recorded as realized foreign currency gains (losses).

C. Floating Rate Loan Interests: Floating rate loan interests represent interests in amounts owed by corporate or other borrowers. These instruments may be in the form of loans, trade claims or other receivables and may include standby financing commitments such as revolving credit facilities that obligate the fund to supply additional cash to the borrower on demand. Floating rate loan interests may be made directly with a borrower or acquired through assignment or participation. The fund's right to enforce a borrower's compliance with the terms of the loan agreement, or benefit directly from the collateral supporting the loan, varies depending on whether the loan is a direct borrowing, an assignment, or a participation. Floating rate loan interests involve various risks including risk of loss in case of default, insolvency, or the bankruptcy of the borrower and are generally subject to restrictions on transfer with limited opportunities to sell them in secondary markets. The fund may also invest in loan commitments, which are contractual obligations for a future funding. The fund may earn a commitment fee on any unfunded portion of these commitments which is amortized to interest income over the commitment period. Both the funded portion of a floating rate loan interest as well as its unfunded commitment, if any, is reflected on the Schedule of Investments.

D. Futures Contracts: The fund uses futures contracts to invest in fixed income asset classes with greater efficiency and lower cost than is possible through direct investment, to add value when these instruments are attractively priced, or to adjust sensitivity to changes in interest rates. The primary risks associated with the use of futures contracts are imperfect correlation between changes in market values of bonds held by the fund and the prices of futures contracts, and the possibility of an illiquid market. Counterparty risk involving futures is mitigated because a regulated clearinghouse is the counterparty instead of the clearing broker. To further mitigate counterparty risk, the fund trades futures contracts on an exchange, monitors the financial strength of its clearing brokers and clearinghouse, and has entered into clearing agreements with its clearing brokers. The clearinghouse imposes initial margin requirements to secure the fund's performance and requires daily settlement of variation margin representing changes in the market value of each contract. Any securities pledged as initial margin for open contracts are noted in the Schedule of Investments.

Futures contracts are valued at their quoted daily settlement prices. Fluctuations in the value of the contracts are recorded as an asset (liability).

E. Forward Currency Contracts: The fund enters into forward currency contracts to protect the value of securities and related receivables and payables against changes in future foreign exchange rates. Risks associated with these types of forward currency contracts include movement in the values of the foreign currencies relative to the U.S. dollar and the ability of the counterparties to fulfill their obligations under the contracts. The fund mitigates its counterparty risk by entering into forward currency contracts only with a diverse group of prequalified counterparties, monitoring their financial strength, entering into master netting arrangements with its counterparties, and requiring its counterparties to transfer collateral as security for their performance. In the absence of a default, the collateral pledged or received by the fund cannot be repledged, resold, or rehypothecated. The master netting arrangements provide that, in the event of a counterparty's default (including bankruptcy), the fund may terminate the forward currency contracts, determine the net amount owed by either party in accordance with its master netting arrangements, and sell or retain any collateral held up to the net amount owed to the fund under the master netting arrangements. The forward currency contracts contain provisions whereby a counterparty may terminate open contracts if the fund's net assets decline below a certain level, triggering a payment by the fund if the fund is in a net liability position at the time of the termination. The payment amount would be reduced by any collateral the fund has pledged. Any securities pledged as collateral for open contracts are noted in the Schedule of Investments. The value of collateral received or pledged is compared daily to the value of the forward currency contracts exposure with each counterparty, and any difference, if in excess of a specified minimum transfer amount, is adjusted and settled within two business days.

Forward currency contracts are valued at their quoted daily prices obtained from an independent third party, adjusted for currency risk based on the expiration date of each contract. Fluctuations in the value of the contracts are recorded as an asset (liability).

F. Swap Contracts: The fund invests in credit default swaps to adjust the overall credit risk of the fund or to actively overweight or underweight credit risk to a specific issuer or group of issuers. The fund may sell credit protection through credit default swaps to simulate investments in long positions that are either unavailable or considered to be less attractively priced in the bond market. The fund may purchase credit protection through credit default swaps to reduce credit exposure to a given issuer or issuers. Under the terms of the swaps, an up-front payment may be exchanged between the seller and buyer. In addition, the seller of the credit protection receives a periodic payment of premium from the buyer that is a fixed percentage applied to a notional amount. If, for example, the reference entity is subject to a credit event (such as bankruptcy, failure to pay, or obligation acceleration) during the term of the swap, the seller agrees to either physically settle or cash settle the swap contract. If the swap is physically settled, the seller agrees to pay the buyer an amount equal to the notional amount and take delivery of a debt instrument of the reference issuer with a par amount equal to such notional amount. If the swap is cash settled, the seller agrees to pay the buyer the difference between the notional amount and the final price for the relevant debt instrument, as determined either in a market auction or pursuant to a pre-agreed-upon valuation procedure.

------

The fund enters into centrally cleared credit default swaps to achieve the same objectives specified with respect to the equivalent over-the-counter swaps but with less counterparty risk because a regulated clearinghouse is the counterparty instead of the clearing broker or executing broker. The clearinghouse imposes initial margin requirements to secure the fund's performance, and requires daily settlement of variation margin representing changes in the market value of each contract. To further mitigate counterparty risk, the fund trades with a diverse group of prequalified executing brokers; monitors the financial strength of its clearing brokers, executing brokers, and clearinghouse; and has entered into agreements with its clearing brokers and executing brokers.

The primary risk associated with selling credit protection is that, upon the occurrence of a defined credit event, the market value of the debt instrument received by the fund (or, in a cash settled swap, the debt instruments used to determine the settlement payment by the fund) will be significantly less than the amount paid by the fund and, in a physically settled swap, the fund may receive an illiquid debt instrument. A risk associated with all types of swaps is the possibility that a counterparty may default on its obligation to pay net amounts due to the fund. The fund's maximum amount subject to counterparty risk is the unrealized appreciation on the swap contract. The fund mitigates its counterparty risk by entering into swaps only with a diverse group of prequalified counterparties, monitoring their financial strength, entering into master netting arrangements with its counterparties, and requiring its counterparties to transfer collateral as security for their performance. In the absence of a default, the collateral pledged or received by the fund cannot be repledged, resold, or rehypothecated. In the event of a counterparty's default (including bankruptcy), the fund may terminate any swap contracts with that counterparty, determine the net amount owed by either party in accordance with its master netting arrangements, and sell or retain any collateral held up to the net amount owed to the fund under the master netting arrangements. The swap contracts contain provisions whereby a counterparty may terminate open contracts if the fund's net assets decline below a certain level, triggering a payment by the fund if the fund is in a net liability position at the time of the termination. The payment amount would be reduced by any collateral the fund has pledged. Any securities pledged as collateral for open contracts are noted in the Schedule of Investments. The value of collateral received or pledged is compared daily to the value of the swap contracts exposure with each counterparty, and any difference, if in excess of a specified minimum transfer amount, is adjusted and settled within two business days.

Swaps are valued daily based on market quotations received from independent pricing services or recognized dealers and the change in value is recorded as an asset (liability) and as unrealized appreciation (depreciation) until the seller of credit protection is required to take delivery (or, in a cash settled swap, pay the settlement amount determined) upon occurrence of a credit event, periodic payments are made, or the swap terminates, at which time realized gain (loss) is recorded. The net premium to be received or paid by the fund under swap contracts is accrued daily and recorded as realized gain (loss) over the life of the contract.

G. Various inputs may be used to determine the value of the fund's investments and derivatives. These inputs are summarized in three broad levels for financial statement purposes. The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities.

#### Level 1 —Quoted prices in active markets for identical securities.

#### Level 2 —Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).
**Level 3—Significant unobservable inputs (including the fund's own assumptions used to determine the fair value of investments). Any investments and derivatives valued with significant unobservable inputs are noted on the Schedule of Investments.**

The following table summarizes the market value of the fund's investments and derivatives as of December 31, 2025, based on the inputs used to value them:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Level 1<br> ($000) | &nbsp;&nbsp;&nbsp;Level 2<br> ($000) | &nbsp;&nbsp;&nbsp;Level 3<br> ($000) | &nbsp;&nbsp;&nbsp;Total<br> ($000) |
| **Investments** |  |  |  |  |
| Assets |  |  |  |  |
| U.S. Government and Agency Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;41836 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;41836 |
| Asset-Backed/Commercial Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;39299 | &nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;39399 |
| Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;293153 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;293153 |
| Floating Rate Loan Interests | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;11137 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;11137 |
| Sovereign Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;46694 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;46694 |
| Temporary Cash Investments | 9969 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3483 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;13452 |
| Total | 9969 | &nbsp;&nbsp;&nbsp;435602 | &nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;445671 |
| **Derivative Financial Instruments** |  |  |  |  |
| Assets |  |  |  |  |
| Futures Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46 |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 |
| Swap Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105 |
| Total | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154 |
| Liabilities |  |  |  |  |
| Futures Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(27) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(27) |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(46) | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(46) |
| Total | &nbsp;&nbsp;&nbsp;&nbsp;(27) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(46) | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(73) |

---

1 Includes cumulative appreciation (depreciation) on futures contracts and centrally cleared swaps, if any, as reported in the Schedule of Investments.

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** VANGUARD MALVERN FUNDS

- **b. Investment Company Act file number:** 811-05628

- **c. CIK number of Registrant:** 0000836906

- **d. LEI of Registrant:** 549300EW16IGZDA38J20

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

  - **Street Address 1:** 100 Vanguard Boulevard

  - **City:** Malvern

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19355

  - **Telephone number:** 610-669-1000

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

- **a. Name of Series:** VANGUARD MULTI-SECTOR INCOME BOND FUND

- **b. EDGAR series identifier (if any):** S000073842

- **c. LEI of Series:** 549300D5KZKM05X4IF03

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

- **a. Date of fiscal year-end:** 2026-09-30

- **b. Date as of which information is reported:** 2025-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $447519464.75

**Total Liabilities:** $1199188.67

**Net Assets:** $446320276.08

**Delayed Delivery Securities:** $1140422.08

**Cash Not Reported:** $4875671.79

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -239.08977642 | **1-Year:** -11370.95419356 | **5-Year:** -33790.53487678 | **10-Year:** -17108.49509641 | **30-Year:** -1362.16676250

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

- **3-Month:** -783.85446325 | **1-Year:** -16947.90949530 | **5-Year:** -38504.41405710 | **10-Year:** -13469.46081616 | **30-Year:** -1590.62104176

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000231054 | 0.50%                | 0.65%                | 0.50%                |
| Class ID C000231055 | 0.44%                | 0.75%                | 0.49%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $389594.96               | $-259338.86                                |
| Month 2  | $251142.04               | $732832.56                                 |
| Month 3  | $372038.53               | $-360234.50                                |

