# EDGAR Filing Document

**Accession Number:** 0000823535
**File Stem:** 0001752724-23-035009
**Filing Date:** 2023-2
**Character Count:** 680203
**Document Hash:** bf60ddd8aea10f5a69e7cc17ccd36324
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-035009.hdr.sgml**: 20230223

**ACCESSION NUMBER**: 0001752724-23-035009

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230223

**DATE AS OF CHANGE**: 20230223

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Variable Insurance Products Fund V
- **CENTRAL INDEX KEY:** 0000823535
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05361
- **FILM NUMBER:** 23657051

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2022-12-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1404311892.56

**Total Liabilities:** $28777061.07

**Net Assets:** $1375534831.49

**Delayed Delivery Securities:** $11489204.10

**Cash Not Reported:** $134424.89

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 7257.51335525 | **1-Year:** 51142.97999328 | **5-Year:** 120082.97792340 | **10-Year:** 126078.82922935 | **30-Year:** 124022.16066167

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

- **3-Month:** 24766.05918588 | **1-Year:** 78151.93291653 | **5-Year:** 93667.99728703 | **10-Year:** 23877.07237148 | **30-Year:** 7378.54678857

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000048809 | 0.69%                | 3.25%                | -0.68%               |
| Class ID C000048811 | 0.70%                | 3.16%                | -0.72%               |
| Class ID C000048812 | 0.60%                | 3.30%                | -0.75%               |
| Class ID C000048810 | 0.70%                | 3.26%                | -0.73%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2927735.02             | $8734869.14                                |
| Month 2  | $-8310596.24             | $43944098.48                               |
| Month 3  | $-4091536.30             | $-10241188.51                              |

**Designated Index Information**

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

- **Index Identifier:** 19807815

### Schedule of Portfolio Investments

| Name                                                                             | Title                                                                                                    | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC 6.364%/VAR 11/16/2032 REGS                                                             | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |   1025000 | PA      | $1113054.98   | 0.08%             | 2032-11-16      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| 1MDB GLOBAL INVESTMENTS LTD                                                      | 1MDB GLOBAL INVESTMENTS LTD 4.4% 03/09/2023 REGS                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | VG        |   3000000 | PA      | $2931187.50   | 0.21%             | 2023-03-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NIGERIA REPUBLIC OF                                                              | NIGERIA REPUBLIC 7.625% 11/21/2025 144A                                                                  | CUSIP: 65412JAJ2<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    395000 | PA      | $361918.75    | 0.03%             | 2025-11-21      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| UNIT CORP                                                                        | UNIT CORP                                                                                                | CUSIP: 909218406<br>LEI: 549300XGK22FZCTN8B67 | Long             | EC               | CORP              | US        |      2069 | NS      | $119712.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TEMPUR SEALY INTERNATIONAL INC                                                   | TEMPUR SEALY INTERNATIONAL INC                                                                           | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |     31900 | NS      | $1095127.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TAPESTRY INC                                                                     | TAPESTRY INC                                                                                             | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |      9300 | NS      | $354144.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                                                        | EGYPT (ARAB) REPUBLIC OF 8.7002% 03/01/2049 144A                                                         | CUSIP: 03846JW89<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    340000 | PA      | $223550.00    | 0.02%             | 2049-03-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| SOUTHERN NAT GAS CO LLC                                                          | SOUTHERN NAT GAS CO LLC 8% 03/01/2032                                                                    | CUSIP: 843452AZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    335000 | PA      | $367461.29    | 0.03%             | 2032-03-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                                     | CHARLES RIVER LABS INTL INC 3.75% 03/15/2029 144A                                                        | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    525000 | PA      | $464310.00    | 0.03%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP/FIN CO                                                       | HILCORP ENERGY I LP/FIN CO 6.25% 11/01/2028 144A                                                         | CUSIP: 431318AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    590000 | PA      | $533950.00    | 0.04%             | 2028-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PAKISTAN, ISLAMIC REP OF                                                         | PAKISTAN ISLAMIC REP OF 6% 04/08/2026 144A                                                               | CUSIP: 695847AS2<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    730000 | PA      | $292080.30    | 0.02%             | 2026-04-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PG and E CORP                                                                    | PG and E TERM B 1LN 06/23/2025                                                                           | CUSIP: 69338CAH4<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | LON              | CORP              | US        |   1638000 | PA      | $1623159.72   | 0.12%             | 2025-06-23      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                     | CAIXABANK SA 02/23/2033 REGS                                                                             | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $1071362.02   | 0.08%             | 2033-02-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE BV                                                      | PETROBRAS GLOBAL FINANCE BV 6.875% 01/20/2040                                                            | CUSIP: 71645WAQ4<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    309000 | PA      | $292835.44    | 0.02%             | 2040-01-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                               | TURKEY REPUBLIC OF 5.125% 02/17/2028                                                                     | CUSIP: 900123CP3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    520000 | PA      | $448500.00    | 0.03%             | 2028-02-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                             | UMBS 30YR 2.5% 02/01/2053 #TBA                                                                           | CUSIP: 01F022626<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    500000 | PA      | $424296.90    | 0.03%             | 2053-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ARGENTINA REPUBLIC OF                                                            | ARGENTINA REPUBLIC OF STEP 07/09/2030                                                                    | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   7000308 | PA      | $1893583.31   | 0.14%             | 2030-07-09      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC                                                             | SRS DISTRIBUTION INC 6.125% 07/01/2029 144A                                                              | CUSIP: 78471RAC0<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |    230000 | PA      | $185959.60    | 0.01%             | 2029-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC 5.9% VAR PERP                                                                              | CUSIP: 172967GF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |   1455000 | PA      | $1439839.44   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLIANT HLDGS INTERMEDIATE LLC                                                   | ALLIANT HOLDINGS TERM B4 1LN 11/12/2027                                                                  | CUSIP: 01881UAJ4<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |    636570 | PA      | $621336.88    | 0.05%             | 2027-11-12      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| TRICER HOLDCO S.C.A.                                                             | TRICER HOLDCO S.C.A CLASS A2 PP                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |     16755 | NS      | $0.17         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| BAIDU INC                                                                        | BAIDU INC 2.375% 10/09/2030                                                                              | CUSIP: 056752AT5<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    270000 | PA      | $213902.10    | 0.02%             | 2030-10-09      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VALVOLINE INC                                                                    | VALVOLINE INC 4.25% 02/15/2030 144A                                                                      | CUSIP: 92047WAD3<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |    435000 | PA      | $422002.60    | 0.03%             | 2030-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                               | TURKEY REPUBLIC OF 4.875% 04/16/2043                                                                     | CUSIP: 900123CB4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    715000 | PA      | $463543.44    | 0.03%             | 2043-04-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| C AND S GROUP ENTERPRISES LLC                                                    | C AND S GROUP ENTERPRISES LLC 5% 12/15/2028 144A                                                         | CUSIP: 12467AAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    510000 | PA      | $385050.00    | 0.03%             | 2028-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PROVINCE CORDOBA                                                                 | PROVINCE CORDOBA STEP 06/01/2027 144A                                                                    | CUSIP: 74408DAD6<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | CORP              | AR        |    515562 | PA      | $341012.04    | 0.02%             | 2027-06-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| KOREA REPUBLIC OF                                                                | KOREA REPUBLIC OF 1% 09/16/2030                                                                          | CUSIP: 50064FAS3<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    590000 | PA      | $464591.84    | 0.03%             | 2030-09-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DP WORLD CRESCENT LTD                                                            | DP WORLD CRESCENT LTD 3.7495% 01/30/2030 144A                                                            | CUSIP: 26139PAC7<br>LEI: 21380096JRTWB8TL9236 | Long             | DBT              | CORP              | KY        |    765000 | PA      | $703465.31    | 0.05%             | 2030-01-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                             | COLOMBIA REPUBLIC OF 7.375% 09/18/2037                                                                   | CUSIP: 195325BK0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    140000 | PA      | $131276.25    | 0.01%             | 2037-09-18      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GRAHAM PACKAGING CO INC                                                          | GRAHAM PACKAGING CO INC 7.125% 08/15/2028 144A                                                           | CUSIP: 384701AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    365000 | PA      | $304536.84    | 0.02%             | 2028-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PECF USS INTERMEDIATE HOLDING III CORP                                           | UNITED SITE SERVICES TERM B 1LN 12/17/2028                                                               | CUSIP: 69291LAB2<br>LEI: 254900DIL842DEXPYJ91 | Long             | LON              | CORP              | US        |    103950 | PA      | $86379.33     | 0.01%             | 2028-12-17      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                               | CNX RESOURCES CORP 7.375% 01/15/2031 144A                                                                | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    295000 | PA      | $282754.55    | 0.02%             | 2031-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 1.5% 01/31/2027                                                                                | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4595000 | PA      | $4148602.92   | 0.30%             | 2027-01-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CORECIVIC INC                                                                    | CORECIVIC INC 8.25% 04/15/2026                                                                           | CUSIP: 21871NAB7<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |   1495000 | PA      | $1533122.50   | 0.11%             | 2026-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP 3.5% 08/15/2029                                                                | CUSIP: 674599CS2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    370000 | PA      | $331264.70    | 0.02%             | 2029-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MESQUITE ENERGY INC                                                              | MESQUITE ENERGY INC CONV 15% 07/15/2023                                                                  | CUSIP: 59073XAB1<br>LEI: 549300SB0HTIM17TVR61 | Long             | DBT              | CORP              | US        |    119924 | PA      | $764227.68    | 0.06%             | 2023-07-15      | Fixed         | 0.15%                 | Yes           |                  3 | On Loan: No      |
| EQUATE PETROCHEMICAL BV                                                          | EQUATE PETROCHEMICAL BV 4.25% 11/03/2026 144A                                                            | CUSIP: 29441WAC9<br>LEI: 635400Y3Z5R4NJSMQ630 | Long             | DBT              | CORP              | NL        |    235000 | PA      | $224248.75    | 0.02%             | 2026-11-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                          | NEW FORTRESS ENERGY INC 6.5% 09/30/2026 144A                                                             | CUSIP: 644393AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1100509.50   | 0.08%             | 2026-09-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ONEMAIN HLDGS INC                                                                | ONEMAIN HOLDINGS INC                                                                                     | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |     29400 | NS      | $979314.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UST BILLS                                                                        | UST BILLS 0% 02/09/2023                                                                                  | CUSIP: 912796XZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    640000 | PA      | $637446.73    | 0.05%             | 2023-02-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                                              | SPRINT CAPITAL CORP 6.875% 11/15/2028                                                                    | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   5882000 | PA      | $6105163.08   | 0.44%             | 2028-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                                                 | AMWINS GROUP INC 4.875% 06/30/2029 144A                                                                  | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |    415000 | PA      | $351980.90    | 0.03%             | 2029-06-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                                                    | TOPBUILD CORP 3.625% 03/15/2029 144A                                                                     | CUSIP: 89055FAB9<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |    305000 | PA      | $250070.98    | 0.02%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF GEORGIA JSC                                                              | GEORGIA BK JT STK CO 11.125/VAR PERP REGS                                                                | CUSIP: N/A<br>LEI: 549300RPLD8RXL49Z691       | Long             | EP               | CORP              | GE        |    200000 | PA      | $193000.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OMAN SULTANATE                                                                   | OMAN SULTANATE 6.75% 01/17/2048 144A                                                                     | CUSIP: 682051AJ6<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    920000 | PA      | $856347.50    | 0.06%             | 2048-01-17      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LEBANON REPUBLIC OF                                                              | LEBANON REPUBLIC OF 5.8% 12/31/2049 REGS                                                                 | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |    625000 | PA      | $35800.00     | 0.00%             | 2049-12-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALGOMA STEEL SCA                                                                 | ALGOMA STEEL SCA 0% 12/31/2023                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | LU        |    102200 | PA      | $0.01         | 0.00%             | 2023-12-31      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| LENOVO GROUP LTD                                                                 | LENOVO GROUP LTD 3.421% 11/02/2030 144A                                                                  | CUSIP: 526250AB1<br>LEI: 254900VUZRGD5U73RE46 | Long             | DBT              | CORP              | HK        |    485000 | PA      | $381573.75    | 0.03%             | 2030-11-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EMIRATE OF ABU DHABI                                                             | EMIRATE OF ABU DHABI 3.125% 09/30/2049 144A                                                              | CUSIP: 29135LAF7<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |   1915000 | PA      | $1409679.38   | 0.10%             | 2049-09-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC (UNGTD)                                                             | BARCLAYS PLC (UNGTD) 5.262%/VAR 01/29/2034 REGS                                                          | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |   1286000 | PA      | $1359179.22   | 0.10%             | 2034-01-29      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PILGRIMS PRIDE CORP NEW                                                          | PILGRIMS PRIDE CORP NEW 4.25% 04/15/2031 144A                                                            | CUSIP: 72147KAF5<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $867566.10    | 0.06%             | 2031-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM PARTNERS LP                                                       | HESS MIDSTREAM PARTNERS LP 5.625% 02/15/2026 144A                                                        | CUSIP: 428102AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    795000 | PA      | $774397.58    | 0.06%             | 2026-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                    | FHLG 30YR 3.5% 03/01/2052#                                                                               | CUSIP: 3133KNWK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    675965 | PA      | $620245.68    | 0.05%             | 2052-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 2.875% 11/30/2025                                                                              | CUSIP: 9128285N6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3162000 | PA      | $3042436.88   | 0.22%             | 2025-11-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS 6.75% 09/21/2047                                                                     | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    798000 | PA      | $508230.24    | 0.04%             | 2047-09-21      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OPERATING LLC                                                    | CLEARWAY ENERGY OPER LLC 3.75% 01/15/2032 144A                                                           | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    280000 | PA      | $225071.17    | 0.02%             | 2032-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STILLWATER MINING COMPANY                                                        | STILLWATER MINING COMPANY 4% 11/16/2026 144A                                                             | CUSIP: 86074QAP7<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |    820000 | PA      | $720728.75    | 0.05%             | 2026-11-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                                              | UNITED AIRLINES INC 4.375% 04/15/2026 144A                                                               | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1344042.70   | 0.10%             | 2026-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                                                         | ISRAEL ELECTRIC CORP LTD 3.75% 02/22/2032 144A REGS                                                      | CUSIP: N/A<br>LEI: 254900JW7GE35YNJGJ55       | Long             | DBT              | CORP              | IL        |    605000 | PA      | $529157.20    | 0.04%             | 2032-02-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FRESNILLO PLC                                                                    | FRESNILLO PLC 4.25% 10/02/2050 144A                                                                      | CUSIP: 358070AB6<br>LEI: 549300JXWH1UV5J0XV81 | Long             | DBT              | CORP              | GB        |    360000 | PA      | $282780.00    | 0.02%             | 2050-10-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                             | WR GRACE HOLDING LLC 5.625% 08/15/2029 144A                                                              | CUSIP: 92943GAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1049451.00   | 0.08%             | 2029-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS BRANCH                                                    | BBVA BANCOMER SA TEXAS 5.35%/VAR 11/12/2029 144A                                                         | CUSIP: 05533UAE8<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | EP               | CORP              | US        |    180000 | PA      | $175083.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RUSSIA FEDN MINISTRY FINANCE                                                     | RUSSIA FEDN MINISTRY FINANCE 5.1% 03/28/2035 REGS                                                        | CUSIP: N/A<br>LEI: 5493004EHVGF71PDBU58       | Long             | DBT              | NUSS              | RU        |    600000 | PA      | $174000.00    | 0.01%             | 2035-03-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                                                                | KOSMOS ENERGY LTD 7.125% 04/04/2026 144A                                                                 | CUSIP: 500688AC0<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1366789.38   | 0.10%             | 2026-04-04      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CHAPARRAL ENERGY INC                                                             | CANVAS ENERGY INC NEW SER B WT 10/01/25                                                                  | CUSIP: 15942R141<br>LEI: V5IUQSDP5WPR92NJWH73 | Long             | EC               | CORP              | US        |        13 | NS      | $21.61        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 1.5% 11/30/2028                                                                                | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    860000 | PA      | $746822.66    | 0.05%             | 2028-11-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                                                           | CHESAPEAKE ENERGY CORP PIPE                                                                              | CUSIP: N/A<br>LEI: X2MT1W32SPAZ9WSKLE78       | Long             | EC               | CORP              | US        |      1691 | NS      | $159579.67    | 0.01%             |  |  |  | Yes           |                  1 | On Loan: No      |
| FREEPORT INDONESIA PT                                                            | FREEPORT INDONESIA PT 6.2% 04/14/2052 144A                                                               | CUSIP: 69377FAC0<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    265000 | PA      | $229916.65    | 0.02%             | 2052-04-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| IQVIA HOLDINGS INC                                                               | IQVIA HOLDINGS INC                                                                                       | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |      4300 | NS      | $881027.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC                             | 1011778 BC ULC/NEW RED FIN INC 4.375% 01/15/2028 144A                                                    | CUSIP: 68245XAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    560000 | PA      | $501427.33    | 0.04%             | 2028-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LCPR SENIOR SECURED FINANCING DAC                                                | LCPR SENIOR SECURED FINANCING DAC 6.75% 10/15/2027 144A                                                  | CUSIP: 50201DAA1<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |    544000 | PA      | $508640.00    | 0.04%             | 2027-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OMAN SULTANATE                                                                   | OMAN SULTANATE 5.375% 03/08/2027 144A                                                                    | CUSIP: 682051AE7<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    120000 | PA      | $117022.50    | 0.01%             | 2027-03-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHILE REPUBLIC OF                                                                | CHILE REPUBLIC OF 3.5% 01/31/2034                                                                        | CUSIP: 168863DV7<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $170100.00    | 0.01%             | 2034-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                        | GNII II 2% 01/01/2053 #TBA                                                                               | CUSIP: 21H020618<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |  -5175000 | PA      | $-4341669.75  | -0.32%            | 2053-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                                        | MGM RESORTS INTERNATIONAL 6.75% 05/01/2025                                                               | CUSIP: 552953CG4<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |   1485000 | PA      | $1492738.34   | 0.11%             | 2025-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAP LTD                                                                 | PETRONAS CAP LTD 3.404% 04/28/2061 144A                                                                  | CUSIP: 71675CAE8<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    295000 | PA      | $201529.25    | 0.01%             | 2061-04-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA KINGDOM OF                                                          | SAUDI ARABIA KINGDOM OF 3.45% 02/02/2061 144A                                                            | CUSIP: 80413TAW9<br>LEI: 54930044PULMORCKB765 | Long             | DBT              | NUSS              | SA        |    620000 | PA      | $441091.25    | 0.03%             | 2061-02-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BOXER PARENT CO INC                                                              | BMC TERM B 1LN 10/02/2025                                                                                | CUSIP: 05988HAE7<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |   1605406 | PA      | $1534447.11   | 0.11%             | 2025-10-02      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ABG INTERMEDIATE HLDGS 2 LLC                                                     | AUTHENTIC BRANDS TERM B1 1LN 12/21/2028                                                                  | CUSIP: 00076VAZ3<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |    248750 | PA      | $240354.70    | 0.02%             | 2028-12-21      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESIDENTIAL PPTYS INC / BROOKFIELD RESIDENTIAL US CORP                | BROOKFIELD RESIDENTIAL PPTYS INC / US CORP 4.875% 02/15/2030 144A                                        | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    405000 | PA      | $315765.30    | 0.02%             | 2030-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC                                                                 | MICHAELS COS INC 5.25% 05/01/2028 144A                                                                   | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    685000 | PA      | $551103.51    | 0.04%             | 2028-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHILE REPUBLIC OF                                                                | CHILE REPUBLIC OF 4.34% 03/07/2042                                                                       | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    260000 | PA      | $219017.50    | 0.02%             | 2042-03-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                     | MEXICO UNITED MEXICAN STATES 6.05% 01/11/2040                                                            | CUSIP: 91086QAV0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    670000 | PA      | $650235.00    | 0.05%             | 2040-01-11      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ABG INTERMEDIATE HLDGS 2 LLC                                                     | AUTHENTIC BRANDS TERM B 2LN 12/20/2029                                                                   | CUSIP: 00076VAY6<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |     50000 | PA      | $45500.00     | 0.00%             | 2029-12-20      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                 | CCO HLDGS LLC/CAP CORP 5.375% 06/01/2029 144A                                                            | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4800000 | PA      | $4340496.00   | 0.32%             | 2029-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                            | UBER TECHNOLOGIES INC 6.25% 01/15/2028 144A                                                              | CUSIP: 90353TAG5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    545000 | PA      | $523199.93    | 0.04%             | 2028-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                 | ALTICE FRANCE SA 8.125% 02/01/2027 144A                                                                  | CUSIP: 02156LAA9<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    370000 | PA      | $337025.60    | 0.02%             | 2027-02-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| COVANTA HLDG CORP                                                                | COVANTA HLDG CORP 5% 09/01/2030                                                                          | CUSIP: 22282EAJ1<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |    670000 | PA      | $541050.43    | 0.04%             | 2030-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GAINWELL ACQUISITION CORP                                                        | GAINWELL TERM B 1LN 10/01/2027                                                                           | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    969277 | PA      | $907485.50    | 0.07%             | 2027-10-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CAS CAPITAL NO 1 LTD                                                             | CAS CAPITAL NO 1 LIMITED 4%/VAR PERP REGS                                                                | CUSIP: N/A<br>LEI: 254900REJZW5L9QRTD85       | Long             | EP               | CORP              | VG        |    800000 | PA      | $619872.00    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                               | UKRAINE GOVERNMENT 7.75% 09/01/2029 144A                                                                 | CUSIP: 903724AU6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    110000 | PA      | $23361.25     | 0.00%             | 2029-09-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| PIKE CORP                                                                        | PIKE CORP 5.5% 09/01/2028 144A                                                                           | CUSIP: 721283AA7<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1237049.60   | 0.09%             | 2028-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORPORATION                                                            | OPEN TEXT CORPORATION 3.875% 02/15/2028 144A                                                             | CUSIP: 683715AC0<br>LEI: 549300UQROQS42RKHM85 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $257439.00    | 0.02%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS 6.625% 06/15/2035                                                                    | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1965000 | PA      | $1418140.50   | 0.10%             | 2035-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PROVINCE CORDOBA                                                                 | PROVINCE CORDOBA STEP 12/10/2025 144A                                                                    | CUSIP: 74408DAC8<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | CORP              | AR        |   1051837 | PA      | $841469.60    | 0.06%             | 2025-12-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CATALENT PHARMA SOLUTIONS                                                        | CATALENT PHARMA SOLUTIONS 3.5% 04/01/2030 144A                                                           | CUSIP: 14879EAK4<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |    280000 | PA      | $221085.20    | 0.02%             | 2030-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 1.625% 05/31/2023                                                                              | CUSIP: 912828R69<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    760000 | PA      | $751064.06    | 0.05%             | 2023-05-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                 | CCO HLDGS LLC/CAP CORP 5% 02/01/2028 144A                                                                | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    335000 | PA      | $304176.65    | 0.02%             | 2028-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                                              | HUNGARY REPUBLIC OF 2.125% 09/22/2031 144A                                                               | CUSIP: 445545AM8<br>LEI: 5299008DH62LEB10JK83 | Long             | DBT              | NUSS              | HU        |    205000 | PA      | $150649.38    | 0.01%             | 2031-09-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| 180 MEDICAL INC                                                                  | 180 MEDICAL INC 3.875% 10/15/2029 144A                                                                   | CUSIP: 682357AA6<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |    300000 | PA      | $257910.00    | 0.02%             | 2029-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SPIRIT LOYALTY CAYMAN LTD / SPIRIT IP CAYMAN LTD                                 | SPIRIT LOYALTY CAYMAN LTD / SPIRIT IP CAYMAN LTD 8% 09/20/2025 144A                                      | CUSIP: 84859BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    150000 | PA      | $150769.50    | 0.01%             | 2025-09-20      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                    | FHLG 30YR 4.5% 10/01/2052#SD8257                                                                         | CUSIP: 3132DWE66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2249999 | PA      | $2169497.05   | 0.16%             | 2052-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ZIGGO BV                                                                         | ZIGGO BV 4.875% 01/15/2030 144A                                                                          | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |    430000 | PA      | $359811.10    | 0.03%             | 2030-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                                  | IHS HOLDING LTD 5.625% 11/29/2026 144A                                                                   | CUSIP: 44963HAA3<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |    415000 | PA      | $344398.13    | 0.03%             | 2026-11-29      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOTHEBYS                                                                         | SOTHEBYS 7.375% 10/15/2027 144A                                                                          | CUSIP: 835898AH0<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |    295000 | PA      | $276600.68    | 0.02%             | 2027-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VENEZUELA, REPUBLIC OF                                                           | VENEZUELA REPUBLIC OF 11.95% 08/05/2031 REGS                                                             | CUSIP: N/A<br>LEI: 529900XM8PJTJK5OJI77       | Long             | DBT              | NUSS              | VE        |   1090000 | PA      | $95375.00     | 0.01%             | 2031-08-05      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                            | FEDERAL HOME LN MTG MLT CTF GT 2.127% 11/25/2031                                                         | CUSIP: 3137H4SH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $414908.05    | 0.03%             | 2031-11-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ERO COPPER CORP                                                                  | ERO COPPER CORP 6.5% 02/15/2030 144A                                                                     | CUSIP: 296006AA7<br>LEI: 549300KL8A21SEIO8I47 | Long             | DBT              | CORP              | CA        |    415000 | PA      | $334334.38    | 0.02%             | 2030-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                               | TURKEY REPUBLIC OF 5.25% 03/13/2030                                                                      | CUSIP: 900123CY4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    185000 | PA      | $148925.00    | 0.01%             | 2030-03-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                               | UKRAINE GOVT VAR 08/01/2041 144A                                                                         | CUSIP: 903724AW2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    370000 | PA      | $105403.75    | 0.01%             | 2041-08-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                           | AXA SA 4.25/VAR 03/10/2043 REGS                                                                          | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | DBT              | CORP              | FR        |   1492000 | PA      | $1454329.64   | 0.11%             | 2043-03-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| TTM TECHNOLOGIES INC                                                             | TTM TECHNOLOGIES INC 4% 03/01/2029 144A                                                                  | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |    455000 | PA      | $390182.98    | 0.03%             | 2029-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 2.25% 03/31/2026                                                                               | CUSIP: 9128286L9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3329000 | PA      | $3137192.37   | 0.23%             | 2026-03-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| XPO INC                                                                          | XPO INC 6.25% 05/01/2025 144A                                                                            | CUSIP: 983793AH3<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    515000 | PA      | $519847.78    | 0.04%             | 2025-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENFRAGEN ENERGIA SUR SA                                                          | ENFRAGEN ENERGIA SUR SA 5.375% 12/30/2030 144A                                                           | CUSIP: 29280LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |   1020000 | PA      | $711363.30    | 0.05%             | 2030-12-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WASH MULTIFAMILY ACQUISITION INC                                                 | WASH MULTIFAMILY ACQUISITION INC 5.75% 04/15/2026 144A                                                   | CUSIP: 93710WAA3<br>LEI: 549300AS7PRY5PHG6L12 | Long             | DBT              | CORP              | US        |    475000 | PA      | $447687.50    | 0.03%             | 2026-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS 6.5% 06/02/2041                                                                      | CUSIP: 71654QAZ5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    170000 | PA      | $109990.00    | 0.01%             | 2041-06-02      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FOUNDATION BUILDING MATERIALS INC                                                | FOUNDATION BUILDING MATERIALS INC 6% 03/01/2029 144A                                                     | CUSIP: 350392AA4<br>LEI: 549300ZVE6MONHB01I28 | Long             | DBT              | CORP              | US        |    310000 | PA      | $232098.16    | 0.02%             | 2029-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| THAMES WATER UTILITY FINANCE PLC                                                 | THAMES WATER UTILITY FIN PLC 1.25% 01/31/2032 REGS                                                       | CUSIP: N/A<br>LEI: 213800ESMPQ4RQ7G8351       | Long             | DBT              | CORP              | GB        |   1477000 | PA      | $1230110.46   | 0.09%             | 2032-01-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SINOPEC GROUP OVERSEAS DEV 2018 LTD                                              | SINOPEC GROUP OVERSEAS DEV 2018 LTD 2.7% 05/13/2030 144A                                                 | CUSIP: 82939GAP3<br>LEI: 549300C6OZZ8LTVR8209 | Long             | DBT              | CORP              | VG        |    220000 | PA      | $193155.60    | 0.01%             | 2030-05-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.1% 12/20/2030                                                                      | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 230600000 | PA      | $1701825.89   | 0.12%             | 2030-12-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                             | ROMANIA REPUBLIC OF 3% 02/27/2027 144A                                                                   | CUSIP: 77586RAK6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    470000 | PA      | $415010.00    | 0.03%             | 2027-02-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AFFINITY GAMING LLC                                                              | AFFINITY GAMING LLC 6.875% 12/15/2027 144A                                                               | CUSIP: 00842XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $211959.76    | 0.02%             | 2027-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DIAMOND BC BV                                                                    | DIAMOND BC BV 4.625% 10/01/2029 144A                                                                     | CUSIP: 25257DAA6<br>LEI: 549300SWLHWJF3D4N658 | Long             | DBT              | CORP              | NL        |    335000 | PA      | $268837.50    | 0.02%             | 2029-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                                                              | ASSUREDPARTNERS INC 5.625% 01/15/2029 144A                                                               | CUSIP: 04624VAB5<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |    390000 | PA      | $320983.43    | 0.02%             | 2029-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NORTHWEST FIBER LLC/NORTHWEST FIBER FINANCE SUB INC                              | NORTHWEST FIBER LLC/NORTHWEST FIBER FINANCE SUB INC 6% 02/15/2028 144A                                   | CUSIP: 667449AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $181956.58    | 0.01%             | 2028-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                         | VISTRA OPERATIONS CO LLC 5.625% 02/15/2027 144A                                                          | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1495000 | PA      | $1418250.44   | 0.10%             | 2027-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ASML HOLDING NV                                                                  | ASML HLDG NV (NY REG SHS) NEW YORK REGISTERED SHARES                                                     | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |       500 | NS      | $273200.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY                                                        | SAUDI ARABIAN OIL COMPANY 4.375% 04/16/2049 144A                                                         | CUSIP: 80414L2F1<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    355000 | PA      | $300707.19    | 0.02%             | 2049-04-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC        | ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC 3.25% 09/01/2028 144A          | CUSIP: 03969YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $254946.02    | 0.02%             | 2028-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP / SUNOCO FIN CORP                                                      | SUNOCO LP / SUNOCO FIN CORP 4.5% 05/15/2029                                                              | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    605000 | PA      | $529193.50    | 0.04%             | 2029-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                                               | PANAMA REPUBLIC OF 4.5% 04/16/2050                                                                       | CUSIP: 698299BH6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    780000 | PA      | $588315.00    | 0.04%             | 2050-04-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAIN SYS INC DEL                                                       | ADVANCED DRAIN SYS INC DEL 5% 09/30/2027 144A                                                            | CUSIP: 00790RAA2<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    125000 | PA      | $116562.50    | 0.01%             | 2027-09-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NBM US HOLDINGS INC                                                              | NBM US HOLDINGS INC 6.625% 08/06/2029 144A                                                               | CUSIP: 62877VAB7<br>LEI: 5493008K1QMSP0J8UC24 | Long             | DBT              | CORP              | US        |    900000 | PA      | $868387.50    | 0.06%             | 2029-08-06      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TEMPUR SEALY INTERNATIONAL INC                                                   | TEMPUR SEALY INTERNATIONAL INC 4% 04/15/2029 144A                                                        | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    790000 | PA      | $663726.40    | 0.05%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                              | SIRIUS XM RADIO INC 4% 07/15/2028 144A                                                                   | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $979087.50    | 0.07%             | 2028-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / ACRISURE FINANCE INC                                              | ACRISURE LLC / ACRISURE FINANCE INC 7% 11/15/2025 144A                                                   | CUSIP: 00489LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1805000 | PA      | $1658456.96   | 0.12%             | 2025-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                      | UNITED STATES TREASURY BOND 2.25% 02/15/2052                                                             | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12700000 | PA      | $8831460.87   | 0.64%             | 2052-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GHANA REPUBLIC OF                                                                | GHANA REPUBLIC OF 8.627% 06/16/2049 144A                                                                 | CUSIP: 374422AH6<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    255000 | PA      | $87337.50     | 0.01%             | 2049-06-16      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ENERGEAN PLC                                                                     | ENERGEAN PLC 6.5% 04/30/2027 144A                                                                        | CUSIP: 29280EAA7<br>LEI: 549300RVMKU0CYUZBB05 | Long             | DBT              | CORP              | GB        |    550000 | PA      | $506000.00    | 0.04%             | 2027-04-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                      | GERMANY FEDERAL REPUBLIC OF 0% 03/10/2023 REGS                                                           | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |   2915000 | PA      | $3111456.23   | 0.23%             | 2023-03-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                             | WR GRACE TERM B 1LN 09/22/2028                                                                           | CUSIP: 92943HAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    128700 | PA      | $126046.21    | 0.01%             | 2028-09-22      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY                                                        | SAUDI ARABIAN OIL COMPANY 1.625% 11/24/2025 144A                                                         | CUSIP: 80414L2H7<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    940000 | PA      | $853813.75    | 0.06%             | 2025-11-24      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VENEZUELA, REPUBLIC OF                                                           | VENEZUELA REPUBLIC OF 9.25% 09/15/2027                                                                   | CUSIP: 922646AS3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |   2395000 | PA      | $209562.50    | 0.02%             | 2027-09-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| EL SALVADOR REPUBLIC OF                                                          | EL SALVADOR REPUBLIC OF 6.375% 01/18/2027 144A                                                           | CUSIP: 283875AS1<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     75000 | PA      | $32475.00     | 0.00%             | 2027-01-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                    | CARNIVAL CORP 4% 08/01/2028 144A                                                                         | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1455000 | PA      | $1186421.55   | 0.09%             | 2028-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PREMIER ENTERTAINMENT SU                                                         | PREMIER ENTERTAINMENT SU 5.625% 09/01/2029 144A                                                          | CUSIP: 74052HAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1020000 | PA      | $752148.00    | 0.05%             | 2029-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EMIRATE OF ABU DHABI                                                             | EMIRATE OF ABU DHABI 1.7% 03/02/2031 144A                                                                | CUSIP: 29135LAM2<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    570000 | PA      | $469110.00    | 0.03%             | 2031-03-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CAESARS RESORT COLLECTION LLC / CRC FINCO INC                                    | CAESARS RESORT COLLECTION LLC / CRC FINCO INC 5.75% 07/01/2025 144A                                      | CUSIP: 12770RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    840000 | PA      | $822281.10    | 0.06%             | 2025-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRICER HOLDCO S.C.A.                                                             | TRICER HOLDCO S.C.A CLASS A9 PP                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |     16755 | NS      | $0.17         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| BOOZ ALLEN AND HAMILTON INC                                                      | BOOZ ALLEN AND HAMILTON INC 3.875% 09/01/2028 144A                                                       | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    620000 | PA      | $549296.83    | 0.04%             | 2028-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC        | ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC 6% 06/15/2027 144A             | CUSIP: 03969YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $274150.56    | 0.02%             | 2027-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                                                | PERU REPUBLIC OF 3% 01/15/2034                                                                           | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    440000 | PA      | $346445.00    | 0.03%             | 2034-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                               | DOMINICAN REPUBLIC 6.875% 01/29/2026 144A                                                                | CUSIP: 25714PDJ4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    790000 | PA      | $796073.13    | 0.06%             | 2026-01-29      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                        | GNII II 2% 02/01/2053 #TBA                                                                               | CUSIP: 21H020626<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2700000 | PA      | $2267644.68   | 0.16%             | 2053-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV                               | ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV 5.125% 04/30/2031 144A                                | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    885000 | PA      | $766304.02    | 0.06%             | 2031-04-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC                                                             | SRS DISTRIBUTION TERM B 1LN 06/04/2028                                                                   | CUSIP: 78466YAN8<br>LEI: 549300ZQ3XP75BCYM468 | Long             | LON              | CORP              | US        |    301188 | PA      | $287366.01    | 0.02%             | 2028-06-04      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                                                     | ACRISURE TERM B 1LN 02/15/2027                                                                           | CUSIP: 00488PAP0<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |     64350 | PA      | $62151.16     | 0.00%             | 2027-02-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                     | MEXICO UNITED MEXICAN STATES 3.5% 02/12/2034                                                             | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    610000 | PA      | $489525.00    | 0.04%             | 2034-02-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 0.625% 07/31/2026                                                                              | CUSIP: 91282CCP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2400000 | PA      | $2120718.74   | 0.15%             | 2026-07-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP 7.125% 03/15/2026                                                                   | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   3405000 | PA      | $3237746.40   | 0.24%             | 2026-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DYNASTY ACQUISITION CO INC                                                       | STANDARDAERO TERM B-2 1LN 04/04/2026                                                                     | CUSIP: 26812CAF3<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |     72829 | PA      | $69285.99     | 0.01%             | 2026-04-04      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| UC HOLDINGS INC                                                                  | UC HOLDINGS INC                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     33750 | NS      | $217350.00    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| MILLENNIUM ESCROW CORP                                                           | MILLENNIUM ESCROW CORP 6.625% 08/01/2026 144A                                                            | CUSIP: 60041CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    570000 | PA      | $364829.16    | 0.03%             | 2026-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OMAN SULTANATE                                                                   | OMAN SULTANATE 5.625% 01/17/2028 144A                                                                    | CUSIP: 682051AH0<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |   1465000 | PA      | $1441468.44   | 0.10%             | 2028-01-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC                               | JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC 5.5% 01/15/2030 144A                                  | CUSIP: 46590XAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1032399.20   | 0.08%             | 2030-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                       | FIRST QUANTUM MINERALS LTD 6.875% 03/01/2026 144A                                                        | CUSIP: 335934AR6<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   1265000 | PA      | $1196057.50   | 0.09%             | 2026-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES INC                                                       | ADVANCED MICRO DEVICES INC                                                                               | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |      3700 | NS      | $239649.