**Designated Index Information**

- **Index Name:** Multisector Income Bond Composite Index

- **Index Identifier:** I39455

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Morgan Stanley Bank of America Merrill Lynch Trust 2025-C35                      | MSBAM 2025-C35 AS              | CUSIP: 61779CAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $527410.60    | 0.12%             | 2058-08-15      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                                | HERC HOLDINGS                  | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101307.50    | 0.02%             | 2034-03-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                              | GRAPHIC PACKAGIN               | CUSIP: 38869AAA5<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498461.15    | 0.11%             | 2027-07-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Taco Bell Funding LLC                                                            | BELL 2025-1A A2I               | CUSIP: 87342RAK0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    490000 | PA      | $487251.93    | 0.11%             | 2055-08-25      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc                                                 | HILTON DOMESTIC                | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    490000 | PA      | $504062.80    | 0.11%             | 2033-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Blue Racer Midstream LLC / Blue Racer Finance Corp                               | BLUE RACER MID/F               | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $192978.62    | 0.04%             | 2029-07-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Wynn Macau Ltd                                                                   | WYNN MACAU LTD                 | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |     40000 | PA      | $39963.11     | 0.01%             | 2028-08-26      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| New Issuer: BB Company ID:47246942                                               | ELLUCIAN HOLDING               | CUSIP: 289178AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $153274.34    | 0.03%             | 2029-12-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Balboa Bay Loan Funding 2023-2 Ltd                                               | BOBA 2023-2A BR                | CUSIP: 05766JAQ4<br>LEI: 549300AVUGQW27DUWV37 | Long             | ABS-MBS          | CORP              | KY        |    100000 | PA      | $100162.46    | 0.02%             | 2036-10-20      | Floating      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Global Atlantic Fin Co                                                           | GLOBAL ATLANTI                 | CUSIP: 37959GAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $262501.42    | 0.06%             | 2033-06-15      | Fixed         | 7.95%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy Inc                                                                   | NRG ENERGY INC                 | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    390000 | PA      | $393286.65    | 0.09%             | 2034-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-4                                                   | CARMX 2025-4 D                 | CUSIP: 14320HAH9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     30000 | PA      | $30011.72     | 0.01%             | 2032-05-17      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Hudson Pacific Properties LP                                                     | HUDSON PACIFIC                 | CUSIP: 44409MAA4<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42987.76     | 0.01%             | 2027-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc                                                                        | IQVIA INC                      | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    440000 | PA      | $460047.06    | 0.10%             | 2032-06-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Antero Midstream Partners LP / Antero Midstream Finance Corp                     | ANTERO MIDSTREAM               | CUSIP: 03690AAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    390000 | PA      | $392226.20    | 0.09%             | 2033-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Asurion LLC                                                                      | ASURION LLC                    | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    522375 | PA      | $521939.86    | 0.12%             | 2030-09-19      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ICE: (CDX.NA.HY.45.V1)         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       | -13060000 | NC      | $994993.58    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN               | CUSIP: 666807CP5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82805.06     | 0.02%             | 2035-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | PETROLEOS MEXICA               | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   2725000 | PA      | $2766621.65   | 0.62%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-4                                    | SDART 2025-4 D                 | CUSIP: 802923AF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    220000 | PA      | $220803.75    | 0.05%             | 2032-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                                         | WARNERMEDIA HLDG               | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    170000 | PA      | $112212.99    | 0.03%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     93000 | PA      | $93347.52     | 0.02%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                 | CSC HOLDINGS LLC               | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     95000 | PA      | $70776.74     | 0.02%             | 2029-01-31      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                     | HUNTINGTON BANCS               | CUSIP: 446150AX2<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43351.45     | 0.01%             | 2036-08-15      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| TransAlta Corp                                                                   | TRANSALTA CORP                 | CUSIP: 89346DAL1<br>LEI: 984500EE2ADD850F1C96 | Long             | DBT              | CORP              | CA        |     95000 | PA      | $95640.69     | 0.02%             | 2034-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | L3HARRIS TECH IN               | CUSIP: 502431AT6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    160000 | PA      | $166444.88    | 0.04%             | 2031-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP / Clarios US Finance Co                                        | CLARIOS GLOBAL                 | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   1100000 | PA      | $1149158.89   | 0.26%             | 2030-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Service Corp International/US                                                    | SERVICE CORP                   | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    480000 | PA      | $449065.49    | 0.10%             | 2030-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | PETROLEOS MEXICA               | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    152000 | PA      | $124254.35    | 0.03%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61748UAM4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1021000 | PA      | $1017663.68   | 0.23%             | 2031-10-22      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| UWM Holdings LLC                                                                 | UWM HOLDINGS                   | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $106228.97    | 0.02%             | 2030-02-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| 1011778 BC ULC / New Red Finance Inc                                             | 1011778 BC ULC /               | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    390000 | PA      | $384442.42    | 0.09%             | 2028-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Turk Telekomunikasyon AS                                                         | TURK TELEKOM                   | CUSIP: 90011QAE0<br>LEI: 789000A2TXOI10JZLF90 | Long             | DBT              | CORP              | TR        |    340000 | PA      | $346893.40    | 0.08%             | 2032-10-07      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| WULF Compute LLC                                                                 | WULF COMPUTE LLC               | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    305000 | PA      | $314164.70    | 0.07%             | 2030-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| American Airlines Inc/AAdvantage Loyalty IP Ltd                                  | AMERICAN AIRLINE               | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   1105000 | PA      | $1125159.73   | 0.25%             | 2029-04-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Dryden 90 Clo Ltd                                                                | DRSLF 2021-90A BR              | CUSIP: 262484AQ1<br>LEI: 549300BLIFMJ8T7AGX24 | Long             | ABS-MBS          | CORP              | KY        |    100000 | PA      | $100333.51    | 0.02%             | 2038-11-15      | Floating      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| AutoNation Finance Trust 2025-1                                                  | DRVPNK 2025-1A D               | CUSIP: 05330QAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     90000 | PA      | $91658.20     | 0.02%             | 2032-09-10      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Pakistan Global Sukuk Programme Co Ltd/The                                       | PAKISTAN GLOBAL                | CUSIP: N/A<br>LEI: 213800X5OY6CVYNY1M70       | Long             | DBT              | NUSS              | PK        |    675000 | PA      | $691084.04    | 0.15%             | 2029-01-31      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAM2<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    438000 | PA      | $389929.32    | 0.09%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| BofA Auto Trust 2025-1                                                           | BAAT 2025-1A A4                | CUSIP: 05594BAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     30000 | PA      | $30309.81     | 0.01%             | 2031-11-20      | Fixed         | 4.47%                 | Yes           |                  2 | On Loan: No      |
| Acushnet Co                                                                      | ACUSHNET                       | CUSIP: 005095AB0<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |    220000 | PA      | $222863.37    | 0.05%             | 2033-12-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Aon North America Inc                                                            | AON NORTH AMER                 | CUSIP: 03740MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $124749.76    | 0.03%             | 2034-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172DU0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    190000 | PA      | $190594.02    | 0.04%             | 2035-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FIN                 | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56958.26     | 0.01%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                            | TRUIST FINANCIAL               | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     60000 | PA      | $64709.71     | 0.01%             | 2029-10-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2023-6 C                  | CUSIP: 92348VAC3<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $203375.36    | 0.05%             | 2031-09-22      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Lamar Media Corp                                                                 | LAMAR MEDIA CORP               | CUSIP: 513075CA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $199430.74    | 0.04%             | 2033-11-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Clarios Global LP                                                                | CLARIOS GLOBAL L               | CUSIP: N/A<br>LEI: 549300474L1ZLXZY2P98       | Long             | LON              | CORP              | US        |    304238 | PA      | $304617.80    | 0.07%             | 2032-01-28      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QCS3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1008579.50   | 0.23%             | 2034-08-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                                              | KINETIK HLDINGS                | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15128.68     | 0.00%             | 2030-06-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                   | GE HEALTHCARE                  | CUSIP: 36266GAC1<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103940.10    | 0.02%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US 5YR NOTE (CBT) Mar26        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -95 | NC      | $3430.97      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Retained Vantage Data Centers Issuer LLC                                         | VDCR 2025-1A A2A               | CUSIP: 76134KAM6<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $198156.52    | 0.04%             | 2050-08-15      | Fixed         | 5.09%                 | Yes           |                  2 | On Loan: No      |
| SS&C Technologies Inc                                                            | SS&C TECH INC                  | CUSIP: 78466CAD8<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    300000 | PA      | $311834.04    | 0.07%             | 2032-06-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| OneMain Finance Corp                                                             | ONEMAIN FINANCE                | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    400000 | PA      | $414275.36    | 0.09%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Midcontinent Communications                                                      | MIDCONTINENT COM               | CUSIP: 59565XAD2<br>LEI: 549300ZI9GDQBS28C408 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1214874.56   | 0.27%             | 2032-08-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                                                  | HERTZ 2025-6A C                | CUSIP: 42806MDS5<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $99792.50     | 0.02%             | 2032-05-25      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397G98<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209035.28    | 0.05%             | 2032-03-19      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust                                          | SSTRT 2025-A B                 | CUSIP: 81378RAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |     12448 | PA      | $12557.38     | 0.00%             | 2031-07-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Allison Transmission Inc                                                         | ALLISON TRANS                  | CUSIP: 019736AH0<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    245000 | PA      | $248459.25    | 0.06%             | 2033-12-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2025-B                                            | HART 2025-B B                  | CUSIP: 44935XAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50000 | PA      | $50950.07     | 0.01%             | 2030-07-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                            | WR GRACE HOLDING               | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    785000 | PA      | $745381.13    | 0.17%             | 2029-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                                     | FIRSTENERGY TRAN               | CUSIP: 33767BAJ8<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     78000 | PA      | $77850.18     | 0.02%             | 2033-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CMR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1414000 | PA      | $1434823.36   | 0.32%             | 2032-02-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2024-B                            | SBCLN 2024-B D                 | CUSIP: 80280BAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    222133 | PA      | $223735.38    | 0.05%             | 2033-01-18      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| The Huntington National Bank                                                     | HACLN 2025-1 B                 | CUSIP: 446438SX2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    181639 | PA      | $183179.09    | 0.04%             | 2033-03-21      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Amkor Technology Inc                                                             | AMKOR TECH INC                 | CUSIP: 031652BL3<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204591.56    | 0.05%             | 2033-10-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Sabra Health Care LP                                                             | SABRA HEALTH CAR               | CUSIP: 78572XAG6<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |     81000 | PA      | $79335.64     | 0.02%             | 2029-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group Inc                                                           | MINERVA MERGER                 | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |    140000 | PA      | $140052.21    | 0.03%             | 2030-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| LifePoint Health Inc                                                             | LIFEPOINT HEALTH               | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106198.40    | 0.02%             | 2032-06-01      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Highwoods Realty LP                                                              | HIGHWOODS REALTY               | CUSIP: 431282AT9<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89638.60     | 0.02%             | 2031-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                   | CUSIP: 29273VBD1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257629.95    | 0.06%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Big River Steel LLC / BRS Finance Corp                                           | BIG RVR STL/FIN                | CUSIP: 08949LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    615000 | PA      | $617062.03    | 0.14%             | 2029-01-31      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Sealed Air Corp/Sealed Air Corp US                                               | SEALED AIR/US                  | CUSIP: 812127AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $162664.30    | 0.04%             | 2028-02-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | HP ENTERPRISE                  | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121105.22    | 0.03%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2025-5                                       | EART 2025-5A C                 | CUSIP: 30166VAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     90000 | PA      | $90273.67     | 0.02%             | 2032-03-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwrit                                                   | SFUEL 2025-AA A4               | CUSIP: 858928AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     70000 | PA      | $70610.39     | 0.02%             | 2029-03-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                                                    | LIVE NATION ENT                | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110816.78    | 0.02%             | 2027-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    170000 | PA      | $176195.63    | 0.04%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2025-REV2                                           | FORDR 2025-2 B                 | CUSIP: 34536BAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    270000 | PA      | $272447.66    | 0.06%             | 2038-02-15      | Variable      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                                     | ROCKIES EXPRESS                | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     90000 | PA      | $94966.39     | 0.02%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| American Builders & Contractors Supply Co Inc                                    | ABC SUPPLY CO                  | CUSIP: 024747AG2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |    275000 | PA      | $264904.83    | 0.06%             | 2029-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                                  | PERMIAN RESR OPR               | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |   1601000 | PA      | $1667583.67   | 0.37%             | 2032-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR               | CUSIP: 30225VAR8<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    130000 | PA      | $137879.43    | 0.03%             | 2031-01-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | CBS CORP                       | CUSIP: 124857AX1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97750.61     | 0.02%             | 2028-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                     | SYNOPSYS INC                   | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111520.30    | 0.02%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                                            | DOMINICAN REPUBL               | CUSIP: 25714PFB9<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |    812000 | PA      | $870970.28    | 0.20%             | 2037-03-15      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Bill                                                      | TREASURY BILL                  | CUSIP: 912797TC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3602400 | PA      | $3483060.49   | 0.78%             | 2026-12-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Argentine Republic Government International Bond                                 | ARGENTINA                      | CUSIP: 040114HU7<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |    575000 | PA      | $446435.75    | 0.10%             | 2038-01-09      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2025-2                                              | DEFT 2025-2 D                  | CUSIP: 24703VAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100191.11    | 0.02%             | 2032-03-22      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| Service Corp International/US                                                    | SERVICE CORP                   | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203921.52    | 0.05%             | 2032-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc                                                   | OMEGA HEALTHCARE               | CUSIP: 681936BL3<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    120000 | PA      | $116095.52    | 0.03%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust 2023-2                                  | AMCAR 2023-2 C                 | CUSIP: 03065UAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     90000 | PA      | $92327.55     | 0.02%             | 2029-07-18      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts Inc                                                           | ADVANCE AUTO PAR               | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    510000 | PA      | $513228.76    | 0.11%             | 2033-08-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2025-B                                 | ABCLN 2025-B C                 | CUSIP: 02007G6Q1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    232476 | PA      | $233867.90    | 0.05%             | 2033-09-15      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| First Student Bidco Inc / First Transit Parent Inc                               | FRST STU BIDCO                 | CUSIP: 337120AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    370000 | PA      | $359297.49    | 0.08%             | 2029-07-31      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                      | IMPERIAL BRANDS                | CUSIP: 45262BAK9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $513435.70    | 0.12%             | 2035-07-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| GENMAB A/S/GENMAB FINANCE LLC                                                    | GENMAB/GENMAB                  | CUSIP: 37230JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |    605000 | PA      | $620024.87    | 0.14%             | 2032-12-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust 2025-2                                | ESART 2025-2 B                 | CUSIP: 30185EAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     20000 | PA      | $20147.18     | 0.00%             | 2031-11-17      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc                                                         | BUILDERS FIRSTSO               | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    120000 | PA      | $125644.00    | 0.03%             | 2035-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | TALLGRASS NRG                  | CUSIP: 87470LAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    780000 | PA      | $779462.42    | 0.17%             | 2034-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Entegris Inc                                                                     | ENTEGRIS INC                   | CUSIP: 29362UAC8<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    580000 | PA      | $575867.50    | 0.13%             | 2028-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| CRH America Finance Inc                                                          | CRH AMERICA FIN                | CUSIP: 12636YAH5<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    395000 | PA      | $395163.85    | 0.09%             | 2031-02-09      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co                                                 | MANUF & TRADERS                | CUSIP: 564760CC8<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252216.58    | 0.06%             | 2028-07-06      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitiz                                                   | SFAST 2025-1A C                | CUSIP: 81885BAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     90000 | PA      | $91810.66     | 0.02%             | 2032-10-20      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Belron UK Finance PLC                                                            | BELRON UK FINANC               | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |    325000 | PA      | $331830.72    | 0.07%             | 2029-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                                   | EFF 2025-2 A3                  | CUSIP: 29375TAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $202067.30    | 0.05%             | 2029-06-20      | Fixed         | 4.41%                 | Yes           |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2025-2                                 | SFAST 2025-2A C                | CUSIP: 78398HAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $203315.58    | 0.05%             | 2033-04-20      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FIN                 | CUSIP: 21871XAF6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9849.05      | 0.00%             | 2029-04-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738ECT0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    120000 | PA      | $121389.68    | 0.03%             | 2028-09-10      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2025-Dna3                                          | STACR 2025-DNA3 A1             | CUSIP: 35564UAQ0<br>LEI: 5299009HC4IGFM6RXF30 | Long             | ABS-MBS          | CORP              | US        |    443750 | PA      | $443868.88    | 0.10%             | 2045-09-25      | Floating      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| GGAM Finance Ltd                                                                 | GGAM FINANCE LTD               | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    375000 | PA      | $384025.73    | 0.09%             | 2027-02-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Sri Lanka Government International Bond                                          | REP OF SRI LANKA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | LK        |     45962 | PA      | $34931.12     | 0.01%             | 2035-06-15      | Variable      | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Kioxia Holdings Corp                                                             | KIOXIA HOLDINGS                | CUSIP: 49726JAA6<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |    315000 | PA      | $324308.41    | 0.07%             | 2030-07-24      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1130000 | PA      | $1145366.98   | 0.26%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2025-3                                 | SFAST 2025-3A C                | CUSIP: 78398KAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $200172.90    | 0.04%             | 2033-11-21      | Fixed         | 4.64%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Financial Underwrit                                                   | SFUEL 2025-AA C                | CUSIP: 858928AG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     90000 | PA      | $91068.92     | 0.02%             | 2029-08-20      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC      | ARDAGH METAL PAC               | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    560000 | PA      | $527097.42    | 0.12%             | 2029-09-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Sirius XM Radio Inc                                                              | SIRIUS XM RADIO                | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195433.30    | 0.04%             | 2028-07-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XEN2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1042728.20   | 0.23%             | 2029-01-07      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd                                                     | TRANSOCEAN LTD                 | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    160000 | PA      | $166551.74    | 0.04%             | 2032-10-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY               | CUSIP: 251526CX5<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    810000 | PA      | $822078.15    | 0.18%             | 2030-09-11      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                    | FREE MTGE HOLD                 | CUSIP: 35641AAE8<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200232.36    | 0.04%             | 2031-05-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 26442UAQ7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    330000 | PA      | $343459.81    | 0.08%             | 2033-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC      | ARDAGH METAL PAC               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | N/A       |    400000 | PA      | $474432.61    | 0.11%             | 2031-01-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner Trust 2025-A                                       | PNFED 2025-A D                 | CUSIP: 706916AG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     20000 | PA      | $19876.50     | 0.00%             | 2033-10-17      | Fixed         | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                            | SHIFT4 PAYMENTS                | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $134262.97    | 0.03%             | 2032-08-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Nelnet Student Loan Trust 2025-D                                                 | NSLT 2025-DA A1A               | CUSIP: 639931AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    170000 | PA      | $169307.85    | 0.04%             | 2054-08-20      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Versant Media Group Inc                                                          | VERSANT MEDIA GR               | CUSIP: 925283AA1<br>LEI: 254900D2Q5F5F229PU30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206418.98    | 0.05%             | 2031-01-30      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                    | CUSIP: 842587DE4<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73215.04     | 0.02%             | 2030-04-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Rocket Cos Inc                                                                   | ROCKET COS INC                 | CUSIP: 77311WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $78900.03     | 0.02%             | 2032-02-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: 05964HAV7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     50000 | PA      | $55417.06     | 0.01%             | 2033-08-08      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                                     | FIRSTENERGY TRAN               | CUSIP: 33767BAH2<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200540.80    | 0.04%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49953.44     | 0.01%             | 2029-04-23      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc                                                            | SS&C TECH INC                  | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1025932.34   | 0.23%             | 2027-09-30      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CNX Resources Corp                                                               | CNX RESOURCES CO               | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9318.02      | 0.00%             | 2031-01-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Chart Industries Inc                                                             | CHART INDUSTRIES               | CUSIP: 16115QAG5<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |    210000 | PA      | $222910.55    | 0.05%             | 2031-01-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| COPT Defense Properties LP                                                       | COPT DEFENSE LP                | CUSIP: 12713UAA4<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     31000 | PA      | $30857.37     | 0.01%             | 2030-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | ALLIANT HOLDINGS               | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $77390.16     | 0.02%             | 2031-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP               | CUSIP: 857477DE0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    309000 | PA      | $307428.12    | 0.07%             | 2036-10-23      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Services US Corp                                            | STELLANTIS FINAN               | CUSIP: 85855FAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $258253.04    | 0.06%             | 2028-09-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| PFS Financing Corp                                                               | PFSFC 2025-F A                 | CUSIP: 69335PGC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    280000 | PA      | $282719.86    | 0.06%             | 2030-08-15      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp                                  | MPT OP PTNR/FINL               | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1015000 | PA      | $1084529.53   | 0.24%             | 2032-02-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | PETROLEOS MEXICA               | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     67000 | PA      | $54473.73     | 0.01%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bond                                              | ARAB REP EGYPT                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | EG        |    600000 | PA      | $591673.02    | 0.13%             | 2047-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Virgin Media Finance PLC                                                         | VIRGIN MEDIA FIN               | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $176307.44    | 0.04%             | 2030-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Chart Industries Inc                                                             | CHART INDUSTRIES               | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20868.97     | 0.00%             | 2030-01-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                                 | DPABS 2019-1A A2               | CUSIP: 25755TAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     48000 | PA      | $46202.94     | 0.01%             | 2049-10-25      | Fixed         | 3.67%                 | Yes           |                  2 | On Loan: No      |
| Hungary Government International Bond                                            | HUNGARY                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |   1200000 | PA      | $1218634.92   | 0.27%             | 2034-06-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                            | TENET HEALTHCARE               | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    320000 | PA      | $314233.25    | 0.07%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMC Networks Inc                                                                 | AMC NETWORKS INC               | CUSIP: 00164VAK9<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    210000 | PA      | $232172.60    | 0.05%             | 2032-07-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Lithia Motors Inc                                                                | LITHIA MOTORS                  | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69895.11     | 0.02%             | 2027-12-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Bausch + Lomb Corp                                                               | BAUSCH + LOMB CO               | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |     74000 | PA      | $77116.40     | 0.02%             | 2028-10-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Egypt Government International Bond                                              | ARAB REP EGYPT                 | CUSIP: AS0110302<br>LEI: N/A                  | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $234723.05    | 0.05%             | 2026-04-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL               | CUSIP: 06368DH72<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     95000 | PA      | $85454.75     | 0.02%             | 2037-01-10      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HJV3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    214000 | PA      | $220524.11    | 0.05%             | 2031-05-15      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                                               | BX 2019-OC11 A                 | CUSIP: 05606FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $94936.14     | 0.02%             | 2041-12-09      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                         | VISTRA OPERATION               | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    410000 | PA      | $404746.75    | 0.09%             | 2029-05-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2025-2                                              | DEFT 2025-2 C                  | CUSIP: 24703VAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100225.46    | 0.02%             | 2031-03-24      | Fixed         | 4.53%                 | Yes           |                  2 | On Loan: No      |
| USI Inc/NY                                                                       | USI INC/NY                     | CUSIP: 90346KAB5<br>LEI: 2549006D7UF7072T7I27 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73419.89     | 0.02%             | 2032-01-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Dana Inc                                                                         | DANA INC                       | CUSIP: 235825AH9<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    230000 | PA      | $222704.61    | 0.05%             | 2030-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                                                            | ARIFL 2025-B A3                | CUSIP: 00193GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $101348.09    | 0.02%             | 2034-03-15      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                                         | AMERIPRISE FINL                | CUSIP: 03076CAP1<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91891.61     | 0.02%             | 2035-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AES Corp/The                                                                     | AES CORP/THE                   | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90638.92     | 0.02%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                     | SABINE PASS LIQU               | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    565000 | PA      | $567724.43    | 0.13%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Balboa Bay Loan Funding 2023-2 Ltd                                               | BOBA 2023-2A A1R               | CUSIP: 05766JAL5<br>LEI: 549300AVUGQW27DUWV37 | Long             | ABS-MBS          | CORP              | KY        |    100000 | PA      | $99950.10     | 0.02%             | 2036-10-20      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| McAfee Corp                                                                      | MCAFEE CORP                    | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |    532324 | PA      | $489959.90    | 0.11%             | 2029-03-01      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Operating Partners LP                                             | XPLR INFRAST OP                | CUSIP: 65342QAB8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    145000 | PA      | $143426.43    | 0.03%             | 2027-09-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |     70000 | PA      | $64002.19     | 0.01%             | 2032-03-27      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                                        | CAESARS ENT                    | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    600000 | PA      | $583745.40    | 0.13%             | 2032-10-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Lamar Media Corp                                                                 | LAMAR MEDIA CORP               | CUSIP: 513075BT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $386032.56    | 0.09%             | 2030-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp                                                               | PFSFC 2025-D A                 | CUSIP: 69335PFY6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    600000 | PA      | $606415.26    | 0.14%             | 2030-05-15      | Fixed         | 4.47%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    443000 | PA      | $418115.86    | 0.09%             | 2028-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Froneri US Inc                                                                   | FRONERI US INC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    305000 | PA      | $304809.38    | 0.07%             | 2032-09-30      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust Series 2025-3                                                | AFRMT 2025-3A A                | CUSIP: 00833BAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    600000 | PA      | $601879.74    | 0.13%             | 2034-10-16      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Energizer Holdings Inc                                                           | ENERGIZER HLDGS                | CUSIP: 29272WAG4<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    405000 | PA      | $388219.47    | 0.09%             | 2033-09-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| XHR LP                                                                           | XHR LP                         | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73947.34     | 0.02%             | 2029-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XCY0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57801.05     | 0.01%             | 2030-06-21      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                                | CLARIOS GLOBAL L               | CUSIP: N/A<br>LEI: 549300474L1ZLXZY2P98       | Long             | LON              | CORP              | US        |    397990 | PA      | $398586.93    | 0.09%             | 2030-05-06      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc                                                 | CHS/COMMUNITY                  | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    265000 | PA      | $278445.99    | 0.06%             | 2034-01-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd                                                        | AADVANTAGE LOYAL               | CUSIP: 02376CBT1<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |    124375 | PA      | $124802.60    | 0.03%             | 2032-05-28      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co                                                                   | PHILLIPS 66 CO                 | CUSIP: 718547AU6<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     85000 | PA      | $88341.61     | 0.02%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc                                                            | LEVEL 3 FIN INC                | CUSIP: 527298BQ5<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39315.02     | 0.01%             | 2029-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    160000 | PA      | $164398.05    | 0.04%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ADT9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307529.43    | 0.07%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                 | CSC HOLDINGS LLC               | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    175000 | PA      | $106472.17    | 0.02%             | 2031-11-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Diageo Capital PLC                                                               | DIAGEO CAP PLC                 | CUSIP: 25243YBH1<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $105374.59    | 0.02%             | 2033-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Carnival Corp                                                                    | CARNIVAL CORP                  | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    570000 | PA      | $576781.12    | 0.13%             | 2029-05-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2025-C                                            | HART 2025-C C                  | CUSIP: 44935JAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    130000 | PA      | $130185.54    | 0.03%             | 2033-01-18      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                                              | NORTHERN TRST CO               | CUSIP: 665859AZ7<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     88000 | PA      | $88154.50     | 0.02%             | 2040-11-19      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    235000 | PA      | $242226.37    | 0.05%             | 2031-01-15      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| South Bow Canadian Infrastructure Holdings Ltd                                   | SOUTH BOW CANADI               | CUSIP: 836720AJ1<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |    371000 | PA      | $396472.23    | 0.09%             | 2055-03-01      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANC               | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105286.20    | 0.02%             | 2029-07-27      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Basswood Park CLO Ltd                                                            | BARK 2021-1A BR                | CUSIP: 070252AL5<br>LEI: 5493005HSAGIQZIVAS94 | Long             | ABS-MBS          | CORP              | KY        |    100000 | PA      | $100249.10    | 0.02%             | 2034-04-20      | Floating      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | PETROLEOS MEXICA               | CUSIP: 71654QCL4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    155000 | PA      | $121072.34    | 0.03%             | 2048-02-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XED4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     60000 | PA      | $64751.05     | 0.01%             | 2033-01-09      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Uzbekneftegaz JSC                                                                | UZBEKNEFTEGAZ                  | CUSIP: 91825MAC7<br>LEI: 213800LUZJZFLJD4MJ51 | Long             | DBT              | CORP              | UZ        |    390000 | PA      | $417632.48    | 0.09%             | 2030-05-07      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                       | FORDF 2025-1 B                 | CUSIP: 34529BAC0<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |     80000 | PA      | $81067.14     | 0.02%             | 2030-04-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                    | AMPHENOL CORP                  | CUSIP: 032095AY7<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    129000 | PA      | $128314.92    | 0.03%             | 2030-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Melco Resorts Finance Ltd                                                        | MELCO RESORTS                  | CUSIP: 58547DAJ8<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    240000 | PA      | $240370.54    | 0.05%             | 2033-09-24      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Amphenol Corp                                                                    | AMPHENOL CORP                  | CUSIP: 032095AZ4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69249.34     | 0.02%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VBS2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    400000 | PA      | $440557.88    | 0.10%             | 2033-09-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Kazakhstan Government International Bond                                         | KAZAKHSTAN                     | CUSIP: 486661BN0<br>LEI: N/A                  | Long             | DBT              | NUSS              | KZ        |    233000 | PA      | $236758.38    | 0.05%             | 2032-07-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140BU3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     54000 | PA      | $47351.23     | 0.01%             | 2031-08-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                            | TENET HEALTHCARE               | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    750000 | PA      | $760585.13    | 0.17%             | 2032-11-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                     | CUSIP: 63111XAH4<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82561.10     | 0.02%             | 2028-06-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2023-30 LTD                                                              | OCP 2023-30A BR                | CUSIP: 67578RAN1<br>LEI: 2138008RM9AHM8ZQ8119 | Long             | ABS-MBS          | CORP              | JE        |    150000 | PA      | $149776.25    | 0.03%             | 2039-01-24      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    803000 | PA      | $507113.32    | 0.11%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HSBC USA Inc                                                                     | HSBC USA INC                   | CUSIP: 40428HR95<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |    240000 | PA      | $243734.62    | 0.05%             | 2028-06-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Trinity Rail Leasing 2025 LLC                                                    | TRL 2025-1A A                  | CUSIP: 89657MAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    109325 | PA      | $108684.94    | 0.02%             | 2055-10-19      | Fixed         | 5.09%                 | Yes           |                  2 | On Loan: No      |
| JH North America Holdings Inc                                                    | JH NORTH AMERICA               | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153877.26    | 0.03%             | 2032-07-31      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140CE8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81156.63     | 0.02%             | 2028-02-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Barings CLO Ltd 2025-VII                                                         | BABSN 2025-7A A1               | CUSIP: 06765FAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    150000 | PA      | $149806.20    | 0.03%             | 2038-01-15      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    165000 | PA      | $172147.52    | 0.04%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                                               | STEEL DYNAMICS                 | CUSIP: 858119BU3<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    260000 | PA      | $259741.56    | 0.06%             | 2028-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                         | AESOP 2025-2A B                | CUSIP: 05377RKR4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $102735.24    | 0.02%             | 2031-08-20      | Fixed         | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    250000 | PA      | $224977.18    | 0.05%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Phinia Inc                                                                       | PHINIA INC                     | CUSIP: 71880KAB7<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |    210000 | PA      | $217456.16    | 0.05%             | 2032-10-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661EW3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    460000 | PA      | $457584.68    | 0.10%             | 2032-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust 2025-B                                   | SSTRT 2025-B C                 | CUSIP: 81378WAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |     22884 | PA      | $23076.79     | 0.01%             | 2032-12-29      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Boost Newco Borrower LLC                                                         | BOOST NEWCO BORR               | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |    110000 | PA      | $116922.72    | 0.03%             | 2031-01-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BBC3<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   1350000 | PA      | $1440100.08   | 0.32%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Argentine Republic Government International Bond                                 | ARGENTINA                      | CUSIP: 040114HW3<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |    763636 | PA      | $544097.55    | 0.12%             | 2046-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Aon North America Inc                                                            | AON NORTH AMER                 | CUSIP: 03740MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $195550.77    | 0.04%             | 2029-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ghana Government International Bond                                              | GHANA REP OF                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GH        |    300000 | PA      | $295203.00    | 0.07%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |    400000 | PA      | $363775.32    | 0.08%             | 2031-02-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822CS1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $205594.04    | 0.05%             | 2029-02-22      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                                                   | NRG ENERGY INC                 | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110522.62    | 0.02%             | 2029-07-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | ALBERTSONS COS                 | CUSIP: 013092AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $401222.28    | 0.09%             | 2028-02-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Gen Digital Inc                                                                  | GEN DIGITAL INC                | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128779.43    | 0.03%             | 2033-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                            | FOUNDRY JV HOLDC               | CUSIP: 350930AC7<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    750000 | PA      | $794413.65    | 0.18%             | 2032-01-25      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GD27<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2070000 | PA      | $2069387.28   | 0.46%             | 2029-10-21      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Boyd Gaming Corp                                                                 | BOYD GAMING CORP               | CUSIP: 103304BU4<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399413.40    | 0.09%             | 2027-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance BV                                                     | TRIVIUM PACK FIN               | CUSIP: 89686QAD8<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    126000 | PA      | $134766.27    | 0.03%             | 2030-07-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Athene Holding Ltd                                                               | ATHENE HOLDING                 | CUSIP: 04686JAJ0<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    278000 | PA      | $277404.91    | 0.06%             | 2054-10-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| US Bank C&I Credit-Linked Notes Series 2025-2                                    | USCLN 2025-SUP2 B1             | CUSIP: 90355PAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    229690 | PA      | $230515.19    | 0.05%             | 2032-09-25      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                                                     | FORDO 2025-A B                 | CUSIP: 34535KAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    240000 | PA      | $243362.14    | 0.05%             | 2031-02-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Funding LLC                                                       | SYNIT 2025-A2 A                | CUSIP: 87166PAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    640000 | PA      | $649316.48    | 0.15%             | 2031-05-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-1                                                   | CARMX 2025-1 D                 | CUSIP: 14319WAH9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     70000 | PA      | $71178.39     | 0.02%             | 2031-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    160000 | PA      | $162204.13    | 0.04%             | 2030-10-22      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518DZ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    360000 | PA      | $366264.83    | 0.08%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Dryden 90 Clo Ltd                                                                | DRSLF 2021-90A A1R             | CUSIP: 262484AN8<br>LEI: 549300BLIFMJ8T7AGX24 | Long             | ABS-MBS          | CORP              | KY        |    100000 | PA      | $100248.95    | 0.02%             | 2038-11-15      | Floating      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Evergreen Credit Card Trust                                                      | EVGRN 2025-CRT5 C              | CUSIP: 30023JCY2<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-CBDO         | CORP              | CA        |    120000 | PA      | $121333.84    | 0.03%             | 2029-05-15      | Fixed         | 5.53%                 | Yes           |                  2 | On Loan: No      |
| Univision Communications Inc                                                     | UNIVISION COMM                 | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    505000 | PA      | $543050.89    | 0.12%             | 2032-08-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Starwood Property Trust Inc                                                      | STARWOOD PROP TR               | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    205000 | PA      | $210128.14    | 0.05%             | 2030-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                                        | CAESARS ENT                    | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191967.32    | 0.04%             | 2029-10-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Hungary Government International Bond                                            | HUNGARY                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |    200000 | PA      | $213206.82    | 0.05%             | 2032-09-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                | CUSIP: 87612GAF8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    105000 | PA      | $114672.34    | 0.03%             | 2034-03-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119DE6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    520000 | PA      | $516000.32    | 0.12%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                     | CCO HOLDINGS LLC               | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1485000 | PA      | $1398853.52   | 0.31%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Churchill Downs Inc                                                              | CHURCHILL DOWNS                | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    700000 | PA      | $697478.11    | 0.16%             | 2028-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                     | HUNTINGTON BANCS               | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    162000 | PA      | $169331.65    | 0.04%             | 2035-02-02      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| INT Commercial Mortgage Trust 2025-PLAZA                                         | INT 2025-PLAZA A               | CUSIP: 44989YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100284.92    | 0.02%             | 2037-11-05      | Variable      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| AEP Texas Inc                                                                    | AEP TEXAS                      | CUSIP: 00108WAS9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77648.24     | 0.02%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-3                                    | SDART 2025-3 D                 | CUSIP: 80288JAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    430000 | PA      | $431316.53    | 0.10%             | 2031-09-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Block Inc                                                                        | BLOCK INC                      | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19865.93     | 0.00%             | 2026-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp                                  | MPT OP PTNR/FINL               | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $50895.80     | 0.01%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance PLC                                                 | VIRGIN MEDIA SEC               | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    140000 | PA      | $129919.87    | 0.03%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY               | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    324000 | PA      | $327437.90    | 0.07%             | 2031-08-04      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 88339WAB2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    625000 | PA      | $638185.25    | 0.14%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                          | TALEN ENERGY SUP               | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    345000 | PA      | $351815.51    | 0.08%             | 2034-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967KU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74981.57     | 0.02%             | 2028-07-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Synovus Bank/Columbus GA                                                         | SYNOVUS BANK GA                | CUSIP: 87164DXY1<br>LEI: DX0JX77PRMOELF7VG772 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251747.75    | 0.06%             | 2036-01-15      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| FMC Corp                                                                         | FMC CORP                       | CUSIP: 302491AX3<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    230000 | PA      | $201527.93    | 0.05%             | 2033-05-18      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NCL Corp Ltd                                                                     | NCL CORP                       | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    190000 | PA      | $189319.97    | 0.04%             | 2031-01-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Zambia Government International Bond                                             | ZAMBIA REP OF                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ZM        |    289895 | PA      | $285425.67    | 0.06%             | 2033-06-30      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | HP ENTERPRISE                  | CUSIP: 42824CBS7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     79000 | PA      | $79416.47     | 0.02%             | 2027-09-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-3                                                   | CARMX 2025-3 D                 | CUSIP: 14290FAH9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     90000 | PA      | $90796.05     | 0.02%             | 2032-05-17      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Central Parent LLC                                                               | CENTRAL PARENT                 | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     99000 | PA      | $83670.44     | 0.02%             | 2029-07-06      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| Chemours Co/The                                                                  | CHEMOURS CO                    | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77813.85     | 0.02%             | 2028-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| US Bank NA                                                                       | USCLN 2025-SUP1 B              | CUSIP: 90357PBC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200233 | PA      | $200784.57    | 0.04%             | 2032-02-25      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                            | TENET HEALTHCARE               | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    520000 | PA      | $532532.78    | 0.12%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                  | CUSIP: 693475BX2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    420000 | PA      | $437257.09    | 0.10%             | 2030-05-14      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp                                                        | GARDA SECURITY                 | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    585000 | PA      | $594409.32    | 0.13%             | 2032-08-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes Series 2025-2                           | HACLN 2025-2 B1                | CUSIP: 44644NAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    464350 | PA      | $467343.00    | 0.10%             | 2033-09-20      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2025-1                                                     | HPEFS 2025-1A D                | CUSIP: 40446EAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    150000 | PA      | $151290.95    | 0.03%             | 2033-03-21      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                            | VENTURE GLOBAL                 | CUSIP: 922966AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $432267.72    | 0.10%             | 2033-05-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Hawaiian Electric Co Inc                                                         | HAWAIIAN ELEC CO               | CUSIP: 419866AV0<br>LEI: 549300PQE8D806LWQV52 | Long             | DBT              | CORP              | US        |   1635000 | PA      | $1655605.91   | 0.37%             | 2033-10-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Gm Financial Consumer Automobile Receivables Trust 2025-3                        | GMCAR 2025-3 C                 | CUSIP: 379957AG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     70000 | PA      | $70569.90     | 0.02%             | 2033-01-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                      | MATCH GROUP II                 | CUSIP: 57665RAJ5<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    415000 | PA      | $416333.40    | 0.09%             | 2029-02-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | QUICKEN LOANS                  | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    295000 | PA      | $279738.12    | 0.06%             | 2031-03-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                | BROWN & BROWN                  | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75894.22     | 0.02%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Revvity Inc                                                                      | REVVITY INC                    | CUSIP: 714046AG4<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |     69000 | PA      | $66475.17     | 0.01%             | 2029-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    190000 | PA      | $184203.44    | 0.04%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Costa Rica Government International Bond                                         | COSTA RICA GOVT                | CUSIP: ZQ5851725<br>LEI: N/A                  | Long             | DBT              | NUSS              | CR        |   1200000 | PA      | $1262226.12   | 0.28%             | 2031-02-19      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust 2025-SF1                                             | SBAT 2025-SF1 D                | CUSIP: 78437XAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $200935.18    | 0.05%             | 2031-09-15      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Amphenol Corp                                                                    | AMPHENOL CORP                  | CUSIP: 032095BA8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    155000 | PA      | $151905.91    | 0.03%             | 2036-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    270000 | PA      | $272757.92    | 0.06%             | 2036-09-11      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| NCL Corp Ltd                                                                     | NCL CORP                       | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    710000 | PA      | $727195.77    | 0.16%             | 2032-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2025-4 B                  | CUSIP: 92348KED1<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |    130000 | PA      | $132744.16    | 0.03%             | 2033-03-21      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Co                                                                    | FORD MOTOR CO                  | CUSIP: 345370CX6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5793.17      | 0.00%             | 2030-04-22      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                             | ONEMAIN FINANCE                | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    440000 | PA      | $435794.39    | 0.10%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc                                                           | VENTURE GLOBAL L               | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1177848.63   | 0.26%             | 2029-02-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Kaiser Aluminum Corp                                                             | KAISER ALUMINUM                | CUSIP: 483007AM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $90347.24     | 0.02%             | 2034-03-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| SM Energy Co                                                                     | SM ENERGY CO                   | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    535000 | PA      | $526321.12    | 0.12%             | 2032-08-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Alumina Ltd                                                                      | ALUMINA PTY LTD                | CUSIP: 02220AAA5<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |     50000 | PA      | $51567.31     | 0.01%             | 2030-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Suci Second Investment Co                                                        | SUCI SECOND INVE               | CUSIP: N/A<br>LEI: 558600VUMCHBIHACQF76       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $600898.80    | 0.13%             | 2027-09-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitiz                                                   | SFAST 2025-1A B                | CUSIP: 81885BAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     20000 | PA      | $20466.68     | 0.00%             | 2031-02-20      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    509000 | PA      | $497696.13    | 0.11%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Owens-Brockway Glass Container Inc                                               | OWENS-BROCKWAY                 | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    495000 | PA      | $505834.26    | 0.11%             | 2031-05-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                      | CHENIERE ENERGYP               | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5305.81      | 0.00%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corp                                                                  | FAIR ISAAC CORP                | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    650000 | PA      | $641472.07    | 0.14%             | 2028-06-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Howard Midstream Energy Partners LLC                                             | HOWARD MIDSTREAM               | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $211056.28    | 0.05%             | 2032-07-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Service Properties Trust                                                         | SERVICE PROP                   | CUSIP: 81761LAD4<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    930000 | PA      | $936103.78    | 0.21%             | 2029-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co                                                             | MATADOR RESOURC                | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39987.79     | 0.01%             | 2033-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Nelnet Student Loan Trust 2025-D                                                 | NSLT 2025-DA B                 | CUSIP: 639931AC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    180000 | PA      | $179748.63    | 0.04%             | 2054-08-20      | Fixed         | 4.86%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 26442UAN4<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47306.27     | 0.01%             | 2032-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                      | CUSIP: 225401BP2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    405000 | PA      | $401364.92    | 0.09%             | 2037-03-23      | Variable      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                                   | HART 2025-A C                  | CUSIP: 44935CAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    110000 | PA      | $111558.04    | 0.02%             | 2032-06-15      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    305000 | PA      | $322025.53    | 0.07%             | 2055-04-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| AmWINS Group Inc                                                                 | AMWINS GROUP INC               | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |    375000 | PA      | $384950.40    | 0.09%             | 2029-02-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Ziggo BV                                                                         | ZIGGO BV                       | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |     75000 | PA      | $70876.26     | 0.02%             | 2030-01-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1276000 | PA      | $1296393.80   | 0.29%             | 2030-07-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-4                                                   | CARMX 2025-4 C                 | CUSIP: 14320HAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     70000 | PA      | $70084.64     | 0.02%             | 2031-09-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Eagle Funding Luxco Sarl                                                         | EAGLE LUXCO                    | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |    810000 | PA      | $824908.62    | 0.18%             | 2030-08-17      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175CP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    714000 | PA      | $752686.02    | 0.17%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Kazakhstan Government International Bond                                         | KAZAKHSTAN                     | CUSIP: 486661BQ3<br>LEI: N/A                  | Long             | DBT              | NUSS              | KZ        |    632000 | PA      | $628600.28    | 0.14%             | 2030-10-28      | Fixed         | 4.41%                 | Yes           |                  2 | On Loan: No      |
| American Builders & Contractors Supply Co Inc                                    | ABC SUPPLY CO                  | CUSIP: 024747AF4<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124149.28    | 0.03%             | 2028-01-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC    | HOWDEN UK REF                  | CUSIP: 44287DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1025000 | PA      | $1056919.12   | 0.24%             | 2032-02-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Equinix Inc                                                                      | EQUINIX INC                    | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    510000 | PA      | $489947.87    | 0.11%             | 2032-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                                                                   | OPAL BIDCO                     | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |    940000 | PA      | $962769.81    | 0.22%             | 2032-03-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| X Corp                                                                           | X CORP                         | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    435000 | PA      | $432915.48    | 0.10%             | 2029-10-29      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                                                    | LIVE NATION ENT                | CUSIP: 538034AX7<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98354.91     | 0.02%             | 2028-01-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Transocean International Ltd                                                     | TRANSOCEAN LTD                 | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     35000 | PA      | $34632.46     | 0.01%             | 2031-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Block Inc                                                                        | BLOCK INC                      | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    350000 | PA      | $356976.41    | 0.08%             | 2030-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| TransDigm Inc                                                                    | TRANSDIGM INC                  | CUSIP: 89364MCE2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    249375 | PA      | $250379.48    | 0.06%             | 2032-08-19      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwrit                                                   | SFUEL 2025-AA B                | CUSIP: 858928AF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50000 | PA      | $50534.12     | 0.01%             | 2029-04-20      | Fixed         | 4.74%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | ICE: (TURKEY)                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |  -1626000 | NC      | $-73565.02    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Ball Corp                                                                        | BALL CORP                      | CUSIP: 058498BA3<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    710000 | PA      | $723068.62    | 0.16%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ball Corp                                                                        | BALL CORP                      | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55397.77     | 0.01%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | HP ENTERPRISE                  | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     92000 | PA      | $92535.87     | 0.02%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                         | SERVICE PROP                   | CUSIP: 81761LAB8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    115000 | PA      | $113087.33    | 0.03%             | 2027-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd                                                       | FIRST QUANTUM                  | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    385000 | PA      | $411170.61    | 0.09%             | 2033-03-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| KSA Sukuk Ltd                                                                    | KSA SUKUK LTD                  | CUSIP: N/A<br>LEI: 635400XBJFPNCGN9CK71       | Long             | DBT              | NUSS              | KY        |    530000 | PA      | $532241.37    | 0.12%             | 2029-01-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Performance Food Group Inc                                                       | PERFORMANCE FOOD               | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    960000 | PA      | $940654.27    | 0.21%             | 2029-08-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Brightstar Lottery PLC/ Brightstar Global Solutions Corp                         | BRIGHTSTAR/BRIGH               | CUSIP: 108922AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    115000 | PA      | $114167.63    | 0.03%             | 2033-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    780000 | PA      | $795239.72    | 0.18%             | 2033-07-22      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Lamar Media Corp                                                                 | LAMAR MEDIA CORP               | CUSIP: 513075BR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $196276.26    | 0.04%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QBV1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    350000 | PA      | $356080.83    | 0.08%             | 2033-09-11      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     18000 | PA      | $16791.33     | 0.00%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                      | IMPERIAL BRANDS                | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $201619.12    | 0.05%             | 2028-06-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    440000 | PA      | $330687.50    | 0.07%             | 2045-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Operating Partners LP                                             | XPLR INFRAST OP                | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    680000 | PA      | $697047.87    | 0.16%             | 2029-01-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust 2025-B                                   | SSTRT 2025-B D                 | CUSIP: 81378WAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |     76279 | PA      | $76751.51     | 0.02%             | 2032-12-29      | Fixed         | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                         | VISTRA OPERATION               | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130080.77    | 0.03%             | 2027-02-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                 | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    560000 | PA      | $560941.70    | 0.13%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 744320BP6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52749.51     | 0.01%             | 2054-03-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Champ Acquisition Corp                                                           | CHAMP ACQUISITIO               | CUSIP: 15807XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $464288.80    | 0.10%             | 2031-12-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corp                                                                    | CARNIVAL CORP                  | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    320000 | PA      | $329384.70    | 0.07%             | 2030-03-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                      | CHENIERE ENERGYP               | CUSIP: 16411QAV3<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    210000 | PA      | $214848.38    | 0.05%             | 2035-10-30      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Ally Financial Inc                                                               | ALLY FINANCIAL                 | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87117.21     | 0.02%             | 2029-05-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Genesee & Wyoming Inc                                                            | GENESEE & WYOMIN               | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |    170000 | PA      | $175526.56    | 0.04%             | 2032-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Sunoco LP                                                                        | SUNOCO LP                      | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    915000 | PA      | $919768.07    | 0.21%             | 2031-03-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Benchmark 2025-B41 Mortgage Trust                                                | BMARK 2025-B41 AS              | CUSIP: 081935BA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $104003.69    | 0.02%             | 2068-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Studio City Finance Ltd                                                          | STUDIO CITY FIN                | CUSIP: 86389QAG7<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |   1100000 | PA      | $1057870.33   | 0.24%             | 2029-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| General Motors                                                                   | GFORT 2025-1A C                | CUSIP: 361886EH3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    210000 | PA      | $211428.57    | 0.05%             | 2029-03-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | ALBERTSONS COS                 | CUSIP: 01309QAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $202339.82    | 0.05%             | 2031-03-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XCG9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49733.31     | 0.01%             | 2028-01-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp                                                               | BAUSCH + LOMB CO               | CUSIP: N/A<br>LEI: 549300NY6OZM39SO6475       | Long             | LON              | CORP              | CA        |    589036 | PA      | $591245.13    | 0.13%             | 2031-01-15      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd                                                        | AADVANTAGE LOYAL               | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |    208244 | PA      | $208556.20    | 0.05%             | 2028-04-20      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| NNN REIT Inc                                                                     | NNN REIT                       | CUSIP: 637417AS5<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52260.80     | 0.01%             | 2033-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650ED8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    120000 | PA      | $125849.50    | 0.03%             | 2034-06-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172CP2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $915632.90    | 0.21%             | 2030-05-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Civitas Resources Inc                                                            | CIVITAS RESOURCE               | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    170000 | PA      | $175330.42    | 0.04%             | 2028-07-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| TransDigm Inc                                                                    | TRANSDIGM INC                  | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    604000 | PA      | $623607.83    | 0.14%             | 2029-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| El Salvador Government International Bond                                        | EL SALVADOR REP                | CUSIP: 283875CG5<br>LEI: N/A                  | Long             | DBT              | NUSS              | SV        |    245000 | PA      | $279921.00    | 0.06%             | 2054-11-21      | Fixed         | 9.65%                 | Yes           |                  2 | On Loan: No      |