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC BANK PLC                                                                    | FX Forward: EUR/USD settle 2023-01-13                                                                    | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $3117.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GEORGIA REPUBLIC OF                                                              | GEORGIA REPUBLIC OF 2.75% 04/22/2026 144A                                                                | CUSIP: 37311PAB6<br>LEI: 254900MHQHBC58M2GR84 | Long             | DBT              | NUSS              | GE        |    480000 | PA      | $432240.00    | 0.03%             | 2026-04-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                                                                  | ANTOFAGASTA PLC 2.375% 10/14/2030 144A                                                                   | CUSIP: 03718NAA4<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |    685000 | PA      | $546630.00    | 0.04%             | 2030-10-14      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TEINE ENERGY LTD                                                                 | TEINE ENERGY LTD 6.875% 04/15/2029 144A                                                                  | CUSIP: 879068AB0<br>LEI: 5493002EE80G6ER7SM91 | Long             | DBT              | CORP              | CA        |    445000 | PA      | $399387.50    | 0.03%             | 2029-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CENTURY CMNTYS INC                                                               | CENTURY COMMUNITIES INC 3.875% 08/15/2029 144A                                                           | CUSIP: 156504AM4<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |    420000 | PA      | $330225.00    | 0.02%             | 2029-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                           | US ULTRA BOND CBT FUT MAR23 WNH3                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |        15 | NC      | $4068.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                         | VISTRA OPERATIONS CO LLC 4.375% 05/01/2029 144A                                                          | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $953371.79    | 0.07%             | 2029-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEL Energy VI Sarl                                                               | FEL Energy VI Sarl 5.75% 12/01/2040 144A                                                                 | CUSIP: 30260LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    263326 | PA      | $224369.96    | 0.02%             | 2040-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| QATAR PETROLEUM                                                                  | QATAR PETROLEUM 3.125% 07/12/2041 144A                                                                   | CUSIP: 74730DAE3<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |    905000 | PA      | $691929.06    | 0.05%             | 2041-07-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SOUTHERN GAS CORRIDOR CJSC                                                       | SOUTHERN GAS CORRIDOR CJSC 6.875% 03/24/2026 144A                                                        | CUSIP: 84302LAA0<br>LEI: 213800DG58KG59XY6318 | Long             | DBT              | CORP              | AZ        |   1185000 | PA      | $1210773.75   | 0.09%             | 2026-03-24      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ARGENTINA REPUBLIC OF                                                            | ARGENTINA REPUBLIC OF STEP 07/09/2041                                                                    | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   1140000 | PA      | $322620.00    | 0.02%             | 2041-07-09      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MODIVCARE ESCROW ISSUER INC                                                      | MODIVCARE ESCROW ISSUER INC 5% 10/01/2029 144A                                                           | CUSIP: 60783XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $274072.50    | 0.02%             | 2029-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TINKOFF CREDIT SYSTEMS VIA TCS FINANCE LTD                                       | TINKOFF CREDIT SYSTEMS VIA TCS FINANCE LTD 6/VAR PERP 144A                                               | CUSIP: 87251LAA4<br>LEI: 213800VIPIONINOCLD68 | Long             | EP               | CORP              | IE        |    275000 | PA      | $105703.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 0.375% 10/31/2023                                                                              | CUSIP: 91282CDD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1928671.88   | 0.14%             | 2023-10-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| KAR AUCTION SVCS INC                                                             | KAR AUCTION SVCS INC 5.125% 06/01/2025 144A                                                              | CUSIP: 48238TAA7<br>LEI: 5493004HKD20LBSG7D03 | Long             | DBT              | CORP              | US        |    525000 | PA      | $512893.35    | 0.04%             | 2025-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PREMIER ENTERTAINMENT SU                                                         | PREMIER ENTERTAINMENT SU 5.875% 09/01/2031 144A                                                          | CUSIP: 74052HAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    575000 | PA      | $406755.00    | 0.03%             | 2031-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 1.125% 10/31/2026                                                                              | CUSIP: 91282CDG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1700000 | PA      | $1520503.90   | 0.11%             | 2026-10-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 20YR 1.5% 03/01/2041#MA4286                                                                         | CUSIP: 31418DXQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    325206 | PA      | $265936.38    | 0.02%             | 2041-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                        | GNII II 2% 03/01/2053 #TBA                                                                               | CUSIP: 21H020634<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    300000 | PA      | $252159.72    | 0.02%             | 2053-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ECUADOR REPUBLIC OF                                                              | ECUADOR REPUBLIC OF STEP 07/31/2035 144A                                                                 | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |    705000 | PA      | $322449.38    | 0.02%             | 2035-07-31      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE LTD                                                      | ENERGEAN ISRAEL FINANCE LTD 4.875% 03/30/2026 144A REGS                                                  | CUSIP: N/A<br>LEI: 98450044QACBL3F8EB03       | Long             | DBT              | CORP              | IL        |    570000 | PA      | $526053.00    | 0.04%             | 2026-03-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NBK TIER 1 LTD                                                                   | NBK TIER 1 FINANCING LTD 3.625/VAR PERP 144A                                                             | CUSIP: 62879NAA5<br>LEI: 5493000G4QCCEE8YHF19 | Long             | EP               | CORP              | AE        |    230000 | PA      | $200215.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AXTEL SAB DE CV                                                                  | AXTEL SAB DE CV 6.375% 11/14/2024 144A                                                                   | CUSIP: 05462GAJ3<br>LEI: 549300BVRDR8XTSXAD13 | Long             | DBT              | CORP              | MX        |    100000 | PA      | $81550.00     | 0.01%             | 2024-11-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PAPA JOHNS INTERNATIONAL INC                                                     | PAPA JOHNS INTERNATIONAL INC 3.875% 09/15/2029 144A                                                      | CUSIP: 698813AA0<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | DBT              | CORP              | US        |    255000 | PA      | $212925.00    | 0.02%             | 2029-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ECUADOR REPUBLIC OF                                                              | ECUADOR REPUBLIC OF STEP 07/31/2030 144A                                                                 | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |   1320000 | PA      | $839685.00    | 0.06%             | 2030-07-31      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | MICROSOFT CORP                                                                                           | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      1600 | NS      | $383712.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN CORK and SEAL INC                                                          | CROWN CORK and SEAL INC 7.5% 12/15/2096                                                                  | CUSIP: 228255AJ4<br>LEI: 7HLDMDH0ZXNUH6PT7Z42 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161921.60    | 0.01%             | 2096-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MONG DUONG FINANCE HOLDINGS B.V                                                  | MONG DUONG FINANCE HOLDINGS B.V 5.125% 05/07/2029 144A                                                   | CUSIP: 60935DAA3<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | NL        |    655000 | PA      | $543568.13    | 0.04%             | 2029-05-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOTHEBY'S/BIDFAIR HOLDINGS INC                                                   | SOTHEBY'S/BIDFAIR HOLDINGS INC 5.875% 06/01/2029 144A                                                    | CUSIP: 83600GAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $361071.09    | 0.03%             | 2029-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CASCADES INC/USA INC                                                             | CASCADES INC/USA INC 5.375% 01/15/2028 144A                                                              | CUSIP: 14739LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    300000 | PA      | $262637.47    | 0.02%             | 2028-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                                      | GARTNER INC 3.75% 10/01/2030 144A                                                                        | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    685000 | PA      | $590447.63    | 0.04%             | 2030-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                                                             | CHART INDUSTRIES TERM 1LN 12/08/2029                                                                     | CUSIP: N/A<br>LEI: EM7QGKC1GYOF3LSZSL80       | Long             | LON              | CORP              | US        |     85000 | PA      | $83991.05     | 0.01%             | 2029-12-08      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | TENET HEALTHCARE CORP 6.125% 10/01/2028 144A                                                             | CUSIP: 88033GDJ6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    645000 | PA      | $577481.40    | 0.04%             | 2028-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP 7.125/VAR PERP                                                                        | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |   1660000 | PA      | $1386100.00   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| GEORGIAN RAILWAY JSC                                                             | GEORGIAN RAILWAY JSC 4% 06/17/2028 144A                                                                  | CUSIP: 37363BAB4<br>LEI: 2138005UZV4ZT2B2ZO19 | Long             | DBT              | CORP              | GE        |    191000 | PA      | $166026.75    | 0.01%             | 2028-06-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA CORPORATION 5.875%/VAR PERP                                                              | CUSIP: 060505FL3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |   5125000 | PA      | $4513382.50   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                               | DOMINICAN REPUBLIC 7.45% 04/30/2044 144A                                                                 | CUSIP: 25714PCF3<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    335000 | PA      | $310984.69    | 0.02%             | 2044-04-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 2.5% 01/31/2024                                                                                | CUSIP: 9128285Z9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    630000 | PA      | $615111.33    | 0.04%             | 2024-01-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                                                                | LAM RESEARCH CORP                                                                                        | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       800 | NS      | $336240.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DANA INC                                                                         | DANA INC 4.5% 02/15/2032                                                                                 | CUSIP: 235825AJ5<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    410000 | PA      | $327854.11    | 0.02%             | 2032-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING BV                                                       | ALCOA NEDERLAND HOLDING BV 6.125% 05/15/2028 144A                                                        | CUSIP: 013822AC5<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $197024.00    | 0.01%             | 2028-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                     | MEXICO UNITED MEXICAN STATES 4.875% 05/19/2033                                                           | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    345000 | PA      | $317745.00    | 0.02%             | 2033-05-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                             | COLOMBIA REPUBLIC OF 3.25% 04/22/2032                                                                    | CUSIP: 195325DZ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    290000 | PA      | $210395.00    | 0.02%             | 2032-04-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT DEMOCRATIC SOCIALIST REP                                          | SRI LANKA GOVT DEMOC SOCIA REP 6.2% 05/11/2027 144A                                                      | CUSIP: 85227SAT3<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |    300000 | PA      | $86587.50     | 0.01%             | 2027-05-11      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FOOT LOCKER INC                                                                  | FOOT LOCKER INC 4% 10/01/2029 144A                                                                       | CUSIP: 344849AA2<br>LEI: 549300X383CBNP6MTV94 | Long             | DBT              | CORP              | US        |    280000 | PA      | $218128.17    | 0.02%             | 2029-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DEL NORTE SA CAYMAN ISLANDS BRANCH                               | BANCO MERCANTIL DEL NORTE SA GRAND CAYMAN BRH 7.625%/VAR PERP 144A                                       | CUSIP: 05962GAJ8<br>LEI: 549300QTVYRPFHS0J362 | Long             | EP               | CORP              | KY        |    210000 | PA      | $195142.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CO                                                                    | FORD MOTOR CO 3.25% 02/12/2032                                                                           | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $941313.13    | 0.07%             | 2032-02-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CSN RESOURCES SA                                                                 | CSN RESOURCES SA 5.875% 04/08/2032 144A                                                                  | CUSIP: 12644VAE8<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | LU        |    420000 | PA      | $350700.00    | 0.03%             | 2032-04-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                | IRON MTN INC 5.625% 07/15/2032 144A                                                                      | CUSIP: 46284VAL5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    585000 | PA      | $506970.44    | 0.04%             | 2032-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ISRAEL, STATE OF                                                                 | ISRAEL STATE OF 5.5% 12/04/2023                                                                          | CUSIP: 46513EGV8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   1628000 | PA      | $1637068.53   | 0.12%             | 2023-12-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRICER HOLDCO S.C.A.                                                             | TRICER HOLDCO S.C.A CLASS A7 PP                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |     16755 | NS      | $0.17         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| GTT COMMUNICATIONS INC                                                           | GTT COMMUNICATIONS TERM B 05/31/2025                                                                     | CUSIP: 36250LAP9<br>LEI: 549300ETSL7K1ZX05H30 | Long             | LON              | CORP              | US        |    745026 | PA      | $335261.55    | 0.02%             | 2025-05-31      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| CONNECT US FINCO LLC                                                             | INMARSAT TERM B 1LN 12/12/26                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    472875 | PA      | $466765.46    | 0.03%             | 2026-12-12      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| TMK CAPITAL SA                                                                   | TMK CAPITAL SA 4.3% 02/12/2027 REGS                                                                      | CUSIP: N/A<br>LEI: 222100TBRQIOGYHYB529       | Long             | DBT              | CORP              | LU        |    400000 | PA      | $148125.00    | 0.01%             | 2027-02-12      | Fixed         | 0.04%                 | No            |                  3 | On Loan: No      |
| VISA INC                                                                         | VISA INC CL A                                                                                            | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      2800 | NS      | $581728.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAY ESCROW II INC                                                               | GRAY ESCROW II INC 5.375% 11/15/2031 144A                                                                | CUSIP: 389286AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    805000 | PA      | $580123.25    | 0.04%             | 2031-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RWE AG                                                                           | RWE AG 2.75% 05/24/2030 REGS                                                                             | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | DBT              | CORP              | DE        |    551000 | PA      | $537087.22    | 0.04%             | 2030-05-24      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TRI POINTE GROUP INC/TRI POINTE HLDGS INC                                        | TRI POINTE GROUP INC/TRI POINTE HLDGS INC 5.875% 06/15/2024                                              | CUSIP: 962178AN9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    780000 | PA      | $776185.80    | 0.06%             | 2024-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WESTROCK CO                                                                      | WESTROCK CO                                                                                              | CUSIP: 96145D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11400 | NS      | $400824.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP 5.5% 06/01/2027                                                                       | CUSIP: 29273VAF7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    860000 | PA      | $837124.57    | 0.06%             | 2027-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AEROPUERTO INTERNACIONAL DE TOCUMEN SA                                           | AEROPUERTO INTERNACIONAL DE TOCUMEN SA 4% 08/11/2041 144A                                                | CUSIP: 00787CAD4<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |    280000 | PA      | $230527.50    | 0.02%             | 2041-08-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BLOCK COMMUNICATIONS INC                                                         | BLOCK COMMUNICATIONS INC 4.875% 03/01/2028 144A                                                          | CUSIP: 093645AJ8<br>LEI: M5G68A9OHJWIL4SFC742 | Long             | DBT              | CORP              | US        |    410000 | PA      | $357725.00    | 0.03%             | 2028-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                                          | SBA COMMUNICATIONS CORP 3.875% 02/15/2027                                                                | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |    890000 | PA      | $804127.02    | 0.06%             | 2027-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARCONIC CORP                                                                     | ARCONIC CORP 6% 05/15/2025 144A                                                                          | CUSIP: 03966VAB3<br>LEI: 549300B4YFWH3U74B152 | Long             | DBT              | CORP              | US        |    400000 | PA      | $393238.63    | 0.03%             | 2025-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA LLC / ASHTON WOODS FINANCE CO                                   | ASHTON WOODS USA LLC/FIN CO 4.625% 04/01/2030 144A                                                       | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    410000 | PA      | $329070.10    | 0.02%             | 2030-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                             | NEPTUNE BIDCO US INC 9.29% 04/15/2029 144A                                                               | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |   1480000 | PA      | $1394900.00   | 0.10%             | 2029-04-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING BV                                                       | ALCOA NEDERLAND HOLDING BV 4.125% 03/31/2029 144A                                                        | CUSIP: 013822AG6<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |    775000 | PA      | $687547.95    | 0.05%             | 2029-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | FORD MTR CR CO LLC 4% 11/13/2030                                                                         | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2525000 | PA      | $2072621.00   | 0.15%             | 2030-11-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| METINVEST BV                                                                     | METINVEST BV 8.5% 04/23/2026 REGS                                                                        | CUSIP: N/A<br>LEI: 635400TMCKVEU87EJ582       | Long             | DBT              | CORP              | NL        |    200000 | PA      | $103600.00    | 0.01%             | 2026-04-23      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CASCADES INC/USA INC                                                             | CASCADES INC/USA INC 5.125% 01/15/2026 144A                                                              | CUSIP: 14739LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    300000 | PA      | $272928.40    | 0.02%             | 2026-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                      | UNITED STATES TREASURY BOND 4.75% 02/15/2037                                                             | CUSIP: 912810PT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8126000 | PA      | $8877020.20   | 0.65%             | 2037-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JAMES HARDIE INTL FIN LTD                                                        | JAMES HARDIE INTL FIN LTD 5% 01/15/2028 144A                                                             | CUSIP: 47032FAB5<br>LEI: 635400G32A4Q1LVQ8M88 | Long             | DBT              | CORP              | IE        |    455000 | PA      | $417462.50    | 0.03%             | 2028-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                                           | ATHENAHEALTH TERM B 1LN 02/15/2029                                                                       | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |   1304990 | PA      | $1174960.99   | 0.09%             | 2029-02-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CENTRAL PARENT INC/CENTRAL MERGER SUB INC                                        | CENTRAL PARENT INC/CENTRAL MERGER SUB INC 7.25% 06/15/2029 144A                                          | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    425000 | PA      | $415701.78    | 0.03%             | 2029-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                              | FX Forward: USD/EUR settle 2023-01-13                                                                    | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-563418.28   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| MTN MAURITIUS INVESTMENTS LTD                                                    | MTN MAURITIUS INVSTMENTS 4.755% 11/11/2024 144A                                                          | CUSIP: 55377XAA4<br>LEI: 2549009PQD415OQIR074 | Long             | DBT              | CORP              | MU        |    170000 | PA      | $164666.25    | 0.01%             | 2024-11-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL INTERNATIONAL BV                                                   | CLEAR CHANNEL INTERNATIONAL BV 6.625% 08/01/2025 144A                                                    | CUSIP: 18452MAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    965000 | PA      | $920807.01    | 0.07%             | 2025-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 7.5% 03/15/2027                                                                            | CUSIP: 893647BH9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    960000 | PA      | $949830.96    | 0.07%             | 2027-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CANACOL ENERGY LTD                                                               | CANACOL ENERGY LTD 5.75% 11/24/2028 144A                                                                 | CUSIP: 134808AD6<br>LEI: 549300X5MNRWPMSM9N14 | Long             | DBT              | CORP              | CA        |    380000 | PA      | $333165.00    | 0.02%             | 2028-11-24      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NIGERIA REPUBLIC OF                                                              | NIGERIA REPUBLIC 7.696% 02/23/2038 144A                                                                  | CUSIP: 65412JAH6<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    280000 | PA      | $189315.00    | 0.01%             | 2038-02-23      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                            | INDONESIA REPUBLIC OF 5.25% 01/17/2042 144A                                                              | CUSIP: 455780BJ4<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    305000 | PA      | $296765.00    | 0.02%             | 2042-01-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                               | UKRAINE GOVERNMENT 6.876% 05/21/2031 144A                                                                | CUSIP: 90372UAR5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    170000 | PA      | $32172.50     | 0.00%             | 2031-05-21      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                                        | ADOBE INC                                                                                                | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      1500 | NS      | $504795.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GRUPO BIMBO SAB DE CV.                                                           | GRUPO BIMBO SAB DE CV 5.95%/VAR PERP 144A                                                                | CUSIP: 40052VAF1<br>LEI: 5493000RIXURZEBFEV60 | Long             | EP               | CORP              | MX        |    495000 | PA      | $490452.19    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NBK TIER 1 FINANCING 2 LTD                                                       | NBK TIER 1 FINANCING 2 LTD 4.5/VAR PERP 144A                                                             | CUSIP: 62878WAA6<br>LEI: 549300HMWSJFNREWT164 | Long             | EP               | CORP              | AE        |    455000 | PA      | $417405.63    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 2.75% 02/15/2024                                                                               | CUSIP: 912828B66<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25768000 | PA      | $25210364.50  | 1.83%             | 2024-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                               | TURKEY REPUBLIC OF 4.25% 03/13/2025                                                                      | CUSIP: 900123CX6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    590000 | PA      | $551650.00    | 0.04%             | 2025-03-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EMIRATE OF DUBAI GOVERNMENT INTERNATIONAL BONDS                                  | EMIRATE OF DUBAI GOVT INTL BONDS 5.25% 01/30/2043 REGS                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AE        |    330000 | PA      | $297371.25    | 0.02%             | 2043-01-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BARBADOS GOVT OF                                                                 | BARBADOS GOVT OF 6.5% 10/01/2029 144A                                                                    | CUSIP: 067070AH5<br>LEI: 529900UD1KUUS4SFD905 | Long             | DBT              | NUSS              | BB        |    594000 | PA      | $547148.25    | 0.04%             | 2029-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NIGERIA REPUBLIC OF                                                              | NIGERIA REPUBLIC 7.143% 02/23/2030 144A                                                                  | CUSIP: 65412JAD5<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    360000 | PA      | $274950.00    | 0.02%             | 2030-02-23      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| POLARIS NEWCO LLC                                                                | SOLERA TERM B 1LN 06/02/2028                                                                             | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |    316800 | PA      | $288402.05    | 0.02%             | 2028-06-02      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                                              | UNITED AIRLINES INC 4.625% 04/15/2029 144A                                                               | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    870000 | PA      | $757505.26    | 0.06%             | 2029-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 30YR 2.5% 09/01/2051#CB1549                                                                         | CUSIP: 3140QLWK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    505734 | PA      | $432375.02    | 0.03%             | 2051-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PITNEY-BOWES INC                                                                 | PITNEY-BOWES INC 7.25% 03/15/2029 144A                                                                   | CUSIP: 724479AQ3<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |     90000 | PA      | $70380.90     | 0.01%             | 2029-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                             | FRONTIER COMMUNICATIONS HOLDINGS LLC 5.875% 10/15/2027 144A                                              | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    620000 | PA      | $575713.40    | 0.04%             | 2027-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                                              | COINBASE GLOBAL INC 3.375% 10/01/2028 144A                                                               | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    405000 | PA      | $214083.00    | 0.02%             | 2028-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                    | FHLG 30YR 5% 10/01/2052#SD1733                                                                           | CUSIP: 3132DN4S9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    249242 | PA      | $249174.31    | 0.02%             | 2052-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA CORP 6.25%/VAR PERP                                                                      | CUSIP: 060505EH3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |   2910000 | PA      | $2794650.13   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                        | CAESARS ENTERTAINMENT INC 8.125% 07/01/2027 144A                                                         | CUSIP: 28470RAK8<br>LEI: 5299000BKFWWVND5L441 | Long             | DBT              | CORP              | US        |   3360000 | PA      | $3301368.00   | 0.24%             | 2027-07-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                      | ROYAL CARIBBEAN CRUISES LTD 11.625% 08/15/2027 144A                                                      | CUSIP: 780153BL5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    595000 | PA      | $596487.50    | 0.04%             | 2027-08-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN REPUBLIC OF                                                           | UZBEKISTAN REPUBLIC OF 3.9% 10/19/2031 144A                                                              | CUSIP: 91822Q2E6<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    395000 | PA      | $322369.38    | 0.02%             | 2031-10-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                                            | ON SEMICONDUCTOR CORP                                                                                    | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |     17765 | NS      | $1108003.05   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA INC                                                                        | IQVIA INC 5% 05/15/2027 144A                                                                             | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    640000 | PA      | $610112.00    | 0.04%             | 2027-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                                       | PERFORMANCE FOOD GROUP INC 5.5% 10/15/2027 144A                                                          | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    475000 | PA      | $448003.38    | 0.03%             | 2027-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MOOG INC                                                                         | MOOG INC 4.25% 12/15/2027 144A                                                                           | CUSIP: 615394AM5<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |    185000 | PA      | $171125.00    | 0.01%             | 2027-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                | IRON MTN INC 5.25% 07/15/2030 144A                                                                       | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    585000 | PA      | $508365.00    | 0.04%             | 2030-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Studio City International Holdings Ltd                                           | STUDIO CITY INTERNATIONAL HOLDINGS LTD ADR 144A                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     10083 | NS      | $60094.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                                                               | META PLATFORMS INC CL A                                                                                  | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      3100 | NS      | $373054.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UZBEKISTAN REPUBLIC OF                                                           | UZBEKISTAN REPUBLIC OF 4.75% 02/20/2024 144A                                                             | CUSIP: 91822Q2B2<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    215000 | PA      | $209530.94    | 0.02%             | 2024-02-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                               | CNX RESOURCES CORP 6% 01/15/2029 144A                                                                    | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    315000 | PA      | $289845.39    | 0.02%             | 2029-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TUPY OVERSEAS SA                                                                 | TUPY OVERSEAS SA 4.5% 02/16/2031 144A                                                                    | CUSIP: 89990BAB6<br>LEI: 222100ZREIYU6AS2OO19 | Long             | DBT              | CORP              | LU        |    445000 | PA      | $369433.44    | 0.03%             | 2031-02-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 0.25% 09/30/2025                                                                               | CUSIP: 91282CAM3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1207000 | PA      | $1083753.98   | 0.08%             | 2025-09-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| H and E EQUIPMENT SERVICES INC                                                   | H and E EQUIPMENT SERVICES INC 3.875% 12/15/2028 144A                                                    | CUSIP: 404030AJ7<br>LEI: 254900KVLRCDMQRYY541 | Long             | DBT              | CORP              | US        |    995000 | PA      | $847531.05    | 0.06%             | 2028-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NORDSTROM INC                                                                    | NORDSTROM INC 6.95% 03/15/2028                                                                           | CUSIP: 655664AH3<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23050.00     | 0.00%             | 2028-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                                  | MADISON IAQ LLC 5.875% 06/30/2029 144A                                                                   | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    425000 | PA      | $291294.51    | 0.02%             | 2029-06-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALTUS MIDSTREAM LP                                                               | ALTUS MIDSTREAM LP 5.875% 06/15/2030 144A                                                                | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    425000 | PA      | $398557.78    | 0.03%             | 2030-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                             | COLOMBIA REPUBLIC OF 8% 04/20/2033                                                                       | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    630000 | PA      | $628740.00    | 0.05%             | 2033-04-20      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| QWEST CORPORATION                                                                | QWEST CORP 7.25% 09/15/2025                                                                              | CUSIP: 912920AK1<br>LEI: 549300R2L4N683OO1509 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35217.00     | 0.00%             | 2025-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DISCOVERY PURCHASER CORP                                                         | BAYER ENVIRONMENTAL SCIENCE TERM 1LN 10/04/2029                                                          | CUSIP: N/A<br>LEI: 2549001LSO1ZBIPA5D65       | Long             | LON              | CORP              | US        |    910000 | PA      | $827417.50    | 0.06%             | 2029-10-04      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                      | UNITED STATES TREASURY BOND 2.5% 02/15/2045                                                              | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17524000 | PA      | $13192970.74  | 0.96%             | 2045-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                    | CARNIVAL CORP 9.875% 08/01/2027 144A                                                                     | CUSIP: 143658BJ0<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1000000 | PA      | $945000.00    | 0.07%             | 2027-08-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                   | BOMBARDIER INC 6% 02/15/2028 144A                                                                        | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    280000 | PA      | $258921.60    | 0.02%             | 2028-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ITAU UNIBANCO HOLDING SA CAYMAN ISLANDS BRANCH                                   | ITAU UNIBANCO HLDG SA KY BRH 6.125/VAR PERP 144A                                                         | CUSIP: 46556UAB0<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | EP               | CORP              | KY        |    785000 | PA      | $764540.94    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                                         | LAMB WESTON HOLDINGS INC 4.375% 01/31/2032 144A                                                          | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    275000 | PA      | $240267.50    | 0.02%             | 2032-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                                                             | BWX TECHNOLOGIES INC 4.125% 06/30/2028 144A                                                              | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    630000 | PA      | $566212.50    | 0.04%             | 2028-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COGENT COMMUNICATIONS GROUP INC                                                  | COGENT COMMUNICATIONS GROUP INC 7% 06/15/2027 144A                                                       | CUSIP: 19240CAE3<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |    280000 | PA      | $274379.87    | 0.02%             | 2027-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA                                                        | PETROLEOS DE VENEZUELA SA 6% 05/16/2024 144A                                                             | CUSIP: 716558AG6<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    585000 | PA      | $27787.50     | 0.00%             | 2024-05-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PARKLAND CORP                                                                    | PARKLAND CORP 4.5% 10/01/2029 144A                                                                       | CUSIP: 70137WAG3<br>LEI: 549300XHQS1JYWBNK868 | Long             | DBT              | CORP              | CA        |    440000 | PA      | $366637.19    | 0.03%             | 2029-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                                                       | AUSTRALIA COMMONWEALTH OF 1.75% 11/21/2032 REGS                                                          | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |   1600000 | PA      | $886771.72    | 0.06%             | 2032-11-21      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                              | FX Forward: EUR/USD settle 2023-01-13                                                                    | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $1631.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION CARE HEALTH INC                                                           | OPTION CARE HEALTH INC 4.375% 10/31/2029 144A                                                            | CUSIP: 68404LAA0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | DBT              | CORP              | US        |    300000 | PA      | $262413.00    | 0.02%             | 2029-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                                                           | CHESAPEAKE ENERGY CORP                                                                                   | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |     11474 | NS      | $1082801.38   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                 | CCO HLDGS LLC/CAP CORP 6.375% 09/01/2029 144A                                                            | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    595000 | PA      | $559145.30    | 0.04%             | 2029-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                                       | PERFORMANCE FOOD GROUP INC 4.25% 08/01/2029 144A                                                         | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    400000 | PA      | $346648.00    | 0.03%             | 2029-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| QATAR PETROLEUM                                                                  | QATAR PETROLEUM 1.375% 09/12/2026 144A                                                                   | CUSIP: 74730DAB9<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |   1260000 | PA      | $1116722.88   | 0.08%             | 2026-09-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                                                                | MDGH GMTN RSC LTD 2.875% 11/07/2029 144A                                                                 | CUSIP: 55276VAJ1<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |    530000 | PA      | $476602.50    | 0.03%             | 2029-11-07      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OIL AND GAS HOLDING CO BSCC/THE                                                  | OIL AND GAS HOLDING CO BSCC/THE 7.625% 11/07/2024 144A                                                   | CUSIP: 67778M2C3<br>LEI: 549300OBH16L6TS6IW50 | Long             | DBT              | CORP              | BH        |    855000 | PA      | $869054.06    | 0.06%             | 2024-11-07      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CORPORATION                                                 | CALIFORNIA RES CORP                                                                                      | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |     63752 | NS      | $2773849.52   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                             | COLOMBIA REPUBLIC OF 3.125% 04/15/2031                                                                   | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    535000 | PA      | $396501.88    | 0.03%             | 2031-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 0.75% 03/31/2026                                                                               | CUSIP: 91282CBT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4704000 | PA      | $4216143.74   | 0.31%             | 2026-03-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TRICER HOLDCO S.C.A.                                                             | TRICER HOLDCO S.C.A CLASS A4 PP                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |     16755 | NS      | $0.17         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| GLATFELTER CORP                                                                  | GLATFELTER CORP 4.75% 11/15/2029 144A                                                                    | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |    415000 | PA      | $249539.71    | 0.02%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                                     | SM ENERGY CO 6.625% 01/15/2027                                                                           | CUSIP: 78454LAP5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1083622.50   | 0.08%             | 2027-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE BUENOS AIRES                                                        | PROVINCIA DE BUENOS AIRES STEP 09/01/2037 144A                                                           | CUSIP: N/A<br>LEI: 549300L6AYROPOTQ4L07       | Long             | DBT              | CORP              | AR        |    550000 | PA      | $189750.00    | 0.01%             | 2037-09-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                               | UKRAINE GOVERNMENT 7.75% 09/01/2024 144A                                                                 | CUSIP: 903724AP7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    566000 | PA      | $137538.00    | 0.01%             | 2024-09-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                               | TURKEY REPUBLIC OF 9.875% 01/15/2028                                                                     | CUSIP: 900123DF4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   1165000 | PA      | $1205488.41   | 0.09%             | 2028-01-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR SA                                                        | MILLICOM INTL CELLULAR SA 4.5% 04/27/2031 144A                                                           | CUSIP: 600814AR8<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    645000 | PA      | $541517.81    | 0.04%             | 2031-04-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HTA GROUP LTD/MAURITIUS                                                          | HTA GROUP LTD/MAURITIUS 7% 12/18/2025 144A                                                               | CUSIP: 40435WAB6<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |    585000 | PA      | $537030.00    | 0.04%             | 2025-12-18      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SPIRIT LOYALTY CAYMAN LTD / SPIRIT IP CAYMAN LTD                                 | SPIRIT LOYALTY CAYMAN LTD / SPIRIT IP CAYMAN LTD 8% 09/20/2025 144A                                      | CUSIP: 84859BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    462000 | PA      | $463487.64    | 0.03%             | 2025-09-20      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| RADIATE HOLDCO LLC / RADIATE FIN INC                                             | RADIATE HOLDCO LLC / RADIATE FIN INC 4.5% 09/15/2026 144A                                                | CUSIP: 75026JAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    945000 | PA      | $694291.50    | 0.05%             | 2026-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                                         | SVENSKA HANDELSBANKEN AB 3.25%/VAR 06/01/2033 REGS                                                       | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |    945000 | PA      | $932442.95    | 0.07%             | 2033-06-01      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORPORATION                                                     | ANTERO RES CORP                                                                                          | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |     12900 | NS      | $399771.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                    | FHLG 30YR 5% 11/01/2052#SD1862                                                                           | CUSIP: 3132DPB72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    347378 | PA      | $348586.70    | 0.03%             | 2052-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                            | INDONESIA REPUBLIC OF 5.125% 01/15/2045 144A                                                             | CUSIP: 455780BU9<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |   1160000 | PA      | $1118077.60   | 0.08%             | 2045-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CABLE ONDA SA                                                                    | CABLE ONDA SA 4.5% 01/30/2030 144A                                                                       | CUSIP: 12686LAA7<br>LEI: 5299008Q5GONPYNF9J32 | Long             | DBT              | CORP              | PA        |   1020000 | PA      | $908437.50    | 0.07%             | 2030-01-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VEON HOLDINGS BV                                                                 | VEON HOLDINGS BV 7.25% 04/26/2023 144A                                                                   | CUSIP: 36251BAB1<br>LEI: 5493000XDKGUH5NQGE22 | Long             | DBT              | CORP              | NL        |    445000 | PA      | $389375.00    | 0.03%             | 2023-04-26      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                                 | DT MIDSTREAM INC 4.125% 06/15/2029 144A                                                                  | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $369417.30    | 0.03%             | 2029-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE 0.625% 04/22/2025                                                                             | CUSIP: 3135G03U5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    210000 | PA      | $192936.16    | 0.01%             | 2025-04-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SEASPAN CORPORATION                                                              | SEASPAN CORPORATION 5.5% 08/01/2029 144A                                                                 | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | MH        |    425000 | PA      | $322065.00    | 0.02%             | 2029-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 2.75% 08/15/2032                                                                               | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9455000 | PA      | $8609959.38   | 0.63%             | 2032-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                                                             | KAISER ALUMINUM CORP 4.625% 03/01/2028 144A                                                              | CUSIP: 483007AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    595000 | PA      | $519212.32    | 0.04%             | 2028-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CNX MIDSTREAM PARTNERS LP                                                        | CNX MIDSTREAM PARTNERS LP 4.75% 04/15/2030 144A                                                          | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    295000 | PA      | $242096.18    | 0.02%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.4% 03/20/2056                                                                      | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 230150000 | PA      | $1207743.87   | 0.09%             | 2056-03-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SABERT CORPORATION                                                               | SABERT TERM B 1LN 12/10/2026                                                                             | CUSIP: 78516EAB8<br>LEI: 54930029JPYBTHDWT603 | Long             | LON              | CORP              | US        |    354058 | PA      | $350517.64    | 0.03%             | 2026-12-10      | Variable      | 0.09%                 | No            |                  3 | On Loan: No      |