| Oman Government International Bond                                               | OMAN INTRNL BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | OM        |   1000000 | PA      | $1000538.20   | 0.22%             | 2026-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DaVita Inc                                                                       | DAVITA INC                     | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    220000 | PA      | $203085.78    | 0.05%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Blue Racer Midstream LLC / Blue Racer Finance Corp                               | BLUE RACER MID/F               | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $90115.08     | 0.02%             | 2032-07-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp                                         | WESTINGHOUSE AIR               | CUSIP: 960386AS9<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153413.15    | 0.03%             | 2030-05-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: 05964HAY1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $106671.09    | 0.02%             | 2028-11-07      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2025-6 C                  | CUSIP: 92348KEM1<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $101692.64    | 0.02%             | 2033-06-21      | Fixed         | 5.06%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    320000 | PA      | $333882.56    | 0.07%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Hillenbrand Inc                                                                  | HILLENBRAND INC                | CUSIP: 431571AF5<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153522.12    | 0.03%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |     60000 | PA      | $61809.49     | 0.01%             | 2031-07-16      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| SNF Group SACA                                                                   | SNF GROUP SACA                 | CUSIP: 7846ELAD9<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |    410000 | PA      | $402889.70    | 0.09%             | 2027-03-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119DF3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59185.45     | 0.01%             | 2035-11-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                    | M&T BANK CORP                  | CUSIP: 55261FAQ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301610.07    | 0.07%             | 2028-08-16      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                         | VISTRA OPERATION               | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    125000 | PA      | $132559.60    | 0.03%             | 2031-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | QUICKEN LOANS                  | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $434728.40    | 0.10%             | 2029-03-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Brandywine Operating Partnership LP                                              | BRANDYWINE OPER                | CUSIP: 105340AS2<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |    680000 | PA      | $732789.22    | 0.16%             | 2029-04-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| United Rentals North America Inc                                                 | UNITED RENTAL NA               | CUSIP: 911365BN3<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96787.09     | 0.02%             | 2030-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| USB Auto Owner Trust 2025-1                                                      | USCAR 2025-1A A4               | CUSIP: 90367VAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     40000 | PA      | $40638.16     | 0.01%             | 2030-12-16      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO/THE                  | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1614383.34   | 0.36%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Transocean Titan Financing Ltd                                                   | TRANSOCEAN TITAN               | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     28333 | PA      | $28941.76     | 0.01%             | 2028-02-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45396.25     | 0.01%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Corp                                                            | FREEDOM MORTGAGE               | CUSIP: 35640YAL1<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |    200000 | PA      | $221821.02    | 0.05%             | 2030-10-01      | Fixed         | 12.25%                | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                         | AESOP 2025-1A B                | CUSIP: 05377RKM5<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $101654.30    | 0.02%             | 2029-08-20      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| WEX Inc                                                                          | WEX INC                        | CUSIP: 96208TAD6<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128079.45    | 0.03%             | 2033-03-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| M&T Equipment Notes                                                              | MTLRF 2025-1A A3               | CUSIP: 55340QAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    110000 | PA      | $111329.53    | 0.02%             | 2029-09-17      | Fixed         | 4.78%                 | Yes           |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT HEINZ FOOD               | CUSIP: 50077LAV8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    159000 | PA      | $155606.48    | 0.03%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CRC Insurance Group LLC                                                          | CRC INSURANCE GR               | CUSIP: 89788VAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    474474 | PA      | $479613.65    | 0.11%             | 2032-05-06      | Floating      | 8.56%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                                    | CLEARWAY ENERGY                | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    625000 | PA      | $623190.06    | 0.14%             | 2028-03-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    465000 | PA      | $446765.82    | 0.10%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     85000 | PA      | $89211.50     | 0.02%             | 2029-06-08      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| Boyd Gaming Corp                                                                 | BOYD GAMING CORP               | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    300000 | PA      | $293305.80    | 0.07%             | 2031-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Block Inc                                                                        | BLOCK INC                      | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    525000 | PA      | $538702.97    | 0.12%             | 2033-08-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | ORGANON & CO/ORG               | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    251000 | PA      | $244529.17    | 0.05%             | 2028-04-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Roller Bearing Co of America Inc                                                 | ROLLER BEARING                 | CUSIP: 775631AD6<br>LEI: 254900U9XW6S76H2P167 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295788.90    | 0.07%             | 2029-10-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | ICE: (COLOM)                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |    150000 | NC      | $7070.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    380000 | PA      | $378093.39    | 0.08%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US LONG BOND(CBT) Mar26        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        14 | NC      | $49.47        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    140000 | PA      | $144531.70    | 0.03%             | 2030-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                 | CUSIP: 45866FAK0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36730.50     | 0.01%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                                        | CAESARS ENT                    | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31068.75     | 0.01%             | 2030-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2025-B                                            | HART 2025-B C                  | CUSIP: 44935XAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     70000 | PA      | $71367.31     | 0.02%             | 2032-07-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp                                                       | PINNACLE WST CAP               | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71289.07     | 0.02%             | 2028-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    523000 | PA      | $501918.86    | 0.11%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EURO-BUND FUTURE  Mar26        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -16 | NC      | $17287.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | HP ENTERPRISE                  | CUSIP: 42824CCA5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139493.23    | 0.03%             | 2030-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                                 | DPABS 2025-1A A2I              | CUSIP: 25755TAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    390000 | PA      | $391973.05    | 0.09%             | 2055-07-25      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Baiterek National Managing Holding JSC                                           | BAITEREK NATIONA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KZ        |    200000 | PA      | $203572.54    | 0.05%             | 2028-05-08      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FMC Corp                                                                         | FMC CORP                       | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    475000 | PA      | $376553.69    | 0.08%             | 2055-11-01      | Variable      | 8.45%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts Inc                                                           | ADVANCE AUTO PAR               | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    490000 | PA      | $493297.70    | 0.11%             | 2030-08-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| JH North America Holdings Inc                                                    | JH NORTH AMERICA               | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    235000 | PA      | $240053.93    | 0.05%             | 2031-01-31      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                                                  | HERTZ 2025-6A A                | CUSIP: 42806MDQ9<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-CBDO         | CORP              | US        |    180000 | PA      | $180721.08    | 0.04%             | 2032-05-25      | Fixed         | 4.89%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Financial Underwrit                                                   | SFUEL 2025-AA A3               | CUSIP: 858928AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    260000 | PA      | $261784.90    | 0.06%             | 2028-07-20      | Fixed         | 4.47%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                     | CCO HOLDINGS LLC               | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1139776.74   | 0.26%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AmWINS Group Inc                                                                 | AMWINS GROUP INC               | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |    140000 | PA      | $137656.96    | 0.03%             | 2029-06-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Eastman Chemical Co                                                              | EASTMAN CHEMICAL               | CUSIP: 277432AZ3<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    295000 | PA      | $301079.48    | 0.07%             | 2029-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1013631.90   | 0.23%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| Ecuador Government International Bond                                            | ECUA 0 7/31/2030               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | EC        |    115000 | PA      | $97924.23     | 0.02%             | 2030-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing Inc                                                | AMER AXLE & MFG                | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56023.47     | 0.01%             | 2033-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Arcosa Inc                                                                       | ARCOSA INC                     | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    120000 | PA      | $126495.90    | 0.03%             | 2032-08-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                    | FREE MTGE HOLD                 | CUSIP: 35641AAD0<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    190000 | PA      | $196804.32    | 0.04%             | 2033-04-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Canpack SA / Canpack US LLC                                                      | CANPACK SA                     | CUSIP: 13806CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    520000 | PA      | $497250.36    | 0.11%             | 2029-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Flash Compute LLC                                                                | FLASH COMPUTE                  | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $173437.48    | 0.04%             | 2030-12-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                 | CUSIP: 00774MBC8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $155347.35    | 0.03%             | 2028-06-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| California Buyer Ltd / Atlantica Sustainable Infrastructure PLC                  | CA BUYER/ATLANTI               | CUSIP: 13005HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    240000 | PA      | $240272.88    | 0.05%             | 2032-02-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes Series 2024-2                           | HACLN 2024-2 B1                | CUSIP: 44644NAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    138965 | PA      | $140455.82    | 0.03%             | 2032-10-20      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| Barings CLO Ltd 2025-VII                                                         | BABSN 2025-7A B                | CUSIP: 06765FAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    150000 | PA      | $150297.45    | 0.03%             | 2038-01-15      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| QXO Building Products Inc                                                        | QXO BLDG PRODUCT               | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    640000 | PA      | $668652.29    | 0.15%             | 2032-04-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| AutoNation Finance Trust 2025-1                                                  | DRVPNK 2025-1A C               | CUSIP: 05330QAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50000 | PA      | $50929.22     | 0.01%             | 2030-12-10      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    380000 | PA      | $396149.73    | 0.09%             | 2036-02-12      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    241000 | PA      | $251839.87    | 0.06%             | 2036-01-30      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                                              | KINETIK HOLDINGS               | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    305000 | PA      | $314033.64    | 0.07%             | 2028-12-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2022-REV1                                           | FORDR 2022-1 C                 | CUSIP: 34528EAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100323.67    | 0.02%             | 2034-11-15      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2025-2                                                     | HPEFS 2025-2A C                | CUSIP: 442927AE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $99996.51     | 0.02%             | 2032-11-22      | Fixed         | 4.41%                 | Yes           |                  2 | On Loan: No      |
| Navient Education Loan Trust 2025-A                                              | NAVEL 2025-A A                 | CUSIP: 63943EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    116054 | PA      | $117304.97    | 0.03%             | 2055-07-15      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Light & Wonder International Inc                                                 | LIGHT & WONDER                 | CUSIP: 531968AA3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    290000 | PA      | $303445.97    | 0.07%             | 2031-09-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                                    | CLEARWAY ENERGY                | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    125000 | PA      | $116677.49    | 0.03%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Outfront Media Capital LLC / Outfront Media Capital Corp                         | OUTFRONT MEDIA C               | CUSIP: 69007TAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $264254.20    | 0.06%             | 2031-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804GM0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    400000 | PA      | $415066.92    | 0.09%             | 2033-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Cable One Inc                                                                    | CABLE ONE INC                  | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |    366000 | PA      | $282250.97    | 0.06%             | 2030-11-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Wayfair LLC                                                                      | WAYFAIR LLC                    | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    300000 | PA      | $319275.18    | 0.07%             | 2030-09-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Dana Inc                                                                         | DANA INC                       | CUSIP: 235825AG1<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19987.05     | 0.00%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Benin Government International Bond                                              | BENIN INTL BOND                | CUSIP: 08205QAE8<br>LEI: N/A                  | Long             | DBT              | NUSS              | BJ        |    500000 | PA      | $527486.20    | 0.12%             | 2041-01-23      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HDE2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    165000 | PA      | $171518.00    | 0.04%             | 2030-02-01      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172DN6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1016084.50   | 0.23%             | 2029-11-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $450652.34    | 0.10%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                   | TEVA PHARMACEUTI               | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    505000 | PA      | $528929.02    | 0.12%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd                                                                | VALE OVERSEAS                  | CUSIP: 91911TAT0<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    201000 | PA      | $200501.58    | 0.04%             | 2056-02-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R05                                     | CAS 2025-R05 2A1               | CUSIP: 20753CAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    128220 | PA      | $128398.40    | 0.03%             | 2045-07-25      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| KeyBank NA/Cleveland OH                                                          | KEY BANK NA                    | CUSIP: 49327M3H5<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50476.59     | 0.01%             | 2033-01-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co/The                                                    | GOODYEAR TIRE                  | CUSIP: 382550BK6<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    205000 | PA      | $193631.03    | 0.04%             | 2033-04-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                   | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    165000 | PA      | $178256.69    | 0.04%             | 2030-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| OGE Energy Corp                                                                  | OGE ENERGY CORP                | CUSIP: 670837AD5<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82871.54     | 0.02%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    225000 | PA      | $161780.27    | 0.04%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc                                                         | CLD SFTWR GRP IN               | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1167054.22   | 0.26%             | 2032-06-30      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc                                                 | CHS/COMMUNITY                  | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    509000 | PA      | $556283.86    | 0.12%             | 2032-01-15      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| Rocket Cos Inc                                                                   | ROCKET COS INC                 | CUSIP: 77311WAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $413094.76    | 0.09%             | 2029-08-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Starwood Property Trust Inc                                                      | STARWOOD PROP TR               | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    115000 | PA      | $121364.12    | 0.03%             | 2029-04-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Onemain Financial Issuance Trust 2025-1                                          | OMFIT 2025-1A A                | CUSIP: 68270DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    580000 | PA      | $586385.51    | 0.13%             | 2038-07-14      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Medline Borrower LP                                                              | MEDLINE BORROWER               | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    865000 | PA      | $845742.33    | 0.19%             | 2029-04-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Vantage Data Centers Issuer LLC                                                  | VDC 2025-2A A2                 | CUSIP: 92212KAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    670000 | PA      | $663563.11    | 0.15%             | 2055-11-15      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Ivory Coast Government International Bond                                        | IVORY COAST-PDI                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CI        |    301000 | PA      | $324791.76    | 0.07%             | 2036-04-01      | Fixed         | 8.07%                 | No            |                  2 | On Loan: No      |
| Sedgwick Claims Management Services Inc                                          | SEDGWICK CMS INC               | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |    858420 | PA      | $861102.38    | 0.19%             | 2031-07-31      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| Flutter Treasury DAC                                                             | FLUTTER TREASURY               | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    705000 | PA      | $715133.04    | 0.16%             | 2031-06-04      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     97000 | PA      | $75316.45     | 0.02%             | 2048-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2025-B                                                   | NALT 2025-B C                  | CUSIP: 65481RAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50000 | PA      | $50591.07     | 0.01%             | 2029-11-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner Trust 2025-A                                       | PNFED 2025-A C                 | CUSIP: 706916AF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     20000 | PA      | $19958.78     | 0.00%             | 2032-02-17      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| JetBlue Airways Corp / JetBlue Loyalty LP                                        | JETBLUE AIRW/LOY               | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   1020000 | PA      | $1027386.33   | 0.23%             | 2031-09-20      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                       | CUSIP: 75513ECV1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1077095.80   | 0.24%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty LLC                                                               | RYAN SPECIALTY                 | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |    400000 | PA      | $408993.52    | 0.09%             | 2032-08-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| SCCU Auto Receivables Trust 2025-1                                               | SCCU 2025-1A A4                | CUSIP: 80620BAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $203018.22    | 0.05%             | 2031-09-15      | Fixed         | 4.68%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CMH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6966000 | PA      | $7010081.68   | 1.57%             | 2027-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Rocket Cos Inc                                                                   | ROCKET COS INC                 | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $240207.45    | 0.05%             | 2033-08-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Sealed Air Corp                                                                  | SEALED AIR CORP                | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150964.91    | 0.03%             | 2029-04-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Gray Television Inc                                                              | GRAY MEDIA                     | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    385000 | PA      | $399585.69    | 0.09%             | 2032-07-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| Lyra Music Assets Delaware LP                                                    | LYRA 2025-1A A2                | CUSIP: 552339AD5<br>LEI: 9845007N9EAB0C048A12 | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $252083.43    | 0.06%             | 2065-09-20      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands IV BV                                    | TEVA PHARMACEUCI               | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |    295000 | PA      | $306028.07    | 0.07%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    260000 | PA      | $268734.83    | 0.06%             | 2031-01-24      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| Alumina Ltd                                                                      | ALUMINA PTY LTD                | CUSIP: 02220AAB3<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |    840000 | PA      | $871705.72    | 0.20%             | 2032-09-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Bulgaria Government International Bond                                           | BGARIA-FLIRB-REG               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BG        |      1000 | PA      | $996.55       | 0.00%             | 2037-03-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    674000 | PA      | $669030.26    | 0.15%             | 2036-10-21      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    294000 | PA      | $303168.48    | 0.07%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                      | CHENIERE ENERGYP               | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    130000 | PA      | $126651.68    | 0.03%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2023-30 LTD                                                              | OCP 2023-30A AR                | CUSIP: 67578RAL5<br>LEI: 2138008RM9AHM8ZQ8119 | Long             | ABS-MBS          | CORP              | JE        |    150000 | PA      | $149870.00    | 0.03%             | 2039-01-24      | Floating      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                         | VISTRA OPERATION               | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    185000 | PA      | $194799.65    | 0.04%             | 2032-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Corp Nacional del Cobre de Chile                                                 | CODELCO INC                    | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | CORP              | CL        |    265000 | PA      | $282564.09    | 0.06%             | 2035-01-13      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| Nippon Life Insurance Co                                                         | NIPPON LIFE INS                | CUSIP: 654579AP6<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $214643.22    | 0.05%             | 2055-04-30      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                     | HUNTINGTON BANCS               | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    130000 | PA      | $136341.19    | 0.03%             | 2029-08-21      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                            | VENTURE GLOBAL                 | CUSIP: 922966AE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $91621.47     | 0.02%             | 2030-12-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51929.71     | 0.01%             | 2035-01-18      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                                | HERC HOLDINGS                  | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    365000 | PA      | $386819.04    | 0.09%             | 2033-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Uber Technologies Inc                                                            | UBER TECHNOLOGIE               | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90508.57     | 0.02%             | 2030-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    164000 | PA      | $166692.70    | 0.04%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions Inc                                                  | STANDARD BUILDIN               | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61291.72     | 0.01%             | 2033-08-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Southern Gas Corridor CJSC                                                       | STHRN GAS CRIDOR               | CUSIP: N/A<br>LEI: 213800DG58KG59XY6318       | Long             | DBT              | CORP              | AZ        |    200000 | PA      | $201163.10    | 0.05%             | 2026-03-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                        | ARIZONA PUB SERV               | CUSIP: 040555DG6<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    590000 | PA      | $616654.84    | 0.14%             | 2033-08-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AmeriTex HoldCo Intermediate LLC                                                 | AMERITEX HOLDCO                | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $157834.58    | 0.04%             | 2033-08-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                       | HPS CORPORATE LE               | CUSIP: 40440VAH8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    710000 | PA      | $718214.77    | 0.16%             | 2028-01-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                        | HESS CORP                      | CUSIP: 023551AF1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     55000 | PA      | $62185.37     | 0.01%             | 2029-10-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc                                                           | VENTURE GLOBAL L               | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    700000 | PA      | $723049.46    | 0.16%             | 2032-02-01      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| Sazerac Co Inc                                                                   | SAZERAC CO INC                 | CUSIP: 80583EAN6<br>LEI: 9QU0CG1O4LSOB6IFK895 | Long             | LON              | CORP              | US        |    425000 | PA      | $425212.50    | 0.10%             | 2032-07-09      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                   | CUSIP: 65473PAS4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    205000 | PA      | $211325.54    | 0.05%             | 2029-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                    | M&T BANK CORP                  | CUSIP: 55261FAT1<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    208000 | PA      | $221224.00    | 0.05%             | 2032-03-13      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    492000 | PA      | $497765.63    | 0.11%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DaVita Inc                                                                       | DAVITA INC                     | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    475000 | PA      | $462177.33    | 0.10%             | 2030-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XER3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    165000 | PA      | $173533.37    | 0.04%             | 2031-02-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Allison Transmission Inc                                                         | ALLISON TRANS                  | CUSIP: 019736AE7<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    510000 | PA      | $509440.12    | 0.11%             | 2027-10-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Civitas Resources Inc                                                            | CIVITAS RESOURCE               | CUSIP: 17888HAD5<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1142594.46   | 0.26%             | 2033-06-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HJP6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    810000 | PA      | $827570.03    | 0.19%             | 2027-10-26      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP / Genesis Energy Finance Corp                                  | GENESIS ENERGY                 | CUSIP: 37185LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $313206.24    | 0.07%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| General Motors                                                                   | GFORT 2025-1A B                | CUSIP: 361886DZ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $302246.13    | 0.07%             | 2029-03-15      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: No      |
| Rocket Cos Inc                                                                   | ROCKET COS INC                 | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    710000 | PA      | $734168.76    | 0.16%             | 2030-08-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Evergreen Credit Card Trust                                                      | EVGRN 2025-CRT5 B              | CUSIP: 30023JCX4<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-CBDO         | CORP              | CA        |    100000 | PA      | $101306.18    | 0.02%             | 2029-05-15      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Paramount Global                                                                 | VIACOMCBS INC                  | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45173.16     | 0.01%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SNF Group SACA                                                                   | SNF GROUP SACA                 | CUSIP: 7846ELAE7<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |    220000 | PA      | $205646.14    | 0.05%             | 2030-03-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Hudbay Minerals Inc                                                              | HUDBAY MINERALS                | CUSIP: 443628AJ1<br>LEI: 894500LX3TMESP27BE29 | Long             | DBT              | CORP              | CA        |     80000 | PA      | $80072.13     | 0.02%             | 2026-04-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2025-B                                 | ABCLN 2025-B D                 | CUSIP: 02007G6R9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    232476 | PA      | $233007.16    | 0.05%             | 2033-09-15      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    105000 | PA      | $110541.18    | 0.02%             | 2029-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                           | NXP BV/NXP FDG                 | CUSIP: 62954HBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    100000 | PA      | $101548.89    | 0.02%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                                                | NEWELL BRANDS I                | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    165000 | PA      | $161211.53    | 0.04%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corp                                                          | SBA COMMUNICATIO               | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1080036.96   | 0.24%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANC               | CUSIP: 316773DM9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132120.14    | 0.03%             | 2030-09-06      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                      | MATCH GROUP II                 | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    172000 | PA      | $170383.63    | 0.04%             | 2028-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| NOVA Chemicals Corp                                                              | NOVA CHEMICALS                 | CUSIP: 66977WAU3<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |    410000 | PA      | $437851.14    | 0.10%             | 2030-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Panther Escrow Issuer LLC                                                        | PANTHER ESCROW                 | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    565000 | PA      | $585626.34    | 0.13%             | 2031-06-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Amphenol Corp                                                                    | AMPHENOL CORP                  | CUSIP: 032095AX9<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     79000 | PA      | $78903.72     | 0.02%             | 2028-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Trans-Allegheny Interstate Line Co                                               | TRANS-ALLEGHENY                | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $143795.93    | 0.03%             | 2031-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Haleon US Capital LLC                                                            | GSK CONSUMER                   | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14272.43     | 0.00%             | 2032-03-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Light & Wonder International Inc                                                 | LIGHT & WONDER                 | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    280000 | PA      | $283323.85    | 0.06%             | 2033-10-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Performance Food Group Inc                                                       | PERFORMANCE FOOD               | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    270000 | PA      | $270154.60    | 0.06%             | 2027-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Churchill Downs Inc                                                              | CHURCHILL DOWNS                | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65600.98     | 0.01%             | 2030-04-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential 2025-SFR6 Trust                                             | PROG 2025-SFR6 B               | CUSIP: 74334EAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    120000 | PA      | $114901.34    | 0.03%             | 2042-12-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corp                                       | RHP HOTEL PPTY                 | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650000 | PA      | $674348.16    | 0.15%             | 2032-04-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VFX7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44333.67     | 0.01%             | 2030-10-30      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                      | MATCH GROUP II                 | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    358000 | PA      | $339036.60    | 0.08%             | 2030-08-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                              | GRAPHIC PACKAGIN               | CUSIP: 38869AAD9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141425.63    | 0.03%             | 2030-02-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RBU0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    110000 | PA      | $122983.05    | 0.03%             | 2034-10-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd                                                       | FIRST QUANTUM                  | CUSIP: 335934AX3<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     65000 | PA      | $68279.43     | 0.02%             | 2034-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Calpine Corp                                                                     | CALPINE CORP                   | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    370000 | PA      | $370214.93    | 0.08%             | 2028-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BWX Technologies Inc                                                             | BWX TECHNOLOGIES               | CUSIP: 05605HAC4<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195091.82    | 0.04%             | 2029-04-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2025-5 C                  | CUSIP: 92348KEJ8<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $101088.12    | 0.02%             | 2031-06-20      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Froneri Lux FinCo SARL                                                           | FRONERI LUX FINC               | CUSIP: 35901MAA5<br>LEI: 9845005YBZ75E5AA3B94 | Long             | DBT              | CORP              | LU        |    890000 | PA      | $901771.59    | 0.20%             | 2032-08-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                     | CCO HOLDINGS LLC               | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $178527.71    | 0.04%             | 2028-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2025-28L                                           | NYC 2025-28L A                 | CUSIP: 67123JAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100211.56    | 0.02%             | 2038-11-05      | Variable      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| Qnity Electronics Inc                                                            | QNITY ELECTRONIC               | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     95000 | PA      | $98651.13     | 0.02%             | 2033-08-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Sunoco LP                                                                        | SUNOCO LP                      | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    215000 | PA      | $220462.18    | 0.05%             | 2079-12-31      | Variable      | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                 | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    224000 | PA      | $225793.41    | 0.05%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Boots Group Finco LP                                                             | BOOTS GROUP FINC               | CUSIP: 09947PAB7<br>LEI: 254900YVLYOVF1PF1N93 | Long             | LON              | CORP              | US        |    310000 | PA      | $311420.73    | 0.07%             | 2032-08-30      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group Inc                                                      | ASBURY AUTO GRP                | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48591.15     | 0.01%             | 2032-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R06                                     | CAS 2025-R06 1A1               | CUSIP: 20754YAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    246927 | PA      | $247095.08    | 0.06%             | 2045-09-25      | Floating      | 4.77%                 | Yes           |                  2 | On Loan: No      |