| DARLING INGREDIENTS INC                                                          | DARLING INGREDIENTS INC                                                                                  | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |      4500 | NS      | $281655.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CUSHMAN and WAKEFIELD US BORROWER LLC                                            | CUSHMAN and WAKEFIELD US BORROWER LLC 6.75% 05/15/2028 144A                                              | CUSIP: 23166MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650000 | PA      | $620334.00    | 0.05%             | 2028-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                                               | PANAMA REPUBLIC OF 2.252% 09/29/2032                                                                     | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    400000 | PA      | $296200.00    | 0.02%             | 2032-09-29      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| METALSA S A DE C V                                                               | METALSA S A DE C V 3.75% 05/04/2031 144A                                                                 | CUSIP: 59132VAB4<br>LEI: 549300F2FONGJR575V67 | Long             | DBT              | CORP              | MX        |    455000 | PA      | $355127.50    | 0.03%             | 2031-05-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                             | CLEVELAND-CLIFFS INC 4.625% 03/01/2029 144A                                                              | CUSIP: 185899AK7<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    465000 | PA      | $412687.50    | 0.03%             | 2029-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF BENIN                                                                | REPUBLIC OF BENIN 4.875% 01/19/2032 144A                                                                 | CUSIP: N/A<br>LEI: 635400Q11P6AE5A5Y230       | Long             | DBT              | NUSS              | BJ        |    275000 | PA      | $226667.79    | 0.02%             | 2032-01-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HOLOGIC INC                                                                      | HOLOGIC INC 4.625% 02/01/2028 144A                                                                       | CUSIP: 436440AM3<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |    215000 | PA      | $202593.43    | 0.01%             | 2028-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                       | FIRST QUANTUM MINERALS INC                                                                               | CUSIP: 335934105<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | EC               | CORP              | CA        |     21800 | NS      | $455481.54    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 2.125% 07/31/2024                                                                              | CUSIP: 9128282N9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9671000 | PA      | $9301915.38   | 0.68%             | 2024-07-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CDI ESCROW ISSUER INC                                                            | CDI ESCROW ISSUER INC 5.75% 04/01/2030 144A                                                              | CUSIP: 12511VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $251000.16    | 0.02%             | 2030-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CELTIC RESOURCES HOLDINGS DAC                                                    | CELTIC RESOURCES HOLDINGS DAC 4.125% 10/09/2024 144A                                                     | CUSIP: 15119CAA7<br>LEI: 213800BMR8PHADXZAB66 | Long             | DBT              | CORP              | IE        |    445000 | PA      | $59935.94     | 0.00%             | 2024-10-09      | Fixed         | 0.04%                 | No            |                  3 | On Loan: No      |
| SEAWORLD PARKS and ENTERTAINMENT INC                                             | SEAWORLD PARKS and ENTRTNMNT INC 5.25% 08/15/2029 144A                                                   | CUSIP: 81282UAG7<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |    560000 | PA      | $487591.33    | 0.04%             | 2029-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                   | NRG ENERGY INC 6.625% 01/15/2027                                                                         | CUSIP: 629377CC4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    315000 | PA      | $312338.25    | 0.02%             | 2027-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC                       | UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC 4.75% 04/15/2028 144A                         | CUSIP: 91327BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    940000 | PA      | $752000.00    | 0.05%             | 2028-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NCR CORPORATION NEW                                                              | NCR CORPORATION NEW 5% 10/01/2028 144A                                                                   | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    335000 | PA      | $285598.99    | 0.02%             | 2028-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SKYMILES IP LTD                                                                  | DELTA AIR LINES SKYMILES TERM B 1LN 10/20/2027                                                           | CUSIP: 24736CBS2<br>LEI: 2549008L7P4I8VB90936 | Long             | LON              | CORP              | KY        |    205000 | PA      | $208690.00    | 0.02%             | 2027-10-20      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAP LTD                                                                 | PETRONAS CAP LTD 3.5% 04/21/2030 144A                                                                    | CUSIP: 716743AP4<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    230000 | PA      | $209746.20    | 0.02%             | 2030-04-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STEVENS HOLDING CO INC                                                           | STEVENS HOLDING CO INC 6.125% 10/01/2026 144A                                                            | CUSIP: 86024TAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $155387.50    | 0.01%             | 2026-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CAMELOT FIN S A                                                                  | CAMELOT FIN S A 4.5% 11/01/2026 144A                                                                     | CUSIP: 13323AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    570000 | PA      | $534232.85    | 0.04%             | 2026-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 3.875% 11/30/2029                                                                              | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4290000 | PA      | $4261176.56   | 0.31%             | 2029-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BLACK KNIGHT INFOSERV LLC                                                        | BLACK KNIGHT INFOSERV LLC 3.625% 09/01/2028 144A                                                         | CUSIP: 092174AA9<br>LEI: 549300H5PS5C68DAUX66 | Long             | DBT              | CORP              | US        |    690000 | PA      | $598575.00    | 0.04%             | 2028-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                      | PACIFIC GAS and ELECTRIC CO 4.25% 03/15/2046                                                             | CUSIP: 694308HN0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    125000 | PA      | $86936.95     | 0.01%             | 2046-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP 6.2% 03/15/2040                                                                | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    350000 | PA      | $342508.51    | 0.02%             | 2040-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MIWD HOLDCO II LLC / MIWD FINANCE CORP                                           | MIWD HOLDCO II LLC / MIWD FINANCE CORP 5.5% 02/01/2030 144A                                              | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $147287.77    | 0.01%             | 2030-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EMIRATE OF DUBAI GOVERNMENT INTERNATIONAL BONDS                                  | EMIRATE OF DUBAI GOVT INTL BONDS 3.9% 09/09/2050 REGS                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AE        |    920000 | PA      | $653660.00    | 0.05%             | 2050-09-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ZIGGO BOND CO                                                                    | ZIGGO BOND CO 5.125% 02/28/2030 144A                                                                     | CUSIP: 98953GAD7<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |    315000 | PA      | $254362.50    | 0.02%             | 2030-02-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BERMUDA GOVERNMENT OF                                                            | BERMUDA GOVERNMENT OF 5% 07/15/2032 144A                                                                 | CUSIP: 085209AJ3<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    260000 | PA      | $257936.25    | 0.02%             | 2032-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                                               | REGAL REXNORD CORP                                                                                       | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |      2400 | NS      | $287952.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ARGENTINA REPUBLIC OF                                                            | ARGENTINA REPUBLIC OF STEP 07/09/2035                                                                    | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   3177241 | PA      | $800664.73    | 0.06%             | 2035-07-09      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                            | WI 2022-K150 A2 3.71% 11/32                                                                              | CUSIP: 3137H8U41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    300000 | PA      | $282131.19    | 0.02%             | 2032-11-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA KINGDOM OF                                                          | SAUDI ARABIA KINGDOM OF 4.625% 10/04/2047 144A                                                           | CUSIP: 80413TAF6<br>LEI: 54930044PULMORCKB765 | Long             | DBT              | NUSS              | SA        |    330000 | PA      | $293658.75    | 0.02%             | 2047-10-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                    | FHLG 30YR 2.5% 12/01/2051#RA6496                                                                         | CUSIP: 3133KNGD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    518293 | PA      | $441654.41    | 0.03%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NEW COTAI LLC                                                                    | NEW COTAI LLC PIK CONV 5% 02/24/2027                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    287602 | PA      | $462723.26    | 0.03%             | 2027-02-24      | Fixed         | 0.05%                 | No            |                  3 | On Loan: No      |
| CP ATLAS BUYER INC                                                               | CP ATLAS BUYER INC 7% 12/01/2028 144A                                                                    | CUSIP: 12597YAA7<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |    325000 | PA      | $241365.99    | 0.02%             | 2028-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                 | CSC HOLDINGS LLC 3.375% 02/15/2031 144A                                                                  | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    860000 | PA      | $560836.34    | 0.04%             | 2031-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 30YR 3.5% 11/51#MA4468                                                                              | CUSIP: 31418D6E7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3415284 | PA      | $3119087.80   | 0.23%             | 2051-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM UK HOLDINGS PLC                                                        | TRANSDIGM UK HOLDINGS PLC 6.875% 05/15/2026                                                              | CUSIP: 89365DAB9<br>LEI: 549300JTYP71LZZSE903 | Long             | DBT              | CORP              | GB        |   1805000 | PA      | $1762607.14   | 0.13%             | 2026-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PARAGUAY REPUBLIC OF                                                             | PARAGUAY REPUBLIC OF 2.739% 01/29/2033 144A                                                              | CUSIP: 699149AK6<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    225000 | PA      | $179620.31    | 0.01%             | 2033-01-29      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ESKOM HLDGS LTD                                                                  | ESKOM HLDGS LTD 6.35% 08/10/2028 144A                                                                    | CUSIP: 29646AAC0<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    590000 | PA      | $544275.00    | 0.04%             | 2028-08-10      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF MONGOLIA                                                     | DEVELOPMENT BANK OF MONGOLIA 7.25% 10/23/2023 144A                                                       | CUSIP: 25161AAA7<br>LEI: 254900HRWK3OKXS9UW60 | Long             | DBT              | CORP              | MN        |     60000 | PA      | $53336.25     | 0.00%             | 2023-10-23      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NXP SEMICONDUCTORS NV                                                            | NXP SEMICONDUCTORS NV                                                                                    | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |      1800 | NS      | $284454.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 30YR 5% 11/01/2052#CB5128                                                                           | CUSIP: 3140QQVW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    597255 | PA      | $598399.03    | 0.04%             | 2052-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                            | UBER TECHNOLOGIES INC 7.5% 09/15/2027 144A                                                               | CUSIP: 90353TAE0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   2950000 | PA      | $2952065.00   | 0.21%             | 2027-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CORPORATION                                                 | CALIFORNIA RES CORP WT 10/27/24                                                                          | CUSIP: 13057Q123<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |      3099 | NS      | $39047.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HESS MIDSTREAM PARTNERS LP                                                       | HESS MIDSTREAM PARTNERS LP 5.125% 06/15/2028 144A                                                        | CUSIP: 428104AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    595000 | PA      | $550194.48    | 0.04%             | 2028-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ARCONIC CORP                                                                     | ARCONIC CORP 6.125% 02/15/2028 144A                                                                      | CUSIP: 03966VAA5<br>LEI: 549300B4YFWH3U74B152 | Long             | DBT              | CORP              | US        |    875000 | PA      | $820981.92    | 0.06%             | 2028-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BOUYGUES SA                                                                      | BOUYGUES SA 5.375% 06/30/2042 REGS                                                                       | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | DBT              | CORP              | FR        |   1400000 | PA      | $1541029.24   | 0.11%             | 2042-06-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS BIDCO LTD                                                 | GALAXY PIPELINE ASSETS BIDCO LTD 2.16% 03/31/2034 144A                                                   | CUSIP: 36321PAD2<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |    360617 | PA      | $306074.02    | 0.02%             | 2034-03-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HORIZON THERAPEUTICS USA INC                                                     | HORIZON THERAPEUTICS USA INC 5.5% 08/01/2027 144A                                                        | CUSIP: 44055PAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650000 | PA      | $667225.00    | 0.05%             | 2027-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                        | CAESARS ENTERTAINMENT INC                                                                                | CUSIP: 12769G100<br>LEI: 5299000BKFWWVND5L441 | Long             | EC               | CORP              | US        |     32600 | NS      | $1356160.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                                           | RADIOLOGY PARTNERS INC 9.25% 02/01/2028 144A                                                             | CUSIP: 75041VAA2<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |    965000 | PA      | $541706.51    | 0.04%             | 2028-02-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| KAZMUAIGAZ NATIONAL CO JSC                                                       | KAZMUNAYGAS NATIONAL CO JSC 5.75% 04/19/2047 144A                                                        | CUSIP: 48667QAP0<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    170000 | PA      | $129763.13    | 0.01%             | 2047-04-19      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                                              | AVANTOR FUNDING INC 3.875% 11/01/2029 144A                                                               | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    275000 | PA      | $230931.25    | 0.02%             | 2029-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                                                                | MDGH GMTN RSC LTD 5.5% 04/28/2033 144A                                                                   | CUSIP: 55285GAB0<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |    300000 | PA      | $316556.25    | 0.02%             | 2033-04-28      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 1.75% 01/31/2029                                                                               | CUSIP: 91282CDW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2583000 | PA      | $2268802.28   | 0.16%             | 2029-01-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                    | LOWES COS INC                                                                                            | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      4300 | NS      | $856732.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ACRISURE LLC / ACRISURE FINANCE INC                                              | ACRISURE LLC / ACRISURE FINANCE INC 10.125% 08/01/2026 144A                                              | CUSIP: 00489LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    605000 | PA      | $588429.83    | 0.04%             | 2026-08-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                           | OCP SA 4.5% 10/22/2025 144A                                                                              | CUSIP: 67091TAC9<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    115000 | PA      | $111787.19    | 0.01%             | 2025-10-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                                                                  | NGPL PIPECO LLC 4.875% 08/15/2027 144A                                                                   | CUSIP: 62912XAF1<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142462.86    | 0.01%             | 2027-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CLARIVATE SCIENCE HLDGS CORP                                                     | CLARIVATE SCIENCE HLDGS CORP 4.875% 07/01/2029 144A                                                      | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    475000 | PA      | $403916.25    | 0.03%             | 2029-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC           | ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 4.875% 02/15/2030 144A            | CUSIP: 013092AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5365000 | PA      | $4788047.90   | 0.35%             | 2030-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                    | DISH DBS CORP 5.25% 12/01/2026 144A                                                                      | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    685000 | PA      | $576999.48    | 0.04%             | 2026-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| B2W DIGITAL LUX SARL                                                             | B2W DIGITAL LUX SARL 4.375% 12/20/2030 144A                                                              | CUSIP: 05609AAA9<br>LEI: 222100KMO43GQ28M6N31 | Long             | DBT              | CORP              | LU        |    850000 | PA      | $536987.50    | 0.04%             | 2030-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DICKS SPORTING GOODS INC                                                         | DICKS SPORTING GOODS INC                                                                                 | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |      5900 | NS      | $709711.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDCO OAK TREE PTE LTD                                                           | MEDCO OAK TREE PTE LTD 7.375% 05/14/2026 144A                                                            | CUSIP: 58405FAA3<br>LEI: 254900AU06KP3JTGZL51 | Long             | DBT              | CORP              | SG        |    210000 | PA      | $199237.50    | 0.01%             | 2026-05-14      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| COSTA RICA REPUBLIC OF                                                           | COSTA RICA REPUBLIC OF 6.125% 02/19/2031 144A                                                            | CUSIP: 221597CP0<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    150000 | PA      | $145153.13    | 0.01%             | 2031-02-19      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                     | MEXICO UNITED MEXICAN STATES 3.75% 01/11/2028                                                            | CUSIP: 91087BAE0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    590000 | PA      | $555780.00    | 0.04%             | 2028-01-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| QATAR ST                                                                         | QATAR ST 4.817% 03/14/2049 144A                                                                          | CUSIP: 74727PBB6<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |   1060000 | PA      | $1025417.50   | 0.07%             | 2049-03-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TEMPUR SEALY INTERNATIONAL INC                                                   | TEMPUR SEALY INTERNATIONAL INC 3.875% 10/15/2031 144A                                                    | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    735000 | PA      | $576993.38    | 0.04%             | 2031-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                    | FHLG 30YR 3.5% 03/01/2052#RA6987                                                                         | CUSIP: 3133KNXQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    760070 | PA      | $698367.69    | 0.05%             | 2052-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 30YR 5% 10/01/2052#CB4893                                                                           | CUSIP: 3140QQNK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    249065 | PA      | $248919.25    | 0.02%             | 2052-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENDEAVOUR MINING PLC                                                             | ENDEAVOUR MINING PLC 5% 10/14/2026 144A                                                                  | CUSIP: 29261HAA3<br>LEI: 529900NI5MXQ91GHXR07 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $294393.75    | 0.02%             | 2026-10-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                    | FHLG 20YR 2.5% 05/01/2041#SC0167                                                                         | CUSIP: 3132D9FG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1472663 | PA      | $1296321.90   | 0.09%             | 2041-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DE CHILE                                          | CORPORACION NACIONAL DEL COBRE DE CHILE 3.7% 01/30/2050 144A                                             | CUSIP: 21987BBA5<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    650000 | PA      | $488475.00    | 0.04%             | 2050-01-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MEDCO PLATINUM ROAD PTE LTD                                                      | MEDCO PLATINUM ROAD PTE LTD 6.75% 01/30/2025 144A                                                        | CUSIP: 58406HAA8<br>LEI: 254900CW3HTAEZITE455 | Long             | DBT              | CORP              | SG        |    485000 | PA      | $469328.44    | 0.03%             | 2025-01-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| JORDAN KINGDOM OF                                                                | JORDAN KINGDOM OF 7.375% 10/10/2047 144A                                                                 | CUSIP: 418097AJ0<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |    110000 | PA      | $93898.75     | 0.01%             | 2047-10-10      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG'06 PTY LTD                                                     | FMG RES AUGUST 2006 PTY LTD 5.125% 05/15/2024 144A                                                       | CUSIP: 30251GAW7<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    495000 | PA      | $486496.99    | 0.04%             | 2024-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP 4% 09/15/2030                                                                       | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    330000 | PA      | $246226.07    | 0.02%             | 2030-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 1% 07/31/2028                                                                                  | CUSIP: 91282CCR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4418000 | PA      | $3755472.57   | 0.27%             | 2028-07-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ANGOLA REPUBLIC                                                                  | ANGOLA REPUBLIC 8.75% 04/14/2032 144A                                                                    | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    310000 | PA      | $268150.00    | 0.02%             | 2032-04-14      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| BRF SA                                                                           | BRF SA 4.875% 01/24/2030 144A                                                                            | CUSIP: 10552TAG2<br>LEI: 254900MTXR9LUVQFU480 | Long             | DBT              | CORP              | BR        |    345000 | PA      | $290954.47    | 0.02%             | 2030-01-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| QUEBECOR MEDIA INC                                                               | QUEBECOR MEDIA INC 5.75% 01/15/2023                                                                      | CUSIP: 74819RAP1<br>LEI: 5493006O1E1TBNKPQW25 | Long             | DBT              | CORP              | CA        |    790000 | PA      | $788111.90    | 0.06%             | 2023-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF UZBEKISTAN                                                      | NATIONAL BANK OF UZBEKISTAN 4.85% 10/21/2025 REGS                                                        | CUSIP: N/A<br>LEI: 253400TZJ7T1YULTGN68       | Long             | DBT              | NUSS              | UZ        |    225000 | PA      | $202823.44    | 0.01%             | 2025-10-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS 6.95% 01/28/2060                                                                     | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    780000 | PA      | $493545.00    | 0.04%             | 2060-01-28      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FORBES ENERGY SVCS LTD                                                           | FORBES ENERGY SVCS LTD NEW                                                                               | CUSIP: 345143200<br>LEI: 5493000KNGZL65YWY755 | Long             | EC               | CORP              | US        |      6562 | NS      | $0.07         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 0.25% 05/15/2024                                                                               | CUSIP: 91282CCC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     73000 | PA      | $68708.40     | 0.00%             | 2024-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                                                        | UST BILLS 0% 02/23/2023                                                                                  | CUSIP: 912796T33<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     10000 | PA      | $9939.82      | 0.00%             | 2023-02-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PROOFPOINT INC                                                                   | PROOFPOINT TERM B 1LN 08/31/2028                                                                         | CUSIP: 74345HAB7<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |    307675 | PA      | $295195.70    | 0.02%             | 2028-08-31      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 1.375% 10/31/2028                                                                              | CUSIP: 91282CDF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3514000 | PA      | $3033158.51   | 0.22%             | 2028-10-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                             | FRONTIER TERM B 1LN 05/01/2028                                                                           | CUSIP: 35906EAQ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    261548 | PA      | $248938.32    | 0.02%             | 2028-05-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 2.75% 05/31/2029                                                                               | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    155000 | PA      | $144004.69    | 0.01%             | 2029-05-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JSW STEEL LTD                                                                    | JSW STEEL LTD 3.95% 04/05/2027 144A                                                                      | CUSIP: 46635UAC3<br>LEI: 335800EK6HZSC4CVAJ09 | Long             | DBT              | CORP              | IN        |    460000 | PA      | $393300.00    | 0.03%             | 2027-04-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TELENET FINANCE LUXEMBOURG NOTES SARL                                            | TELENET FINANCE LUXEMBOURG NOTES SARL 5.5% 03/01/2028 144A                                               | CUSIP: N/A<br>LEI: 2138007RI9GLJPCC3E25       | Long             | DBT              | CORP              | LU        |    600000 | PA      | $540000.00    | 0.04%             | 2028-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BERMUDA GOVERNMENT OF                                                            | BERMUDA GOVERNMENT OF 2.375% 08/20/2030 144A                                                             | CUSIP: 085209AG9<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |     55000 | PA      | $46193.13     | 0.00%             | 2030-08-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                                                           | CHESAPEAKE ENERGY CORP 7% 10/01/2024                                                                     | CUSIP: 165167DA2<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    360000 | PA      | $0.04         | 0.00%             | 2024-10-01      | Fixed         | 0.07%                 | No            |                  3 | On Loan: No      |
| NEXSTAR BROADCASTING INC                                                         | NEXSTAR BROADCASTING TERM B 09/19/2026                                                                   | CUSIP: 65336RAW8<br>LEI: 5493006PK6I4I2OOT688 | Long             | LON              | CORP              | US        |    122255 | PA      | $121124.34    | 0.01%             | 2026-09-19      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM PARTNERS LP                                                       | HESS MIDSTREAM PARTNERS LP 5.5% 10/15/2030 144A                                                          | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $251585.42    | 0.02%             | 2030-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC NV                                                    | GOLDEN NUGGET TERM B 1LN 01/27/2029                                                                      | CUSIP: 31556PAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    173688 | PA      | $164808.60    | 0.01%             | 2029-01-27      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ISRAEL, STATE OF                                                                 | ISRAEL STATE OF 3.375% 01/15/2050                                                                        | CUSIP: 46513JXN6<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    595000 | PA      | $456942.15    | 0.03%             | 2050-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BAYER AG                                                                         | BAYER AG 5.375%/VAR 03/25/2082 REGS                                                                      | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |    900000 | PA      | $842979.37    | 0.06%             | 2082-03-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT DEMOCRATIC SOCIALIST REP                                          | SRI LANKA GOVT DEMOC SOCIA REP 7.55% 03/28/2030 144A                                                     | CUSIP: 85227SBB1<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |    235000 | PA      | $68414.38     | 0.00%             | 2030-03-28      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| KAZMUAIGAZ NATIONAL CO JSC                                                       | KAZMUNAYGAS NATIONAL CO JSC 3.5% 04/14/2033 144A                                                         | CUSIP: 48126PAA0<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    335000 | PA      | $246601.88    | 0.02%             | 2033-04-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 2.5% 02/28/2026                                                                                | CUSIP: 9128286F2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7215000 | PA      | $6852840.84   | 0.50%             | 2026-02-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KENYA REPUBLIC OF                                                                | KENYA REPUBLIC OF 6.3% 01/23/2034 144A                                                                   | CUSIP: 491798AL8<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    165000 | PA      | $127462.50    | 0.01%             | 2034-01-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                                | DISH NETWORK CORP 11.75% 11/15/2027 144A                                                                 | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    590000 | PA      | $607641.00    | 0.04%             | 2027-11-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC 3ML+0 PERP                                                                                 | CUSIP: 172967GD7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |   2675000 | PA      | $2648918.75   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                                      | CHENIERE ENERGY PARTNERS LP 3.25% 01/31/2032                                                             | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    420000 | PA      | $333776.83    | 0.02%             | 2032-01-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 1.25% 12/31/2026                                                                               | CUSIP: 91282CDQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2667000 | PA      | $2388319.33   | 0.17%             | 2026-12-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                            | INDONESIA REPUBLIC OF 6.625% 02/17/2037 144A                                                             | CUSIP: 455780AX4<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    220000 | PA      | $248624.20    | 0.02%             | 2037-02-17      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ARGENTINA REPUBLIC OF                                                            | ARGENTINA REPUBLIC OF STEP 01/09/2038                                                                    | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   2032304 | PA      | $639921.72    | 0.05%             | 2038-01-09      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES INTL INC                                                        | SCIENTIFIC GAMES TERM 1LN 04/07/2029                                                                     | CUSIP: N/A<br>LEI: RLTHESQ0RNFQJWPBJN60       | Long             | LON              | CORP              | US        |    109725 | PA      | $107961.72    | 0.01%             | 2029-04-07      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPERATING CO LLC / GD FINANCE CO INC                                    | GO DADDY OPERATING CO LLC / GD FINANCE CO INC 3.5% 03/01/2029 144A                                       | CUSIP: 38016LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    610000 | PA      | $510687.08    | 0.04%             | 2029-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                       | CARVANA CO 4.875% 09/01/2029 144A                                                                        | CUSIP: 146869AH5<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $418008.41    | 0.03%             | 2029-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS 6.875% 10/16/2025                                                                    | CUSIP: 71654QDH2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    520000 | PA      | $505797.50    | 0.04%             | 2025-10-16      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                             | COLOMBIA REPUBLIC OF 4.125% 05/15/2051                                                                   | CUSIP: 195325DT9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    220000 | PA      | $131903.75    | 0.01%             | 2051-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALTICE FING SA                                                                   | ALTICE FING SA 5.75% 08/15/2029 144A                                                                     | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |   1190000 | PA      | $936009.82    | 0.07%             | 2029-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| IVORY COAST (COTE D'IVOIRE)                                                      | IVORY COAST (COTE D'IVOIRE) 6.125% 06/15/2033 144A                                                       | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |    400000 | PA      | $356000.00    | 0.03%             | 2033-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORPORATION                                             | OLYMPUS WATER US HOLDING CORPORATION 7.125% 10/01/2027 144A                                              | CUSIP: 16308NAA2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    300000 | PA      | $285750.00    | 0.02%             | 2027-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SOTHEBYS                                                                         | SOTHEBY'S TERM B 1LN 01/15/2027                                                                          | CUSIP: 08883CAE8<br>LEI: 549300P5BAAMQQ7VL735 | Long             | LON              | CORP              | US        |    588255 | PA      | $572519.17    | 0.04%             | 2027-01-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| C and W SENIOR FINANCING DAC                                                     | C and W SENIOR FINANCING DAC 6.875% 09/15/2027 144A                                                      | CUSIP: 12674TAA4<br>LEI: 5493009O8OIWZPZRY516 | Long             | DBT              | CORP              | IE        |   2745000 | PA      | $2542213.13   | 0.18%             | 2027-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MACYS RETAIL HOLDINGS LLC                                                        | MACYS RETAIL HOLDINGS LLC 6.125% 03/15/2032 144A                                                         | CUSIP: 55617LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $235348.40    | 0.02%             | 2032-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Fidelity Central Investment Portfolios LLC                                       | Fidelity Floating Rate Central Fund                                                                      | CUSIP: 31606V708<br>LEI: S2V1M15I679NQK6BNY65 | Long             | EC               | RF                | US        |   1125625 | NS      | $107080680.28 | 7.78%             |  |  |  | No            |                  1 | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                     | CHS/CMNTY HEALTH SYSTEMS INC 5.25% 05/15/2030 144A                                                       | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    825000 | PA      | $622080.65    | 0.05%             | 2030-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY                                                       | TVA 5.25% 9/15/39                                                                                        | CUSIP: 880591EH1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |    126000 | PA      | $131096.01    | 0.01%             | 2039-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                 | HILTON DOMESTIC OPERATING CO INC 4% 05/01/2031 144A                                                      | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    500000 | PA      | $418315.00    | 0.03%             | 2031-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                                                           | CHESAPEAKE ENERGY CORP 6.75% 04/15/2029 144A                                                             | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    440000 | PA      | $428384.00    | 0.03%             | 2029-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                                     | CHARLES RIVER LABS INTL INC                                                                              | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |      2300 | NS      | $501170.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| POLAND REPUBLIC OF                                                               | POLAND REPUBLIC OF 5.75% 11/16/2032                                                                      | CUSIP: 857524AE2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    425000 | PA      | $450410.75    | 0.03%             | 2032-11-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                                         | LAMB WESTON HOLDINGS INC 4.125% 01/31/2030 144A                                                          | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    555000 | PA      | $490176.00    | 0.04%             | 2030-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINANCE BV                                                   | EMBRAER NETHERLANDS FINANCE BV 5.05% 06/15/2025                                                          | CUSIP: 29082HAA0<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |    715000 | PA      | $693684.06    | 0.05%             | 2025-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TENNET HOLDING BV                                                                | TENNET HOLDING BV 2.375% 05/17/2033 REGS                                                                 | CUSIP: N/A<br>LEI: 724500LTUWK3JQG63903       | Long             | DBT              | CORP              | NL        |    640000 | PA      | $590877.44    | 0.04%             | 2033-05-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TENNESSEE GAS PIPELINE CO                                                        | TENNESSEE GAS PIPELINE CO 7.625% 04/01/2037                                                              | CUSIP: 880451AU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $54380.36     | 0.00%             | 2037-04-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                    | CARNIVAL CORP 10.5% 02/01/2026 144A                                                                      | CUSIP: 143658BG6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    730000 | PA      | $729029.17    | 0.05%             | 2026-02-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 2.875% 04/30/2029                                                                              | CUSIP: 91282CEM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3300000 | PA      | $3090656.25   | 0.22%             | 2029-04-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| RACKSPACE HOSTING INC                                                            | RACKSPACE HOSTING INC 5.375% 12/01/2028 144A                                                             | CUSIP: 750098AA3<br>LEI: 549300QTYCKLMFSE8I97 | Long             | DBT              | CORP              | US        |    380000 | PA      | $165627.39    | 0.01%             | 2028-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 4.375% 10/31/2024                                                                              | CUSIP: 91282CFQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1650000 | PA      | $1645294.93   | 0.12%             | 2024-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER OPERATING MLP 6.625/VAR PERP                                                             | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |   1515000 | PA      | $1124887.50   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | FX Forward: USD/CAD settle 2023-01-13                                                                    | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-50642.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CARGO AIRCRAFT MANAGEMENT INC                                                    | CARGO AIRCRAFT MANAGEMENT INC 4.75% 02/01/2028 144A                                                      | CUSIP: 14180LAA4<br>LEI: 549300GH5J7LOMV44F11 | Long             | DBT              | CORP              | US        |    365000 | PA      | $328500.00    | 0.02%             | 2028-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JBS SA                                                                           | JBS SA                                                                                                   | CUSIP: N/A<br>LEI: 529900RM0MTMZL9O5050       | Long             | EC               | CORP              | BR        |    109400 | NS      | $455647.71    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BRASKEM IDESA SAPI                                                               | BRASKEM IDESA SAPI 7.45% 11/15/2029 144A                                                                 | CUSIP: 10554NAA6<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |    125000 | PA      | $98656.25     | 0.01%             | 2029-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CRESTWOOD MIDSTREAM PARTNERS LP/CRESTWOOD MIDSTREAM FIN CORP                     | CRESTWOOD MIDSTRM PTN/FIN CORP 5.75% 04/01/2025                                                          | CUSIP: 226373AP3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $243200.00    | 0.02%             | 2025-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY                                                        | SAUDI ARABIAN OIL COMPANY 3.5% 11/24/2070 144A                                                           | CUSIP: 80414L2M6<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    460000 | PA      | $309867.50    | 0.02%             | 2070-11-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MISC CAPITAL TWO LABUAN LIMITED                                                  | MISC CAPITAL TWO LABUAN LIMITED 3.625% 04/06/2025 144A                                                   | CUSIP: 60475DAA9<br>LEI: 9845000ED8376T875113 | Long             | DBT              | CORP              | MY        |    360000 | PA      | $342292.50    | 0.02%             | 2025-04-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RIVIAN HOLDCO and RIVIAN LLC and RIVIAN AUTOMOTIVE LLC                           | RIVIAN HOLDCO and RIVIAN LLC and RIVIAN AUTOMOTIVE LLC FRN 6ML+562.5 10/15/2026 144A                     | CUSIP: 76954LAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1395000 | PA      | $1346175.00   | 0.10%             | 2026-10-15      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| ESKOM HLDGS LTD                                                                  | ESKOM HLDGS LTD 7.125% 02/11/2025 144A                                                                   | CUSIP: 29646AAB2<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    420000 | PA      | $381097.50    | 0.03%             | 2025-02-11      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OMAN SULTANATE                                                                   | OMAN SULTANATE 6.5% 03/08/2047 144A                                                                      | CUSIP: 682051AF4<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    195000 | PA      | $176962.50    | 0.01%             | 2047-03-08      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                                           | ATHENAHEALTH TERM DD 1LN 02/15/2029                                                                      | CUSIP: 04686RAC7<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |    221739 | PA      | $199645.04    | 0.01%             | 2029-02-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP                                | ICAHN ENTERPRISES LP/FIN CORP 6.25% 05/15/2026                                                           | CUSIP: 451102BT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1305000 | PA      | $1253969.35   | 0.09%             | 2026-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GABONESE REPUBLIC                                                                | GABONESE REPUBLIC 7% 11/24/2031 144A                                                                     | CUSIP: 362420AE1<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |    455000 | PA      | $372332.19    | 0.03%             | 2031-11-24      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                 | HILTON DOMESTIC OPERATING CO INC 3.75% 05/01/2029 144A                                                   | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    330000 | PA      | $285450.00    | 0.02%             | 2029-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 4.625% 01/15/2029                                                                          | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    930000 | PA      | $817721.10    | 0.06%             | 2029-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SABIC CAPITAL II BV                                                              | SABIC CAPITAL II BV 4% 10/10/2023 144A                                                                   | CUSIP: 78520LAA8<br>LEI: 2138005PCUTH59D4RJ83 | Long             | DBT              | CORP              | NL        |    560000 | PA      | $554120.00    | 0.04%             | 2023-10-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA REPUBLIC OF                                                         | SOUTH AFRICA REPUBLIC OF 5% 10/12/2046                                                                   | CUSIP: 836205AV6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    395000 | PA      | $275216.25    | 0.02%             | 2046-10-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORPORATION                                             | OLYMPUS WATER US HOLDING CORPORATION 4.25% 10/01/2028 144A                                               | CUSIP: 681639AA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    560000 | PA      | $454638.03    | 0.03%             | 2028-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 30YR 4% 09/01/2052#FS3083                                                                           | CUSIP: 3140XJM91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    198004 | PA      | $186806.23    | 0.01%             | 2052-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                      | UNITED STATES TREASURY BOND 3.375% 08/15/2042                                                            | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3750000 | PA      | $3351562.50   | 0.24%             | 2042-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                     | UNIVISION COMMUNICATIONS INC 7.375% 06/30/2030 144A                                                      | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    830000 | PA      | $793231.00    | 0.06%             | 2030-06-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                                                        | EGYPT (ARAB) REPUBLIC OF 7.903% 02/21/2048 144A                                                          | CUSIP: 03846JW55<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    385000 | PA      | $239662.50    | 0.02%             | 2048-02-21      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                    | FHLG 20YR 1.5% 03/01/2041#RB5104                                                                         | CUSIP: 3133KYU56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    324616 | PA      | $265453.78    | 0.02%             | 2041-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                            | VICI PROPERTIES LP / VICI NOTE CO INC 4.625% 12/01/2029 144A                                             | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650000 | PA      | $591500.00    | 0.04%             | 2029-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                                                   | HALLIBURTON CO                                                                                           | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |       900 | NS      | $35415.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHART INDUSTRIES INC                                                             | CHART INDUSTRIES INC 7.5% 01/01/2030 144A                                                                | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |    790000 | PA      | $794179.10    | 0.06%             | 2030-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CAMELOT FIN S A                                                                  | CAMELOT FIN S A 1 TERM B 10/31/2026                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |     52093 | PA      | $51194.25     | 0.00%             | 2026-10-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| MESQUITE ENERGY INC                                                              | SANCHEZ ENERGY DIP ROLL UP TERM 12/31/2049                                                               | CUSIP: N/A<br>LEI: 549300SB0HTIM17TVR61       | Long             | LON              | CORP              | US        |    122000 | PA      | $0.01         | 0.00%             | 2049-12-31      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| NCR CORPORATION NEW                                                              | NCR CORPORATION NEW 5.75% 09/01/2027 144A                                                                | CUSIP: 62886EAU2<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    485000 | PA      | $464108.49    | 0.03%             | 2027-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ATS CORP                                                                         | ATS CORP 4.125% 12/15/2028 144A                                                                          | CUSIP: 001940AC9<br>LEI: 5493005KP4RP3IU7HQ41 | Long             | DBT              | CORP              | CA        |    460000 | PA      | $396869.60    | 0.03%             | 2028-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MEDCO LAUREL TREE PTE LTD                                                        | MEDCO LAUREL TREE PTE LTD 6.95% 11/12/2028 144A                                                          | CUSIP: 58406RAA6<br>LEI: 254900SX7FFGRREZD046 | Long             | DBT              | CORP              | SG        |    640000 | PA      | $566120.00    | 0.04%             | 2028-11-12      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                   | NRG ENERGY INC                                                                                           | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |      5596 | NS      | $178064.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DAE FDG LLC                                                                      | DAE FDG LLC 1.55% 08/01/2024 144A                                                                        | CUSIP: 23371DAJ3<br>LEI: 635400SZTPQL3Y1P2C76 | Long             | DBT              | CORP              | US        |    650000 | PA      | $605637.50    | 0.04%             | 2024-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| OLEODUCTO CENTRAL SA                                                             | OLEODUCTO CENTRAL SA 4% 07/14/2027 144A                                                                  | CUSIP: 680617AC1<br>LEI: 254900W4CPYCQFVH5E92 | Long             | DBT              | CORP              | CO        |    900000 | PA      | $790200.00    | 0.06%             | 2027-07-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ACCESS BANK NIGERIA PLC                                                          | ACCESS BANK NIGERIA PLC 6.125% 09/21/2026 144A                                                           | CUSIP: 00434G2B5<br>LEI: 029200328C3N9YI2D660 | Long             | DBT              | CORP              | NG        |    630000 | PA      | $484430.63    | 0.04%             | 2026-09-21      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                               | TURKEY REPUBLIC OF 6% 01/14/2041                                                                         | CUSIP: 900123BJ8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    165000 | PA      | $119212.50    | 0.01%             | 2041-01-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                                            | CANADA GOVERNMENT OF 0.25% 02/01/2023                                                                    | CUSIP: 135087L77<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   5320000 | PA      | $3916054.36   | 0.28%             | 2023-02-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ESKOM HLDGS LTD                                                                  | ESKOM HLDGS LTD 8.45% 08/10/2028 144A                                                                    | CUSIP: 29646AAD8<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    240000 | PA      | $210600.00    | 0.02%             | 2028-08-10      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| STATE OIL COMPANY OF THE AZERBAIJAN REPUBLIC                                     | STATE OIL CO OF THE AZER 6.95% 03/18/2030 REGS                                                           | CUSIP: N/A<br>LEI: 2549002HARR1VE257O76       | Long             | DBT              | CORP              | AZ        |    400000 | PA      | $411325.00    | 0.03%             | 2030-03-18      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                      | UNITED STATES TREASURY BOND 2% 08/15/2051                                                                | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16756000 | PA      | $10971252.73  | 0.80%             | 2051-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LIQUID TELECOMMUNICATIONS FINANCING PLC                                          | LIQUID TELECOMMUNICATIONS FINANCING PLC 5.5% 09/04/2026 144A                                             | CUSIP: 536333AB3<br>LEI: 635400MXAVJRJJCWVI87 | Long             | DBT              | CORP              | GB        |    605000 | PA      | $433255.63    | 0.03%             | 2026-09-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                                                           | PT PERTAMINA (PERSERO) 4.175% 01/21/2050 144A                                                            | CUSIP: 69370PAG6<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    240000 | PA      | $181770.00    | 0.01%             | 2050-01-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CAMPOSOL SA RGS                                                                  | CAMPOSOL SA 6% 02/03/2027 144A                                                                           | CUSIP: 134638AE5<br>LEI: 5493008B0STMH3JFSW17 | Long             | DBT              | CORP              | PE        |    225000 | PA      | $134409.38    | 0.01%             | 2027-02-03      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 30YR 5% 11/01/2052#FS3295                                                                           | CUSIP: 3140XJUV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    198754 | PA      | $198016.75    | 0.01%             | 2052-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NESCO HOLDINGS II INC                                                            | NESCO HOLDINGS II INC 5.5% 04/15/2029 144A                                                               | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |    715000 | PA      | $625625.00    | 0.05%             | 2029-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                            | JPMORGAN CHASE and CO 6.75/3ML+378 PERP                                                                  | CUSIP: 46625HJQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |    400000 | PA      | $398456.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DE CHILE                                          | CORPORACION NACIONAL DEL COBRE DE CHILE 3.15% 01/14/2030 144A                                            | CUSIP: 21987BBB3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    280000 | PA      | $246102.50    | 0.02%             | 2030-01-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VOLCAN CIA MINERA SAA                                                            | VOLCAN CIA MINERA SAA 4.375% 02/11/2026 144A                                                             | CUSIP: 92863UAB2<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |    185000 | PA      | $159076.88    | 0.01%             | 2026-02-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                         | VENTURE GLOBAL CALCASIEU 4.125% 08/15/2031 144A                                                          | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    355000 | PA      | $302458.23    | 0.02%             | 2031-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                                                          | DARLING INGREDIENTS INC 6% 06/15/2030 144A                                                               | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |    675000 | PA      | $659812.50    | 0.05%             | 2030-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                         | MSCI INC 3.25% 08/15/2033 144A                                                                           | CUSIP: 55354GAQ3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    420000 | PA      | $324348.57    | 0.02%             | 2033-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SHRIRAM FINANCE LTD                                                              | SHRIRAM FINANCE LTD 4.15% 07/18/2025 144A                                                                | CUSIP: 825547AE2<br>LEI: 335800TM2YO24B76XL26 | Long             | DBT              | CORP              | IN        |    500000 | PA      | $457125.00    | 0.03%             | 2025-07-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARMENIA                                                              | REPUBLIC OF ARMENIA 3.6% 02/02/2031 144A                                                                 | CUSIP: 042207AD2<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |    330000 | PA      | $262102.50    | 0.02%             | 2031-02-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP 6.875%/VAR PERP                                                                                  | CUSIP: 55336VAU4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | EP               | CORP              | US        |   1550000 | PA      | $1526750.00   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP 6.6% 03/15/2046                                                                | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    705000 | PA      | $725437.95    | 0.05%             | 2046-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VTR FINANCE BV                                                                   | VTR FINANCE BV 6.375% 07/15/2028 144A                                                                    | CUSIP: 918374AA7<br>LEI: 213800F4XI4RJB82XM19 | Long             | DBT              | CORP              | NL        |    320000 | PA      | $117360.00    | 0.01%             | 2028-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITGO HLDG INC                                                                   | CITGO HLDG INC 9.25% 08/01/2024 144A                                                                     | CUSIP: 17302WAB4<br>LEI: 549300NYHOALWZ2BSL72 | Long             | DBT              | CORP              | US        |   2195000 | PA      | $2189889.75   | 0.16%             | 2024-08-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| GUATEMALA, REP OF                                                                | GUATEMALA REP OF 4.9% 06/01/2030 144A                                                                    | CUSIP: 401494AQ2<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    230000 | PA      | $216961.88    | 0.02%             | 2030-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                           | OCP SA 5.625% 04/25/2024 144A                                                                            | CUSIP: 67091TAA3<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    670000 | PA      | $665310.00    | 0.05%             | 2024-04-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                                                           | CHESAPEAKE ENERGY CORP 5.875% 02/01/2029 144A                                                            | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    310000 | PA      | $293720.40    | 0.02%             | 2029-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                                                | PERU REPUBLIC OF 3.3% 03/11/2041                                                                         | CUSIP: 715638DS8<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    360000 | PA      | $262305.00    | 0.02%             | 2041-03-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                               | DOMINICAN REPUBLIC 5.875% 01/30/2060 144A                                                                | CUSIP: 25714PEE4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    270000 | PA      | $197319.38    | 0.01%             | 2060-01-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                     | UNIVISION COMMUNICATIONS INC 4.5% 05/01/2029 144A                                                        | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    570000 | PA      | $476668.20    | 0.03%             | 2029-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                   | NRG ENERGY INC 3.625% 02/15/2031 144A                                                                    | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    605000 | PA      | $459919.51    | 0.03%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                            | LEVEL 3 FINANCING INC 3.75% 07/15/2029 144A                                                              | CUSIP: 527298BT9<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $820081.98    | 0.06%             | 2029-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PG and E CORP                                                                    | PG and E CORP 5.25% 07/01/2030                                                                           | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    510000 | PA      | $464100.00    | 0.03%             | 2030-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NIGERIA REPUBLIC OF                                                              | NIGERIA REPUBLIC 6.125% 09/28/2028 144A                                                                  | CUSIP: 65412JAR4<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    795000 | PA      | $612150.00    | 0.04%             | 2028-09-28      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                                                         | LCM INVESTMENTS HOLDINGS 4.875% 05/01/2029 144A                                                          | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |    310000 | PA      | $248244.46    | 0.02%             | 2029-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 30YR 3.5% 03/01/2052#CB3174                                                                         | CUSIP: 3140QNQ47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    560541 | PA      | $510657.67    | 0.04%             | 2052-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED NATURAL FOODS INC                                                         | UNITED NATURAL FOODS INC 6.75% 10/15/2028 144A                                                           | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |    465000 | PA      | $446783.63    | 0.03%             | 2028-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TULLOW OIL PLC                                                                   | TULLOW OIL PLC 7% 03/01/2025 144A                                                                        | CUSIP: 899415AE3<br>LEI: 2138003EYHWO75RKS857 | Long             | DBT              | CORP              | GB        |    180000 | PA      | $108900.00    | 0.01%             | 2025-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                         | VISTRA OPERATIONS CO LLC 5.5% 09/01/2026 144A                                                            | CUSIP: 92840VAA0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    820000 | PA      | $790002.19    | 0.06%             | 2026-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ROBLOX CORP                                                                      | ROBLOX CORP 3.875% 05/01/2030 144A                                                                       | CUSIP: 771049AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1160000 | PA      | $914312.00    | 0.07%             | 2030-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 5.5% 11/15/2027                                                                            | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   7825000 | PA      | $7277250.00   | 0.53%             | 2027-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EL SALVADOR REPUBLIC OF                                                          | EL SALVADOR REPUBLIC OF 7.1246% 01/20/2050 144A                                                          | CUSIP: 283875BZ4<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    290000 | PA      | $110163.75    | 0.01%             | 2050-01-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                              | FX Forward: USD/GBP settle 2023-01-13                                                                    | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $126565.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | TENET HEALTHCARE CORP 5.125% 11/01/2027 144A                                                             | CUSIP: 88033GDA5<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    975000 | PA      | $906983.95    | 0.07%             | 2027-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMMUNITIES INC                                                  | TAYLOR MORRISON COMMUNITIES INC 5.875% 06/15/2027 144A                                                   | CUSIP: 87724RAA0<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    495000 | PA      | $475260.02    | 0.03%             | 2027-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TELEFONICA CELULAR DEL PARAGUAY SA                                               | TELEFONICA CELULAR PARAGUAY SA 5.875% 04/15/2027 144A                                                    | CUSIP: 87936VAB3<br>LEI: 254900R8A8IKGF4THL54 | Long             | DBT              | CORP              | PY        |    570000 | PA      | $549800.63    | 0.04%             | 2027-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ASR NEDERLAND NV                                                                 | ASR NEDERLAND NV 7%/VAR 12/07/2043 REGS                                                                  | CUSIP: N/A<br>LEI: 7245000G0HS48PZWUD53       | Long             | DBT              | CORP              | NL        |   1628000 | PA      | $1743215.40   | 0.13%             | 2043-12-07      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                 | CCO HLDGS LLC/CAP CORP 5.5% 05/01/2026 144A                                                              | CUSIP: 1248EPBR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1185923.14   | 0.09%             | 2026-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INDONESIA ASAHAN ALUMINIUM TBK PT                                                | INDONESIA ASAHAN ALUMINIUM TBK PT 5.45% 05/15/2030 144A                                                  | CUSIP: 74445PAF9<br>LEI: 2549008P48EB9SN2OI80 | Long             | DBT              | CORP              | ID        |    610000 | PA      | $581901.88    | 0.04%             | 2030-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| IHEARTMEDIA INC                                                                  | IHEARTMEDIA INC                                                                                          | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5655 | NS      | $34665.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ORSTED A/S                                                                       | ORSTED A/S 2.875% 06/14/2033 REGS                                                                        | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | DBT              | CORP              | DK        |    988000 | PA      | $966764.82    | 0.07%             | 2033-06-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING HOLDING CO                                                     | GRAPHIC PACKAGING HOLDING CO                                                                             | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34200 | NS      | $760950.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXA RESOURCES SA                                                                | NEXA RESOURCES SA 6.5% 01/18/2028 144A                                                                   | CUSIP: 65290DAA1<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | LU        |    525000 | PA      | $508035.94    | 0.04%             | 2028-01-18      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                                                            | EG GLOBAL FINANCE PLC 8.5% 10/30/2025 144A                                                               | CUSIP: 28228PAB7<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    855000 | PA      | $796537.90    | 0.06%             | 2025-10-30      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA REPUBLIC OF                                                         | SOUTH AFRICA REPUBLIC OF 4.85% 09/27/2027                                                                | CUSIP: 836205AW4<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    285000 | PA      | $269645.63    | 0.02%             | 2027-09-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA                                                        | PETROLEOS DE VENEZUELA SA 12.75% 12/31/2049 144A                                                         | CUSIP: 716558AC5<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    110000 | PA      | $4950.91      | 0.00%             | 2049-12-31      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS BIDCO LTD                                                 | GALAXY PIPELINE ASSETS BIDCO LTD 2.625% 03/31/2036 144A                                                  | CUSIP: 36321PAB6<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |   1080000 | PA      | $865552.50    | 0.06%             | 2036-03-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 4.5% 11/30/2024                                                                                | CUSIP: 91282CFX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11000000 | PA      | $11000429.66  | 0.80%             | 2024-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA                                                        | PETROLEOS DE VENEZUELA SA 5.375% 04/12/2027 REGS                                                         | CUSIP: N/A<br>LEI: 549300YWR8TN1OFD4P06       | Long             | DBT              | CORP              | VE        |    480000 | PA      | $21600.00     | 0.00%             | 2027-04-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                                            | FREEPORT INDONESIA PT 5.315% 04/14/2032 144A                                                             | CUSIP: 69377FAB2<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    385000 | PA      | $353279.85    | 0.03%             | 2032-04-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DG INVESTMENT INTERMEDIATE HOLDINGS 2 INC                                        | CONVERGINT TECH TERM B 1LN 03/31/2028                                                                    | CUSIP: 23344MAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     98503 | PA      | $94070.61     | 0.01%             | 2028-03-31      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                     | UNIVISION TERM B 1LN 01/31/2029                                                                          | CUSIP: 914908BB3<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |    352338 | PA      | $341034.51    | 0.02%             | 2029-01-31      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                     | MEXICO UNITED MEXICAN STATES 5.75% 10/12/2110                                                            | CUSIP: 91086QAZ1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    840000 | PA      | $706545.00    | 0.05%             | 2110-10-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AEROPUERTO INTERNACIONAL DE TOCUMEN SA                                           | AEROPUERTO INTERNACIONAL DE TOCUMEN SA 5.125% 08/11/2061 144A                                            | CUSIP: 00787CAE2<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |    205000 | PA      | $167754.06    | 0.01%             | 2061-08-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                       | DAVITA INC 4.625% 06/01/2030 144A                                                                        | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   1590000 | PA      | $1279038.44   | 0.09%             | 2030-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TULLOW OIL PLC                                                                   | TULLOW OIL PLC 10.25% 05/15/2026 144A                                                                    | CUSIP: 899415AG8<br>LEI: 2138003EYHWO75RKS857 | Long             | DBT              | CORP              | GB        |    991000 | PA      | $787845.00    | 0.06%             | 2026-05-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                               | UKRAINE GOVERNMENT 7.75% 09/01/2028 144A                                                                 | CUSIP: 903724AT9<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    200000 | PA      | $42700.00     | 0.00%             | 2028-09-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                 | CCO HLDGS LLC/CAP CORP 4.25% 02/01/2031 144A                                                             | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1005000 | PA      | $806125.58    | 0.06%             | 2031-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                                     | SM ENERGY CO 5.625% 06/01/2025                                                                           | CUSIP: 78454LAL4<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    330000 | PA      | $316796.89    | 0.02%             | 2025-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COVANTA HLDG CORP                                                                | COVANTA HLDG CORP 4.875% 12/01/2029 144A                                                                 | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |    425000 | PA      | $348189.75    | 0.03%             | 2029-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                            | GFL ENVIRONMENTAL INC 4% 08/01/2028 144A                                                                 | CUSIP: 36168QAL8<br>LEI: 5493008HF9XC5H29ZX61 | Long             | DBT              | CORP              | CA        |    420000 | PA      | $359100.00    | 0.03%             | 2028-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL USA INC                                                               | MURPHY OIL USA INC 5.625% 05/01/2027                                                                     | CUSIP: 626738AD0<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |    305000 | PA      | $296158.05    | 0.02%             | 2027-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GCM MINING CORP                                                                  | GCM MINING CORP 6.875% 08/09/2026 144A                                                                   | CUSIP: 38501DAR6<br>LEI: 5493001GJ5TILX6L1F82 | Long             | DBT              | CORP              | CA        |    715000 | PA      | $555607.48    | 0.04%             | 2026-08-09      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NORDSTROM INC                                                                    | NORDSTROM INC 4.375% 04/01/2030                                                                          | CUSIP: 655664AT7<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    175000 | PA      | $131561.50    | 0.01%             | 2030-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KRONOS ACQ / KIK CUSTOM                                                          | KRONOS ACQ / KIK CUSTOM 5% 12/31/2026 144A                                                               | CUSIP: 50106GAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $177325.00    | 0.01%             | 2026-12-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                                                              | SPECTRUM BRANDS INC 3.875% 03/15/2031 144A                                                               | CUSIP: 84762LAX3<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |    430000 | PA      | $334436.74    | 0.02%             | 2031-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                      | GERMANY FEDERAL REPUBLIC OF 0% 12/15/2023 REGS                                                           | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |   2205000 | PA      | $2309358.85   | 0.17%             | 2023-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 15YR 3% 11/01/2034#CA4460                                                                           | CUSIP: 3140QB5W4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    869185 | PA      | $822138.25    | 0.06%             | 2034-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CATALENT PHARMA SOLUTIONS                                                        | CATALENT PHARMA SOLUTIONS 5% 07/15/2027 144A                                                             | CUSIP: 14879EAE8<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |    205000 | PA      | $190756.22    | 0.01%             | 2027-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 30YR 3.5% 03/01/2052#MA4565                                                                         | CUSIP: 31418ECB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    420125 | PA      | $382491.16    | 0.03%             | 2052-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MESQUITE ENERGY INC                                                              | MESQUITE ENERGY INC 7.25% 02/15/2023 144A                                                                | CUSIP: 79970YAE5<br>LEI: 549300SB0HTIM17TVR61 | Long             | DBT              | CORP              | US        |   1063000 | PA      | $0.11         | 0.00%             | 2023-02-15      | Fixed         | 0.07%                 | No            |                  3 | On Loan: No      |
| REPUBLICA ORIENTAL DEL URUGUAY                                                   | URUGUAY REPUBLICA ORIENTAL DL 5.1% 06/18/2050                                                            | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    675000 | PA      | $665550.00    | 0.05%             | 2050-06-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PG and E CORP                                                                    | PG and E CORP                                                                                            | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |     56566 | NS      | $919763.16    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                    | GOLDMAN SACHS GROUP INC (THE) 4.4%/VAR PERP                                                              | CUSIP: 38144GAC5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |    420000 | PA      | $350920.01    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HOLLY EN PART LP/ HOL FIN CORP                                                   | HOLLY EN PART LP/ HOL FIN CORP 5% 02/01/2028 144A                                                        | CUSIP: 435765AH5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $364202.53    | 0.03%             | 2028-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TOWNSQUARE MEDIA INC                                                             | TOWNSQUARE MEDIA INC 6.875% 02/01/2026 144A                                                              | CUSIP: 892231AB7<br>LEI: 549300XBA8C68H0DR538 | Long             | DBT              | CORP              | US        |    325000 | PA      | $288437.99    | 0.02%             | 2026-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                                               | PANAMA REPUBLIC OF 3.298% 01/19/2033                                                                     | CUSIP: 698299BR4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    445000 | PA      | $360116.25    | 0.03%             | 2033-01-19      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                                                 | CALIBER COLLISION TERM B 1LN 02/05/2026                                                                  | CUSIP: 93369PAF1<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |    953269 | PA      | $901859.05    | 0.07%             | 2026-02-05      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| NIGERIA REPUBLIC OF                                                              | NIGERIA REPUBLIC 6.5% 11/28/2027 144A                                                                    | CUSIP: 65412JAC7<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    410000 | PA      | $329537.50    | 0.02%             | 2027-11-28      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | TENET HEALTHCARE CORP 6.25% 02/01/2027 144A                                                              | CUSIP: 88033GCX6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1776943.50   | 0.13%             | 2027-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                            | INDONESIA REPUBLIC OF 5.95% 01/08/2046 144A                                                              | CUSIP: 455780BW5<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    350000 | PA      | $365050.00    | 0.03%             | 2046-01-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                      | GERMANY FEDERAL REPUBLIC OF 1.7% 08/15/2032 REGS                                                         | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |   5384000 | PA      | $5372550.85   | 0.39%             | 2032-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Studio City International Holdings Ltd                                           | STUDIO CITY INTERNATIONAL HOLDINGS LTD ADR                                                               | CUSIP: 86389T106<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     11100 | NS      | $66156.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINICAN REPUBLIC                                                               | DOMINICAN REPUBLIC 6.5% 02/15/2048 REGS                                                                  | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |    150000 | PA      | $123215.63    | 0.01%             | 2048-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| QATAR ST                                                                         | QATAR ST 3.75% 04/16/2030 144A                                                                           | CUSIP: 74727PBD2<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |   1875000 | PA      | $1809140.63   | 0.13%             | 2030-04-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                   | BOMBARDIER INC 7.5% 03/15/2025 144A                                                                      | CUSIP: 097751BM2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    508000 | PA      | $503079.55    | 0.04%             | 2025-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 0.125% 08/15/2023                                                                              | CUSIP: 91282CAF8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    374000 | PA      | $363641.95    | 0.03%             | 2023-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BENGAL DEBT MERGER SUB LLC                                                       | TROPICANA TERM 1LN 01/24/2029                                                                            | CUSIP: 62984CAD5<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |    104475 | PA      | $93185.43     | 0.01%             | 2029-01-24      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| NAGACORP LTD                                                                     | NAGACORP LTD 7.95% 07/06/2024 REGS                                                                       | CUSIP: N/A<br>LEI: 549300MMNKN0RBJELS20       | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $899250.00    | 0.07%             | 2024-07-06      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                | POST HLDGS INC 5.75% 03/01/2027 144A                                                                     | CUSIP: 737446AM6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    143000 | PA      | $138292.44    | 0.01%             | 2027-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                        | GNII II 2% 02/01/2053 #TBA                                                                               | CUSIP: 21H020626<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |   -300000 | PA      | $-251960.52   | -0.02%            | 2053-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CT TRUST                                                                         | CT TRUST 5.125% 02/03/2032 144A                                                                          | CUSIP: 12659BAA2<br>LEI: 213800MJB7WO427HQD34 | Long             | DBT              | CORP              | GT        |    625000 | PA      | $548750.00    | 0.04%             | 2032-02-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SAMPO OYJ                                                                        | SAMPO OYJ 2.5%/VAR 09/03/2052 REGS                                                                       | CUSIP: N/A<br>LEI: 743700UF3RL386WIDA22       | Long             | DBT              | CORP              | FI        |    222000 | PA      | $177780.79    | 0.01%             | 2052-09-03      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                                          | PHILIPPINES REPUBLIC OF 5.609% 04/13/2033                                                                | CUSIP: 718286CT2<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    305000 | PA      | $321808.55    | 0.02%             | 2033-04-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                         | MICROCHIP TECHNOLOGY                                                                                     | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |     11800 | NS      | $828950.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS INC 4.75% 10/31/2034                                                              | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1330601.25   | 0.10%             | 2034-10-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                           | MARVELL TECHNOLOGY INC                                                                                   | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15400 | NS      | $570416.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                            | MOLINA HEALTHCARE INC 3.875% 05/15/2032 144A                                                             | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    550000 | PA      | $456741.64    | 0.03%             | 2032-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP                                                                       | HERTZ CORP 4.625% 12/01/2026 144A                                                                        | CUSIP: 428040DA4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    230000 | PA      | $192625.00    | 0.01%             | 2026-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RWE AG                                                                           | RWE AG 1% 11/26/2033 REGS                                                                                | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | DBT              | CORP              | DE        |    700000 | PA      | $535689.79    | 0.04%             | 2033-11-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 30YR 2.5% 12/01/2051#CB2320                                                                         | CUSIP: 3140QMSJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    653440 | PA      | $557633.89    | 0.04%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PTC INC                                                                          | PTC INC 4% 02/15/2028 144A                                                                               | CUSIP: 69370CAC4<br>LEI: 54930050SSMU8SKDJ030 | Long             | DBT              | CORP              | US        |    345000 | PA      | $310511.34    | 0.02%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CGG SA                                                                           | CGG SA 8.75% 04/01/2027 144A                                                                             | CUSIP: 12531TAF6<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |    590000 | PA      | $476536.33    | 0.03%             | 2027-04-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| GHANA REPUBLIC OF                                                                | GHANA REPUBLIC OF 7.75% 04/07/2029 144A                                                                  | CUSIP: 37443GAL5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    560000 | PA      | $203000.00    | 0.01%             | 2029-04-07      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                                                           | SOUTHWESTERN ENERGY CO 5.375% 03/15/2030                                                                 | CUSIP: 845467AS8<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |    560000 | PA      | $510730.64    | 0.04%             | 2030-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NORDSTROM INC                                                                    | NORDSTROM INC 5% 01/15/2044                                                                              | CUSIP: 655664AR1<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |     80000 | PA      | $48600.00     | 0.00%             | 2044-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS 7.69% 01/23/2050                                                                     | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   4073000 | PA      | $2815461.25   | 0.20%             | 2050-01-23      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS 6.875% 08/04/2026                                                                    | CUSIP: 71654QCB6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    555000 | PA      | $527527.50    | 0.04%             | 2026-08-04      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AECOM                                                                            | AECOM 5.125% 03/15/2027                                                                                  | CUSIP: 00774CAB3<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |    625000 | PA      | $601562.50    | 0.04%             | 2027-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SUMMIT MIDSTREAM PARTNERS LP                                                     | SUMMIT MIDSTREAM PARTNERS LP 9.5/VAR PERP                                                                | CUSIP: 866142AA0<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    148000 | PA      | $109354.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP                     | ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FIN CORP 5.375% 06/15/2029 144A                          | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $393123.20    | 0.03%             | 2029-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | FORD MTR CR CO LLC 7.35% 11/04/2027                                                                      | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    595000 | PA      | $609696.50    | 0.04%             | 2027-11-04      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP 6.45% 09/15/2036                                                               | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1171000 | PA      | $1194420.00   | 0.09%             | 2036-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                                      | CHENIERE ENERGY PARTNERS LP 4% 03/01/2031                                                                | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    910000 | PA      | $774737.60    | 0.06%             | 2031-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANCO DO BRASIL SA CAYMAN ISLANDS BRANCH                                         | BANCO DO BRASIL GR CAYMAN BRH STEP PERP 144A                                                             | CUSIP: 05958AAK4<br>LEI: QE0Q0253K88YAGNPE356 | Long             | EP               | CORP              | KY        |    560000 | PA      | $501480.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| DELTA 2 SARL                                                                     | FORMULA ONE TERM B 1LN 01/15/2030                                                                        | CUSIP: N/A<br>LEI: 549300BBG8Z3D6QSYP53       | Long             | LON              | CORP              | LU        |    170000 | PA      | $169787.50    | 0.01%             | 2030-01-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ARGENTINA REPUBLIC OF                                                            | ARGENTINA REPUBLIC OF 1% 07/09/2029                                                                      | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    738798 | PA      | $195781.47    | 0.01%             | 2029-07-09      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NEW COTAI LLC / NEW COTAI CAP CORP                                               | NEW COTAI LLC/NEW COTAI CAPITAL CORP P/P                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    247076 | NS      | $133421.04    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                      | UNITED STATES TREASURY BOND 3% 02/15/2049                                                                | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13991000 | PA      | $11579810.65  | 0.84%             | 2049-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                            | UBER TECHNOLOGIES INC 4.5% 08/15/2029 144A                                                               | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1097781.30   | 0.08%             | 2029-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP / SUNOCO FIN CORP                                                      | SUNOCO LP / SUNOCO FIN CORP 4.5% 04/30/2030                                                              | CUSIP: 86765LAZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    555000 | PA      | $481767.75    | 0.04%             | 2030-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                                    | FX Forward: AUD/USD settle 2023-01-13                                                                    | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $3134.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRITON WATER HOLDINGS                                                            | TRITON WATER HOLDINGS 6.25% 04/01/2029 144A                                                              | CUSIP: 89680EAA7<br>LEI: 5493005IYCEL7QJFZZ63 | Long             | DBT              | CORP              | US        |    315000 | PA      | $252674.09    | 0.02%             | 2029-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                                            | HIGHTOWER HOLDING LLC 6.75% 04/15/2029 144A                                                              | CUSIP: 43118DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $238005.95    | 0.02%             | 2029-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                                              | HUNGARY REPUBLIC OF 5.25% 06/16/2029 144A                                                                | CUSIP: 445545AP1<br>LEI: 5299008DH62LEB10JK83 | Long             | DBT              | NUSS              | HU        |    295000 | PA      | $280489.69    | 0.02%             | 2029-06-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HUNTER DOUGLAS INC                                                               | HUNTER DOUGLAS TERM B 1LN 02/25/2029                                                                     | CUSIP: N/A<br>LEI: 529900811T142NS3H544       | Long             | LON              | CORP              | US        |   1042388 | PA      | $913016.79    | 0.07%             | 2029-02-25      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| MTN MAURITIUS INVESTMENTS LTD                                                    | MTN MAURITIUS INVSTMENTS 6.5% 10/13/2026 144A                                                            | CUSIP: 55377XAB2<br>LEI: 2549009PQD415OQIR074 | Long             | DBT              | CORP              | MU        |    315000 | PA      | $313582.50    | 0.02%             | 2026-10-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                     | MEXICO UNITED MEXICAN STATES 4.5% 04/22/2029                                                             | CUSIP: 91087BAF7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    345000 | PA      | $329475.00    | 0.02%             | 2029-04-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CRESTWOOD MIDSTREAM PARTNERS LP/CRESTWOOD MIDSTREAM FIN CORP                     | CRESTWOOD MIDSTRM PTN/FIN CORP 6% 02/01/2029 144A                                                        | CUSIP: 226373AR9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2415000 | PA      | $2215788.22   | 0.16%             | 2029-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY                                                        | SAUDI ARABIAN OIL COMPANY 4.25% 04/16/2039 144A                                                          | CUSIP: 80414L2E4<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |   1705000 | PA      | $1513507.19   | 0.11%             | 2039-04-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | FX Forward: USD/AUD settle 2023-01-13                                                                    | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-8367.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                            | INDONESIA REPUBLIC OF 7.75% 01/17/2038 144A                                                              | CUSIP: 455780AZ9<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    930000 | PA      | $1113558.75   | 0.08%             | 2038-01-17      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| KONTOOR BRANDS INC                                                               | KONTOOR BRANDS INC 4.125% 11/15/2029 144A                                                                | CUSIP: 50050NAA1<br>LEI: 549300M0CPXV65RFF271 | Long             | DBT              | CORP              | US        |    240000 | PA      | $195866.38    | 0.01%             | 2029-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NIGERIA REPUBLIC OF                                                              | NIGERIA REPUBLIC 6.375% 07/12/2023 144A                                                                  | CUSIP: 65412ACD2<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    385000 | PA      | $382593.75    | 0.03%             | 2023-07-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                     | CHS/CMNTY HEALTH SYSTEMS INC 6% 01/15/2029 144A                                                          | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    485000 | PA      | $405692.80    | 0.03%             | 2029-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HLDGS S A                                                       | INTELSAT JACKSON HLDGS SA 6.5% 03/15/2030 144A                                                           | CUSIP: 45824TBC8<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | CORP              | LU        |   1160000 | PA      | $1037028.40   | 0.08%             | 2030-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PENHALL ACQUISITION COMPANY                                                      | PENHALL ACQUISITION CMPNY CL B                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       107 | NS      | $12788.64     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| NATURA COSMETICOS SA                                                             | NATURA COSMETICOS SA 4.125% 05/03/2028 144A                                                              | CUSIP: 63883KAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |    650000 | PA      | $529668.75    | 0.04%             | 2028-05-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COSTA RICA REPUBLIC OF                                                           | COSTA RICA REPUBLIC OF 5.625% 04/30/2043 144A                                                            | CUSIP: 221597BT3<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    285000 | PA      | $231526.88    | 0.02%             | 2043-04-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                                                  | FX Forward: EUR/USD settle 2023-01-13                                                                    | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |         1 | NC      | $2968.