| Genesis Energy LP / Genesis Energy Finance Corp                                  | GENESIS ENERGY                 | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $134920.28    | 0.03%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                       | HPS CORPORATE LE               | CUSIP: 40440VAQ8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    379000 | PA      | $376781.90    | 0.08%             | 2028-09-11      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2025-DNA2                                          | STACR 2025-DNA2 A1             | CUSIP: 35564NHY2<br>LEI: 529900XX8WXEM4FBIH80 | Long             | ABS-MBS          | CORP              | US        |     95875 | PA      | $96088.70     | 0.02%             | 2045-05-25      | Floating      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                                                  | HERTZ 2025-5A A                | CUSIP: 42806MDL0<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-CBDO         | CORP              | US        |    160000 | PA      | $160021.23    | 0.04%             | 2030-05-25      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Sri Lanka Government International Bond                                          | REP OF SRI LANKA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | LK        |     35000 | PA      | $26600.00     | 0.01%             | 2035-06-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                                              | GENERAL ELECTRIC               | CUSIP: 369604CA9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    196000 | PA      | $198878.77    | 0.04%             | 2036-01-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650EB2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    660000 | PA      | $683241.57    | 0.15%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                    | ENEL FIN INTL NV               | CUSIP: 29278GBF4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   1410000 | PA      | $1407569.16   | 0.32%             | 2028-09-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BBE9<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   2000000 | PA      | $2054841.40   | 0.46%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                             | ONEMAIN FINANCE                | CUSIP: 682691AN0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    190000 | PA      | $192785.04    | 0.04%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TopBuild Corp                                                                    | TOPBUILD CORP                  | CUSIP: 89055FAB9<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |    125000 | PA      | $121121.05    | 0.03%             | 2029-03-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Novelis Corp                                                                     | NOVELIS CORP                   | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    591000 | PA      | $537453.63    | 0.12%             | 2031-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140CL2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     89000 | PA      | $90018.75     | 0.02%             | 2034-02-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    931000 | PA      | $914125.63    | 0.20%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                                                   | NRG ENERGY INC                 | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    425000 | PA      | $430676.30    | 0.10%             | 2036-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RCJ4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    435000 | PA      | $450755.05    | 0.10%             | 2036-06-06      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise Inc                                                              | AXON ENTERPRISE                | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25989.67     | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822DG6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    750000 | PA      | $772743.00    | 0.17%             | 2031-01-16      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MCB4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     50000 | PA      | $45523.50     | 0.01%             | 2030-07-08      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Rivers Enterprise Lender LLC / Rivers Enterprise Lender Corp                     | RIVERS LLC/CORP                | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $112187.87    | 0.03%             | 2030-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95354.73     | 0.02%             | 2029-06-14      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| El Salvador Government International Bond                                        | EL SALVADOR REP                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SV        |    150000 | PA      | $162782.04    | 0.04%             | 2030-04-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                                              | HIGHWOODS REALTY               | CUSIP: 431282AU6<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    108000 | PA      | $123244.72    | 0.03%             | 2034-02-01      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                                    | EMPRESA NACIONAL               | CUSIP: N/A<br>LEI: 549300YP3P0JZBLIV197       | Long             | DBT              | CORP              | CL        |   1348000 | PA      | $1371441.32   | 0.31%             | 2029-11-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Brazilian Government International Bond                                          | BRAZIL REP OF                  | CUSIP: 105756CP3<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |   2509000 | PA      | $2474577.77   | 0.55%             | 2033-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| South Bow Canadian Infrastructure Holdings Ltd                                   | SOUTH BOW CANADI               | CUSIP: 836720AG7<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $78151.93     | 0.02%             | 2055-03-01      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                   | TEVA PHARMACEUTI               | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     15000 | PA      | $15133.06     | 0.00%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2025-5                                       | EART 2025-5A D                 | CUSIP: 30166VAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    260000 | PA      | $261752.95    | 0.06%             | 2032-03-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Calpine Corp                                                                     | CALPINE CORP                   | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    320000 | PA      | $319745.98    | 0.07%             | 2029-02-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Morocco Government International Bond                                            | MOROCCO KINGDOM                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MA        |   1130000 | PA      | $995166.14    | 0.22%             | 2032-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109CE2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40625.99     | 0.01%             | 2032-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2025-A                            | SBCLN 2025-A D                 | CUSIP: 80290CCT9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $250554.50    | 0.06%             | 2034-01-16      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Churchill Downs Inc                                                              | CHURCHILL DOWNS                | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207439.86    | 0.05%             | 2031-05-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Republic of South Africa Government International Bond                           | SOUTH AFRICA                   | CUSIP: 836205BA1<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |   1000000 | PA      | $1000651.70   | 0.22%             | 2029-09-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                       | HPS CORPORATE LE               | CUSIP: 40440VAF2<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73095.60     | 0.02%             | 2029-01-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co LLC                                                   | NISSAN MOTOR ACC               | CUSIP: 65480CAH8<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    135000 | PA      | $133868.38    | 0.03%             | 2029-09-13      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Starwood Property Trust Inc                                                      | STARWOOD PROP TR               | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104253.22    | 0.02%             | 2030-10-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                | CUSIP: 87612GAP6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    210000 | PA      | $214078.70    | 0.05%             | 2030-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2025-2                                 | SFAST 2025-2A B                | CUSIP: 78398HAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     70000 | PA      | $71313.00     | 0.02%             | 2031-07-21      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Range Resources Corp                                                             | RANGE RESOURCES                | CUSIP: 75281ABJ7<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |    350000 | PA      | $355371.28    | 0.08%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BWX Technologies Inc                                                             | BWX TECHNOLOGIES               | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    325000 | PA      | $319605.13    | 0.07%             | 2028-06-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                     | CITIZENS FIN GRP               | CUSIP: 174610BJ3<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     87000 | PA      | $89338.46     | 0.02%             | 2031-03-05      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                  | CUSIP: 693475CB9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    240000 | PA      | $248489.33    | 0.06%             | 2031-01-29      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Solstice Advanced Materials Inc                                                  | SOLSTICE ADVANCE               | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |    225000 | PA      | $227109.89    | 0.05%             | 2033-09-30      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Altice France SA                                                                 | ALTICE FRANCE                  | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    623385 | PA      | $597735.08    | 0.13%             | 2032-04-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                                                   | SDART 2025-2 D                 | CUSIP: 80287NAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1540000 | PA      | $1560499.40   | 0.35%             | 2031-05-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661EX1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    375000 | PA      | $371782.31    | 0.08%             | 2035-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Serbia International Bond                                                        | SERBIA REPUBLIC                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RS        |   1300000 | PA      | $1137900.79   | 0.25%             | 2030-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                                           | REGIONS FINL                   | CUSIP: 7591EPAV2<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    191000 | PA      | $196663.34    | 0.04%             | 2035-09-06      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FCU3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     90000 | PA      | $83303.95     | 0.02%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                        | SUNOCO LP                      | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    275000 | PA      | $281622.77    | 0.06%             | 2033-07-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Univision Communications Inc                                                     | UNIVISION COMM                 | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25886.45     | 0.01%             | 2028-08-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Newell Brands Inc                                                                | NEWELL RUBBERMAI               | CUSIP: 651229AX4<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46940.86     | 0.01%             | 2036-04-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                 | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    476000 | PA      | $475504.58    | 0.11%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMC Networks Inc                                                                 | AMC NETWORKS INC               | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    374000 | PA      | $331372.34    | 0.07%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Magyar Export-Import Bank Zrt                                                    | MAGYAR EXPORT-IM               | CUSIP: N/A<br>LEI: 529900O4UGETQ9Q3AA63       | Long             | DBT              | NUSS              | HU        |    500000 | PA      | $513544.15    | 0.12%             | 2027-12-04      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Charles River Laboratories International Inc                                     | CHARLES RIVER LA               | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    620000 | PA      | $599120.01    | 0.13%             | 2029-03-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HDN2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    180000 | PA      | $179087.80    | 0.04%             | 2036-09-11      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                                | VENTURE GLOBAL C               | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    640000 | PA      | $601125.38    | 0.13%             | 2029-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Ares Capital Corp                                                                | ARES CAPITAL COR               | CUSIP: 04010LBG7<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    318000 | PA      | $326578.08    | 0.07%             | 2029-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc                                                                   | BOMBARDIER INC                 | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    245000 | PA      | $259166.76    | 0.06%             | 2033-06-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| SoFi Consumer Loan Program 2025-4 Trust                                          | SCLP 2025-4 C                  | CUSIP: 83405UAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100402.51    | 0.02%             | 2035-08-25      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Bidvest Group UK PLC/The                                                         | BIDVEST GROUP UK               | CUSIP: N/A<br>LEI: 984500A80C777F496830       | Long             | DBT              | CORP              | GB        |    200000 | PA      | $204074.10    | 0.05%             | 2032-09-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co Ltd                                                              | NISSAN MOTOR CO                | CUSIP: 654922AC7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $264954.28    | 0.06%             | 2032-07-17      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Fox Corp                                                                         | FOX CORP                       | CUSIP: 35137LAH8<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1245595.79   | 0.28%             | 2029-01-25      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                                            | QUEST DIAGNOSTIC               | CUSIP: 74834LBA7<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50154.84     | 0.01%             | 2029-06-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | PARK INTERMED HL               | CUSIP: 70052LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $92257.52     | 0.02%             | 2030-02-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co/The                                                    | GOODYEAR TIRE                  | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    160000 | PA      | $156364.14    | 0.04%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc                                                            | AMERICAN AIRLINE               | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |    590000 | PA      | $615966.02    | 0.14%             | 2029-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2025-2                                                | LADAR 2025-2A D                | CUSIP: 505912AH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     80000 | PA      | $80312.06     | 0.02%             | 2032-12-15      | Fixed         | 5.01%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260318           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-45611.76    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Lighthouse Park CLO Ltd                                                          | LITPK 2025-1A B                | CUSIP: 53229VAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    140000 | PA      | $140314.99    | 0.03%             | 2037-10-24      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| Energizer Holdings Inc                                                           | ENERGIZER HLDGS                | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    575000 | PA      | $549926.21    | 0.12%             | 2029-03-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081FE8<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    740000 | PA      | $741445.15    | 0.17%             | 2032-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC / New Red Finance Inc                                             | 1011778 BC ULC /               | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    245000 | PA      | $249955.91    | 0.06%             | 2029-09-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Vail Resorts Inc                                                                 | VAIL RESORTS                   | CUSIP: 91879QAQ2<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |    225000 | PA      | $228753.23    | 0.05%             | 2030-07-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| US Foods Inc                                                                     | US FOODS INC                   | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117134.92    | 0.03%             | 2033-04-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                                                  | HERTZ 2025-5A C                | CUSIP: 42806MDN6<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $99698.61     | 0.02%             | 2030-05-25      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1727241.42   | 0.39%             | 2028-10-22      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                              | MEDLINE BORROWER               | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    230000 | PA      | $231289.43    | 0.05%             | 2029-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752AZ6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    400000 | PA      | $413200.60    | 0.09%             | 2034-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-4                                                   | CARMX 2024-4 C                 | CUSIP: 14290DAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     30000 | PA      | $30383.18     | 0.01%             | 2030-06-17      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Guatemala Government Bond                                                        | REP OF GUATEMALA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GT        |    200000 | PA      | $201823.06    | 0.05%             | 2032-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Argentine Republic Government International Bond                                 | ARGENTINA                      | CUSIP: 040114HS2<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |   1802012 | PA      | $1533398.50   | 0.34%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                    | TRANSDIGM INC                  | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    495000 | PA      | $504545.04    | 0.11%             | 2028-08-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Herc Holdings Inc                                                                | HERC HOLDINGS                  | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    260000 | PA      | $273455.96    | 0.06%             | 2030-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| American Axle & Manufacturing Inc                                                | AMER AXLE & MFG                | CUSIP: 02406PBB5<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    125000 | PA      | $120356.78    | 0.03%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BBK5<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    509000 | PA      | $504158.80    | 0.11%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                                                     | NAVIENT CORP                   | CUSIP: 63938CAL2<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     58000 | PA      | $57344.21     | 0.01%             | 2028-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Hudbay Minerals Inc                                                              | HUDBAY MINERALS                | CUSIP: 443628AH5<br>LEI: 894500LX3TMESP27BE29 | Long             | DBT              | CORP              | CA        |    450000 | PA      | $456068.34    | 0.10%             | 2029-04-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Bread Financial Holdings Inc                                                     | BREAD FINANCIAL                | CUSIP: 018581AR9<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |    540000 | PA      | $559028.25    | 0.13%             | 2031-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| BAT International Finance PLC                                                    | BAT INTL FINANCE               | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $104947.65    | 0.02%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                                                     | NAVIENT CORP                   | CUSIP: 63938CAN8<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    235000 | PA      | $261065.66    | 0.06%             | 2030-07-25      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                            | HUNGARY                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |    714000 | PA      | $745976.85    | 0.17%             | 2055-09-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                            | VENTURE GLOBAL                 | CUSIP: 922966AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $209772.32    | 0.05%             | 2036-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                                       | LADAR 2025-1A D                | CUSIP: 505712AG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    120000 | PA      | $122334.98    | 0.03%             | 2032-05-17      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Focus Financial Partners LLC                                                     | FOCUS FINANCIAL                | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |    365000 | PA      | $377455.19    | 0.08%             | 2031-09-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Newell Brands Inc                                                                | NEWELL BRANDS I                | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    124000 | PA      | $124945.70    | 0.03%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | ROCKET MTGE LLC                | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $182338.07    | 0.04%             | 2026-10-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Pioneer Natural Resources Co                                                     | PIONEER NATURAL                | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90589.67     | 0.02%             | 2030-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                            | QUIKRETE HOLDING               | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    640000 | PA      | $668227.84    | 0.15%             | 2033-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78016HZZ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    173000 | PA      | $177149.35    | 0.04%             | 2030-08-02      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Energuate Trust 2 0                                                              | ENERGUATE TR 2 0               | CUSIP: 29277RAB1<br>LEI: 2549000ZL9MU01FZK194 | Long             | DBT              | CORP              | KY        |    650000 | PA      | $649010.77    | 0.15%             | 2035-09-15      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| Standard Building Solutions Inc                                                  | STANDARD BUILDIN               | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92774.30     | 0.02%             | 2032-08-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| RCKTL 2025-2                                                                     | RCKTL 2025-2A B                | CUSIP: 74939HAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100136.03    | 0.02%             | 2034-11-27      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2025-2                                                    | CHAOT 2025-2A C                | CUSIP: 16144MAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50000 | PA      | $49820.67     | 0.01%             | 2031-04-25      | Fixed         | 4.53%                 | Yes           |                  2 | On Loan: No      |
| EXCELERATE ENERGY LP                                                             | EXCELERATE ENERG               | CUSIP: 30069UAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    535000 | PA      | $564989.64    | 0.13%             | 2030-05-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                          | TALEN ENERGY SUP               | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    260000 | PA      | $268922.50    | 0.06%             | 2036-02-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Chemours Co/The                                                                  | CHEMOURS CO                    | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    775000 | PA      | $702961.81    | 0.16%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Asurion LLC and Asurion Co-Issuer Inc                                            | ASURION LLC/CO                 | CUSIP: 045941AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    425000 | PA      | $441182.68    | 0.10%             | 2032-12-31      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| WESCO Distribution Inc                                                           | WESCO DISTRIBUT                | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    160000 | PA      | $167569.73    | 0.04%             | 2032-03-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                                 | DPABS 2025-1A A2II             | CUSIP: 25755TAR1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    240000 | PA      | $241610.71    | 0.05%             | 2055-07-25      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                    | CUSIP: 67077MAT5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    930000 | PA      | $928743.85    | 0.21%             | 2029-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XDW3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126339.68    | 0.03%             | 2027-04-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC / New Red Finance Inc                                             | 1011778 BC ULC /               | CUSIP: 68245XAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    200000 | PA      | $193312.14    | 0.04%             | 2029-02-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Centene Corp                                                                     | CENTENE CORP                   | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     80000 | PA      | $73643.19     | 0.02%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US ULTRA BOND CBT Mar26        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        12 | NC      | $-24452.94    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172DZ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    310000 | PA      | $304918.64    | 0.07%             | 2032-10-29      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc                                                             | CLEVELAND-CLIFFS               | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    230000 | PA      | $240778.33    | 0.05%             | 2034-01-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| TIF Funding III LLC                                                              | TIF 2024-2A A                  | CUSIP: 88655AAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    222229 | PA      | $223371.04    | 0.05%             | 2049-07-20      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                   | GE HEALTHCARE                  | CUSIP: 36266GAB3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112026.21    | 0.03%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Gates Corp/DE                                                                    | GATES CORP/DE                  | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |    885000 | PA      | $919683.95    | 0.21%             | 2029-07-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2025-3                                                | LADAR 2025-3A C                | CUSIP: 501684AF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     90000 | PA      | $90250.87     | 0.02%             | 2033-03-15      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1727526.65   | 0.39%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance BV                                                     | TRIVIUM PACK FIN               | CUSIP: 89686QAC0<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    125000 | PA      | $135633.93    | 0.03%             | 2031-01-15      | Fixed         | 12.25%                | Yes           |                  2 | On Loan: No      |
| M&T Equipment Notes                                                              | MTLRF 2025-1A A4               | CUSIP: 55340QAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     40000 | PA      | $40590.90     | 0.01%             | 2032-03-16      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                 | CUSIP: 808513CD5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62286.68     | 0.01%             | 2029-05-19      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                          | NATL BANK CANADA               | CUSIP: 63307A3D5<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    330000 | PA      | $333243.01    | 0.07%             | 2028-02-01      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US 2YR NOTE (CBT) Mar26        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       108 | NC      | $17472.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington National Bank/The                                                     | HUNTINGTON NATL                | CUSIP: 44644MAK7<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252074.00    | 0.06%             | 2028-04-12      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                    | FREE MTGE HOLD                 | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    600000 | PA      | $644529.18    | 0.14%             | 2031-05-15      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| Brazilian Government International Bond                                          | BRAZIL REP OF                  | CUSIP: 105756CM0<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |    582000 | PA      | $591137.46    | 0.13%             | 2030-11-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kioxia Holdings Corp                                                             | KIOXIA HOLDINGS                | CUSIP: 49726JAB4<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |    110000 | PA      | $114507.07    | 0.03%             | 2033-07-24      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2025-3 C                  | CUSIP: 92348KEB5<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100711.80    | 0.02%             | 2030-03-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | ASCENT RESOUR/AR               | CUSIP: 04364VBA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $310125.36    | 0.07%             | 2033-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Lighthouse Park CLO Ltd                                                          | LITPK 2025-1A A                | CUSIP: 53229VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    100000 | PA      | $99939.60     | 0.02%             | 2037-10-24      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Newell Brands Inc                                                                | NEWELL BRANDS I                | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    631000 | PA      | $628883.69    | 0.14%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HDF9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     60000 | PA      | $63764.21     | 0.01%             | 2035-02-01      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                                              | GFORT 2025-2A B                | CUSIP: 361886EF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    350000 | PA      | $354423.72    | 0.08%             | 2030-03-15      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-1                                    | SDART 2025-1 D                 | CUSIP: 80288DAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    110000 | PA      | $111715.23    | 0.03%             | 2031-03-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp                                                               | PFSFC 2025-F B                 | CUSIP: 69335PGD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     90000 | PA      | $90354.04     | 0.02%             | 2030-08-15      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | US 10yr Ultra Fut Mar26        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        20 | NC      | $-2011.67     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78017FZS5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     87000 | PA      | $87808.67     | 0.02%             | 2028-10-18      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| Hudson Pacific Properties LP                                                     | HUDSON PACIFIC                 | CUSIP: 44409MAD8<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |    500000 | PA      | $492622.40    | 0.11%             | 2028-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | JBS HLD/FD/LUX                 | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1052000 | PA      | $1159992.32   | 0.26%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2025-1                                                    | CHAOT 2025-1A D                | CUSIP: 16145NAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $252886.35    | 0.06%             | 2032-11-26      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Hungary Government International Bond                                            | HUNGARY                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |    600000 | PA      | $612667.08    | 0.14%             | 2029-06-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Durst Commercial Mortgage Trust 2025-151                                         | DURST 2025-151 A               | CUSIP: 266895AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $102004.31    | 0.02%             | 2042-08-10      | Variable      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corp                                                                    | CARNIVAL CORP                  | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    442000 | PA      | $456607.48    | 0.10%             | 2031-06-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Chord Energy Corp                                                                | CHORD ENERGY                   | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    125000 | PA      | $129259.33    | 0.03%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Sunrise FinCo I BV                                                               | SUNRISE FINCO                  | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |    280000 | PA      | $268190.78    | 0.06%             | 2031-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2025-A                                                   | NALT 2025-A C                  | CUSIP: 65479XAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50000 | PA      | $50651.59     | 0.01%             | 2029-06-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                            | QUIKRETE HOLDING               | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    550000 | PA      | $572284.85    | 0.13%             | 2032-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                            | FOUNDRY JV HOLDC               | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2271390.66   | 0.51%             | 2031-01-25      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| EQT Corp                                                                         | EQT CORP                       | CUSIP: 26884LAX7<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5008.42      | 0.00%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc                                                         | CLD SFTWR GRP IN               | CUSIP: 88632NBK5<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |    149625 | PA      | $149758.62    | 0.03%             | 2031-03-24      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                             | FRONTIER COMMUNI               | CUSIP: 35906EAU4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     54451 | PA      | $54451.03     | 0.01%             | 2031-07-01      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Entegris Inc                                                                     | ENTEGRIS ESCROW                | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254940.70    | 0.06%             | 2030-06-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                  | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155547.17    | 0.03%             | 2029-06-12      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2025-A                                 | ABCLN 2025-A A2                | CUSIP: 02007G5D1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    207580 | PA      | $208592.01    | 0.05%             | 2033-06-15      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| American Airlines Inc                                                            | AMERICAN AIRLINE               | CUSIP: 023771T32<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |     94000 | PA      | $96077.99     | 0.02%             | 2028-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Tru                                                   | HDMOT 2025-A A4                | CUSIP: 41284XAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     80000 | PA      | $81466.89     | 0.02%             | 2033-02-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650DY3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123913.28    | 0.03%             | 2033-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| United Airlines 2020-1 Class A Pass Through Trust                                | UNTD AIR 20-1 A                | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         0 | PA      | $0.03         | 0.00%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Commercial Metals Co                                                             | COMMERCIAL METAL               | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153756.80    | 0.03%             | 2035-12-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Wendy's Funding LLC                                                              | WEN 2018-1A A2II               | CUSIP: 95058XAE8<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-CBDO         | CORP              | US        |    266720 | PA      | $262159.57    | 0.06%             | 2048-03-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund                                | Vanguard Market Liquidity Fund | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78       | Long             | STIV             | CORP              | US        |     51719 | NS      | $5171920.00   | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Vantage Data Centers LLC                                                         | VDC 2025-1A A2                 | CUSIP: 92212KAH9<br>LEI: 5493000RL8X7WTQ7HO20 | Long             | ABS-CBDO         | CORP              | US        |    440000 | PA      | $434876.55    | 0.10%             | 2055-08-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Chemours Co/The                                                                  | CHEMOURS CO                    | CUSIP: 163851AE8<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100195.70    | 0.02%             | 2027-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CNX Resources Corp                                                               | CNX RESOURCES CO               | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    140000 | PA      | $141105.09    | 0.03%             | 2029-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2025-1                                                    | CHAOT 2025-1A C                | CUSIP: 16145NAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     60000 | PA      | $60970.78     | 0.01%             | 2030-12-26      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                            | WR GRACE HOLDING               | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    415000 | PA      | $420509.29    | 0.09%             | 2032-08-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| VMware LLC                                                                       | VMWARE LLC                     | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53308.79     | 0.01%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Advanced Drainage Systems Inc                                                    | ADVANCED DRAINAG               | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    280000 | PA      | $285862.64    | 0.06%             | 2030-06-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Automobile Leasin                                                   | GMALT 2025-2 C                 | CUSIP: 362962AG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     70000 | PA      | $70817.62     | 0.02%             | 2029-10-22      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 054989AB4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $220786.88    | 0.05%             | 2033-08-02      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| Wyndham Hotels & Resorts Inc                                                     | WYNDHAM HOTELS &               | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |    700000 | PA      | $690575.76    | 0.15%             | 2028-08-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RBZ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    103000 | PA      | $106716.17    | 0.02%             | 2032-07-22      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| MIWD Holdco II LLC / MIWD Finance Corp                                           | MIWD HLD/MIWD FI               | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    770000 | PA      | $747075.25    | 0.17%             | 2030-02-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Block Inc                                                                        | BLOCK INC                      | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    380000 | PA      | $395114.39    | 0.09%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sri Lanka Government International Bond                                          | REP OF SRI LANKA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | LK        |     64702 | PA      | $61449.70     | 0.01%             | 2030-01-15      | Variable      | 3.10%                 | Yes           |                  2 | On Loan: No      |
| OneMain Finance Corp                                                             | ONEMAIN FINANCE                | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71375.72     | 0.02%             | 2030-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                      | CUSIP: 225401BK3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    605000 | PA      | $604213.38    | 0.14%             | 2029-12-23      | Variable      | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANK               | CUSIP: 316773CV0<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99821.66     | 0.02%             | 2028-03-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                          | VOLKSWAGEN GRP                 | CUSIP: 928668CV2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200776.76    | 0.04%             | 2027-09-11      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                      | CUSIP: 902613BT4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    258000 | PA      | $258145.69    | 0.06%             | 2033-11-06      | Variable      | 4.84%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9321000 | PA      | $9382897.22   | 2.10%             | 2027-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                                | HERC HOLDINGS                  | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    370000 | PA      | $375276.31    | 0.08%             | 2031-03-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023CJ2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $272637.48    | 0.06%             | 2034-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                            | VENTURE GLOBAL                 | CUSIP: 922966AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $102350.59    | 0.02%             | 2034-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680BK8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57963.32     | 0.01%             | 2030-11-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                            | TENET HEALTHCARE               | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    375000 | PA      | $389945.78    | 0.09%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PSEG Power LLC                                                                   | PSEG POWER LLC                 | CUSIP: 69362BBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $311652.60    | 0.07%             | 2035-05-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Wayfair LLC                                                                      | WAYFAIR LLC                    | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    290000 | PA      | $302098.68    | 0.07%             | 2029-10-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172EA3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48895.92     | 0.01%             | 2035-10-29      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    500000 | PA      | $520881.65    | 0.12%             | 2035-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                    | TRANSDIGM INC                  | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8322.36      | 0.00%             | 2032-03-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400HZ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120599.57    | 0.03%             | 2034-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119DD8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    400000 | PA      | $398408.88    | 0.09%             | 2030-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FCCU Auto Receivables Trust 2025-1                                               | FCCU 2025-1A A4                | CUSIP: 31424YAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $101757.54    | 0.02%             | 2031-05-15      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Vital Energy Inc                                                                 | VITAL ENERGY INC               | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64040.19     | 0.01%             | 2032-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Radiology Partners Inc                                                           | RADIOLOGY PARTNE               | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |    405000 | PA      | $423058.67    | 0.09%             | 2032-07-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| National Grid PLC                                                                | NATL GRID PLC                  | CUSIP: 636274AD4<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |     70000 | PA      | $72270.10     | 0.02%             | 2028-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corp                                       | RHP HOTEL PPTY                 | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $129687.89    | 0.03%             | 2033-06-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| McKesson Corp                                                                    | MCKESSON CORP                  | CUSIP: 581557BX2<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    795000 | PA      | $816486.47    | 0.18%             | 2032-05-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EF Holdco / EF Cayman Hold / Ellington Fin REIT Cayman/TRS / EF Cayman Non-MTM   | EF/ELLINGTON 5                 | CUSIP: 31574BAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    275000 | PA      | $277264.85    | 0.06%             | 2030-09-30      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                            | L BRANDS INC                   | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102235.95    | 0.02%             | 2030-10-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2025-4 A                  | CUSIP: 92348KEC3<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |    360000 | PA      | $368503.81    | 0.08%             | 2033-03-21      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| DB Master Finance LLC                                                            | DNKN 2025-1A A2I               | CUSIP: 233046AU5<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-CBDO         | CORP              | US        |    230000 | PA      | $230470.74    | 0.05%             | 2055-08-20      | Fixed         | 4.89%                 | Yes           |                  2 | On Loan: No      |
| Fortrea Holdings Inc                                                             | FORTREA HOLDINGS               | CUSIP: 34965KAA5<br>LEI: 5493000FIVFABOVCDU97 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39764.39     | 0.01%             | 2030-07-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RBM8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107819.92    | 0.02%             | 2033-10-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                       | ARES STRATEGIC I               | CUSIP: 04020EAG2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101275.92    | 0.02%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Civitas Resources Inc                                                            | CIVITAS RESOURCE               | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     95000 | PA      | $98616.04     | 0.02%             | 2031-07-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                     | CCO HOLDINGS LLC               | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $275647.71    | 0.06%             | 2031-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| HUB International Ltd                                                            | HUB INTL LTD                   | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    155000 | PA      | $162655.43    | 0.04%             | 2032-01-31      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2025-A                                 | ABCLN 2025-A D                 | CUSIP: 02007G5G4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    207580 | PA      | $208606.59    | 0.05%             | 2033-06-15      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| Alliant Energy Finance LLC                                                       | ALLIANT ENERGY F               | CUSIP: 01882YAF3<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253309.78    | 0.06%             | 2027-06-06      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| US Foods Inc                                                                     | US FOODS INC                   | CUSIP: 90290MAG6<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15478.96     | 0.00%             | 2028-09-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: 883556CU4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     95000 | PA      | $98078.45     | 0.02%             | 2032-11-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | ALLIANT HOLDINGS               | CUSIP: 01883LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $199805.44    | 0.04%             | 2029-11-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                   | TEVA PHARMACEUCI               | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    252000 | PA      | $248890.82    | 0.06%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics Inc                                                            | QNITY ELECTRONIC               | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    135000 | PA      | $138271.98    | 0.03%             | 2032-08-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                                         | WARNERMEDIA HLDG               | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    730000 | PA      | $515148.01    | 0.12%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Entegris Inc                                                                     | ENTEGRIS ESCROW                | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55152.75     | 0.01%             | 2029-04-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397YT4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108338.68    | 0.02%             | 2027-11-02      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2025-3 B                  | CUSIP: 92348KEA7<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $201584.58    | 0.05%             | 2030-03-20      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EURO-SCHATZ FUT   Mar26        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         1 | NC      | $-0.69        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UKG Inc                                                                          | UKG INC                        | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |    910000 | PA      | $937222.74    | 0.21%             | 2031-02-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Whirlpool Corp                                                                   | WHIRLPOOL CORP                 | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |   1209000 | PA      | $1172298.99   | 0.26%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                                           | PARAGUAY                       | CUSIP: 699149BY5<br>LEI: N/A                  | Long             | DBT              | NUSS              | PY        |    274000 | PA      | $297095.54    | 0.07%             | 2055-03-04      | Fixed         | 6.65%                 | Yes           |                  2 | On Loan: No      |
| Bombardier Inc                                                                   | BOMBARDIER INC                 | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    215000 | PA      | $229271.55    | 0.05%             | 2031-07-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Vital Energy Inc                                                                 | VITAL ENERGY INC               | CUSIP: 516806AH9<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |    180000 | PA      | $180109.10    | 0.04%             | 2029-07-31      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co LLC                                               | BLACKSTONE HLDGS               | CUSIP: 09261BAD2<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |     69000 | PA      | $59388.33     | 0.01%             | 2032-01-30      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Delta Air Lines Inc / SkyMiles IP Ltd                                            | DELTA/SKYMILES                 | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    466578 | PA      | $469419.32    | 0.11%             | 2028-10-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                 | BRIXMOR OPERATIN               | CUSIP: 11120VAJ2<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118324.25    | 0.03%             | 2030-07-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                | BROWN & BROWN                  | CUSIP: 115236AG6<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103188.47    | 0.02%             | 2034-06-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO IV Ltd                                               | BSP 2014-IVA BR5               | CUSIP: 08180FCJ8<br>LEI: 5493002BNZCV0YE1MG83 | Long             | ABS-MBS          | CORP              | KY        |    100000 | PA      | $100226.32    | 0.02%             | 2038-10-20      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2024-C                                   | HALST 2024-C B                 | CUSIP: 448984AF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    170000 | PA      | $171817.42    | 0.04%             | 2029-02-15      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                  | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    140000 | PA      | $144751.54    | 0.03%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CENT 2025-CITY                                                                   | CENT 2025-CITY A               | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $101216.26    | 0.02%             | 2040-07-10      | Variable      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                 | CUSIP: 24703DBT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    162000 | PA      | $161740.31    | 0.04%             | 2032-10-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    155000 | PA      | $142357.35    | 0.03%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-3                                    | SDART 2024-3 D                 | CUSIP: 80287LAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $257404.03    | 0.06%             | 2031-10-15      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140CF5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4100675.20   | 0.92%             | 2030-02-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR               | CUSIP: 30225VAV9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    155000 | PA      | $156523.48    | 0.04%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                                    | CLEARWAY ENERGY                | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    124000 | PA      | $112990.40    | 0.03%             | 2032-01-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2025-B                                         | WOART 2025-B A4                | CUSIP: 98164TAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $101433.51    | 0.02%             | 2031-08-15      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO IV Ltd                                               | BSP 2014-IVA AR5               | CUSIP: 08180FCG4<br>LEI: 5493002BNZCV0YE1MG83 | Long             | ABS-MBS          | CORP              | KY        |    100000 | PA      | $100169.25    | 0.02%             | 2038-10-20      | Floating      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| GENMAB A/S/GENMAB FINANCE LLC                                                    | GENMAB/GENMAB                  | CUSIP: 37230JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |    210000 | PA      | $220557.96    | 0.05%             | 2033-12-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R04                                     | CAS 2025-R04 1A1               | CUSIP: 20755TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    112991 | PA      | $113103.88    | 0.03%             | 2045-05-25      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic International Bond                                            | DOMINICAN REPUBL               | CUSIP: 25714PFF0<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |    800000 | PA      | $800696.08    | 0.18%             | 2035-10-28      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                            | FOUNDRY JV HOLDC               | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    600000 | PA      | $628293.42    | 0.14%             | 2033-01-25      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd                                                 | GALAXY PIPELINE                | CUSIP: N/A<br>LEI: 549300L82YB0C6JQIC26       | Long             | DBT              | CORP              | JE        |    279676 | PA      | $253478.75    | 0.06%             | 2034-03-31      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | CHUBB INA HLDGS                | CUSIP: 171239AM8<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120513.92    | 0.03%             | 2035-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1014000 | PA      | $708809.77    | 0.16%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                         | AMERICAN HOMES 4               | CUSIP: 02666TAK3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66307.75     | 0.01%             | 2030-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | CBS CORP                       | CUSIP: 124857AR4<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     24000 | PA      | $23603.34     | 0.01%             | 2027-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                  | CUSIP: 49456BBC4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    200000 | PA      | $211641.08    | 0.05%             | 2035-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                      | CUSIP: 902613BQ0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    310000 | PA      | $322458.84    | 0.07%             | 2036-05-09      | Variable      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140CG3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107005.26    | 0.02%             | 2033-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Onemain Financial Issuance Trust 2025-1                                          | OMFIT 2025-1A B                | CUSIP: 68270DAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    150000 | PA      | $151938.09    | 0.03%             | 2038-07-14      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| CNX Resources Corp                                                               | CNX RESOURCES CO               | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    729000 | PA      | $761821.33    | 0.17%             | 2032-03-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Directv Financing LLC                                                            | DIRECTV FINANCIN               | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    355000 | PA      | $359753.24    | 0.08%             | 2030-02-01      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Bombardier Inc                                                                   | BOMBARDIER INC                 | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $323964.57    | 0.07%             | 2030-11-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Chobani LLC                                                                      | CHOBANI LLC                    | CUSIP: 17026YAL3<br>LEI: 549300ISVDMZ91KNTR38 | Long             | LON              | CORP              | US        |    100000 | PA      | $100375.00    | 0.02%             | 2032-10-28      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc                                                                | POST HOLDINGS IN               | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    190000 | PA      | $195374.17    | 0.04%             | 2032-02-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | ASCENT RESOUR/AR               | CUSIP: 04364VAX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1241271.84   | 0.28%             | 2032-10-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Commercial Metals Co                                                             | COMMERCIAL METAL               | CUSIP: 201723AQ6<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     90000 | PA      | $87347.54     | 0.02%             | 2030-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury ULC                                                       | SMURFIT KAPPA                  | CUSIP: 83272GAD3<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $206390.14    | 0.05%             | 2030-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                                   | EFF 2025-2 A4                  | CUSIP: 29375TAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    210000 | PA      | $213333.02    | 0.05%             | 2031-12-22      | Fixed         | 4.58%                 | Yes           |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-3                                                   | CARMX 2025-3 C                 | CUSIP: 14290FAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     30000 | PA      | $30224.76     | 0.01%             | 2031-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Endo Finance Holdings Inc                                                        | ENDO FINANCE                   | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $137463.39    | 0.03%             | 2031-04-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                              | NOMURA HOLDINGS                | CUSIP: 65535HBR9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $204273.08    | 0.05%             | 2027-07-02      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Navient Refinance Loan Trust 2025-C                                              | NAVRL 2025-C A                 | CUSIP: 638973AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    174524 | PA      | $174864.15    | 0.04%             | 2055-10-15      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Navient Corp                                                                     | NAVIENT CORP                   | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148776.05    | 0.03%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    541000 | PA      | $490365.78    | 0.11%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Novelis Corp                                                                     | NOVELIS CORP                   | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76076.24     | 0.02%             | 2033-08-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1011798.60   | 0.23%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | ALBERTSONS COS                 | CUSIP: 01309QAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $204137.00    | 0.05%             | 2028-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Raven Acquisition Holdings LLC                                                   | RAVEN ACQUISITIO               | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $108308.62    | 0.02%             | 2031-11-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Vail Resorts Inc                                                                 | VAIL RESORTS                   | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |    575000 | PA      | $597064.42    | 0.13%             | 2032-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Operating Partners LP                                             | XPLR INFRAST OP                | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    275000 | PA      | $288633.79    | 0.06%             | 2031-01-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Credit Suisse USA LLC                                                            | CREDIT SUIS USA                | CUSIP: 22541LAE3<br>LEI: EXD7DEVFDH4HOFFQ7349 | Long             | DBT              | CORP              | US        |    120000 | PA      | $137027.38    | 0.03%             | 2032-07-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                 | RYDER SYSTEM INC               | CUSIP: 78355HKY4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    125000 | PA      | $139492.36    | 0.03%             | 2033-12-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                    | AEP TEXAS                      | CUSIP: 00108WAR1<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51571.41     | 0.01%             | 2033-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust Inc                                                      | STARWOOD PROP TR               | CUSIP: 85571BBF1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100806.82    | 0.02%             | 2028-10-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Garrett Motion Holdings Inc / Garrett LX I Sarl                                  | GARRETT MOT/SARL               | CUSIP: 366504AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $287145.95    | 0.06%             | 2032-05-31      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                                  | EARTHSTONE NRGY                | CUSIP: 27034RAC7<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     17000 | PA      | $18281.33     | 0.00%             | 2031-07-15      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| First Investors Auto Owner Trust 2025-1                                          | FIAOT 2025-1A D                | CUSIP: 32059WAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     70000 | PA      | $70327.86     | 0.02%             | 2033-12-15      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                 | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    182000 | PA      | $198310.99    | 0.04%             | 2034-08-24      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Corp                                                           | CREDIT ACCEPTANC               | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    920000 | PA      | $923546.97    | 0.21%             | 2030-03-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc                                                 | HILTON DOMESTIC                | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    350000 | PA      | $334926.48    | 0.08%             | 2031-05-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| MGM China Holdings Ltd                                                           | MGM CHINA HOLDIN               | CUSIP: 55300RAG6<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |    150000 | PA      | $149264.75    | 0.03%             | 2027-02-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| American Airlines Inc/AAdvantage Loyalty IP Ltd                                  | AMERICAN AIRLINE               | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     20833 | PA      | $20863.46     | 0.00%             | 2026-04-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| TK Elevator US Newco Inc                                                         | VERTICAL US NEWC               | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400831.20    | 0.09%             | 2027-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| DaVita Inc                                                                       | DAVITA INC                     | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     95000 | PA      | $98557.83     | 0.02%             | 2033-07-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Star Parent Inc                                                                  | STAR PARENT INC                | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |    290000 | PA      | $309949.39    | 0.07%             | 2030-10-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Ukraine Government International Bond                                            | UKRAINE GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | UA        |    258000 | PA      | $146231.46    | 0.03%             | 2036-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                    | FREE MTGE HOLD                 | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    275000 | PA      | $288379.99    | 0.06%             | 2029-02-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| McAfee Corp                                                                      | MCAFEE CORP                    | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |    490000 | PA      | $427632.11    | 0.10%             | 2030-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust 2025-1                                  | GMREV 2025-1 C                 | CUSIP: 36271NAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    170000 | PA      | $171851.37    | 0.04%             | 2037-12-11      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Gray Television Inc                                                              | GRAY MEDIA                     | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    165000 | PA      | $168673.92    | 0.04%             | 2033-08-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XEU6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    165000 | PA      | $171040.63    | 0.04%             | 2029-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2025-8 C                  | CUSIP: 92348KEU3<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $99771.45     | 0.02%             | 2033-08-22      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc                                                | HUNT INGALLS IND               | CUSIP: 446413BA3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    130000 | PA      | $134305.67    | 0.03%             | 2030-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2025-C                                         | WOART 2025-C B                 | CUSIP: 981936AE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $201101.98    | 0.05%             | 2031-11-17      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Chase Auto Credit Linked Notes Series 2025-1                                     | CACLN 2025-1 C                 | CUSIP: 46591HCT5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    208416 | PA      | $209931.27    | 0.05%             | 2033-02-25      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Dryden 113 CLO Ltd                                                               | DRSLF 2022-113A AR3            | CUSIP: 26253EBK3<br>LEI: 254900XN9Y85HJGYJ219 | Long             | ABS-MBS          | CORP              | JE        |    100000 | PA      | $99912.60     | 0.02%             | 2037-10-15      | Floating      | 4.99%                 | Yes           |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                                        | CAESARS ENT                    | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122945.15    | 0.03%             | 2032-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752AY9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72149.77     | 0.02%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics Inc                                                            | QNITY ELECTRONIC               | CUSIP: 74737SAB9<br>LEI: 254900RSUG4J9TFFZX53 | Long             | LON              | CORP              | US        |    120000 | PA      | $120450.00    | 0.03%             | 2032-11-01      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94443.44     | 0.02%             | 2032-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                                           | REGIONS FINL                   | CUSIP: 7591EPAU4<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    647000 | PA      | $674159.31    | 0.15%             | 2030-06-06      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    568000 | PA      | $318057.81    | 0.07%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Serbia International Bond                                                        | SERBIA REPUBLIC                | CUSIP: AZ2286302<br>LEI: N/A                  | Long             | DBT              | NUSS              | RS        |    115000 | PA      | $125194.02    | 0.03%             | 2029-06-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                                                | NEWELL BRANDS I                | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157128.83    | 0.04%             | 2028-06-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Asurion LLC                                                                      | ASURION LLC                    | CUSIP: 04649VBC3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    195477 | PA      | $195966.09    | 0.04%             | 2028-08-21      | Floating      | 8.10%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp                                                                  | SEALED AIR CORP                | CUSIP: 81211KAY6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    380000 | PA      | $378026.66    | 0.08%             | 2027-12-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| 1011778 BC ULC / New Red Finance Inc                                             | 1011778 BC ULC /               | CUSIP: 68245XAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    150000 | PA      | $149016.11    | 0.03%             | 2028-01-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Ferguson Enterprises Inc                                                         | FERGUSON ENTERPR               | CUSIP: 31488VAB3<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |    450000 | PA      | $448354.13    | 0.10%             | 2031-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AutoNation Finance Trust 2025-1                                                  | DRVPNK 2025-1A A4              | CUSIP: 05330QAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     60000 | PA      | $60987.04     | 0.01%             | 2030-06-10      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                             | FRONTIER COMMUNI               | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $160439.94    | 0.04%             | 2028-05-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                 | CSC HOLDINGS LLC               | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    180000 | PA      | $110670.35    | 0.02%             | 2030-12-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2025-A                                 | ABCLN 2025-A C                 | CUSIP: 02007G5F6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    207580 | PA      | $208609.70    | 0.05%             | 2033-06-15      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                            | VENTURE GLOBAL                 | CUSIP: 922966AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    540000 | PA      | $551918.39    | 0.12%             | 2034-06-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Jersey Central Power & Light Co                                                  | JERSEY CENT P&L                | CUSIP: 476556DJ1<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |   1599000 | PA      | $1597360.07   | 0.36%             | 2029-01-15      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: 60687YBH1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     50000 | PA      | $45455.80     | 0.01%             | 2031-07-10      | Variable      | 2.20%                 | No            |                  2 | On Loan: No      |
| KeHE Distributors LLC / KeHE Finance Corp / NextWave Distribution Inc            | KEHE DIS/FIN/NXT               | CUSIP: 487526AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    540000 | PA      | $567944.51    | 0.13%             | 2029-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| AthenaHealth Group Inc                                                           | ATHENAHEALTH GRP               | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |    198500 | PA      | $198797.75    | 0.04%             | 2029-02-15      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America Inc                                                | AMCOR FLEXIBLES                | CUSIP: 02344AAF5<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    230000 | PA      | $233124.85    | 0.05%             | 2028-03-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                                         | HOST HOTELS                    | CUSIP: 44107TBE5<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    480000 | PA      | $480365.76    | 0.11%             | 2028-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Central Parent LLC / CDK Global II LLC / CDK Financing Co Inc                    | CNT PAR/CDK GL/F               | CUSIP: 154915AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    195000 | PA      | $169388.15    | 0.04%             | 2029-06-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Enpro Inc                                                                        | ENPRO INC                      | CUSIP: 29355XAH0<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |    310000 | PA      | $319509.68    | 0.07%             | 2033-06-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Wynn Macau Ltd                                                                   | WYNN MACAU LTD                 | CUSIP: 98313RAL0<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    735000 | PA      | $745758.42    | 0.17%             | 2034-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Mars Inc                                                                         | MARS INC                       | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    332000 | PA      | $340856.96    | 0.08%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Ryder System Inc                                                                 | RYDER SYSTEM INC               | CUSIP: 78355HLG2<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     66000 | PA      | $65729.58     | 0.01%             | 2030-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Air Canada                                                                       | AIR CANADA                     | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |   1615000 | PA      | $1608745.27   | 0.36%             | 2026-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Sri Lanka Government International Bond                                          | REP OF SRI LANKA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | LK        |     36362 | PA      | $34864.44     | 0.01%             | 2028-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO/THE                  | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $331805.55    | 0.07%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| BFLD Commercial Mortgage Trust 2025-5MW                                          | BFLD 2025-5MW A                | CUSIP: 088921AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99994.12     | 0.02%             | 2042-10-10      | Variable      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2025-2                                                    | CHAOT 2025-2A D                | CUSIP: 16144MAH7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $248821.43    | 0.06%             | 2033-02-25      | Fixed         | 5.03%                 | Yes           |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                   | GE HEALTHCARE                  | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51124.42     | 0.01%             | 2029-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC / Allied Universal Finance Corp                      | ALLIED UNIVERSAL               | CUSIP: 019576AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    595000 | PA      | $619422.13    | 0.14%             | 2030-06-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Capital Street Master Trust                                                      | CAPST 2025-1 A                 | CUSIP: 14051LAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    230000 | PA      | $229532.20    | 0.05%             | 2029-08-16      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Ukraine Government International Bond                                            | UKRAINE GOVT                   | CUSIP: 903724CG5<br>LEI: N/A                  | Long             | DBT              | NUSS              | UA        |     24259 | PA      | $13696.41     | 0.00%             | 2036-02-01      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                              | PUBLIC SERVICE                 | CUSIP: 744573AQ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    500000 | PA      | $443280.80    | 0.10%             | 2030-08-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Commercial Metals Co                                                             | COMMERCIAL METAL               | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    280000 | PA      | $286327.33    | 0.06%             | 2033-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc                                                             | CLEVELAND-CLIFFS               | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    605000 | PA      | $637656.15    | 0.14%             | 2031-09-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| GGAM Finance Ltd                                                                 | GGAM FINANCE LTD               | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    235000 | PA      | $249088.37    | 0.06%             | 2028-06-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2025-1                                                     | HPEFS 2025-1A C                | CUSIP: 40446EAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     90000 | PA      | $90815.61     | 0.02%             | 2032-09-20      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RBN6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101236.17    | 0.02%             | 2029-02-01      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2025-SFR3 Trust                                             | PROG 2025-SFR3 A               | CUSIP: 74334BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    180000 | PA      | $171542.63    | 0.04%             | 2042-07-17      | Fixed         | 3.39%                 | Yes           |                  2 | On Loan: No      |