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SUEZ SACA                                                                        | SUEZ SACA 2.375% 05/24/2030 REGS                                                                         | CUSIP: N/A<br>LEI: 5493007LKZ37MXEN5D79       | Long             | DBT              | CORP              | FR        |    800000 | PA      | $749914.45    | 0.05%             | 2030-05-24      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 4% 10/31/2029                                                                                  | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $2000625.00   | 0.15%             | 2029-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                             | UMBS 30YR 2.5% 01/01/2053 #TBA                                                                           | CUSIP: 01F022618<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    950000 | PA      | $805421.88    | 0.06%             | 2053-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 1.625% 09/30/2026                                                                              | CUSIP: 912828YG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4153000 | PA      | $3799670.57   | 0.28%             | 2026-09-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                                              | STATION CASINOS LLC 4.625% 12/01/2031 144A                                                               | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    410000 | PA      | $328891.05    | 0.02%             | 2031-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                             | UMBS 30YR 4% 01/01/2053 #TBA                                                                             | CUSIP: 01F040610<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -250000 | PA      | $-234687.38   | -0.02%            | 2053-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GENM CAPITAL LABUAN LTD                                                          | GENM CAPITAL LABUAN LTD 3.882% 04/19/2031 144A                                                           | CUSIP: 37231BAA6<br>LEI: 254900DWSHIWTSE0YG58 | Long             | DBT              | CORP              | MY        |    595000 | PA      | $449225.00    | 0.03%             | 2031-04-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VERITAS US INC / VERITAS BERMUDA LTD                                             | VERITAS US INC / VERITAS BERMUDA LTD 7.5% 09/01/2025 144A                                                | CUSIP: 92346LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $483143.01    | 0.04%             | 2025-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SANTA FE                                                             | PROVINCE OF SANTA FE 7% 03/23/2023 144A                                                                  | CUSIP: 74409AAC3<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |    367500 | PA      | $355326.56    | 0.03%             | 2023-03-23      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MACYS RETAIL HOLDINGS LLC                                                        | MACYS RETAIL HOLDINGS LLC 5.875% 03/15/2030 144A                                                         | CUSIP: 55617LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $251641.70    | 0.02%             | 2030-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CROWN CORK and SEAL INC                                                          | CROWN CORK and SEAL INC 7.375% 12/15/2026                                                                | CUSIP: 228255AH8<br>LEI: 7HLDMDH0ZXNUH6PT7Z42 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1245707.10   | 0.09%             | 2026-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                                 | DT MIDSTREAM INC 4.375% 06/15/2031 144A                                                                  | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $360727.00    | 0.03%             | 2031-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG'06 PTY LTD                                                     | FMG RES AUGUST 2006 PTY LTD 4.5% 09/15/2027 144A                                                         | CUSIP: 30251GBA4<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    485000 | PA      | $447412.50    | 0.03%             | 2027-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                                 | ABN AMRO BANK NV 4.5% 11/21/2034 REGS                                                                    | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |    700000 | PA      | $740261.77    | 0.05%             | 2034-11-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                    | GOLDMAN SACHS GROUP INC (THE) 4.95/VAR PERP                                                              | CUSIP: 38144GAB7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |    710000 | PA      | $646089.22    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORPORATION                                                           | FAIR ISAAC CORPORATION 4% 06/15/2028 144A                                                                | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    580000 | PA      | $526353.48    | 0.04%             | 2028-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AIR CANADA INC                                                                   | AIR CANADA TERM B 1LN 08/11/2028                                                                         | CUSIP: N/A<br>LEI: 4B4HI3CGXMBDC0G6BM51       | Long             | LON              | CORP              | CA        |    423938 | PA      | $418108.36    | 0.03%             | 2028-08-11      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| STATE SAVINGS BANK OF UKRAINE VIA SSB #1 PLC                                     | STATE SAVINGS BANK OF UKRAINE VIA SSB #1 PLC STEP 03/10/2023 144A                                        | CUSIP: N/A<br>LEI: 213800X3YF17XQS13O34       | Long             | DBT              | CORP              | GB        |     40000 | PA      | $28095.00     | 0.00%             | 2023-03-10      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GROUP LLC                                                         | SINCLAIR BROADCASTING TERM 1LN 05/25/2026                                                                | CUSIP: 25277BAE8<br>LEI: 5493002K6DHWNZH8YA34 | Long             | LON              | CORP              | US        |    356478 | PA      | $336575.66    | 0.02%             | 2026-05-25      | Variable      | 0.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | FORD MTR CR CO LLC 3.625% 06/17/2031                                                                     | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    740000 | PA      | $581852.53    | 0.04%             | 2031-06-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNISYS CORP                                                                      | UNISYS CORP 6.875% 11/01/2027 144A                                                                       | CUSIP: 909214BV9<br>LEI: 549300T21W22FIJJOW08 | Long             | DBT              | CORP              | US        |    365000 | PA      | $280155.75    | 0.02%             | 2027-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                                          | BASF SE 3.75% 06/29/2032 REGS                                                                            | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | DBT              | CORP              | DE        |    600000 | PA      | $632576.86    | 0.05%             | 2032-06-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA KINGDOM OF                                                          | SAUDI ARABIA KINGDOM OF 2.25% 02/02/2033 144A                                                            | CUSIP: 80413TAV1<br>LEI: 54930044PULMORCKB765 | Long             | DBT              | NUSS              | SA        |    665000 | PA      | $537112.19    | 0.04%             | 2033-02-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VTR COMUNICACIONES SPA                                                           | VTR COMUNICACIONES SPA 5.125% 01/15/2028 144A                                                            | CUSIP: 918367AA1<br>LEI: 213800XDZJKMC1AEUV94 | Long             | DBT              | CORP              | CL        |    620000 | PA      | $381803.75    | 0.03%             | 2028-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                              | FX Forward: EUR/USD settle 2023-01-13                                                                    | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $2736.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IVORY COAST (COTE D'IVOIRE)                                                      | IVORY COAST (COTE D'IVOIRE) 6.375% 03/03/2028 144A                                                       | CUSIP: 221625AM8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    490000 | PA      | $474075.00    | 0.03%             | 2028-03-03      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                                                 | BOYD GAMING CORP                                                                                         | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |     12300 | NS      | $670719.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                                              | CLYDESDALE ACQUISITION HOLDINGS INC 8.75% 04/15/2030 144A                                                | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |   1945000 | PA      | $1664864.65   | 0.12%             | 2030-04-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | ALLY FINL INC 8% 11/01/2031                                                                              | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   5273000 | PA      | $5443561.88   | 0.40%             | 2031-11-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                                          | SENSATA TECHNOLOGIES BV 4% 04/15/2029 144A                                                               | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    590000 | PA      | $508875.00    | 0.04%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| YPF SA                                                                           | YPF SA 8.75% 04/04/2024 144A                                                                             | CUSIP: 984245AK6<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |   1102500 | PA      | $1041724.69   | 0.08%             | 2024-04-04      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| TERMOCANDELARIA POWER LTD                                                        | TERMOCANDELARIA POWER LTD 7.875% 01/30/2029 144A                                                         | CUSIP: 880879AA9<br>LEI: 549300YDORW43JL6G659 | Long             | DBT              | CORP              | KY        |    488750 | PA      | $446839.69    | 0.03%             | 2029-01-30      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 0.125% 05/31/2023                                                                              | CUSIP: 91282CCD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3800000 | PA      | $3732164.07   | 0.27%             | 2023-05-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HANNOVER RUECK SA                                                                | HANNOVER RUECK SA 5.875%/VAR 08/26/2043 REGS                                                             | CUSIP: N/A<br>LEI: 529900KIN5BE45V5KB18       | Long             | DBT              | CORP              | DE        |    700000 | PA      | $765192.98    | 0.06%             | 2043-08-26      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                 | CCO HLDGS LLC/CAP CORP 4.5% 08/15/2030 144A                                                              | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4690000 | PA      | $3874666.95   | 0.28%             | 2030-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COLOMBIA TELECOMUNICACIONES S A ESP                                              | COLOMBIA TELECOMUNICACINES SA 4.95% 07/17/2030 144A                                                      | CUSIP: 19533PAC4<br>LEI: 549300CK4YN0V1C3MN55 | Long             | DBT              | CORP              | CO        |    210000 | PA      | $167645.63    | 0.01%             | 2030-07-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JORDAN KINGDOM OF                                                                | JORDAN KINGDOM OF 7.75% 01/15/2028 144A                                                                  | CUSIP: 41809JAA3<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |    320000 | PA      | $322460.00    | 0.02%             | 2028-01-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| SIMMONS FOOD INC/SIMMONS                                                         | SIMMONS FOOD INC/SIMMONS 4.625% 03/01/2029 144A                                                          | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $350042.63    | 0.03%             | 2029-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ASGN INC                                                                         | ASGN INC                                                                                                 | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |      9200 | NS      | $749616.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| QATAR PETROLEUM                                                                  | QATAR PETROLEUM 3.3% 07/12/2051 144A                                                                     | CUSIP: 74730DAD5<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |    930000 | PA      | $680818.13    | 0.05%             | 2051-07-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                             | UMBS 30YR 2.5% 01/01/2053 #TBA                                                                           | CUSIP: 01F022618<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -850000 | PA      | $-720640.63   | -0.05%            | 2053-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                                                  | CEMEX SAB DE CV 5.125/VAR PERP 144A                                                                      | CUSIP: 151290CA9<br>LEI: 549300RIG2CXWN6IV731 | Long             | EP               | CORP              | MX        |    845000 | PA      | $781625.00    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC 6.3/VAR PERP                                                                               | CUSIP: 172967HQ7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |    270000 | PA      | $254677.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TRICER HOLDCO S.C.A.                                                             | TRICER HOLDCO S.C.A. PREF PP                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | LU        |   8042141 | NS      | $80.42        | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ANGOLA REPUBLIC                                                                  | ANGOLA REPUBLIC 8.25% 05/09/2028 144A                                                                    | CUSIP: 035198AB6<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    610000 | PA      | $552050.00    | 0.04%             | 2028-05-09      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| VAIL RESORTS INC                                                                 | VAIL RESORTS INC 6.25% 05/15/2025 144A                                                                   | CUSIP: 91879QAL3<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |    380000 | PA      | $380000.29    | 0.03%             | 2025-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| IRAQ REPUBLIC OF                                                                 | IRAQ REPUBLIC OF 5.8% 01/15/2028 REGS                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IQ        |    206250 | PA      | $189466.41    | 0.01%             | 2028-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GANNETT HOLDINGS LLC                                                             | GANNETT HOLDINGS LLC 6% 11/01/2026 144A                                                                  | CUSIP: 36474GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $326000.00    | 0.02%             | 2026-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | FX Forward: EUR/USD settle 2023-01-13                                                                    | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $4433.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NETWORK I2I LTD                                                                  | NETWORK I2I LTD 3.975%/VAR PERP 144A                                                                     | CUSIP: 64132NAC0<br>LEI: 2549003L8M1FGHLHOX45 | Long             | EP               | CORP              | MU        |    315000 | PA      | $272337.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JD.COM INC                                                                       | JD.COM INC 3.375% 01/14/2030                                                                             | CUSIP: 47215PAE6<br>LEI: 549300HVTWB0GJZ16V92 | Long             | DBT              | CORP              | KY        |    850000 | PA      | $744659.50    | 0.05%             | 2030-01-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHOBANI LLC/FINANCE CORP INC                                                     | CHOBANI LLC/FINANCE CORP INC 4.625% 11/15/2028 144A                                                      | CUSIP: 17027NAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $326478.75    | 0.02%             | 2028-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                             | FRONTIER COMMUNICATIONS HOLDINGS LLC 5% 05/01/2028 144A                                                  | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1015903.30   | 0.07%             | 2028-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT HOLDINGS INC                                                           | OPEN TEXT HOLDINGS INC 4.125% 02/15/2030 144A                                                            | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $240649.50    | 0.02%             | 2030-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 30YR 2.5% 12/01/2051#CB2376                                                                         | CUSIP: 3140QMUA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    545192 | PA      | $464916.78    | 0.03%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                                                      | CHEMOURS CO/ THE                                                                                         | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |     22445 | NS      | $687265.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HERTZ CORP                                                                       | HERTZ CORP 6% 01/15/2028 144A                                                                            | CUSIP: 428040CZ0<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    575000 | PA      | $33781.25     | 0.00%             | 2028-01-15      | Fixed         | 0.06%                 | No            |                  3 | On Loan: No      |
| TKC HOLDINGS INC                                                                 | TKC HOLDINGS INC 6.875% 05/15/2028 144A                                                                  | CUSIP: 87256YAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    635000 | PA      | $496160.28    | 0.04%             | 2028-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                    | FHLG 30YR 3.5% 03/01/2052#                                                                               | CUSIP: 3133KNWJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    642345 | PA      | $588192.45    | 0.04%             | 2052-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                               | WELLS FARGO and CO NEW 5.9%/VAR PERP                                                                     | CUSIP: 949746RG8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |   3065000 | PA      | $2745044.65   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| BHARTI AIRTEL INTERNATIONAL NETHERLANDS BV                                       | BHARTI AIRTEL INTERNATIONAL NETHERLANDS BV 5.35% 05/20/2024 144A                                         | CUSIP: 08861JAB5<br>LEI: 724500ULW6PWKDAI7I46 | Long             | DBT              | CORP              | NL        |    594000 | PA      | $590281.56    | 0.04%             | 2024-05-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PENHALL ACQUISITION COMPANY                                                      | PENHALL ACQUISITION CMPNY CL A                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       321 | NS      | $38365.92     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 0.75% 08/31/2026                                                                               | CUSIP: 91282CCW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3400000 | PA      | $3010460.95   | 0.22%             | 2026-08-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BAHRAIN KINGDOM                                                                  | BAHRAIN KINGDOM 5.625% 05/18/2034 144A                                                                   | CUSIP: 05675M2J2<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    155000 | PA      | $133425.94    | 0.01%             | 2034-05-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                            | JPMORGAN CHASE 6.125%VAR PERP U                                                                          | CUSIP: 46625HJW1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |    850000 | PA      | $825976.29    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | TENET HEALTHCARE CORP 4.875% 01/01/2026 144A                                                             | CUSIP: 88033GCY4<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1536669.45   | 0.11%             | 2026-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| QATAR ST                                                                         | QATAR ST 4% 03/14/2029 144A                                                                              | CUSIP: 74727PBA8<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    580000 | PA      | $568690.00    | 0.04%             | 2029-03-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP                     | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 6% 09/01/2031 144A                          | CUSIP: 87470LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    420000 | PA      | $361109.10    | 0.03%             | 2031-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DP WORLD CRESCENT LTD                                                            | DP WORLD CRESCENT LTD 3.875% 07/18/2029 REGS                                                             | CUSIP: N/A<br>LEI: 21380096JRTWB8TL9236       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $559800.00    | 0.04%             | 2029-07-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GHANA REPUBLIC OF                                                                | GHANA REPUBLIC OF 10.75% 10/14/2030 144A                                                                 | CUSIP: 374422AD5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    360000 | PA      | $252000.00    | 0.02%             | 2030-10-14      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                                     | SM ENERGY CO 6.75% 09/15/2026                                                                            | CUSIP: 78454LAN0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242712.50    | 0.02%             | 2026-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CHILE REPUBLIC OF                                                                | CHILE REPUBLIC OF 2.45% 01/31/2031                                                                       | CUSIP: 168863DP0<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1355000 | PA      | $1121940.00   | 0.08%             | 2031-01-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ATLANTICA SUSTAINABLE INFRASTRUCTURE PLC                                         | ATLANTICA SUSTAINABLE INFRASTRUCTURE PLC 4.125% 06/15/2028 144A                                          | CUSIP: 04916WAA2<br>LEI: 549300ITBBGKJ651R879 | Long             | DBT              | CORP              | GB        |    370000 | PA      | $327999.22    | 0.02%             | 2028-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | TENET HEALTHCARE CORP 6.125% 06/15/2030 144A                                                             | CUSIP: 88033GDP2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1086192.00   | 0.08%             | 2030-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SASOL FING USA LLC                                                               | SASOL FING USA LLC 4.375% 09/18/2026                                                                     | CUSIP: 80386WAC9<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    635000 | PA      | $561101.88    | 0.04%             | 2026-09-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SEG HLD LLC/SEG FIN CORP                                                         | SEG HLD LLC/SEG FIN CORP 5.625% 10/15/2028 144A                                                          | CUSIP: 78397KAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    665000 | PA      | $625100.00    | 0.05%             | 2028-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PENSON WORLDWIDE INC                                                             | PENSON WORLDWIDE INC CL A                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    314563 | NS      | $3.15         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP                     | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 7.5% 10/01/2025 144A                        | CUSIP: 87470LAH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    495000 | PA      | $499455.00    | 0.04%             | 2025-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA GROUP INC                                                          | NEXSTAR MEDIA GROUP INC                                                                                  | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |      1000 | NS      | $175030.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTH AFRICA REPUBLIC OF                                                         | SOUTH AFRICA REPUBLIC OF 5.65% 09/27/2047                                                                | CUSIP: 836205AX2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    190000 | PA      | $139650.00    | 0.01%             | 2047-09-27      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 20YR 1.5% 02/01/2041#MA4266                                                                         | CUSIP: 31418DW40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    318772 | PA      | $260675.10    | 0.02%             | 2041-02-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                               | TURKEY REPUBLIC OF 6% 03/25/2027                                                                         | CUSIP: 900123CL2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    170000 | PA      | $155337.50    | 0.01%             | 2027-03-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP 7.5% 05/01/2031                                                                | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     65000 | PA      | $69450.55     | 0.01%             | 2031-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| RUSSIA FEDN MINISTRY FINANCE                                                     | RUSSIA FEDN MINISTRY FINANCE 4.375% 03/21/2029 REGS                                                      | CUSIP: N/A<br>LEI: 5493004EHVGF71PDBU58       | Long             | DBT              | NUSS              | RU        |    200000 | PA      | $52000.00     | 0.00%             | 2029-03-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHILE REPUBLIC OF                                                                | CHILE REPUBLIC OF 4% 01/31/2052                                                                          | CUSIP: 168863DW5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $153975.00    | 0.01%             | 2052-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                                       | ALLIANZ SE 3MEUR 4.252%/VAR 07/05/2052 REGS                                                              | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | DBT              | CORP              | DE        |   1800000 | PA      | $1768341.43   | 0.13%             | 2052-07-05      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                           | US 2YR NOTE (CBT) FUT MAR23 TUH3                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |       287 | NC      | $50320.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FORBES ENERGY SERVICES LLC                                                       | FORBES ENERGY SERVICES LLC TERM 16% PIK 12/31/2049                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     61482 | PA      | $0.01         | 0.00%             | 2049-12-31      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| MURRAY ENERGY CORP                                                               | MURRAY ENERGY CORP PIK VAR 04/15/2024 144A                                                               | CUSIP: 62704PAM5<br>LEI: 549300WM5IIFYHZYTT63 | Long             | DBT              | CORP              | US        |    548100 | PA      | $0.05         | 0.00%             | 2024-04-15      | Variable      | 0.12%                 | No            |                  3 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 1.25% 09/30/2028                                                                               | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2930000 | PA      | $2516366.39   | 0.18%             | 2028-09-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                           | OCP SA 6.875% 04/25/2044 144A                                                                            | CUSIP: 67091TAB1<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     95000 | PA      | $89674.06     | 0.01%             | 2044-04-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC                             | 1011778 BC ULC/NEW RED FIN INC 4% 10/15/2030 144A                                                        | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   2320000 | PA      | $1878759.20   | 0.14%             | 2030-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 30YR 5% 01/01/2053#MA4868                                                                           | CUSIP: 31418EMS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    249975 | PA      | $246548.02    | 0.02%             | 2053-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC 4.7%/VAR PERP                                                                              | CUSIP: 172967MK4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |   3805000 | PA      | $3162719.54   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| AVIENT CORP                                                                      | AVIENT TERM B 1LN 08/29/2029                                                                             | CUSIP: N/A<br>LEI: SM8L9RZYIB34LNTWO040       | Long             | LON              | CORP              | US        |     28152 | PA      | $28102.36     | 0.00%             | 2029-08-29      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ELASTIC NV                                                                       | ELASTIC NV 4.125% 07/15/2029 144A                                                                        | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |    810000 | PA      | $654237.00    | 0.05%             | 2029-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                            | JPMORGAN CHASE and CO 4/VAR PERP                                                                         | CUSIP: 48128BAH4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |   4805000 | PA      | $4114281.25   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| PROSUS NV                                                                        | PROSUS NV 4.027% 08/03/2050 144A                                                                         | CUSIP: 74365PAD0<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    595000 | PA      | $377378.75    | 0.03%             | 2050-08-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HLDGS INC                                                             | ZAYO GROUP HLDGS INC 4% 03/01/2027 144A                                                                  | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |    900000 | PA      | $664713.00    | 0.05%             | 2027-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | FX Forward: USD/EUR settle 2023-01-13                                                                    | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-5721.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REDDY ICE HOLDINGS INC                                                           | REDDY ICE HOLDINGS INC(ESCROW)                                                                           | CUSIP: N/A<br>LEI: 7Z0MRIY211ZHEWECBM22       | Long             | EC               | CORP              | US        |      2286 | NS      | $126.39       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                     | TELEVISAUNIVISION TERM 1LN 06/10/2029                                                                    | CUSIP: 914908BD9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |     34825 | PA      | $34320.04     | 0.00%             | 2029-06-10      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS 5.95% 01/28/2031                                                                     | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    305000 | PA      | $230580.00    | 0.02%             | 2031-01-28      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                      | PACIFIC GAS and ELECTRIC CO 4.3% 03/15/2045                                                              | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    315000 | PA      | $223331.21    | 0.02%             | 2045-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CABLEVISION LIGHTPATH LLC                                                        | CABLEVISION LIGHTPATH LLC 3.875% 09/15/2027 144A                                                         | CUSIP: 12687GAA7<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |    325000 | PA      | $267846.66    | 0.02%             | 2027-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA REPUBLIC OF                                                         | SOUTH AFRICA REPUBLIC OF 5.875% 04/20/2032                                                               | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    280000 | PA      | $251650.00    | 0.02%             | 2032-04-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GAZPROM PJSC VIA GAZ FINANCE PLC                                                 | GAZPROM PJSC VIA GAZ FINANCE PLC T5Y 4.599%/VAR PERP REGS                                                | CUSIP: N/A<br>LEI: 213800UNP9N6BPNYMQ45       | Long             | EP               | CORP              | GB        |    550000 | PA      | $295796.88    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MICROSTRATEGY INC                                                                | MICROSTRATEGY INC 6.125% 06/15/2028 144A                                                                 | CUSIP: 594972AF8<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |    995000 | PA      | $711474.75    | 0.05%             | 2028-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AZUL INVESTMENTS LLP                                                             | AZUL INVESTMENTS LLP 5.875% 10/26/2024 144A                                                              | CUSIP: 05502FAA6<br>LEI: 549300C6XNC8IDH04C74 | Long             | DBT              | CORP              | US        |    765000 | PA      | $612382.50    | 0.04%             | 2024-10-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FIN LTD                                                            | MELCO RESORTS FIN LTD 5.75% 07/21/2028 144A                                                              | CUSIP: 58547DAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    270000 | PA      | $224834.18    | 0.02%             | 2028-07-21      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BRINKS CO                                                                        | BRINKS CO 4.625% 10/15/2027 144A                                                                         | CUSIP: 109696AA2<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |    620000 | PA      | $567300.00    | 0.04%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                      | UNITED STATES TREASURY BOND 2.875% 05/15/2052                                                            | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7014000 | PA      | $5645171.61   | 0.41%             | 2052-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | ALLY FINL INC 8% 11/01/2031                                                                              | CUSIP: 370425RZ5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    823000 | PA      | $855654.14    | 0.06%             | 2031-11-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BATH and BODY WORKS INC                                                          | BATH and BODY WORKS INC 6.75% 07/01/2036                                                                 | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    870000 | PA      | $764643.00    | 0.06%             | 2036-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORP                                                             | CITGO PETROLEUM CORP 7% 06/15/2025 144A                                                                  | CUSIP: 17302XAK2<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1306982.40   | 0.10%             | 2025-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 1.375% 08/31/2023                                                                              | CUSIP: 9128282D1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $488808.60    | 0.04%             | 2023-08-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP                                                                       | HERTZ CORP 7.125% 08/01/2026 144A                                                                        | CUSIP: 428040CY3<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    620000 | PA      | $49600.00     | 0.00%             | 2026-08-01      | Fixed         | 0.07%                 | No            |                  3 | On Loan: No      |
| POST HOLDINGS INC                                                                | POST HLDGS INC 4.625% 04/15/2030 144A                                                                    | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   3850000 | PA      | $3321549.00   | 0.24%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                                                       | AUSTRALIA COMMONWEALTH OF 1.75% 06/21/2051 REGS                                                          | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |   6045000 | PA      | $2385111.48   | 0.17%             | 2051-06-21      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SEGRO CAPITAL SARL                                                               | SEGRO CAPITAL SARL 1.875% 03/23/2030 REGS                                                                | CUSIP: N/A<br>LEI: 549300HY425AKJLQVX75       | Long             | DBT              | CORP              | LU        |   1246000 | PA      | $1132006.35   | 0.08%             | 2030-03-23      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                         | VISTRA OPERATIONS CO LLC 5% 07/31/2027 144A                                                              | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1132274.07   | 0.08%             | 2027-07-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GUATEMALA, REP OF                                                                | GUATEMALA REP OF 6.125% 06/01/2050 144A                                                                  | CUSIP: 401494AR0<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    225000 | PA      | $210909.38    | 0.02%             | 2050-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OIL AND GAS HOLDING CO BSCC/THE                                                  | OIL AND GAS HOLDING CO BSCC/THE 8.375% 11/07/2028 144A                                                   | CUSIP: 67778M2D1<br>LEI: 549300OBH16L6TS6IW50 | Long             | DBT              | CORP              | BH        |    180000 | PA      | $188640.00    | 0.01%             | 2028-11-07      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                                                      | CHEMOURS CO 5.375% 05/15/2027                                                                            | CUSIP: 163851AE8<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1569848.00   | 0.11%             | 2027-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ANGOLA REPUBLIC                                                                  | ANGOLA REPUBLIC 9.375% 05/08/2048 144A                                                                   | CUSIP: 035198AC4<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    175000 | PA      | $137845.31    | 0.01%             | 2048-05-08      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                                  | MADISON IAQ TERM B 1LN 06/21/2028                                                                        | CUSIP: 55759VAB4<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |    138250 | PA      | $128313.97    | 0.01%             | 2028-06-21      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                               | TURKEY REPUBLIC OF 4.75% 01/26/2026                                                                      | CUSIP: 900123DB3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    980000 | PA      | $891800.00    | 0.06%             | 2026-01-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BATH and BODY WORKS INC                                                          | BATH and BODY WORKS INC 7.5% 06/15/2029                                                                  | CUSIP: 501797AR5<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493600.00    | 0.04%             | 2029-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 1.875% 02/28/2027                                                                              | CUSIP: 91282CEC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27200000 | PA      | $24911375.14  | 1.81%             | 2027-02-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC                                                      | ASBURY AUTOMOTIVE GROUP INC 4.75% 03/01/2030                                                             | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    184000 | PA      | $153888.70    | 0.01%             | 2030-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | FISERV INC                                                                                               | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |      6800 | NS      | $687276.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                      | ROYAL CARIBBEAN CRUISES LTD 9.25% 01/15/2029 144A                                                        | CUSIP: 780153BR2<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   1725000 | PA      | $1772610.00   | 0.13%             | 2029-01-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                         | VENTURE GLOBAL CALCASIEU 3.875% 08/15/2029 144A                                                          | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    355000 | PA      | $310625.00    | 0.02%             | 2029-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                                     | CHARLES RIVER LABS INTL INC 4% 03/15/2031 144A                                                           | CUSIP: 159864AJ6<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    605000 | PA      | $523325.00    | 0.04%             | 2031-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC                                                      | ASBURY AUTOMOTIVE GROUP INC 4.625% 11/15/2029 144A                                                       | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    450000 | PA      | $379188.00    | 0.03%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                                        | PROSUS NV 2.031% 08/03/2032 REGS                                                                         | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | DBT              | CORP              | NL        |    210000 | PA      | $159042.11    | 0.01%             | 2032-08-03      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA KINGDOM OF                                                          | SAUDI ARABIA KINGDOM OF 4.5% 10/26/2046 144A                                                             | CUSIP: 80413TAC3<br>LEI: 54930044PULMORCKB765 | Long             | DBT              | NUSS              | SA        |    640000 | PA      | $564120.00    | 0.04%             | 2046-10-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ADTALEM GLOBAL EDUCATION INC                                                     | ADTALEM GLOBAL EDUCATION INC 5.5% 03/01/2028 144A                                                        | CUSIP: 00737WAA7<br>LEI: 549300Z467EZLMODV621 | Long             | DBT              | CORP              | US        |    420000 | PA      | $381150.00    | 0.03%             | 2028-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRICER HOLDCO S.C.A.                                                             | TRICER HOLDCO S.C.A CLASS A1 PP                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |     16755 | NS      | $0.17         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                              | FX Forward: USD/AUD settle 2023-01-13                                                                    | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-495.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TURK TELEKOMUNIKASYON                                                            | TURK TELEKOMUNIKASYON 6.875% 02/28/2025 144A                                                             | CUSIP: 90011QAC4<br>LEI: 789000A2TXOI10JZLF90 | Long             | DBT              | CORP              | TR        |    790000 | PA      | $741760.63    | 0.05%             | 2025-02-28      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                                                                    | COHERENT CORP 5% 12/15/2029 144A                                                                         | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |    435000 | PA      | $375157.05    | 0.03%             | 2029-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF                                                   | BRAZIL FEDERATIVE REPUBLIC OF 8.25% 01/20/2034                                                           | CUSIP: 105756BB5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   1045000 | PA      | $1169616.25   | 0.09%             | 2034-01-20      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY                                                       | TVA 5.375% 4/01/56                                                                                       | CUSIP: 880591DZ2<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |    302000 | PA      | $319645.91    | 0.02%             | 2056-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                      | UNITED STATES TREASURY BOND 4% 11/15/2042                                                                | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8350000 | PA      | $8175171.88   | 0.59%             | 2042-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| FREEPORT-MCMORAN INC                                                             | FREEPORT MCMORAN INC                                                                                     | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |      5000 | NS      | $190000.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LEVIATHAN BOND LTD                                                               | LEVIATHAN BOND LTD 6.5% 06/30/2027 144A REGS                                                             | CUSIP: N/A<br>LEI: 254900D9T8VKYVQNZ220       | Long             | DBT              | CORP              | IL        |     90000 | PA      | $87084.00     | 0.01%             | 2027-06-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                                                           | CHESAPEAKE ENERGY CORP 8% 01/15/2025                                                                     | CUSIP: 165167CU9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    180000 | PA      | $0.02         | 0.00%             | 2025-01-15      | Fixed         | 0.08%                 | No            |                  3 | On Loan: No      |
| SUPERIOR ENERGY SERVICES INC                                                     | SUPERIOR ENERGY SERVICES INC A                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      5560 | NS      | $409605.20    | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 6.375% 06/15/2026                                                                          | CUSIP: 893647BB2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   2060000 | PA      | $2004286.81   | 0.15%             | 2026-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INFRABUILD AUSTRALIA PTY LTD                                                     | INFRABUILD AUSTRALIA PTY LTD 12% 10/01/2024 144A                                                         | CUSIP: 45682RAA8<br>LEI: 549300W2CPB5W6GFH859 | Long             | DBT              | CORP              | AU        |    570000 | PA      | $552900.00    | 0.04%             | 2024-10-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| HEALTHEQUITY INC                                                                 | HEALTHEQUITY INC 4.5% 10/01/2029 144A                                                                    | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |    295000 | PA      | $257800.50    | 0.02%             | 2029-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                            | VICI PROPERTIES LP / VICI NOTE CO INC 3.875% 02/15/2029 144A                                             | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    665000 | PA      | $582828.76    | 0.04%             | 2029-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PROMIGAS SA ESP/GASES DEL PACIFICO SAC                                           | PROMIGAS SA ESP/GASES DEL PACIFICO SAC 3.75% 10/16/2029 144A                                             | CUSIP: 74348DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CO        |    335000 | PA      | $272606.25    | 0.02%             | 2029-10-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FIRST STUDENT BIDCO INC/FIRST TRANSIT PARENT INC                                 | FIRST STUDENT BIDCO INC/FIRST TRANSIT PARENT INC 4% 07/31/2029 144A                                      | CUSIP: 337120AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    425000 | PA      | $351529.14    | 0.03%             | 2029-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 2.5% 03/31/2027                                                                                | CUSIP: 91282CEF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    900000 | PA      | $844558.60    | 0.06%             | 2027-03-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC / SKYMILES IP LTD                                            | DELTA AIR LINES INC / SKYMILES IP LTD 4.75% 10/20/2028 144A                                              | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2365000 | PA      | $2220498.50   | 0.16%             | 2028-10-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 30YR 2.5% 12/01/2051#CB2321                                                                         | CUSIP: 3140QMSK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    619539 | PA      | $527928.94    | 0.04%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                                              | COINBASE GLOBAL INC 3.625% 10/01/2031 144A                                                               | CUSIP: 19260QAD9<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    420000 | PA      | $202277.00    | 0.01%             | 2031-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                                                | PERU REPUBLIC OF 2.783% 01/23/2031                                                                       | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1775000 | PA      | $1467481.25   | 0.11%             | 2031-01-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES LP                                                            | CITADEL TERM B 1LN 02/27/2028                                                                            | CUSIP: 17288YAD4<br>LEI: 549300NV5RXBUS3X7L47 | Long             | LON              | CORP              | US        |    531900 | PA      | $520863.08    | 0.04%             | 2028-02-27      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| UZBEKNEFTEGAZ JSC                                                                | UZBEKNEFTEGAZ JSC 4.75% 11/16/2028 144A                                                                  | CUSIP: 91825MAB9<br>LEI: 213800LUZJZFLJD4MJ51 | Long             | DBT              | CORP              | UZ        |    200000 | PA      | $160500.00    | 0.01%             | 2028-11-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 1.125% 08/31/2028                                                                              | CUSIP: 91282CCV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  54982000 | PA      | $46945177.69  | 3.41%             | 2028-08-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                            | INDONESIA REPUBLIC OF 4.4% 06/06/2027 144A                                                               | CUSIP: 71567PAU4<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    345000 | PA      | $341156.70    | 0.02%             | 2027-06-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LAMAR FDG LTD                                                                    | LAMAR FDG LTD 3.958% 05/07/2025 144A                                                                     | CUSIP: 513063AA5<br>LEI: 549300TSXHL7X0727895 | Long             | DBT              | CORP              | KY        |    600000 | PA      | $566175.00    | 0.04%             | 2025-05-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MEG ENERGY CORP                                                                  | MEG ENERGY CORP 7.125% 02/01/2027 144A                                                                   | CUSIP: 552704AE8<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |    595000 | PA      | $606835.74    | 0.04%             | 2027-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 6.25% 03/15/2026 144A                                                                      | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    955000 | PA      | $941811.45    | 0.07%             | 2026-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                             | UMBS 30YR 4.5% 01/01/2053 #TBA                                                                           | CUSIP: 01F042616<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1850000 | PA      | $1783226.47   | 0.13%             | 2053-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MEGLOBAL CANADA INC                                                              | MEGLOBAL CANADA INC 5% 05/18/2025 144A                                                                   | CUSIP: 58518N2B7<br>LEI: 635400MHHHT7LMKMQL03 | Long             | DBT              | CORP              | CA        |    445000 | PA      | $435905.31    | 0.03%             | 2025-05-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 30YR 5% 11/01/2052#FS3248                                                                           | CUSIP: 3140XJTE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    299112 | PA      | $298937.40    | 0.02%             | 2052-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| QATAR ST                                                                         | QATAR ST 5.103% 04/23/2048 144A                                                                          | CUSIP: 74727PAY7<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    620000 | PA      | $619922.50    | 0.05%             | 2048-04-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                                              | SPRINT CAPITAL CORP 8.75% 03/15/2032                                                                     | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   1346000 | PA      | $1601874.60   | 0.12%             | 2032-03-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA KINGDOM OF                                                          | SAUDI ARABIA KINGDOM OF 4.5% 04/22/2060 144A                                                             | CUSIP: 80413TAU3<br>LEI: 54930044PULMORCKB765 | Long             | DBT              | NUSS              | SA        |    225000 | PA      | $198745.31    | 0.01%             | 2060-04-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF                                                   | BRAZIL FEDERATIVE REPUBLIC OF 7.125% 01/20/2037                                                          | CUSIP: 105756BK5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    565000 | PA      | $586470.00    | 0.04%             | 2037-01-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                                                                  | ANTOFAGASTA PLC 5.625% 05/13/2032 144A                                                                   | CUSIP: 03718NAB2<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |    260000 | PA      | $255450.00    | 0.02%             | 2032-05-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TENNET HOLDING BV                                                                | TENNET HOLDING BV 2.75% 05/17/2042 REGS                                                                  | CUSIP: N/A<br>LEI: 724500LTUWK3JQG63903       | Long             | DBT              | CORP              | NL        |   1135000 | PA      | $986618.59    | 0.07%             | 2042-05-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ABU DHABI NATL ENERGY CO PJSC                                                    | ABU DHABI NATL ENERGY CO PJSC 4.875% 04/23/2030 144A                                                     | CUSIP: 00388WAG6<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | AE        |    195000 | PA      | $200399.06    | 0.01%             | 2030-04-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MESQUITE ENERGY INC                                                              | MESQUITE ENERGY INC 15% PIK CONV 07/15/2023 PP                                                           | CUSIP: 59073XAE5<br>LEI: 549300SB0HTIM17TVR61 | Long             | DBT              | CORP              | US        |    208674 | PA      | $1329795.93   | 0.10%             | 2023-07-15      | Fixed         | 0.15%                 | Yes           |                  3 | On Loan: No      |
| NCR CORPORATION NEW                                                              | NCR CORPORATION NEW 6.125% 09/01/2029 144A                                                               | CUSIP: 62886EAV0<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    485000 | PA      | $453501.68    | 0.03%             | 2029-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                                                        | EGYPT (ARAB) REPUBLIC OF 8.5% 01/31/2047 144A                                                            | CUSIP: 038461AM1<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    580000 | PA      | $382800.00    | 0.03%             | 2047-01-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                   | NRG ENERGY INC 3.875% 02/15/2032 144A                                                                    | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    645000 | PA      | $484427.25    | 0.04%             | 2032-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                      | PACIFIC GAS and ELECTRIC CO 3.75% 08/15/2042                                                             | CUSIP: 694308HA8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    555000 | PA      | $372072.41    | 0.03%             | 2042-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FIN NETH III B V                                             | TEVA PHARMACEUTICAL FIN NETH III B V 4.75% 05/09/2027                                                    | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    555000 | PA      | $501664.36    | 0.04%             | 2027-05-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ELDORADO GOLD CORP NEW                                                           | ELDORADO GOLD CORP NEW 6.25% 09/01/2029 144A                                                             | CUSIP: 284902AF0<br>LEI: 5493004PWQ01YDD1IH62 | Long             | DBT              | CORP              | CA        |    420000 | PA      | $368681.25    | 0.03%             | 2029-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELECTRICIDAD                                                 | COMISION FEDERAL DE ELECTRICID 3.348% 02/09/2031 144A                                                    | CUSIP: 200447AH3<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    130000 | PA      | $101261.88    | 0.01%             | 2031-02-09      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES LTD                                                            | NABORS INDUSTRIES LTD 7.5% 01/15/2028 144A                                                               | CUSIP: 629571AB6<br>LEI: 5493008TXYN3II3PU369 | Long             | DBT              | CORP              | BM        |    510000 | PA      | $466597.01    | 0.03%             | 2028-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                                                      | CHEMOURS CO 5.75% 11/15/2028 144A                                                                        | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    995000 | PA      | $893738.85    | 0.06%             | 2028-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 30YR 3% 02/01/2052#FS0631                                                                           | CUSIP: 3140XFVZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    374359 | PA      | $330466.82    | 0.02%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 0.125% 12/31/2022                                                                              | CUSIP: 91282CBD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3400000 | PA      | $3400000.00   | 0.25%             | 2022-12-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                         | MSCI INC 4% 11/15/2029 144A                                                                              | CUSIP: 55354GAH3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    340000 | PA      | $296151.85    | 0.02%             | 2029-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER                           | ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER 5.875% 11/01/2029 144A                            | CUSIP: 01883LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    415000 | PA      | $341296.00    | 0.02%             | 2029-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COSAN OVERSEAS LTD                                                               | COSAN OVERSEAS LTD 8.25% PERP REGS                                                                       | CUSIP: N/A<br>LEI: 222100V5GTJGKUH55655       | Long             | EP               | CORP              | KY        |    885000 | PA      | $879358.13    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                                  | GEN DIGITAL INC 5% 04/15/2025 144A                                                                       | CUSIP: 871503AU2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    530000 | PA      | $515517.63    | 0.04%             | 2025-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                            | JPMORGAN CHASE and CO 6%/VR PERP                                                                         | CUSIP: 48126HAA8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |   6524000 | PA      | $6381124.40   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 0.375% 10/22/2026 REGS                                                 | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |   8580000 | PA      | $9177223.09   | 0.67%             | 2026-10-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC                       | UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC 6.5% 02/15/2029 144A                          | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1965000 | PA      | $1301812.50   | 0.09%             | 2029-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 0.125% 03/31/2023                                                                              | CUSIP: 91282CBU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2969276.28   | 0.22%             | 2023-03-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                                           | SPIRIT AEROSYSTEMS INC 7.5% 04/15/2025 144A                                                              | CUSIP: 85205TAL4<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    905000 | PA      | $894284.80    | 0.07%             | 2025-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS BRANCH                                                    | BBVA BANCOMER S A INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO BBVA BANCOMER 5.125/VAR 01/18/2033 144A | CUSIP: 05533UAF5<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | EP               | CORP              | US        |    340000 | PA      | $305001.25    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SPRINT CORP                                                                      | SPRINT CORP 7.625% 03/01/2026                                                                            | CUSIP: 85207UAK1<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |    540000 | PA      | $568245.24    | 0.04%             | 2026-03-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HLDGS INC                                                              | SCIH SALT HLDGS INC 4.875% 05/01/2028 144A                                                               | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $321777.99    | 0.02%             | 2028-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM ESCROW LLC                                                            | WINDSTREAM ESCROW LLC 7.75% 08/15/2028 144A                                                              | CUSIP: 97382WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2470000 | PA      | $2012618.42   | 0.15%             | 2028-08-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                                                              | HUDBAY MINERALS INC 4.5% 04/01/2026 144A                                                                 | CUSIP: 443628AJ1<br>LEI: 549300WI524AL577IX21 | Long             | DBT              | CORP              | CA        |    360000 | PA      | $327002.28    | 0.02%             | 2026-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| QATAR ST                                                                         | QATAR ST 4.625% 06/02/2046 144A                                                                          | CUSIP: 74727PAV3<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    575000 | PA      | $540607.81    | 0.04%             | 2046-06-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                           | OCP SA 3.75% 06/23/2031 144A                                                                             | CUSIP: 67091TAD7<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    525000 | PA      | $437489.06    | 0.03%             | 2031-06-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INDIKA ENERGY CAPITAL IV PTE LTD                                                 | INDIKA ENERGY CAPITAL IV PTE LTD 8.25% 10/22/2025 144A                                                   | CUSIP: 45569GAA0<br>LEI: 254900LQ197HY24XVH34 | Long             | DBT              | CORP              | SG        |    345000 | PA      | $339825.00    | 0.02%             | 2025-10-22      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BIDVEST GROUP UK PLC/THE                                                         | BIDVEST GROUP UK PLC/THE 3.625% 09/23/2026 144A                                                          | CUSIP: 88332EAA1<br>LEI: 984500A80C777F496830 | Long             | DBT              | CORP              | GB        |    335000 | PA      | $299992.50    | 0.02%             | 2026-09-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                            | UBER TECHNOLOGIES INC 8% 11/01/2026 144A                                                                 | CUSIP: 90353TAC4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   4260000 | PA      | $4274661.86   | 0.31%             | 2026-11-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| EXIDE TECHNOLOGIES                                                               | EXIDE TECHNOLOGIES (DUMMY)                                                                               | CUSIP: N/A<br>LEI: 549300KITCGPNNNXQP63       | Long             | EC               | CORP              | US        |        84 | NS      | $54600.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ALGOMA STEEL SCA                                                                 | ALGOMA STEEL SCA                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |     10220 | NS      | $0.10         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| OOREDOO INTERNATIONAL FINANCE LTD                                                | OOREDOO INTL FIN LTD 5% 10/19/2025 144A                                                                  | CUSIP: 74733LAE2<br>LEI: 549300BHXCDJ03WU7N77 | Long             | DBT              | CORP              | BM        |    230000 | PA      | $230115.00    | 0.02%             | 2025-10-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES HOLDINGS INC                                                       | CF INDUSTRIES HOLDINGS INC                                                                               | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |      6700 | NS      | $570840.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PANAMA REPUBLIC OF                                                               | PANAMA REPUBLIC OF 3.87% 07/23/2060                                                                      | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    715000 | PA      | $460638.75    | 0.03%             | 2060-07-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM LLC                                                             | ENLINK MIDSTREAM LLC 6.5% 09/01/2030 144A                                                                | CUSIP: 29336TAD2<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |    595000 | PA      | $588871.50    | 0.04%             | 2030-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GRIFOLS ESCROW ISSUER SA                                                         | GRIFOLS ESCROW ISSUER SA 4.75% 10/15/2028 144A                                                           | CUSIP: 39843UAA0<br>LEI: 959800HLB3PGTGSLVV62 | Long             | DBT              | CORP              | ES        |    280000 | PA      | $241771.60    | 0.02%             | 2028-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GUARA NORTE SARL                                                                 | GUARA NORTE SARL 5.198% 06/15/2034 144A                                                                  | CUSIP: 400666AA1<br>LEI: 549300U2I4L03BBA3485 | Long             | DBT              | CORP              | LU        |    455285 | PA      | $384089.81    | 0.03%             | 2034-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                | POST HLDGS INC 4.5% 09/15/2031 144A                                                                      | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1021402.57   | 0.07%             | 2031-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAHAMAS COMWLTH                                                                  | BAHAMAS COMWLTH 6% 11/21/2028 144A                                                                       | CUSIP: 056732AJ9<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |    310000 | PA      | $235367.50    | 0.02%             | 2028-11-21      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC                                                      | ASBURY AUTOMOTIVE GROUP INC 4.5% 03/01/2028                                                              | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    184000 | PA      | $161993.60    | 0.01%             | 2028-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                                            | FREEPORT INDONESIA PT 4.763% 04/14/2027 144A                                                             | CUSIP: 69377FAA4<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    225000 | PA      | $215743.50    | 0.02%             | 2027-04-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP / BIP-V CHINOOK HOLDCO LLC                                         | CQP HOLDCO LP / BIP-V CHINOOK HOLDCO LLC 5.5% 06/15/2031 144A                                            | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1104990.25   | 0.08%             | 2031-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| IVORY COAST (COTE D'IVOIRE)                                                      | IVORY COAST (COTE D'IVOIRE) 5.875% 10/17/2031 144A                                                       | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |    500000 | PA      | $447347.74    | 0.03%             | 2031-10-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                   | BOMBARDIER INC 7.875% 04/15/2027 144A                                                                    | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   1330000 | PA      | $1290093.51   | 0.09%             | 2027-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 0.25% 10/31/2025                                                                               | CUSIP: 91282CAT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1700000 | PA      | $1520105.47   | 0.11%             | 2025-10-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                            | VICI PROPERTIES LP / VICI NOTE CO INC 4.25% 12/01/2026 144A                                              | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1063533.01   | 0.08%             | 2026-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                 | CSC HOLDINGS LLC 4.5% 11/15/2031 144A                                                                    | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $995623.13    | 0.07%             | 2031-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                                  | MADISON IAQ LLC 4.125% 06/30/2028 144A                                                                   | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    535000 | PA      | $447383.05    | 0.03%             | 2028-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BELLRING BRANDS INC                                                              | BELLRING BRANDS INC 7% 03/15/2030 144A                                                                   | CUSIP: 07831CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    685000 | PA      | $659141.25    | 0.05%             | 2030-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SHRIRAM FINANCE LTD                                                              | SHRIRAM FINANCE LTD 5.1% 07/16/2023 144A                                                                 | CUSIP: 825547AC6<br>LEI: 335800TM2YO24B76XL26 | Long             | DBT              | CORP              | IN        |    120000 | PA      | $118500.00    | 0.01%             | 2023-07-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                    | FHLG 30YR 3.5% 03/01/2050#                                                                               | CUSIP: 3133KHSA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    443949 | PA      | $405606.65    | 0.03%             | 2050-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                     | CHS/CMNTY HEALTH SYSTEMS INC 6.125% 04/01/2030 144A                                                      | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $512509.37    | 0.04%             | 2030-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                                                 | BOYD GAMING CORP 4.75% 06/15/2031 144A                                                                   | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    715000 | PA      | $622050.00    | 0.05%             | 2031-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                   | NRG ENERGY INC 5.75% 01/15/2028                                                                          | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1665000 | PA      | $1562885.55   | 0.11%             | 2028-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KENYA REPUBLIC OF                                                                | KENYA REPUBLIC OF 6.875% 06/24/2024 144A                                                                 | CUSIP: 491798AE4<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    305000 | PA      | $281743.75    | 0.02%             | 2024-06-24      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 15YR 2.5% 11/01/2036#FS1970                                                                         | CUSIP: 3140XHFL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    550501 | PA      | $506057.93    | 0.04%             | 2036-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OMAN SULTANATE                                                                   | OMAN SULTANATE 6.25% 01/25/2031 144A                                                                     | CUSIP: 68205LAS2<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    425000 | PA      | $426009.38    | 0.03%             | 2031-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PTC INC                                                                          | PTC INC 3.625% 02/15/2025 144A                                                                           | CUSIP: 69370CAB6<br>LEI: 54930050SSMU8SKDJ030 | Long             | DBT              | CORP              | US        |    350000 | PA      | $333350.75    | 0.02%             | 2025-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CRESTWOOD MIDSTREAM PARTNERS LP/CRESTWOOD MIDSTREAM FIN CORP                     | CRESTWOOD MIDSTRM PTN/FIN CORP 5.625% 05/01/2027 144A                                                    | CUSIP: 226373AQ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2960000 | PA      | $2752800.00   | 0.20%             | 2027-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WEEKLEY HOMES LLC / WEEKLEY FIN CORP                                             | WEEKLEY HOMES LLC / WEEKLEY FIN CORP 4.875% 09/15/2028 144A                                              | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $252072.20    | 0.02%             | 2028-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                                            | ON SEMICONDUCTOR CORP 3.875% 09/01/2028 144A                                                             | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |    690000 | PA      | $602087.75    | 0.04%             | 2028-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC                                                                 | MICHAELS TERM 1LN 04/15/2028                                                                             | CUSIP: 59408UAB3<br>LEI: 549300H9LWMBP7HYLR98 | Long             | LON              | CORP              | US        |    265950 | PA      | $228865.93    | 0.02%             | 2028-04-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                                          | VZ SECURED FINANCING BV 5% 01/15/2032 144A                                                               | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |   1105000 | PA      | $897946.66    | 0.07%             | 2032-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SYNAPTICS INC                                                                    | SYNAPTICS INC 4% 06/15/2029 144A                                                                         | CUSIP: 87157DAG4<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |    350000 | PA      | $294892.07    | 0.02%             | 2029-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENERGO-PRO AS                                                                    | ENERGO-PRO AS 8.5% 02/04/2027 144A                                                                       | CUSIP: N/A<br>LEI: 315700IQCL9IX158RO36       | Long             | DBT              | CORP              | CZ        |    245000 | PA      | $223149.06    | 0.02%             | 2027-02-04      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                              | SIRIUS XM RADIO INC 3.875% 09/01/2031 144A                                                               | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    570000 | PA      | $444696.46    | 0.03%             | 2031-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                                                        | UST BILLS 0% 01/05/2023                                                                                  | CUSIP: 912796X95<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    640000 | PA      | $639870.76    | 0.05%             | 2023-01-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN REPUBLIC OF                                                           | UZBEKISTAN REPUBLIC OF 3.7% 11/25/2030 144A                                                              | CUSIP: 91822Q2C0<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    270000 | PA      | $224235.00    | 0.02%             | 2030-11-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                            | JPMORGAN CHASE and CO 5/VAR PERP                                                                         | CUSIP: 48128BAF8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |   1660000 | PA      | $1518784.96   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| NORDSTROM INC                                                                    | NORDSTROM INC 4.25% 08/01/2031                                                                           | CUSIP: 655664AY6<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $829516.00    | 0.06%             | 2031-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENBW INTERNATIONAL FINANCE BV                                                    | ENBW INTERNATIONAL FINANCE BV 4.049% 11/22/2029 REGS                                                     | CUSIP: N/A<br>LEI: 724500CNCIO1ZTJ0X675       | Long             | DBT              | CORP              | NL        |    587000 | PA      | $625363.18    | 0.05%             | 2029-11-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                               | TURKEY REPUBLIC OF 5.75% 05/11/2047                                                                      | CUSIP: 900123CM0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    375000 | PA      | $254367.19    | 0.02%             | 2047-05-11      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI FIBER HOLDINGS INC / CSL CAPITAL LLC                      | UNITI GRP/UNITI HLD/CSL 7.875% 02/15/2025 144A                                                           | CUSIP: 91327AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    920000 | PA      | $890461.56    | 0.06%             | 2025-02-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 1.5% 10/31/2024                                                                                | CUSIP: 912828YM6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    280000 | PA      | $265289.06    | 0.02%             | 2024-10-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BERMUDA GOVERNMENT OF                                                            | BERMUDA GOVERNMENT OF 4.75% 02/15/2029 144A                                                              | CUSIP: 085209AF1<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    360000 | PA      | $357367.50    | 0.03%             | 2029-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MAPFRE SA                                                                        | MAPFRE SA 2.875% 04/13/2030 REGS                                                                         | CUSIP: N/A<br>LEI: 95980020140005693107       | Long             | DBT              | CORP              | ES        |    200000 | PA      | $176355.35    | 0.01%             | 2030-04-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SA GLOBAL SUKUK LTD                                                              | SA GLOBAL SUKUK LTD 1.602% 06/17/2026 144A                                                               | CUSIP: 78397PAB7<br>LEI: 5493007DFAVKU7UOGR47 | Long             | DBT              | CORP              | KY        |   1365000 | PA      | $1215959.06   | 0.09%             | 2026-06-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JAMAICA GOVT OF                                                                  | JAMAICA GOVT OF 7.875% 07/28/2045                                                                        | CUSIP: 470160CB6<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | JM        |    160000 | PA      | $179330.00    | 0.01%             | 2045-07-28      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| PG and E CORP                                                                    | PG and E CORP 5% 07/01/2028                                                                              | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |   1345000 | PA      | $1227773.22   | 0.09%             | 2028-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELECTRICIDAD                                                 | COMISION FEDERAL DE ELECTRICID 4.688% 05/15/2029 144A                                                    | CUSIP: 200447AL4<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    565000 | PA      | $497129.38    | 0.04%             | 2029-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAIDU INC                                                                        | BAIDU INC 1.72% 04/09/2026                                                                               | CUSIP: 056752AS7<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    460000 | PA      | $406212.20    | 0.03%             | 2026-04-09      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I                                                           | VMED O2 UK FINANCING I 4.75% 07/15/2031 144A                                                             | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    995000 | PA      | $808288.25    | 0.06%             | 2031-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NORTHWEST FIBER LLC/NORTHWEST FIBER FINANCE SUB INC                              | NORTHWEST FIBER LLC/NORTHWEST FIBER FINANCE SUB INC 4.75% 04/30/2027 144A                                | CUSIP: 667449AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $246361.55    | 0.02%             | 2027-04-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BLOOMIN BRANDS INC / OSI RESTAURANT PARTNERS LLC                                 | BLOOMIN BRANDS INC / OSI RESTAURANT PARTNERS LLC 5.125% 04/15/2029 144A                                  | CUSIP: 094234AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $227097.00    | 0.02%             | 2029-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                            | HUB INTERNATIONAL LTD 7% 05/01/2026 144A                                                                 | CUSIP: 44332PAD3<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    595000 | PA      | $582499.05    | 0.04%             | 2026-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | DIAMONDBACK ENERGY INC                                                                                   | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |      2000 | NS      | $273560.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PURE WEST ENERGY                                                                 | PURE WEST ENERGY                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       901 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SABLE INTL FINANCE LTD                                                           | SABLE INTL FIN LTD 5.75% 09/07/2027 144A                                                                 | CUSIP: 785712AG5<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |   1467000 | PA      | $1355141.25   | 0.10%             | 2027-09-07      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 20YR 1.5% 11/01/2041#MA4473                                                                         | CUSIP: 31418D6K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2579817 | PA      | $2095127.45   | 0.15%             | 2041-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MOROCCO KINGDOM OF                                                               | MOROCCO GOV 5.5 12/11/42 144A                                                                            | CUSIP: 617726AG9<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |     70000 | PA      | $59622.50     | 0.00%             | 2042-12-11      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VTR COMUNICACIONES SPA                                                           | VTR COMUNICACIONES SPA 4.375% 04/15/2029 144A                                                            | CUSIP: 918367AC7<br>LEI: 213800XDZJKMC1AEUV94 | Long             | DBT              | CORP              | CL        |    210000 | PA      | $121773.75    | 0.01%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                            | INDONESIA REPUBLIC OF 4.35% 01/11/2048                                                                   | CUSIP: 455780CE4<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    300000 | PA      | $258033.00    | 0.02%             | 2048-01-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRICER HOLDCO S.C.A.                                                             | TRICER HOLDCO S.C.A CLASS A3 PP                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |     16755 | NS      | $0.17         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| NCL CORP LTD                                                                     | NCL CORP LTD 5.875% 02/15/2027 144A                                                                      | CUSIP: 62886HBE0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    550000 | PA      | $476465.00    | 0.03%             | 2027-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                             | FRONTIER COMMUNICATIONS HOLDINGS LLC 8.75% 05/15/2030 144A                                               | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $284689.87    | 0.02%             | 2030-05-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ALGOMA STEEL GROUP INC                                                           | ALGOMA STEEL GROUP INC                                                                                   | CUSIP: 015658107<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     32940 | NS      | $208839.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                                                           | SOUTHWESTERN ENERGY CO 7.75% 10/01/2027                                                                  | CUSIP: 845467AN9<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |    680000 | PA      | $693002.17    | 0.05%             | 2027-10-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                    | CARNIVAL CORP 7.625% 03/01/2026 144A                                                                     | CUSIP: 143658BL5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1070000 | PA      | $848076.35    | 0.06%             | 2026-03-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| SERBIA REPUBLIC OF                                                               | SERBIA REPUBLIC OF 2.125% 12/01/2030 144A                                                                | CUSIP: 817477AF9<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    525000 | PA      | $375309.38    | 0.03%             | 2030-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNIT CORP                                                                        | UNIT CORP ESCROW 0% 12/01/2029                                                                           | CUSIP: N/A<br>LEI: 549300XGK22FZCTN8B67       | Long             | DBT              | CORP              | US        |    120000 | PA      | $0.01         | 0.00%             | 2029-12-01      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| UKRAINE GOVERNMENT                                                               | UKRAINE GOVERNMENT 7.375% 09/25/2034 144A                                                                | CUSIP: 903724BM3<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    285000 | PA      | $52778.44     | 0.00%             | 2034-09-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AZUL INVESTMENTS LLP                                                             | AZUL INVESTMENTS LLP 7.25% 06/15/2026 144A                                                               | CUSIP: 05502FAC2<br>LEI: 549300C6XNC8IDH04C74 | Long             | DBT              | CORP              | US        |    265000 | PA      | $162362.19    | 0.01%             | 2026-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| REALOGY GROUP LLC / REALOGY CO-ISSUER CORP                                       | REALOGY GROUP LLC / REALOGY CO-ISSUER CORP 5.25% 04/15/2030 144A                                         | CUSIP: 75606DAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $401230.50    | 0.03%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UAE INTERNATIONAL GOVERNMENT BOND                                                | UAE INTERNATIONAL GOVERNMENT BOND 4.05% 07/07/2032 144A                                                  | CUSIP: 31424EAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | AE        |    440000 | PA      | $432795.00    | 0.03%             | 2032-07-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PBF HLDG CO LLC / PBF FIN CORP                                                   | PBF HLDG CO LLC / PBF FIN CORP 6% 02/15/2028                                                             | CUSIP: 69318FAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1289662.50   | 0.09%             | 2028-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER OPERATING MLP 6.25%/VAR PERP                                                             | CUSIP: 29273VAH3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |   4050000 | PA      | $3442500.00   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| COMPASS GROUP DIVERSIFIED HOLDINGS LLC                                           | COMPASS GROUP DIV HLDGS LLC 5% 01/15/2032 144A                                                           | CUSIP: 20451RAC6<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |    275000 | PA      | $217267.37    | 0.02%             | 2032-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                               | DOMINICAN REPUBLIC 6% 07/19/2028 144A                                                                    | CUSIP: 25714PDZ8<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    360000 | PA      | $345105.00    | 0.03%             | 2028-07-19      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM PARTNERS LP                                                       | HESS MIDSTREAM PARTNERS LP 4.25% 02/15/2030 144A                                                         | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    460000 | PA      | $393263.65    | 0.03%             | 2030-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC               | FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC 4.625% 01/15/2029 144A                | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1175000 | PA      | $994326.13    | 0.07%             | 2029-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 0.25% 07/31/2025                                                                               | CUSIP: 91282CAB7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1221000 | PA      | $1101809.41   | 0.08%             | 2025-07-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ENN CLEAN ENERGY INTERNATIONAL INVESTMENT LTD                                    | ENN CLEAN ENERGY INTERNATIONAL INVESTMENT LTD 3.375% 05/12/2026 144A                                     | CUSIP: 268733AA0<br>LEI: 3003009YZ3S5V395NR77 | Long             | DBT              | CORP              | VG        |    620000 | PA      | $527775.00    | 0.04%             | 2026-05-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | TENET HEALTHCARE CORP                                                                                    | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |      3700 | NS      | $180523.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PORTLAND GENERAL ELECTRIC CO                                                     | PORTLAND GENERAL ELECTRIC CO                                                                             | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |       140 | NS      | $6860.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP 6.375% 09/01/2028                                                              | CUSIP: 674599EC5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    670000 | PA      | $676513.57    | 0.05%             | 2028-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KLOECKNER PENTAPLAST OF AMERICA INC                                              | KLOECKNER PENTAPLAST TERM B 1LN 02/09/2026                                                               | CUSIP: 49865NAT7<br>LEI: 529900H8J1B7UA1CG794 | Long             | LON              | CORP              | US        |     78600 | PA      | $69487.12     | 0.01%             | 2026-02-09      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                      | UNITED STATES TREASURY BOND 6.25% 08/15/2023                                                             | CUSIP: 912810EQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2249000 | PA      | $2268327.34   | 0.16%             | 2023-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 3.875% 11/30/2027                                                                              | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    850000 | PA      | $845351.56    | 0.06%             | 2027-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL USA INC                                                               | MURPHY OIL USA INC 4.75% 09/15/2029                                                                      | CUSIP: 626738AE8<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |    370000 | PA      | $338561.10    | 0.02%             | 2029-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 1.5% 02/29/2024                                                                                | CUSIP: 91282CEA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29600000 | PA      | $28531625.00  | 2.07%             | 2024-02-29      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LEBANON REPUBLIC OF                                                              | LEBANON REPUBLIC OF 6.375% 12/31/2049                                                                    | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |    810000 | PA      | $47093.40     | 0.00%             | 2049-12-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                               | DOMINICAN REPUBLIC 4.5% 01/30/2030 144A                                                                  | CUSIP: 25714PED6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    735000 | PA      | $623509.69    | 0.05%             | 2030-01-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SAGICOR FINANCIAL CO LTD                                                         | SAGICOR FINANCIAL CO LTD 5.3% 05/13/2028 144A                                                            | CUSIP: 78669QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    345000 | PA      | $323206.35    | 0.02%             | 2028-05-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LIONS GATE CAPITAL HOLDINGS LLC                                                  | LIONS GATE CAPITAL HOLDINGS LLC 5.5% 04/15/2029 144A                                                     | CUSIP: 53627NAE1<br>LEI: 549300MWJHNLR35C0837 | Long             | DBT              | CORP              | US        |    445000 | PA      | $258009.64    | 0.02%             | 2029-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CO                                                                    | FORD MOTOR CO 6.1% 08/19/2032                                                                            | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    595000 | PA      | $550448.78    | 0.04%             | 2032-08-19      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TENCENT HLDGS LTD                                                                | TENCENT HLDGS LTD 2.88% 04/22/2031 144A                                                                  | CUSIP: 88032WBA3<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $166000.00    | 0.01%             | 2031-04-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                             | CLEVELAND-CLIFFS INC 5.875% 06/01/2027                                                                   | CUSIP: 185899AH4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    960000 | PA      | $917111.64    | 0.07%             | 2027-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP                                                                       | HERTZ CORP 5.5% 10/15/2024 144A                                                                          | CUSIP: 428040CS6<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    650000 | PA      | $14625.00     | 0.00%             | 2024-10-15      | Fixed         | 0.06%                 | No            |                  3 | On Loan: No      |
| Fidelity Revere Street Trust                                                     | Fidelity Cash Central Fund                                                                               | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  81283018 | NS      | $81299274.82  | 5.91%             |  |  |  | No            |                  1 | On Loan: No      |