| Dawn Bidco LLC                                                                   | DAWN BIDCO LLC                 | CUSIP: 23923YAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    600000 | PA      | $597675.00    | 0.13%             | 2032-10-07      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AUTOZONE INC                   | CUSIP: 053332BG6<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42270.27     | 0.01%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust 2025-B                    | SFUEL 2025-BA C                | CUSIP: 858933AF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $251131.75    | 0.06%             | 2030-01-22      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| KB Home                                                                          | KB HOME                        | CUSIP: 48666KBA6<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30926.69     | 0.01%             | 2030-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings Inc                                                         | LAMB WESTON HLD                | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    898000 | PA      | $868172.03    | 0.19%             | 2030-01-31      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| DTE Energy Co                                                                    | DTE ENERGY CO                  | CUSIP: 233331BC0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48621.41     | 0.01%             | 2029-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Bank                                                                             | BANK 2025-BNK50 AS             | CUSIP: 064908AN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     40000 | PA      | $42108.87     | 0.01%             | 2068-05-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Ontario Gaming GTA LP/OTG Co-Issuer Inc                                          | ONTARIO GAMI/OTG               | CUSIP: 68306MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     50000 | PA      | $47508.05     | 0.01%             | 2030-08-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| NCL Corp Ltd                                                                     | NCL CORP                       | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     75000 | PA      | $74966.45     | 0.02%             | 2033-09-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49909.03     | 0.01%             | 2029-03-05      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $108059.73    | 0.02%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XEG7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     60000 | PA      | $63044.35     | 0.01%             | 2030-04-06      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II LLC                                                | CMPDC 2025-2A A1               | CUSIP: 20469CAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    357537 | PA      | $356859.29    | 0.08%             | 2050-11-25      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63539.81     | 0.01%             | 2032-04-15      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RBW6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    140000 | PA      | $144482.31    | 0.03%             | 2035-03-14      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203719.78    | 0.05%             | 2028-11-19      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co Ltd                                                              | NISSAN MOTOR CO                | CUSIP: 654922AD5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    475000 | PA      | $505847.55    | 0.11%             | 2035-07-17      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172DX4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149810.97    | 0.03%             | 2028-10-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661EU7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    325000 | PA      | $325565.21    | 0.07%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd                                                     | TRANSOCEAN LTD                 | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    435000 | PA      | $437589.73    | 0.10%             | 2029-05-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Crown Americas LLC                                                               | CROWN AMERICAS L               | CUSIP: 228180AC9<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1248046.70   | 0.28%             | 2033-06-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| AMSR 2025-SFR2 Trust                                                             | AMSR 2025-SFR2 A               | CUSIP: 00180BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    160000 | PA      | $157646.59    | 0.04%             | 2042-11-17      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| Mueller Water Products Inc                                                       | MUELLER WATER                  | CUSIP: 624758AF5<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19449.71     | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Univision Communications Inc                                                     | UNIVISION COMM                 | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    230000 | PA      | $233621.24    | 0.05%             | 2030-06-30      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Olympus Water US Holding Corp                                                    | OLYMPUS WTR HLDG               | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    860000 | PA      | $864861.49    | 0.19%             | 2033-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                                  | PERMIAN RESR OPR               | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    135000 | PA      | $138518.21    | 0.03%             | 2033-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Securitized Term                                                    | GMCAR 2025-2 C                 | CUSIP: 362549AG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     70000 | PA      | $70628.78     | 0.02%             | 2032-10-18      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc                                                         | CLD SFTWR GRP IN               | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    504000 | PA      | $510559.31    | 0.11%             | 2029-03-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                            | TENET HEALTHCARE               | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99999.00     | 0.02%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Rocket Software Inc                                                              | ROCKET SOFTWARE                | CUSIP: 77314EAB4<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |    255000 | PA      | $262767.17    | 0.06%             | 2028-11-28      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| DISH Network Corp                                                                | DISH NETWORK                   | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    234000 | PA      | $243511.54    | 0.05%             | 2027-11-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| X Corp                                                                           | X CORP                         | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    149614 | PA      | $146836.06    | 0.03%             | 2029-10-29      | Floating      | 10.47%                | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY               | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     49000 | PA      | $52232.69     | 0.01%             | 2029-11-20      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    870000 | PA      | $893892.29    | 0.20%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corp                                                                  | FAIR ISAAC CORP                | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    160000 | PA      | $164036.58    | 0.04%             | 2033-05-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Tesla Lease Electric Vehicle Securitization 2025-A LLC                           | TLEVS 2025-A B                 | CUSIP: 88162VAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     90000 | PA      | $90874.03     | 0.02%             | 2029-06-20      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                                                       | PROG 2025-SFR2 A               | CUSIP: 74334GAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    289051 | PA      | $275539.32    | 0.06%             | 2042-04-17      | Fixed         | 3.31%                 | Yes           |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |    100000 | PA      | $117729.39    | 0.03%             | 2032-09-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VHF4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    432000 | PA      | $431587.83    | 0.10%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                                     | FIRSTENERGY TRAN               | CUSIP: 33767BAD1<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77348.62     | 0.02%             | 2028-09-15      | Fixed         | 2.87%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Automobile Leasin                                                   | GMALT 2025-2 B                 | CUSIP: 362962AF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     60000 | PA      | $60665.39     | 0.01%             | 2029-04-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                         | AESOP 2023-8A A                | CUSIP: 05377RHM9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $104793.38    | 0.02%             | 2030-02-20      | Fixed         | 6.02%                 | Yes           |                  2 | On Loan: No      |
| Cotiviti Inc                                                                     | COTIVITI                       | CUSIP: 22164MAF4<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |    184075 | PA      | $176712.00    | 0.04%             | 2032-03-29      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| Phoenix Aviation Capital Ltd                                                     | PHOENIX AVIATION               | CUSIP: 71910DAA9<br>LEI: 8945008YQAKXZQ3VYJ15 | Long             | DBT              | CORP              | IE        |    400000 | PA      | $425455.64    | 0.10%             | 2030-07-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96587.34     | 0.02%             | 2030-07-23      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust 2025-3                             | BLAST 2025-3 C                 | CUSIP: 107920AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    110000 | PA      | $110727.31    | 0.02%             | 2031-05-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT               | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    570000 | PA      | $540389.75    | 0.12%             | 2030-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                                                     | APOLLO GLOBAL                  | CUSIP: 03769MAD8<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    114000 | PA      | $112990.59    | 0.03%             | 2054-12-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc                                                 | HILTON DOMESTIC                | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    440000 | PA      | $450207.08    | 0.10%             | 2033-09-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                  | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    122000 | PA      | $124476.97    | 0.03%             | 2033-05-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    385000 | PA      | $382267.85    | 0.09%             | 2033-03-22      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Churchill Downs Inc                                                              | CHURCHILL DOWNS                | CUSIP: 171484AG3<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80011.39     | 0.02%             | 2027-04-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| HUB International Ltd                                                            | HUB INTL LTD                   | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52435.96     | 0.01%             | 2030-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135CT1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    370000 | PA      | $370336.89    | 0.08%             | 2030-11-20      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Brandywine Operating Partnership LP                                              | BRANDYWINE OPER                | CUSIP: 105340AT0<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |    120000 | PA      | $116685.73    | 0.03%             | 2031-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                                                     | APOLLO GLOBAL                  | CUSIP: 03769MAE6<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |     82000 | PA      | $82110.82     | 0.02%             | 2035-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Tesla Lease Electric Vehicle Securitization 2025-A LLC                           | TLEVS 2025-A C                 | CUSIP: 88162VAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    120000 | PA      | $120727.45    | 0.03%             | 2029-06-20      | Fixed         | 5.09%                 | Yes           |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    115000 | PA      | $119296.26    | 0.03%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Inversion Escrow Issuer LLC                                                      | INVERSION ESCROW               | CUSIP: 46150DAA0<br>LEI: 254900P6GHORGRVLKI95 | Long             | DBT              | CORP              | US        |    755000 | PA      | $752056.18    | 0.17%             | 2032-08-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    560000 | PA      | $575187.70    | 0.13%             | 2030-01-16      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XEX0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45797.65     | 0.01%             | 2027-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    133000 | PA      | $137305.16    | 0.03%             | 2055-08-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                                            | DOMINICAN REPUBL               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DO        |    450000 | PA      | $461301.57    | 0.10%             | 2028-07-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANC               | CUSIP: 316773DE7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    586000 | PA      | $585145.61    | 0.13%             | 2028-04-25      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BR               | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44347.07     | 0.01%             | 2031-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203746.82    | 0.05%             | 2029-02-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Pattern Energy Operations LP / Pattern Energy Operations Inc                     | PATTERN ENERGY                 | CUSIP: 70339PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    645000 | PA      | $634988.05    | 0.14%             | 2028-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145561.77    | 0.03%             | 2030-03-01      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| First Student Bidco Inc                                                          | FIRST STUDENT BI               | CUSIP: 33718FAN0<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |    278958 | PA      | $279605.47    | 0.06%             | 2030-08-15      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2025-2                                                | LADAR 2025-2A C                | CUSIP: 505912AG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     90000 | PA      | $90719.99     | 0.02%             | 2032-08-16      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2100000 | PA      | $2116406.25   | 0.47%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Carpenter Technology Corp                                                        | CARPENTER TECH                 | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121964.51    | 0.03%             | 2034-03-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| EOG Resources Inc                                                                | EOG RESOURCES IN               | CUSIP: 26875PBB6<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    240000 | PA      | $240835.68    | 0.05%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                         | AESOP 2025-2A C                | CUSIP: 05377RKS2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $103612.05    | 0.02%             | 2031-08-20      | Fixed         | 6.24%                 | Yes           |                  2 | On Loan: No      |
| Clean Harbors Inc                                                                | CLEAN HARBORS IN               | CUSIP: 184496AP2<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    700000 | PA      | $700547.05    | 0.16%             | 2029-07-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Affirm Master Trust Series 2025-3                                                | AFRMT 2025-3A C                | CUSIP: 00833BAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    230000 | PA      | $230005.38    | 0.05%             | 2034-10-16      | Fixed         | 4.89%                 | Yes           |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co LLC                                                   | NISSAN MOTOR ACC               | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    785000 | PA      | $785157.00    | 0.18%             | 2030-09-30      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Cotiviti Inc                                                                     | COTIVITI                       | CUSIP: 22164MAD9<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |    715000 | PA      | $691762.50    | 0.15%             | 2031-05-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Diamond Foreign Asset Co / Diamond Finance LLC                                   | DIAMOND FRGN/FIN               | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    715000 | PA      | $758914.01    | 0.17%             | 2030-10-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TLZ6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    195000 | PA      | $202382.64    | 0.05%             | 2031-03-21      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260318           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $213.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunoco LP / Sunoco Finance Corp                                                  | SUNOCO LP/FIN                  | CUSIP: 86765KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $180529.25    | 0.04%             | 2028-09-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CMC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    667000 | PA      | $690761.88    | 0.15%             | 2031-12-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                           | OCP SA                         | CUSIP: 67091TAH8<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    685000 | PA      | $715366.87    | 0.16%             | 2030-04-30      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| Directv Financing LLC / Directv Financing Co-Obligor Inc                         | DIRECTV FIN/DTV                | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    775000 | PA      | $792218.56    | 0.18%             | 2031-02-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Fair Isaac Corp                                                                  | FAIR ISAAC CORP                | CUSIP: 303250AE4<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100132.92    | 0.02%             | 2026-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |    100000 | PA      | $97422.79     | 0.02%             | 2033-03-12      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | PETROLEOS MEXICA               | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   2699633 | PA      | $2892878.13   | 0.65%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc                                                         | CLD SFTWR GRP IN               | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    160000 | PA      | $166639.30    | 0.04%             | 2029-09-30      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Ecopetrol SA                                                                     | ECOPETROL SA                   | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    294000 | PA      | $301407.77    | 0.07%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2069000 | PA      | $2045642.93   | 0.46%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc                                                 | HILTON DOMESTIC                | CUSIP: 432833AT8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    337000 | PA      | $339600.97    | 0.08%             | 2034-03-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Garda World Security Corp                                                        | GARDA SECURITY                 | CUSIP: 36485MAM1<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $61357.69     | 0.01%             | 2028-02-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $690134.69    | 0.15%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77628.14     | 0.02%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                             | ONEMAIN FINANCE                | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    290000 | PA      | $292315.85    | 0.07%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                    | FREE MTGE HOLD                 | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    300000 | PA      | $316476.18    | 0.07%             | 2032-04-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KCU2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    280000 | PA      | $287291.48    | 0.06%             | 2034-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings Inc                                                           | ENERGIZER HLDGS                | CUSIP: 29272WAC3<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    672000 | PA      | $664353.98    | 0.15%             | 2028-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Wellington Management CLO 1 Ltd                                                  | WELLI 2023-1A AR               | CUSIP: 94957JAJ3<br>LEI: 213800W7PWM3WCMD7X28 | Long             | ABS-MBS          | CORP              | JE        |    150000 | PA      | $150250.23    | 0.03%             | 2038-10-20      | Floating      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XFG6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93703.33     | 0.02%             | 2032-04-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd                                                     | TRANSOCEAN LTD                 | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    577500 | PA      | $602872.06    | 0.14%             | 2030-02-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Builders FirstSource Inc                                                         | BUILDERS FIRSTSO               | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    615000 | PA      | $636503.84    | 0.14%             | 2034-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89115A3C4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $511664.35    | 0.11%             | 2029-12-17      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                     | CCO HOLDINGS LLC               | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $249725.13    | 0.06%             | 2027-05-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Axalta Coating Systems Dutch Holding B BV                                        | AXALTA COATING S               | CUSIP: 05455JAA5<br>LEI: 5493007DMEBZH3CQ5E51 | Long             | DBT              | CORP              | NL        |    215000 | PA      | $226619.37    | 0.05%             | 2031-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Trafigura Securitisation Finance PLC                                             | TRFIG 2024-1A A2               | CUSIP: 892725AX0<br>LEI: 549300CH6S10UEZXWN56 | Long             | ABS-CBDO         | CORP              | IE        |    200000 | PA      | $202416.40    | 0.05%             | 2027-11-15      | Fixed         | 5.98%                 | Yes           |                  2 | On Loan: No      |
| Serbia International Bond                                                        | SERBIA REPUBLIC                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RS        |    538000 | PA      | $628841.52    | 0.14%             | 2027-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Argentine Republic Government International Bond                                 | ARGENTINA                      | CUSIP: 040114HX1<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |    112649 | PA      | $100274.55    | 0.02%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NCL Finance Ltd                                                                  | NCL FIN LTD                    | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    150000 | PA      | $154169.12    | 0.03%             | 2028-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Affirm Master Trust Series 2025-3                                                | AFRMT 2025-3A B                | CUSIP: 00833BAP3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $99852.20     | 0.02%             | 2034-10-16      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Westlake Flooring Master Trust                                                   | WFLOOR 2025-1A B               | CUSIP: 96043GAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     80000 | PA      | $80085.42     | 0.02%             | 2029-10-15      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| Truist Financial Corp                                                            | TRUIST FINANCIAL               | CUSIP: 89788MAU6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    405000 | PA      | $415927.47    | 0.09%             | 2031-05-20      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | ORGANON & CO/ORG               | CUSIP: 68622FAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    920000 | PA      | $828811.99    | 0.19%             | 2034-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Ghana Government International Bond                                              | GHANA REP OF                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GH        |     72000 | PA      | $70676.52     | 0.02%             | 2026-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Carlyle Group Inc/The                                                            | CARLYLE GRP INC                | CUSIP: 14316JAA6<br>LEI: 529900NGGVF94UK6PG95 | Long             | DBT              | CORP              | US        |    147000 | PA      | $144999.82    | 0.03%             | 2035-09-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VZ Secured Financing BV                                                          | VZ SECURED FINAN               | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |     15000 | PA      | $13581.29     | 0.00%             | 2032-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    800000 | PA      | $842640.48    | 0.19%             | 2033-03-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                                                | NEWELL RUBBERMAI               | CUSIP: 651229AY2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    375000 | PA      | $313132.16    | 0.07%             | 2046-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260318           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $230.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust 2025-1                                  | GMREV 2025-1 B                 | CUSIP: 36271NAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     20000 | PA      | $20231.00     | 0.00%             | 2037-12-11      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205048.44    | 0.05%             | 2035-10-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    245000 | PA      | $257512.59    | 0.06%             | 2036-04-17      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust 2025-4                             | BLAST 2025-4 C                 | CUSIP: 10807UAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     70000 | PA      | $70372.75     | 0.02%             | 2031-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Guatemala Government Bond                                                        | REP OF GUATEMALA               | CUSIP: ZS8419047<br>LEI: N/A                  | Long             | DBT              | NUSS              | GT        |    200000 | PA      | $199163.28    | 0.04%             | 2030-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                            | BECTON DICKINSON               | CUSIP: 075887CR8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101978.62    | 0.02%             | 2029-02-08      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    412000 | PA      | $429856.29    | 0.10%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                     | SYNOPSYS INC                   | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142909.68    | 0.03%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC      | ARDAGH METAL PAC               | CUSIP: 03969YAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    250000 | PA      | $255617.98    | 0.06%             | 2031-01-30      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Coterra Energy Inc                                                               | COTERRA ENERGY                 | CUSIP: 127097AM5<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    210000 | PA      | $213150.84    | 0.05%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Jordan Government International Bond                                             | JORDAN                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JO        |    400000 | PA      | $417179.92    | 0.09%             | 2028-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TK Elevator US Newco Inc                                                         | TK ELEVATOR US                 | CUSIP: N/A<br>LEI: 549300C2AFWPAYWS5574       | Long             | LON              | CORP              | US        |     69476 | PA      | $69856.28     | 0.02%             | 2030-04-30      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| BorgWarner Inc                                                                   | BORGWARNER INC                 | CUSIP: 099724AP1<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40939.71     | 0.01%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc                                                                   | BOMBARDIER INC                 | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     80000 | PA      | $84594.04     | 0.02%             | 2032-06-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Truist Bank Auto Credit-Linked Notes Series 2025-1                               | TACLN 2025-1 B                 | CUSIP: 897926CB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    254081 | PA      | $254491.73    | 0.06%             | 2033-09-26      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| Newell Brands Inc                                                                | NEWELL BRANDS I                | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    220000 | PA      | $212662.78    | 0.05%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Lithia Motors Inc                                                                | LITHIA MOTORS                  | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67669.71     | 0.02%             | 2029-06-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PFH0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205043.80    | 0.05%             | 2032-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                   | TEVA PHARMACEUCI               | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    225000 | PA      | $169952.90    | 0.04%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                                | HERC HOLDINGS                  | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    105000 | PA      | $108920.74    | 0.02%             | 2029-06-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Garda World Security Corp                                                        | GARDA SECURITY                 | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    430000 | PA      | $438634.87    | 0.10%             | 2032-11-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Whirlpool Corp                                                                   | WHIRLPOOL CORP                 | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139973.06    | 0.03%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Chord Energy Corp                                                                | CHORD ENERGY                   | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    480000 | PA      | $484841.86    | 0.11%             | 2030-10-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corp                                                                    | CARNIVAL CORP                  | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     50000 | PA      | $49205.07     | 0.01%             | 2028-08-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC    | HOWDEN UK REF                  | CUSIP: 44287GAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    470000 | PA      | $484229.25    | 0.11%             | 2031-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $137059.34    | 0.03%             | 2032-05-24      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XFE1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1425419.52   | 0.32%             | 2028-04-04      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Octagon 57 Ltd                                                                   | OCT57 2021-1A B1R              | CUSIP: 67592XAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    100000 | PA      | $100037.94    | 0.02%             | 2034-10-15      | Floating      | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Medline Borrower LP/Medline Co-Issuer Inc                                        | MEDLINE BOR/CO-I               | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $279546.88    | 0.06%             | 2029-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Scripps Escrow II Inc                                                            | SCRIPPS ESCROW                 | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    515000 | PA      | $473321.62    | 0.11%             | 2029-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                       | FORDF 2025-1 A1                | CUSIP: 34529BAA4<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |   1420000 | PA      | $1443577.96   | 0.32%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                            | TENET HEALTHCARE               | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    138000 | PA      | $138566.15    | 0.03%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd                                                                   | WYNN MACAU LTD                 | CUSIP: 98313RAE6<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    585000 | PA      | $579359.08    | 0.13%             | 2029-12-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| WESCO Distribution Inc                                                           | WESCO DISTRIBUT                | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206769.82    | 0.05%             | 2029-03-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BBP4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    560000 | PA      | $653751.68    | 0.15%             | 2038-03-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                                      | BEACH ACQUISITIO               | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |     45000 | PA      | $49466.96     | 0.01%             | 2033-07-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | ALLIANT HOLDINGS               | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    198000 | PA      | $205642.84    | 0.05%             | 2032-10-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Studio City Co Ltd                                                               | STUDIO CITY CO                 | CUSIP: 86400GAC3<br>LEI: 984500V5401EFT095A58 | Long             | DBT              | CORP              | VG        |     50000 | PA      | $50064.20     | 0.01%             | 2027-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260318           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $69.30        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | PETROLEOS MEXICA               | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    170000 | PA      | $136125.55    | 0.03%             | 2045-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMC Networks Inc                                                                 | AMC NETWORKS INC               | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    805000 | PA      | $843526.01    | 0.19%             | 2029-01-15      | Fixed         | 10.25%                | Yes           |                  2 | On Loan: No      |
| Asbury Automotive Group Inc                                                      | ASBURY AUTO GRP                | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196901.50    | 0.04%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2024-2                                                | LADAR 2024-2A D                | CUSIP: 505920AG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $206229.10    | 0.05%             | 2031-10-15      | Fixed         | 6.37%                 | Yes           |                  2 | On Loan: No      |
| NCL Corp Ltd                                                                     | NCL CORP                       | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     35000 | PA      | $37270.58     | 0.01%             | 2029-02-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Ares Capital Corp                                                                | ARES CAPITAL COR               | CUSIP: 04010LBF9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71828.62     | 0.02%             | 2029-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Magnera Corp                                                                     | MAGNERA CORP                   | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |    613000 | PA      | $602516.60    | 0.13%             | 2031-11-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| M&T Bank Corp                                                                    | M&T BANK CORP                  | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    161000 | PA      | $174627.30    | 0.04%             | 2029-10-30      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CAU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2842617.18   | 0.64%             | 2027-10-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                                  | PERMIAN RESR OPR               | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    119000 | PA      | $119560.24    | 0.03%             | 2029-07-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Bulgaria Government International Bond                                           | BGARIA-FLIRB-REG               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BG        |    483000 | PA      | $544125.41    | 0.12%             | 2045-07-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Rivers Enterprise Borrower LLC / Rivers Enterprise Finance Corp                  | RIVERS BOR/FIN                 | CUSIP: 76883NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $87019.87     | 0.02%             | 2033-02-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738ECP8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203595.70    | 0.05%             | 2028-03-12      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140CA6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    120000 | PA      | $115745.11    | 0.03%             | 2032-08-05      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661EV5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74691.04     | 0.02%             | 2031-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822DE1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $206009.80    | 0.05%             | 2030-04-17      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| Blue Racer Midstream LLC / Blue Racer Finance Corp                               | BLUE RACER MID/F               | CUSIP: 095796AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $200314.58    | 0.04%             | 2026-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Directv Financing LLC / Directv Financing Co-Obligor Inc                         | DIRECTV FIN/DTV                | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     39000 | PA      | $39218.43     | 0.01%             | 2027-08-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Credit Linked Notes Series 2025-1                                     | CACLN 2025-1 D                 | CUSIP: 46591HCU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    208416 | PA      | $209412.51    | 0.05%             | 2033-02-25      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| 1011778 BC ULC / New Red Finance Inc                                             | 1011778 BC ULC /               | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    300000 | PA      | $285643.80    | 0.06%             | 2030-10-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | BERKSHIRE HATHAW               | CUSIP: 084659AV3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88500.66     | 0.02%             | 2030-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America Inc                                                | AMCOR FLEXIBLES                | CUSIP: 02344AAG3<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    170000 | PA      | $174473.11    | 0.04%             | 2030-03-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    270000 | PA      | $276872.01    | 0.06%             | 2030-01-23      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Dana Inc                                                                         | DANA INC                       | CUSIP: 235825AJ5<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    155000 | PA      | $148725.04    | 0.03%             | 2032-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-5                                    | SDART 2024-5 D                 | CUSIP: 802920AG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    155000 | PA      | $156039.14    | 0.03%             | 2032-02-17      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Cipher Compute LLC                                                               | CIPHER COMPUTE                 | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $183583.67    | 0.04%             | 2030-11-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R03                                     | CAS 2025-R03 2A1               | CUSIP: 20754VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    169598 | PA      | $170407.42    | 0.04%             | 2045-03-25      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Workday Inc                                                                      | WORKDAY INC                    | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    500000 | PA      | $478465.50    | 0.11%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | STACR 2025-HQA1 A1             | CUSIP: 35564NGY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     76375 | PA      | $76325.96     | 0.02%             | 2045-02-25      | Floating      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| ZF North America Capital Inc                                                     | ZF NA CAPITAL                  | CUSIP: 98877DAH8<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1340608.77   | 0.30%             | 2031-03-24      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Venture Global LNG Inc                                                           | VENTURE GLOBAL L               | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    345000 | PA      | $343099.91    | 0.08%             | 2031-06-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Post Holdings Inc                                                                | POST HOLDINGS IN               | CUSIP: 737446AY0<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    640000 | PA      | $640849.34    | 0.14%             | 2036-03-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Virgin Media Secured Finance PLC                                                 | VIRGIN MEDIA SEC               | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $147812.87    | 0.03%             | 2029-05-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                   | AMER ELEC PWR                  | CUSIP: 025537AY7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    190000 | PA      | $195889.26    | 0.04%             | 2029-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Jacobs Engineering Group Inc                                                     | JACOBS ENGIN GRP               | CUSIP: 469814AA5<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105359.51    | 0.02%             | 2033-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Howard Midstream Energy Partners LLC                                             | HOWARD MIDSTREAM               | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $209717.69    | 0.05%             | 2034-01-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Ukraine Government International Bond                                            | UKRAINE GOVT                   | CUSIP: 903724CC4<br>LEI: N/A                  | Long             | DBT              | NUSS              | UA        |    493194 | PA      | $289522.78    | 0.06%             | 2036-02-01      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| TransDigm Inc                                                                    | TRANSDIGM INC                  | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    130000 | PA      | $136441.84    | 0.03%             | 2031-12-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                                        | APOLLO DEBT SOLU               | CUSIP: 03770DAB9<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |     80000 | PA      | $84025.12     | 0.02%             | 2029-04-13      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    180000 | PA      | $162241.36    | 0.04%             | 2032-10-20      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    580000 | PA      | $581432.72    | 0.13%             | 2031-11-06      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasin                                                   | GMALT 2025-2 A4                | CUSIP: 362962AE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    180000 | PA      | $182215.17    | 0.04%             | 2029-04-20      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650DU1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82378.39     | 0.02%             | 2033-02-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                         | VISTRA OPERATION               | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79969.61     | 0.02%             | 2027-07-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic International Bond                                            | DOMINICAN REPUBL               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DO        |    150000 | PA      | $161134.08    | 0.04%             | 2031-02-03      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bond                                            | TURKIYE REP OF                 | CUSIP: 900123CM0<br>LEI: N/A                  | Long             | DBT              | NUSS              | TR        |    202000 | PA      | $165423.88    | 0.04%             | 2047-05-11      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                     | CCO HOLDINGS LLC               | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $27412.34     | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| DLLAD 2025-1 LLC                                                                 | DLLAD 2025-1A A4               | CUSIP: 23347BAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    150000 | PA      | $151945.61    | 0.03%             | 2032-10-20      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| OneMain Finance Corp                                                             | ONEMAIN FINANCE                | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73030.09     | 0.02%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co LLC                                                   | NISSAN MOTOR ACC               | CUSIP: 65480CAK1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    145000 | PA      | $144917.41    | 0.03%             | 2028-09-29      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Concord Music Royalties LLC                                                      | TUNES 2025-1A A2               | CUSIP: 20633KAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    340000 | PA      | $342670.33    | 0.08%             | 2075-07-20      | Fixed         | 5.51%                 | Yes           |                  2 | On Loan: No      |
| LifePoint Health Inc                                                             | LIFEPOINT HEALTH               | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    190000 | PA      | $208344.25    | 0.05%             | 2030-10-15      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| Civitas Resources Inc                                                            | CIVITAS RESOURCE               | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    225000 | PA      | $235618.16    | 0.05%             | 2030-11-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| DaVita Inc                                                                       | DAVITA INC                     | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    490000 | PA      | $509123.28    | 0.11%             | 2032-09-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                  | SANTANDER UK GRP               | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    744000 | PA      | $744467.08    | 0.17%             | 2029-09-22      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co                                                             | MATADOR RESOURC                | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303791.61    | 0.07%             | 2032-04-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc                                                             | CLEVELAND-CLIFFS               | CUSIP: 185899AN1<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102946.83    | 0.02%             | 2030-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust 2025-X2                                        | AFFRM 2025-X2 C                | CUSIP: 00835DAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100181.82    | 0.02%             | 2030-10-15      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Smurfit Kappa Treasury ULC                                                       | SMURFIT KAPPA                  | CUSIP: 83272GAE1<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    670000 | PA      | $693553.78    | 0.16%             | 2034-04-03      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                                  | BLACKSTONE SEC                 | CUSIP: 09261XAJ1<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |     38000 | PA      | $38329.24     | 0.01%             | 2028-04-13      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Carnival Corp                                                                    | CARNIVAL CORP                  | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    153000 | PA      | $157164.58    | 0.04%             | 2032-08-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Costa Rica Government International Bond                                         | COSTA RICA GOVT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CR        |    200000 | PA      | $221276.32    | 0.05%             | 2045-03-12      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | TALLGRASS NRG                  | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $141103.84    | 0.03%             | 2030-12-31      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Western Digital Corp                                                             | WESTERN DIGITAL                | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79977.94     | 0.02%             | 2026-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                         | SERVICE PROP                   | CUSIP: 81761LAF9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    590000 | PA      | $533257.22    | 0.12%             | 2027-09-30      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Wyndham Hotels & Resorts Inc                                                     | WYNDHAM HOTELS &               | CUSIP: 98310CAF9<br>LEI: 549300FE3MQ4RVXXC673 | Long             | LON              | CORP              | US        |     86473 | PA      | $86581.46     | 0.02%             | 2030-05-28      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                               | AMEREN ILLINOIS                | CUSIP: 02361DBA7<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51084.62     | 0.01%             | 2033-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Opal US LLC                                                                      | OPAL US LLC                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    294262 | PA      | $295856.52    | 0.07%             | 2032-04-23      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                 | CSC HOLDINGS LLC               | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    325000 | PA      | $196738.43    | 0.04%             | 2031-02-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1043397.89   | 0.23%             | 2028-05-07      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                             | FRONTIER COMMUNI               | CUSIP: 35908MAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $136948.10    | 0.03%             | 2031-03-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Kaiser Aluminum Corp                                                             | KAISER ALUMINUM                | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $144946.74    | 0.03%             | 2031-06-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy Inc                                                                   | NRG ENERGY INC                 | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    300000 | PA      | $308051.22    | 0.07%             | 2034-11-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Uber Technologies Inc                                                            | UBER TECHNOLOGIE               | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198462.58    | 0.04%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                  | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    250000 | PA      | $270045.30    | 0.06%             | 2033-10-28      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                                       | AMSR 2025-SFR1 A               | CUSIP: 00182MAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    170000 | PA      | $164044.65    | 0.04%             | 2042-06-17      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                             | FRONTIER COMMUNI               | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $100780.89    | 0.02%             | 2029-05-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2025-2                                                     | HPEFS 2025-2A D                | CUSIP: 442927AF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $99875.03     | 0.02%             | 2033-05-20      | Fixed         | 4.77%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2025-3                                     | GMALT 2025-3 C                 | CUSIP: 379965AG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    120000 | PA      | $120722.87    | 0.03%             | 2030-01-21      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Miter Brands Acquisition Holdco Inc / MIWD Borrower LLC                          | MITR BRDN / MIWD               | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $81965.15     | 0.02%             | 2032-04-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Alcoa Nederland Holding BV                                                       | ALCOA NEDERLAND                | CUSIP: 013822AC5<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |     50000 | PA      | $50078.38     | 0.01%             | 2028-05-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90381.73     | 0.02%             | 2029-07-23      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| Imola Merger Corp                                                                | IMOLA MERGER                   | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1052064.83   | 0.24%             | 2029-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     93000 | PA      | $99136.07     | 0.02%             | 2034-06-12      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2025-1                                              | DRIVE 2025-1 D                 | CUSIP: 262102AF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    430000 | PA      | $435162.19    | 0.10%             | 2032-09-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer III LLC                                               | CMDC 2025-3A A2                | CUSIP: 20469BAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    350000 | PA      | $352102.94    | 0.08%             | 2050-07-25      | Fixed         | 5.29%                 | Yes           |                  2 | On Loan: No      |
| Republic of South Africa Government International Bond                           | SOUTH AFRICA                   | CUSIP: 836205BJ2<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |    645000 | PA      | $637953.38    | 0.14%             | 2055-12-11      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| US Foods Inc                                                                     | US FOODS INC                   | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    337000 | PA      | $335046.68    | 0.08%             | 2029-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| SBA Communications Corp                                                          | SBA COMMUNICATIO               | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95570.00     | 0.02%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YBX2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    420000 | PA      | $418648.94    | 0.09%             | 2031-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                      | CUSIP: 225401BM9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    320000 | PA      | $318473.79    | 0.07%             | 2031-09-23      | Variable      | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Asurion LLC                                                                      | ASURION LLC                    | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    250000 | PA      | $248812.50    | 0.06%             | 2028-02-03      | Floating      | 9.06%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                   | CUSIP: 292480AK6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70224.92     | 0.02%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                                           | MORGAN STANLEY B               | CUSIP: 61690U8E3<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    822000 | PA      | $833589.05    | 0.19%             | 2028-07-14      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US 10YR NOTE (CBT)Mar26        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         4 | NC      | $-1030.47     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | TALLGRASS NRG                  | CUSIP: 87470LAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    585000 | PA      | $604581.00    | 0.14%             | 2029-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                     | HESS MIDSTREAM                 | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $124203.78    | 0.03%             | 2029-06-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co/The                                                    | GOODYEAR TIRE                  | CUSIP: 382550BS9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    543000 | PA      | $556203.26    | 0.12%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc                                                     | UNIVISION COMM                 | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    940000 | PA      | $981268.07    | 0.22%             | 2031-07-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Southern Power Co                                                                | SOUTHERN POWER                 | CUSIP: 843646AX8<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    170000 | PA      | $169706.09    | 0.04%             | 2030-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Wellington Management CLO 1 Ltd                                                  | WELLI 2023-1A BR               | CUSIP: 94957JAL8<br>LEI: 213800W7PWM3WCMD7X28 | Long             | ABS-MBS          | CORP              | JE        |    150000 | PA      | $150278.31    | 0.03%             | 2038-10-20      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential 2025-SFR3 Trust                                             | PROG 2025-SFR3 B               | CUSIP: 74334BAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     70000 | PA      | $65621.07     | 0.01%             | 2042-07-17      | Fixed         | 3.39%                 | Yes           |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc                                                             | CLEVELAND-CLIFFS               | CUSIP: 185899AK7<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $1038520.27   | 0.23%             | 2029-03-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                         | AESOP 2025-1A A                | CUSIP: 05377RKL7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |    130000 | PA      | $132035.48    | 0.03%             | 2029-08-20      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | HP ENTERPRISE                  | CUSIP: 42824CCB3<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    272000 | PA      | $272095.69    | 0.06%             | 2027-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Novelis Corp                                                                     | NOVELIS CORP                   | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   1071000 | PA      | $1035076.63   | 0.23%             | 2030-01-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Jersey Mike's Funding                                                            | JMIKE 2025-1A A2               | CUSIP: 476681AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    498750 | PA      | $507681.22    | 0.11%             | 2055-08-16      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| SIX FLAGS ENT/SIX FLAG                                                           | SIX FLAGS ENT                  | CUSIP: 83002YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $131160.56    | 0.03%             | 2032-05-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| 1011778 BC ULC / New Red Finance Inc                                             | 1011778 BC ULC /               | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    420000 | PA      | $431734.59    | 0.10%             | 2029-06-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51671.72     | 0.01%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                                              | NORTHERN TRST CO               | CUSIP: 665859AY0<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     87000 | PA      | $87091.22     | 0.02%             | 2030-11-19      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Jordan Government International Bond                                             | JORDAN                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JO        |    200000 | PA      | $210550.24    | 0.05%             | 2029-01-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     95000 | PA      | $101704.93    | 0.02%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                                           | XHR LP                         | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77273.80     | 0.02%             | 2030-05-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Element Solutions Inc                                                            | ELEMENT SOLN INC               | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |    715000 | PA      | $699495.01    | 0.16%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                                       | LADAR 2025-1A C                | CUSIP: 505712AF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $254415.90    | 0.06%             | 2030-07-15      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                           | MOTOROLA SOLUTIO               | CUSIP: 620076CB3<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    245000 | PA      | $252687.88    | 0.06%             | 2032-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    426000 | PA      | $397502.01    | 0.09%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Golub Capital Private Credit Fund                                                | GOLUB CAP                      | CUSIP: 38179RAD7<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |    123000 | PA      | $124921.97    | 0.03%             | 2030-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    103000 | PA      | $106355.55    | 0.02%             | 2029-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    242000 | PA      | $249014.22    | 0.06%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MGM China Holdings Ltd                                                           | MGM CHINA HOLDIN               | CUSIP: 55300RAJ0<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |    455000 | PA      | $481162.91    | 0.11%             | 2031-06-26      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| WESCO Distribution Inc                                                           | WESCO DISTRIBUT                | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208681.60    | 0.05%             | 2033-03-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1243683.60   | 0.28%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Science Applications International Corp                                          | SCIENCE APP                    | CUSIP: 808625AB3<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |    230000 | PA      | $233161.17    | 0.05%             | 2033-11-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    520000 | PA      | $544132.26    | 0.12%             | 2055-04-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP / Clarios US Finance Co                                        | CLARIOS GLOBAL                 | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    100000 | PA      | $103714.52    | 0.02%             | 2032-09-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                         | AESOP 2025-1A C                | CUSIP: 05377RKN3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $101961.70    | 0.02%             | 2029-08-20      | Fixed         | 5.87%                 | Yes           |                  2 | On Loan: No      |
| First Student Bidco Inc                                                          | FIRST STUDENT BI               | CUSIP: 33718FAP5<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |     51043 | PA      | $51145.08     | 0.01%             | 2030-08-15      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R02                                     | CAS 2025-R02 1A1               | CUSIP: 20754TAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     95943 | PA      | $96090.31     | 0.02%             | 2045-02-25      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| M&T Bank Corp                                                                    | M&T BANK CORP                  | CUSIP: 55261FAR5<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     48000 | PA      | $48275.67     | 0.01%             | 2034-01-27      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                            | UBER TECHNOLOGIE               | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89796.49     | 0.02%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                                              | GFORT 2025-2A C                | CUSIP: 361886EK6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    240000 | PA      | $242802.12    | 0.05%             | 2030-03-15      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | ASCENT RESOUR/AR               | CUSIP: 04364VAU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $240767.81    | 0.05%             | 2029-06-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                 | CUSIP: 00774MBR5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    164000 | PA      | $163513.66    | 0.04%             | 2030-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $738476.56    | 0.17%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2025-2                                              | DRIVE 2025-2 D                 | CUSIP: 262103AG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $499953.05    | 0.11%             | 2032-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2025-SFR6 Trust                                             | PROG 2025-SFR6 A               | CUSIP: 74334EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    900000 | PA      | $873216.27    | 0.20%             | 2042-12-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | ALLIANT HOLDINGS               | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    107000 | PA      | $111024.33    | 0.02%             | 2031-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Nigeria Government International Bond                                            | REP OF NIGERIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NG        |    400000 | PA      | $425941.24    | 0.10%             | 2029-03-24      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    856000 | PA      | $858205.91    | 0.19%             | 2031-09-11      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |   1810000 | PA      | $2108268.34   | 0.47%             | 2033-10-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| California Resources Corp                                                        | CALIFORNIA RESOU               | CUSIP: 13057QAL1<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |    640000 | PA      | $631531.71    | 0.14%             | 2034-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                                      | BEACH ACQUISITIO               | CUSIP: 07337FAB1<br>LEI: 254900F2FNX3GBTB6202 | Long             | LON              | CORP              | US        |    100000 | PA      | $100708.30    | 0.02%             | 2032-09-13      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XDP8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    535000 | PA      | $510106.08    | 0.11%             | 2028-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2025-6 B                  | CUSIP: 92348KEL3<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |    240000 | PA      | $243564.17    | 0.05%             | 2033-06-21      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2025-4 C                  | CUSIP: 92348KEE9<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |    140000 | PA      | $143121.34    | 0.03%             | 2033-03-21      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| MGM Resorts International                                                        | MGM RESORTS                    | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    355000 | PA      | $365620.22    | 0.08%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Gryphon Acquire NewCo LLC                                                        | GRYPHON ACQUIRE                | CUSIP: 40054QAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    690000 | PA      | $694600.23    | 0.16%             | 2032-09-13      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| ADT Security Corp/The                                                            | ADT SEC CORP                   | CUSIP: 00109LAB9<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    370000 | PA      | $375097.12    | 0.08%             | 2033-10-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Clean Harbors Inc                                                                | CLEAN HARBORS IN               | CUSIP: 184496AR8<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    355000 | PA      | $364396.10    | 0.08%             | 2033-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Garda World Security Corp                                                        | GARDA SECURITY                 | CUSIP: 36485MAQ2<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    240000 | PA      | $245512.92    | 0.06%             | 2031-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Belron Finance 2019 LLC                                                          | BELRON FINANCE 2               | CUSIP: 08078UAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    261697 | PA      | $263005.93    | 0.06%             | 2031-10-16      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| First Investors Auto Owner Trust 2025-1                                          | FIAOT 2025-1A C                | CUSIP: 32059WAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     90000 | PA      | $90181.53     | 0.02%             | 2031-12-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CANADIAN NATL RE               | CUSIP: 136385BA8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $37719.38     | 0.01%             | 2030-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                          | CARMX 2025-2 D                 | CUSIP: 14320AAH4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50000 | PA      | $51010.41     | 0.01%             | 2031-10-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Ciudad Autonoma De Buenos Aires/Government Bonds                                 | CITY OF BUENOS                 | CUSIP: LW2239967<br>LEI: 5299007MC8RF52X0ON96 | Long             | DBT              | NUSS              | AR        |    633365 | PA      | $637096.03    | 0.14%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                      | CUSIP: 225401AF5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     64000 | PA      | $63643.13     | 0.01%             | 2029-01-12      | Variable      | 3.87%                 | Yes           |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                              | GRAPHIC PACKAGIN               | CUSIP: 38869AAE7<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    365000 | PA      | $371232.30    | 0.08%             | 2032-07-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| M&T Bank Corp                                                                    | M&T BANK CORP                  | CUSIP: 55261FAY0<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    148000 | PA      | $151820.83    | 0.03%             | 2031-07-08      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| Southern Power Co                                                                | SOUTHERN POWER                 | CUSIP: 843646AY6<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89065.23     | 0.02%             | 2035-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Jersey Mike's Funding LLC                                                        | JMIKE 2024-1A A2               | CUSIP: 476681AD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    248125 | PA      | $253112.21    | 0.06%             | 2055-02-15      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Ball Corp                                                                        | BALL CORP                      | CUSIP: 058498AZ9<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36016.60     | 0.01%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260318           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-343.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Switch ABS Issuer LLC                                                            | SWTCH 2025-2A A21              | CUSIP: 871044AS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $249637.93    | 0.06%             | 2055-10-25      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | HP ENTERPRISE                  | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    505000 | PA      | $501055.34    | 0.11%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TopBuild Corp                                                                    | TOPBUILD CORP                  | CUSIP: 89055FAD5<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |    310000 | PA      | $313440.07    | 0.07%             | 2034-01-31      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust                                          | SSTRT 2025-A C                 | CUSIP: 81378RAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |      6224 | PA      | $6283.51      | 0.00%             | 2031-07-25      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | EURO-BUXL 30Y BND Mar26        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -4 | NC      | $7142.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR               | CUSIP: 30225VAJ6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51665.93     | 0.01%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Holding Co LLC                                                | COLUMBIA PIPE HC               | CUSIP: 19828AAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $77147.96     | 0.02%             | 2034-01-15      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                            | TENET HEALTHCARE               | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39438.06     | 0.01%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Red Oak Funding Master Trust                                                     | ROAK 2025-1A A                 | CUSIP: 75679JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100000.00    | 0.02%             | 2030-12-20      | Floating      | 5.98%                 | Yes           |                  3 | On Loan: No      |
| Penn Entertainment Inc                                                           | PENN NATL GAMING               | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $129663.28    | 0.03%             | 2029-07-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Axalta Coating Systems LLC / Axalta Coating Systems Dutch Holding B BV           | AXALTA COAT/BV                 | CUSIP: 05454NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    160000 | PA      | $159835.86    | 0.04%             | 2027-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                                         | WARNERMEDIA HLDG               | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    245000 | PA      | $215046.32    | 0.05%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                     | CCO HOLDINGS LLC               | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1296135.01   | 0.29%             | 2030-03-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135CV6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    255000 | PA      | $253791.12    | 0.06%             | 2035-11-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                            | L BRANDS INC                   | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    580000 | PA      | $586686.07    | 0.13%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Rocket Software Inc                                                              | ROCKET SOFTWARE                | CUSIP: 77313DAW1<br>LEI: 549300PVG26ISP5X1556 | Long             | LON              | CORP              | US        |    705608 | PA      | $705126.28    | 0.16%             | 2028-11-28      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CNW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1900000 | PA      | $1896585.93   | 0.42%             | 2032-08-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                    | TRANSDIGM INC                  | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1071762.14   | 0.24%             | 2033-05-31      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2025-ARIA                                                               | BX 2025-ARIA A                 | CUSIP: 05619TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $201813.00    | 0.05%             | 2042-12-13      | Variable      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Synopsys Inc                                                                     | SYNOPSYS INC                   | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132717.42    | 0.03%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc                                                                | POST HOLDINGS IN               | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    270000 | PA      | $272622.62    | 0.06%             | 2033-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                            | WR GRACE HOLDING               | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    260000 | PA      | $266529.33    | 0.06%             | 2031-03-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                                   | HART 2025-A B                  | CUSIP: 44935CAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     40000 | PA      | $40454.52     | 0.01%             | 2031-04-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Sixth Street Lending Partners                                                    | SIXTH STREET LEN               | CUSIP: 829932AF9<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |    190000 | PA      | $195022.99    | 0.04%             | 2030-07-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                                           | PARAGUAY                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PY        |   1127000 | PA      | $1143788.24   | 0.26%             | 2031-04-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                              | MEDLINE BORROWER               | CUSIP: 58503UAJ2<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |    254283 | PA      | $254987.21    | 0.06%             | 2030-10-23      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| SM Energy Co                                                                     | SM ENERGY CO                   | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    340000 | PA      | $342538.20    | 0.08%             | 2029-08-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    423000 | PA      | $242977.15    | 0.05%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828X88<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3939062.48   | 0.88%             | 2027-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Performance Food Group Inc                                                       | PERFORMANCE FOOD               | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    355000 | PA      | $366414.49    | 0.08%             | 2032-09-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Antero Midstream Partners LP / Antero Midstream Finance Corp                     | ANTERO MIDSTREAM               | CUSIP: 03690AAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $108891.02    | 0.02%             | 2032-02-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Berry Global Inc                                                                 | BERRY GLOBAL INC               | CUSIP: 08576PAQ4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14595.34     | 0.00%             | 2034-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Synovus Financial Corp                                                           | SYNOVUS FINL                   | CUSIP: 87161CAP0<br>LEI: 549300EIUS8UN5JTLE54 | Long             | DBT              | CORP              | US        |    217000 | PA      | $225318.61    | 0.05%             | 2030-11-01      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Clean Harbors Inc                                                                | CLEAN HARBORS IN               | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20574.04     | 0.00%             | 2031-02-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CO                      | CUSIP: 30161NBE0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18702.43     | 0.00%             | 2032-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| AMSR 2025-SFR2 Trust                                                             | AMSR 2025-SFR2 B               | CUSIP: 00180BAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    120000 | PA      | $116915.87    | 0.03%             | 2042-11-17      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| Allegion plc                                                                     | ALLEGION PLC                   | CUSIP: 01748TAB7<br>LEI: 984500560CAC2E6FB757 | Long             | DBT              | CORP              | IE        |     56000 | PA      | $54580.65     | 0.01%             | 2029-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                                   | 1261229 BC LTD                 | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1035000 | PA      | $1077920.00   | 0.24%             | 2032-04-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| M&T Bank Corp                                                                    | M&T BANK CORP                  | CUSIP: 55261FAZ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    168000 | PA      | $169725.71    | 0.04%             | 2035-07-30      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bond                                            | REP OF NIGERIA                 | CUSIP: 65412AFF4<br>LEI: N/A                  | Long             | DBT              | NUSS              | NG        |    225000 | PA      | $242137.17    | 0.05%             | 2036-01-13      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                       | ARES STRATEGIC I               | CUSIP: 04020EAB3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14422.14     | 0.00%             | 2029-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   2070000 | PA      | $1992290.96   | 0.45%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd                                                       | FIRST QUANTUM                  | CUSIP: 335934AU9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    225000 | PA      | $236439.59    | 0.05%             | 2031-06-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Valaris Ltd                                                                      | VALARIS                        | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    340000 | PA      | $353973.69    | 0.08%             | 2030-04-30      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                      | NATL AUSTRALIABK               | CUSIP: 632525AY7<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $91742.05     | 0.02%             | 2031-05-21      | Fixed         | 2.99%                 | Yes           |                  2 | On Loan: No      |
| Endo Finance Holdings Inc                                                        | ENDO FINANCE                   | CUSIP: 29280UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1000258 | PA      | $991817.47    | 0.22%             | 2031-04-23      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| Gildan Activewear Inc                                                            | GILDAN ACTIVEWEA               | CUSIP: 375916AG8<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $34874.81     | 0.01%             | 2035-10-07      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                 | CUSIP: 808513CJ2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     70000 | PA      | $74027.12     | 0.02%             | 2029-11-17      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp                                                    | OLYMPUS WTR HLDG               | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511811.70    | 0.11%             | 2031-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | EURO-BOBL FUTURE  Mar26        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -5 | NC      | $2100.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens-Brockway Glass Container Inc                                               | OWENS-BROCKWAY                 | CUSIP: 69073TAV5<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    570000 | PA      | $577782.21    | 0.13%             | 2032-06-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260318           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2853.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Central Parent Inc / CDK Global Inc                                              | CENTRAL PAR/CDK                | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $42446.71     | 0.01%             | 2029-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust 2025-4                                         | GCAR 2025-4A B                 | CUSIP: 36273HAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $250988.10    | 0.06%             | 2030-04-15      | Fixed         | 4.53%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-26

**Name of Applicant:** VANGUARD MALVERN FUNDS

**Signature:** Ashley Grim

**Name of Signer:** Ashley Grim

**Title:** Treasurer