| PDC ENERGY INC                                                                   | PDC ENERGY INC 6.125% 09/15/2024                                                                         | CUSIP: 69327RAG6<br>LEI: 5493008W8H2T511J5Y59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99430.00     | 0.01%             | 2024-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MOROCCO KINGDOM OF                                                               | MOROCCO KINGDOM OF 2.375% 12/15/2027 144A                                                                | CUSIP: 617726AK0<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    520000 | PA      | $450385.00    | 0.03%             | 2027-12-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP                                | ICAHN ENTERPRISES LP/FIN CORP 5.25% 05/15/2027                                                           | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2150000 | PA      | $1969937.50   | 0.14%             | 2027-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                       | DAVITA INC 3.75% 02/15/2031 144A                                                                         | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    210000 | PA      | $156733.50    | 0.01%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                               | UKRAINE GOVERNMENT 7.75% 09/01/2026 144A                                                                 | CUSIP: 903724AR3<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |   1505000 | PA      | $316332.19    | 0.02%             | 2026-09-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-MOBILE USA INC 3.5% 04/15/2031                                                                         | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    220000 | PA      | $190035.87    | 0.01%             | 2031-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA 5.2% PERP                                                                                | CUSIP: 060505ED2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |   5217000 | PA      | $5055280.98   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| AYDEM YENILENEBILIR ENERJI AS                                                    | AYDEM YENILENEBILIR ENERJI AS 7.75% 02/02/2027 144A                                                      | CUSIP: 054644AA7<br>LEI: 9845009C50EDA74OA532 | Long             | DBT              | CORP              | TR        |    245000 | PA      | $199031.88    | 0.01%             | 2027-02-02      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| SINOPEC GROUP OVERSEAS DEV 2018 LTD                                              | SINOPEC GROUP OVERSEAS DEV 2018 LTD 1.45% 01/08/2026 144A                                                | CUSIP: 82939GAR9<br>LEI: 549300C6OZZ8LTVR8209 | Long             | DBT              | CORP              | VG        |    355000 | PA      | $322531.70    | 0.02%             | 2026-01-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                       | FIRST QUANTUM MINERALS LTD 7.5% 04/01/2025 144A                                                          | CUSIP: 335934AL9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   1330000 | PA      | $1294090.00   | 0.09%             | 2025-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ELAH HOLDINGS INC                                                                | ELAH HOLDINGS INC                                                                                        | CUSIP: 28413L105<br>LEI: 549300QGHCFUEGYWKU13 | Long             | EC               | CORP              | US        |        14 | NS      | $826.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VICTORIA'S SECRET and CO                                                         | VICTORIA'S SECRET and CO 4.625% 07/15/2029 144A                                                          | CUSIP: 926400AA0<br>LEI: 5493006T3O70U3UWVF17 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $836131.50    | 0.06%             | 2029-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TURK SISE VE CAM FABRIKALARI                                                     | TURK SISE VE CAM FABRIKALARI 6.95% 03/14/2026 144A                                                       | CUSIP: 90016AAB6<br>LEI: 789000KWOK751Q6R8875 | Long             | DBT              | CORP              | TR        |    445000 | PA      | $430481.88    | 0.03%             | 2026-03-14      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL GROUP INC                                                           | BERRY GLOBAL GROUP INC                                                                                   | CUSIP: 08579W103<br>LEI: 549300G6KKUMMXM8NH73 | Long             | EC               | CORP              | US        |      9407 | NS      | $568465.01    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                            | MOLINA HEALTHCARE INC 3.875% 11/15/2030 144A                                                             | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    640000 | PA      | $542361.41    | 0.04%             | 2030-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | FX Forward: EUR/USD settle 2023-01-13                                                                    | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $4563.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                     | CHS/CMNTY HEALTH SYSTEMS INC 8% 03/15/2026 144A                                                          | CUSIP: 12543DBC3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   3270000 | PA      | $2977057.05   | 0.22%             | 2026-03-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MEITUAN                                                                          | MEITUAN 2.125% 10/28/2025 144A                                                                           | CUSIP: 58533EAB9<br>LEI: 21380033K525E5JLIA77 | Long             | DBT              | CORP              | KY        |    510000 | PA      | $449373.75    | 0.03%             | 2025-10-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP 5.875% 09/01/2025                                                              | CUSIP: 674599EB7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    670000 | PA      | $667487.50    | 0.05%             | 2025-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CROCS INC                                                                        | CROCS INC 4.125% 08/15/2031 144A                                                                         | CUSIP: 227046AB5<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |    280000 | PA      | $228186.00    | 0.02%             | 2031-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NOSTRUM OIL and GAS FINANCE BV                                                   | NOSTRUM OIL and GAS FINANCE BV 8% 12/31/2049 144A                                                        | CUSIP: 66978CAB8<br>LEI: 213800SGF6UKA42KSB50 | Long             | DBT              | CORP              | NL        |   2620000 | PA      | $681173.80    | 0.05%             | 2049-12-31      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORP                                                             | CITGO PETROLEUM CORP 6.375% 06/15/2026 144A                                                              | CUSIP: 17302XAM8<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |    470000 | PA      | $453021.40    | 0.03%             | 2026-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CANO HEALTH LLC                                                                  | CANO HEALTH LLC 6.25% 10/01/2028 144A                                                                    | CUSIP: 13782CAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $111925.00    | 0.01%             | 2028-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                                      | HONEYWELL INTL INC 4.125% 11/02/2034                                                                     | CUSIP: N/A<br>LEI: ISRPG12PN4EIEOEMW547       | Long             | DBT              | CORP              | US        |   1262000 | PA      | $1333508.20   | 0.10%             | 2034-11-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC        | ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC 4% 09/01/2029 144A             | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    605000 | PA      | $479492.43    | 0.03%             | 2029-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                                              | CLYDESDALE ACQUISITION HOLDINGS INC 6.625% 04/15/2029 144A                                               | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    330000 | PA      | $313747.65    | 0.02%             | 2029-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| INTELLIGENT PACKAGING LTD FINCO INC / INTELLIGENT PACKAGING LTD CO-ISSUER LLC    | INTELLIGENT PACKAGING LTD FINCO INC / INTELLIGENT PACKAGING LTD CO-ISSUER LLC 6% 09/15/2028 144A         | CUSIP: 45827MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    255000 | PA      | $205522.46    | 0.01%             | 2028-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COSTA RICA REPUBLIC OF                                                           | COSTA RICA REPUBLIC OF 7% 04/04/2044 144A                                                                | CUSIP: 221602AC9<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     60000 | PA      | $56317.50     | 0.00%             | 2044-04-04      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CABLEVISION LIGHTPATH LLC                                                        | CABLEVISION LIGHTPATH LLC 5.625% 09/15/2028 144A                                                         | CUSIP: 12687GAB5<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |    260000 | PA      | $193161.06    | 0.01%             | 2028-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                                            | CANADA GOVERNMENT OF 1.25% 03/01/2027                                                                    | CUSIP: 135087M84<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   3000000 | PA      | $2026063.52   | 0.15%             | 2027-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                 | ALTICE FRANCE SA 5.125% 07/15/2029 144A                                                                  | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   3835000 | PA      | $2875265.13   | 0.21%             | 2029-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORPORATION                                                            | OPEN TEXT CORPORATION 3.875% 12/01/2029 144A                                                             | CUSIP: 683715AD8<br>LEI: 549300UQROQS42RKHM85 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $241256.40    | 0.02%             | 2029-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GPD COS INC                                                                      | GPD COS INC 10.125% 04/01/2026 144A                                                                      | CUSIP: 64051NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    790000 | PA      | $673475.00    | 0.05%             | 2026-04-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                    | FHLG 20YR 1.5% 12/01/2040#RB5089                                                                         | CUSIP: 3133KYUN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    188074 | PA      | $153797.43    | 0.01%             | 2040-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC                                                         | VIRGIN MEDIA FINANCE PLC 5% 07/15/2030 144A                                                              | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |   1385000 | PA      | $1109631.18   | 0.08%             | 2030-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP                                | ICAHN ENTERPRISES LP/FIN CORP 6.375% 12/15/2025                                                          | CUSIP: 451102BQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2785000 | PA      | $2700893.00   | 0.20%             | 2025-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                               | WELLS FARGO and CO NEW 5.875%/VAR PERP                                                                   | CUSIP: 949746RN3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |   2600000 | PA      | $2509000.00   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| EIG PEARL HOLDINGS SARL                                                          | EIG PEARL HOLDINGS SARL 3.545% 08/31/2036 144A                                                           | CUSIP: 28249NAA9<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |   1345000 | PA      | $1127950.63   | 0.08%             | 2036-08-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                                        | PROSUS NV 4.193% 01/19/2032 144A                                                                         | CUSIP: 74365PAH1<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    205000 | PA      | $169868.13    | 0.01%             | 2032-01-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                                                   | CVR ENERGY INC 5.25% 02/15/2025 144A                                                                     | CUSIP: 12662PAB4<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |    895000 | PA      | $823400.00    | 0.06%             | 2025-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JORDAN KINGDOM OF                                                                | JORDAN KINGDOM OF 4.95% 07/07/2025 144A                                                                  | CUSIP: 418097AK7<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |    575000 | PA      | $548693.75    | 0.04%             | 2025-07-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC/OH                                                     | HUNTINGTON BANCSHARES INC 5.7%/VAR PERP                                                                  | CUSIP: 446150AL8<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EP               | CORP              | US        |    650000 | PA      | $601464.86    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 20YR 1.5% 01/01/2041#MA4231                                                                         | CUSIP: 31418DVZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    314104 | PA      | $256857.36    | 0.02%             | 2041-01-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                       | FIRST QUANTUM MINERALS LTD 6.5% 03/01/2024 144A                                                          | CUSIP: 335934AP0<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    610000 | PA      | $598025.70    | 0.04%             | 2024-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ABU DHABI NATL ENERGY CO PJSC                                                    | ABU DHABI NATL ENERGY CO PJSC 4% 10/03/2049 144A                                                         | CUSIP: 00388WAH4<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | AE        |    448000 | PA      | $386204.00    | 0.03%             | 2049-10-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 20YR 1.5% 12/01/2040#MA4202                                                                         | CUSIP: 31418DU42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    309260 | PA      | $252896.37    | 0.02%             | 2040-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SYNEOS HEALTH INC                                                                | SYNEOS HEALTH INC 3.625% 01/15/2029 144A                                                                 | CUSIP: 87166BAA0<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | DBT              | CORP              | US        |    500000 | PA      | $398172.50    | 0.03%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ACURIS FINANCE US INC                                                            | ION ANALYTICS TERM 1 LN 02/16/2028                                                                       | CUSIP: 00510DAB0<br>LEI: 213800PHEXJH1L7ZN896 | Long             | LON              | CORP              | US        |     60938 | PA      | $59794.92     | 0.00%             | 2028-02-16      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| SENEGAL REPUBLIC OF                                                              | SENEGAL REPUBLIC OF 6.25% 05/23/2033 144A                                                                | CUSIP: 81720TAC9<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |    335000 | PA      | $275076.88    | 0.02%             | 2033-05-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                                               | PANAMA REPUBLIC OF 4.5% 05/15/2047                                                                       | CUSIP: 698299BG8<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    250000 | PA      | $191687.50    | 0.01%             | 2047-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DIGICEL LTD                                                                      | DIGICEL LTD 6.75% 03/01/2023 144A                                                                        | CUSIP: 25380QAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    270000 | PA      | $102600.00    | 0.01%             | 2023-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HOLLY EN PART LP/ HOL FIN CORP                                                   | HOLLY EN PART LP/ HOL FIN CORP 6.375% 04/15/2027 144A                                                    | CUSIP: 435765AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $275097.73    | 0.02%             | 2027-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DYNASTY ACQUISITION CO INC                                                       | STANDARDAERO TERM B-1 04/08/2026                                                                         | CUSIP: 26812CAE6<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |    135462 | PA      | $128871.99    | 0.01%             | 2026-04-08      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                                              | HUNGARY REPUBLIC OF 5.5% 06/16/2034 144A                                                                 | CUSIP: 445545AQ9<br>LEI: 5299008DH62LEB10JK83 | Long             | DBT              | NUSS              | HU        |    305000 | PA      | $284088.44    | 0.02%             | 2034-06-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                             | COLOMBIA REPUBLIC OF 6.125% 01/18/2041                                                                   | CUSIP: 195325BM6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     40000 | PA      | $31820.00     | 0.00%             | 2041-01-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAIN SYS INC DEL                                                       | ADVANCED DRAIN SYS INC DEL 6.375% 06/15/2030 144A                                                        | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    280000 | PA      | $272064.80    | 0.02%             | 2030-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SASOL FING USA LLC                                                               | SASOL FING USA LLC 5.875% 03/27/2024                                                                     | CUSIP: 80386WAA3<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    690000 | PA      | $672750.00    | 0.05%             | 2024-03-27      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                           | US 5YR NOTE (CBT) FUT MAR23 FVH3                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         9 | NC      | $122.56       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 4.125% 10/31/2027                                                                              | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    900000 | PA      | $903304.69    | 0.07%             | 2027-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORPORATION SAB DE CV                                              | ORBIA ADVANCE CORPORATION SAB DE CV 1.875% 05/11/2026 144A                                               | CUSIP: 68560EAA6<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |    630000 | PA      | $548611.88    | 0.04%             | 2026-05-11      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | FORD MTR CR CO LLC 3.375% 11/13/2025                                                                     | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1044134.83   | 0.08%             | 2025-11-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KEHE DISTRS LLC / KEHE FIN CORP                                                  | KEHE DISTRS LLC / KEHE FIN CORP 8.625% 10/15/2026 144A                                                   | CUSIP: 487526AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    420000 | PA      | $410550.00    | 0.03%             | 2026-10-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| NINE ENERGY SERVICE INC                                                          | NINE ENERGY SERVICE INC 8.75% 11/01/2023 144A                                                            | CUSIP: 65441VAA9<br>LEI: 549300KRLJCZBPZMKT65 | Long             | DBT              | CORP              | US        |    300000 | PA      | $294000.00    | 0.02%             | 2023-11-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY                                                        | SAUDI ARABIAN OIL COMPANY 3.5% 04/16/2029 144A                                                           | CUSIP: 80414L2D6<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |   1905000 | PA      | $1739265.00   | 0.13%             | 2029-04-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                      | UNITED STATES TREASURY BOND 2% 11/15/2041                                                                | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5645000 | PA      | $4030662.32   | 0.29%             | 2041-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                            | MINERAL RES LTD 8.5% 05/01/2030 144A                                                                     | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    210000 | PA      | $212841.30    | 0.02%             | 2030-05-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| GARDEN SPINCO CORP                                                               | GARDEN SPINCO CORP 8.625% 07/20/2030 144A                                                                | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $275600.00    | 0.02%             | 2030-07-20      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| WILLIAMS-SONOMA INC                                                              | WILLIAMS-SONOMA INC                                                                                      | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |      2300 | NS      | $264316.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PURE WEST ENERGY                                                                 | PURE WEST ENERGY CVR                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       543 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| DELEK OVERRIDING ROYALTY LEVIATHAN LTD                                           | DELEK OVERRIDING ROYALTY LEVIATHAN LTD 7.494% 12/30/2023 144A REGS                                       | CUSIP: N/A<br>LEI: 894500UTDMYAFMZ5VY86       | Long             | DBT              | CORP              | IL        |   1079000 | PA      | $1075223.50   | 0.08%             | 2023-12-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTL INC                                                       | GRAPHIC PACKAGING INTL INC 3.75% 02/01/2030 144A                                                         | CUSIP: 38869AAD9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    355000 | PA      | $301989.48    | 0.02%             | 2030-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP                                                                       | HERTZ CORP 5% 12/01/2029 144A                                                                            | CUSIP: 428040DB2<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    450000 | PA      | $341370.00    | 0.02%             | 2029-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MGIC INVESTMENT CORP                                                             | MGIC INVESTMENT CORP 5.25% 08/15/2028                                                                    | CUSIP: 552848AG8<br>LEI: 254900S8483WM4M98R28 | Long             | DBT              | CORP              | US        |    465000 | PA      | $428769.55    | 0.03%             | 2028-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORPORATION SAB DE CV                                              | ORBIA ADVANCE CORPORATION SAB DE CV 2.875% 05/11/2031 144A                                               | CUSIP: 68560EAB4<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |    340000 | PA      | $265476.25    | 0.02%             | 2031-05-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TRICER HOLDCO S.C.A.                                                             | TRICER HOLDCO S.C.A CLASS A6 PP                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |     16755 | NS      | $0.17         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SOUTH AFRICA REPUBLIC OF                                                         | SOUTH AFRICA REPUBLIC OF 4.85% 09/30/2029                                                                | CUSIP: 836205BA1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    235000 | PA      | $208533.13    | 0.02%             | 2029-09-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                     | MEXICO UNITED MEXICAN STATES 2.659% 05/24/2031                                                           | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    510000 | PA      | $412080.00    | 0.03%             | 2031-05-24      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHAPARRAL ENERGY INC                                                             | CANVAS ENERGY INC NEW SER A WT 10/01/24                                                                  | CUSIP: 15942R133<br>LEI: V5IUQSDP5WPR92NJWH73 | Long             | EC               | CORP              | US        |        13 | NS      | $21.61        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| TEVA PHARMACEUTICAL FIN NETH III B V                                             | TEVA PHARMACEUTICAL FIN NETH III B V 5.125% 05/09/2029                                                   | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    275000 | PA      | $244900.46    | 0.02%             | 2029-05-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / ACRISURE FINANCE INC                                              | ACRISURE LLC / ACRISURE FINANCE INC 6% 08/01/2029 144A                                                   | CUSIP: 00489LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    425000 | PA      | $347322.75    | 0.03%             | 2029-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OOREDOO INTERNATIONAL FINANCE LTD                                                | OOREDOO INTL FIN LTD 2.625% 04/08/2031 144A                                                              | CUSIP: 74735KAA0<br>LEI: 549300BHXCDJ03WU7N77 | Long             | DBT              | CORP              | BM        |    460000 | PA      | $394450.00    | 0.03%             | 2031-04-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PALO ALTO NETWORKS INC                                                           | PALO ALTO NETWORKS INC                                                                                   | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |      2000 | NS      | $279080.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 0.375% 01/31/2026                                                                              | CUSIP: 91282CBH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2100000 | PA      | $1868425.78   | 0.14%             | 2026-01-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SHEA HOMES LTD PARTNERSHIP / SHEA HOMES FDG CORP                                 | SHEA HOMES LTD PARTNERSHP/CORP 4.75% 04/01/2029                                                          | CUSIP: 82088KAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    475000 | PA      | $399000.00    | 0.03%             | 2029-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ISRAEL, STATE OF                                                                 | ISRAEL STATE OF 3.8% 05/13/2060 REGS                                                                     | CUSIP: N/A<br>LEI: 213800T8ZHTFZIBYPE21       | Long             | DBT              | NUSS              | IL        |    340000 | PA      | $265761.00    | 0.02%             | 2060-05-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                                                        | EGYPT (ARAB) REPUBLIC OF 7.5% 02/16/2061 144A                                                            | CUSIP: 03846JAC4<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    245000 | PA      | $149450.00    | 0.01%             | 2061-02-16      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT HOLDINGS INC                                                           | OPEN TEXT HOLDINGS INC 4.125% 12/01/2031 144A                                                            | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $190437.39    | 0.01%             | 2031-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                                                        | UST BILLS 0% 02/16/2023                                                                                  | CUSIP: 912796YA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     70000 | PA      | $69651.90     | 0.01%             | 2023-02-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PARAGUAY REPUBLIC OF                                                             | PARAGUAY REPUBLIC OF 5.4% 03/30/2050 144A                                                                | CUSIP: 699149AH3<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    265000 | PA      | $227535.63    | 0.02%             | 2050-03-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                            | INDONESIA REPUBLIC OF 4.1% 04/24/2028                                                                    | CUSIP: 455780CF1<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    490000 | PA      | $479526.25    | 0.03%             | 2028-04-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GEOPARK LTD                                                                      | GEOPARK LTD 5.5% 01/17/2027 144A                                                                         | CUSIP: 37255BAB5<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | DBT              | CORP              | BM        |    375000 | PA      | $323039.06    | 0.02%             | 2027-01-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                                                               | LEVIATHAN BOND LTD 5.75% 06/30/2023 144A REGS                                                            | CUSIP: N/A<br>LEI: 254900D9T8VKYVQNZ220       | Long             | DBT              | CORP              | IL        |    215000 | PA      | $214100.44    | 0.02%             | 2023-06-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OEC FIN LTD                                                                      | OEC FIN LTD PIK 4.375% 10/25/2029 144A                                                                   | CUSIP: 67614CAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    379070 | PA      | $8718.61      | 0.00%             | 2029-10-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW II INC                                                            | SCRIPPS ESCROW II INC 3.875% 01/15/2029 144A                                                             | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $132412.50    | 0.01%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP                                                                       | HERTZ CORP 6.25% 12/31/2049                                                                              | CUSIP: 428040CN7<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    670000 | PA      | $837.50       | 0.00%             | 2049-12-31      | Fixed         | 0.06%                 | No            |                  3 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                             | UMBS 30YR 4.5% 01/01/2053 #TBA                                                                           | CUSIP: 01F042616<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -2650000 | PA      | $-2554351.43  | -0.19%            | 2053-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 SARL / ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP | ATLAS LUXCO 4 SARL / ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP 4.625% 06/01/2028 144A  | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    683000 | PA      | $553737.50    | 0.04%             | 2028-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS 6.7% 02/16/2032                                                                      | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    821000 | PA      | $643458.75    | 0.05%             | 2032-02-16      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CA MAGNUM HOLDINGS                                                               | CA MAGNUM HOLDINGS 5.375% 10/31/2026 144A                                                                | CUSIP: 12674CAA1<br>LEI: 549300ZRDHFR078MFZ78 | Long             | DBT              | CORP              | MU        |    955000 | PA      | $864399.15    | 0.06%             | 2026-10-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ULTIMATE SOFTWARE GROUP INC                                                      | UKG TERM 1LN 05/03/2026                                                                                  | CUSIP: N/A<br>LEI: 529900FKHWSTQ1GXK240       | Long             | LON              | CORP              | US        |    658338 | PA      | $625420.84    | 0.05%             | 2026-05-03      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN CORP                                                      | BERKSHIRE HATHAWAY FIN CORP 2% 03/18/2034                                                                | CUSIP: N/A<br>LEI: 549300RLHFT5RU20WM87       | Long             | DBT              | CORP              | US        |   1272000 | PA      | $1093608.95   | 0.08%             | 2034-03-18      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                        | CAESARS ENTERTAINMENT INC 6.25% 07/01/2025 144A                                                          | CUSIP: 28470RAH5<br>LEI: 5299000BKFWWVND5L441 | Long             | DBT              | CORP              | US        |   2520000 | PA      | $2448622.26   | 0.18%             | 2025-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NETWORK I2I LTD                                                                  | NETWORK I2I LTD 5.65%/VAR PERP 144A                                                                      | CUSIP: 64132NAA4<br>LEI: 2549003L8M1FGHLHOX45 | Long             | EP               | CORP              | MU        |    570000 | PA      | $541072.50    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LSB INDUSTRIES INC                                                               | LSB INDUSTRIES INC 6.25% 10/15/2028 144A                                                                 | CUSIP: 502160AN4<br>LEI: 5493001H215A0HG0MI71 | Long             | DBT              | CORP              | US        |    960000 | PA      | $878352.00    | 0.06%             | 2028-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOUTHERN NAT GAS CO LLC                                                          | SOUTHERN NAT GAS CO LLC 7.35% 02/15/2031                                                                 | CUSIP: 843452AY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $183429.26    | 0.01%             | 2031-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                               | DOMINICAN REPUBLIC 6.4% 06/05/2049 144A                                                                  | CUSIP: 25714PEB0<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    340000 | PA      | $273763.75    | 0.02%             | 2049-06-05      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ADECOAGRO SA                                                                     | ADECOAGRO SA 6% 09/21/2027 144A                                                                          | CUSIP: 00676LAA4<br>LEI: 529900Q00UR5LFELO811 | Long             | DBT              | CORP              | LU        |    785000 | PA      | $737556.56    | 0.05%             | 2027-09-21      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                                                  | FX Forward: USD/EUR settle 2023-01-13                                                                    | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-18730.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                               | DOMINICAN REPUBLIC 5.95% 01/25/2027 144A                                                                 | CUSIP: 25714PDT2<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    445000 | PA      | $434236.56    | 0.03%             | 2027-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ADANI ELECTRICITY MUMBAI LTD                                                     | ADANI ELECTRICITY MUMBAI LTD 3.867% 07/22/2031 144A                                                      | CUSIP: 00654GAB9<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |    325000 | PA      | $231162.75    | 0.02%             | 2031-07-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRINET GROUP INC                                                                 | TRINET GROUP INC 3.5% 03/01/2029 144A                                                                    | CUSIP: 896288AA5<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |    455000 | PA      | $374101.00    | 0.03%             | 2029-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TENCENT HLDGS LTD                                                                | TENCENT HLDGS LTD 2.39% 06/03/2030 144A                                                                  | CUSIP: 88032WAU0<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |    295000 | PA      | $240905.85    | 0.02%             | 2030-06-03      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| OMAN SULTANATE                                                                   | OMAN SULTANATE 6% 08/01/2029 144A                                                                        | CUSIP: 68205LAB9<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    450000 | PA      | $449240.63    | 0.03%             | 2029-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP 5.375% 11/15/2029                                                                   | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $408950.28    | 0.03%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PBF LOGISTICS LP/PBF LOGISTICS FIN CORP                                          | PBF LOGISTICS LP/PBF LOGISTICS FIN CORP 6.875% 05/15/2023                                                | CUSIP: 69318UAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    435000 | PA      | $434456.25    | 0.03%             | 2023-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ROLLER BEARING CO OF AMERICA                                                     | ROLLER BEARING CO OF AMERICA 4.375% 10/15/2029 144A                                                      | CUSIP: 775631AD6<br>LEI: 254900U9XW6S76H2P167 | Long             | DBT              | CORP              | US        |    200000 | PA      | $172940.00    | 0.01%             | 2029-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENDEAVOR ENERGY RES L P / EER FIN INC                                            | ENDEAVOR ENERGY RES L P / EER FIN INC 5.75% 01/30/2028 144A                                              | CUSIP: 29260FAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    880000 | PA      | $842617.60    | 0.06%             | 2028-01-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ARKO CORP                                                                        | ARKO CORP 5.125% 11/15/2029 144A                                                                         | CUSIP: 041242AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    415000 | PA      | $325858.00    | 0.02%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SCIL IV LLC / SCIL USA HOLDINGS LLC                                              | SCIL IV LLC / SCIL USA HOLDINGS LLC 5.375% 11/01/2026 144A                                               | CUSIP: 78397UAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    640000 | PA      | $542400.00    | 0.04%             | 2026-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EMIRATE OF ABU DHABI                                                             | EMIRATE OF ABU DHABI 3.875% 04/16/2050 144A                                                              | CUSIP: 29135LAJ9<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    620000 | PA      | $522466.25    | 0.04%             | 2050-04-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                   | NRG ENERGY INC 3.375% 02/15/2029 144A                                                                    | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    305000 | PA      | $246019.10    | 0.02%             | 2029-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FINANCE BV                                                     | TRIVIUM PACKAGING FINANCE BV 5.5% 08/15/2026 144A                                                        | CUSIP: 89686QAA4<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    375000 | PA      | $343682.89    | 0.02%             | 2026-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE BV                                                      | PETROBRAS GLOBAL FINANCE BV 6.75% 06/03/2050                                                             | CUSIP: 71647NBG3<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    430000 | PA      | $373911.88    | 0.03%             | 2050-06-03      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CROCS INC                                                                        | CROCS INC 4.25% 03/15/2029 144A                                                                          | CUSIP: 227046AA7<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |    435000 | PA      | $368488.50    | 0.03%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                               | TURKEY REPUBLIC OF 6.375% 10/14/2025                                                                     | CUSIP: 900123CZ1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    130000 | PA      | $124800.00    | 0.01%             | 2025-10-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                              | FX Forward: EUR/USD settle 2023-01-13                                                                    | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $743.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EP ENERGY CORP                                                                   | EP ENERGY CORP ESCROW                                                                                    | CUSIP: N/A<br>LEI: 549300Z6HPQS1H5IYQ07       | Long             | EC               | CORP              | US        |     52316 | NS      | $347378.24    | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                                        | MGM RESORTS INTERNATIONAL 4.75% 10/15/2028                                                               | CUSIP: 552953CH2<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    665000 | PA      | $580447.98    | 0.04%             | 2028-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                                                       | ARCOSA INC 4.375% 04/15/2029 144A                                                                        | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    415000 | PA      | $359879.95    | 0.03%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FIN LTD                                                            | MELCO RESORTS FIN LTD 5.25% 04/26/2026 144A                                                              | CUSIP: 58547DAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    475000 | PA      | $417920.16    | 0.03%             | 2026-04-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AIR CANADA INC                                                                   | AIR CANADA INC 3.875% 08/15/2026 144A                                                                    | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |    425000 | PA      | $376436.39    | 0.03%             | 2026-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KAZMUAIGAZ NATIONAL CO JSC                                                       | KAZMUNAYGAS NATIONAL CO JSC 4.75% 04/24/2025 144A                                                        | CUSIP: 48667QAR6<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    105000 | PA      | $101082.19    | 0.01%             | 2025-04-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VENEZUELA, REPUBLIC OF                                                           | VENEZUELA REPUBLIC OF 12.75% 12/31/2049 REGS                                                             | CUSIP: N/A<br>LEI: 529900XM8PJTJK5OJI77       | Long             | DBT              | NUSS              | VE        |    190000 | PA      | $14725.00     | 0.00%             | 2049-12-31      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING LP                                                       | DCP MIDSTREAM LLC 5.85%/VAR 05/21/2043 144A                                                              | CUSIP: 23311RAH9<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    885000 | PA      | $863335.20    | 0.06%             | 2043-05-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| KENYA REPUBLIC OF                                                                | KENYA REPUBLIC OF 7% 05/22/2027 144A                                                                     | CUSIP: 491798AJ3<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    355000 | PA      | $318168.75    | 0.02%             | 2027-05-22      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP/ TARGA RESOURCES PARTNERS FIN                        | TARGA RES P LP/TARGA RES P FIN 4.875% 02/01/2031                                                         | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    625000 | PA      | $564343.75    | 0.04%             | 2031-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC 5%/VAR PERP                                                                                | CUSIP: 172967MG3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |   3245000 | PA      | $2888089.85   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC           | ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 4.625% 01/15/2027 144A            | CUSIP: 013092AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1216819.70   | 0.09%             | 2027-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SUMMIT MIDSTREAM HOLDINGS LLC / SUMMIT MIDSTREAM FINANCE CORP                    | SUMMIT MIDSTREAM HOLDINGS LLC / SUMMIT MIDSTREAM FINANCE CORP 8.5% 10/15/2026 144A                       | CUSIP: 86614WAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    415000 | PA      | $395254.30    | 0.03%             | 2026-10-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                          | JANE STREET GRP/JSG FIN 4.5% 11/15/2029 144A                                                             | CUSIP: 47077WAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    395000 | PA      | $339700.00    | 0.02%             | 2029-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                 | CCO HLDGS LLC/CAP CORP 4.75% 03/01/2030 144A                                                             | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4810000 | PA      | $4148216.15   | 0.30%             | 2030-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MEITUAN                                                                          | MEITUAN 3.05% 10/28/2030 144A                                                                            | CUSIP: 58533EAC7<br>LEI: 21380033K525E5JLIA77 | Long             | DBT              | CORP              | KY        |    335000 | PA      | $255500.31    | 0.02%             | 2030-10-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT DEMOCRATIC SOCIALIST REP                                          | SRI LANKA GOVT DEMOC SOCIA REP 6.825% 07/18/2026 144A                                                    | CUSIP: 85227SAR7<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |     80000 | PA      | $24920.52     | 0.00%             | 2026-07-18      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA                                                        | PETROLEOS DE VENEZUELA SA 6% 11/15/2026 144A                                                             | CUSIP: 716558AF8<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    930000 | PA      | $41850.00     | 0.00%             | 2026-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                       | CARVANA CO 5.875% 10/01/2028 144A                                                                        | CUSIP: 146869AD4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     70000 | PA      | $27319.85     | 0.00%             | 2028-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VS BUYER LLC                                                                     | VEEAM SOFTWARE TERM B 1LN 02/28/2027                                                                     | CUSIP: 91834WAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    121562 | PA      | $117763.67    | 0.01%             | 2027-02-28      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| YUM BRANDS INC                                                                   | YUM BRANDS INC 4.625% 01/31/2032                                                                         | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    590000 | PA      | $521516.81    | 0.04%             | 2032-01-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                              | FX Forward: USD/AUD settle 2023-01-13                                                                    | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-25524.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | TENET HEALTHCARE CORP 4.625% 09/01/2024 144A                                                             | CUSIP: 88033GDC1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    650000 | PA      | $631317.11    | 0.05%             | 2024-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                                                   | CVR ENERGY INC 5.75% 02/15/2028 144A                                                                     | CUSIP: 12662PAD0<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |   2320000 | PA      | $2019560.00   | 0.15%             | 2028-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                            | HUB INTERNATIONAL TERM B 1LN 11/10/2029                                                                  | CUSIP: 44332EAV8<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |     45000 | PA      | $44462.70     | 0.00%             | 2029-11-10      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| EXIDE TECHNOLOGIES                                                               | EXIDE TECHNOLOGIES PFD (DUMMY)                                                                           | CUSIP: N/A<br>LEI: 549300KITCGPNNNXQP63       | Long             | EP               | CORP              | US        |       187 | NS      | $174050.25    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                                     | CHARLES RIVER LABS INTL INC 4.25% 05/01/2028 144A                                                        | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    185000 | PA      | $170379.45    | 0.01%             | 2028-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                         | BUILDERS FIRSTSOURCE                                                                                     | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |      5100 | NS      | $330888.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UKRAINE GOVERNMENT                                                               | UKRAINE GOVERNMENT 7.253% 03/15/2035 144A                                                                | CUSIP: 903724BY7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    585000 | PA      | $109065.94    | 0.01%             | 2035-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SPIN HOLDCO INC                                                                  | CSC SERVICEWORKS TERM B 1LN 03/04/2028                                                                   | CUSIP: 84850XAK8<br>LEI: 549300QAS44U2GUXGK45 | Long             | LON              | CORP              | US        |    833636 | PA      | $700046.14    | 0.05%             | 2028-03-04      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC                             | 1011778 BC ULC/NEW RED FIN INC 3.875% 01/15/2028 144A                                                    | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    570000 | PA      | $509890.92    | 0.04%             | 2028-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                | FX Forward: EUR/USD settle 2023-01-13                                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $1443.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZAYO GROUP HLDGS INC                                                             | ZAYO TERM 1LN 03/09/2027                                                                                 | CUSIP: 98919XAB7<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |    409763 | PA      | $330764.92    | 0.02%             | 2027-03-09      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CAMEROON REPUBLIC OF                                                             | CAMEROON REPUBLIC OF 5.95% 07/07/2032 144A                                                               | CUSIP: N/A<br>LEI: 54930021BO6NHYGBBV24       | Long             | DBT              | NUSS              | CM        |    585000 | PA      | $461362.61    | 0.03%             | 2032-07-07      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DEL NORTE SA CAYMAN ISLANDS BRANCH                               | BANCO MERCANTIL DEL NORTE SA GRAND CAYMAN BRH 6.75%/VAR PERP 144A                                        | CUSIP: 05971PAA6<br>LEI: 549300QTVYRPFHS0J362 | Long             | EP               | CORP              | KY        |    590000 | PA      | $574623.13    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CDW CORP                                                                         | CDW CORPORATION                                                                                          | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |      3800 | NS      | $678604.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TRICER HOLDCO S.C.A.                                                             | TRICER HOLDCO S.C.A CLASS A5 PP                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |     16755 | NS      | $0.17         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC               | FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC 6.75% 01/15/2030 144A                 | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1290560.00   | 0.09%             | 2030-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                                         | ALLISON TRANSMISSION INC 5.875% 06/01/2029 144A                                                          | CUSIP: 019736AF4<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    420000 | PA      | $394422.00    | 0.03%             | 2029-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EXIDE TECHNOLOGIES                                                               | EXIDE TECHNOLOGIES (PAR SHARE)                                                                           | CUSIP: 302051404<br>LEI: 549300KITCGPNNNXQP63 | Long             | EC               | CORP              | US        |    124905 | NS      | $1.25         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SCOTTS MIRACLE GRO CO (THE)                                                      | SCOTTS MIRACLE GRO CO (THE) 4% 04/01/2031                                                                | CUSIP: 810186AX4<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |    595000 | PA      | $454545.01    | 0.03%             | 2031-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| QATAR PETROLEUM                                                                  | QATAR PETROLEUM 2.25% 07/12/2031 144A                                                                    | CUSIP: 74730DAC7<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |   1135000 | PA      | $936587.81    | 0.07%             | 2031-07-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                                                               | LEVIATHAN BOND LTD 6.125% 06/30/2025 144A REGS                                                           | CUSIP: N/A<br>LEI: 254900D9T8VKYVQNZ220       | Long             | DBT              | CORP              | IL        |    605000 | PA      | $591387.50    | 0.04%             | 2025-06-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA KINGDOM OF                                                          | SAUDI ARABIA KINGDOM OF 3.75% 01/21/2055 144A                                                            | CUSIP: 80413TAR0<br>LEI: 54930044PULMORCKB765 | Long             | DBT              | NUSS              | SA        |    655000 | PA      | $513069.69    | 0.04%             | 2055-01-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EMIRATE OF ABU DHABI                                                             | EMIRATE OF ABU DHABI 3% 09/15/2051 144A                                                                  | CUSIP: 29135LAR1<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    645000 | PA      | $461094.38    | 0.03%             | 2051-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HUNTER US BIDCO INC                                                              | UDG HEALTHCARE TERM B 1LN 08/19/2028                                                                     | CUSIP: 12509YAE6<br>LEI: 549300KXGY77REE4ZR63 | Long             | LON              | CORP              | US        |    530775 | PA      | $519496.03    | 0.04%             | 2028-08-19      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| VIDEOTRON LTD                                                                    | VIDEOTRON LTD 5.125% 04/15/2027 144A                                                                     | CUSIP: 92660FAK0<br>LEI: 549300BBCGA0CYX8IL74 | Long             | DBT              | CORP              | CA        |    615000 | PA      | $580885.95    | 0.04%             | 2027-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DE CHILE                                          | CORPORACION NACIONAL DEL COBRE DE CHILE 3% 09/30/2029 144A                                               | CUSIP: 21987BAZ1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    105000 | PA      | $91533.75     | 0.01%             | 2029-09-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KONDOR FINANCE PLC                                                               | KONDOR FIN PLC 7.625% 11/08/2026 144A                                                                    | CUSIP: 50050MAB1<br>LEI: 213800PUC1T9GI6EIO63 | Long             | DBT              | CORP              | GB        |    230000 | PA      | $36800.00     | 0.00%             | 2026-11-08      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| EMIRATES NBD BANK PJSC                                                           | EMIRATES NBD PJSC 6.125%/VAR PERP REGS                                                                   | CUSIP: N/A<br>LEI: 54930029BCN8HF3B1286       | Long             | EP               | CORP              | AE        |    625000 | PA      | $614765.63    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LENOVO GROUP LTD                                                                 | LENOVO GROUP LTD 5.875% 04/24/2025 REGS                                                                  | CUSIP: N/A<br>LEI: 254900VUZRGD5U73RE46       | Long             | DBT              | CORP              | HK        |    200000 | PA      | $195782.00    | 0.01%             | 2025-04-24      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                                                           | CHESAPEAKE ENERGY CORP 8% 06/15/2027                                                                     | CUSIP: 165167CZ8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    115000 | PA      | $0.01         | 0.00%             | 2027-06-15      | Fixed         | 0.08%                 | No            |                  3 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 0.875% 09/30/2026                                                                              | CUSIP: 91282CCZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16300000 | PA      | $14473253.95  | 1.05%             | 2026-09-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                                               | VIKING CRUISES LTD 13% 05/15/2025 144A                                                                   | CUSIP: 92676XAE7<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    570000 | PA      | $601382.44    | 0.04%             | 2025-05-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                                          | PHILIPPINES REPUBLIC OF 2.65% 12/10/2045                                                                 | CUSIP: 718286CL9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    390000 | PA      | $261342.90    | 0.02%             | 2045-12-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                        | CAESARS ENTERTAINMENT INC 4.625% 10/15/2029 144A                                                         | CUSIP: 12769GAA8<br>LEI: 5299000BKFWWVND5L441 | Long             | DBT              | CORP              | US        |    835000 | PA      | $679531.35    | 0.05%             | 2029-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ANGI GROUP LLC                                                                   | ANGI GROUP LLC 3.875% 08/15/2028 144A                                                                    | CUSIP: 001846AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    335000 | PA      | $248598.48    | 0.02%             | 2028-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE PLC                                                                  | ROLLS-ROYCE PLC 5.75% 10/15/2027 144A                                                                    | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |    650000 | PA      | $619125.00    | 0.05%             | 2027-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BERMUDA GOVERNMENT OF                                                            | BERMUDA GOVERNMENT OF 3.375% 08/20/2050 144A                                                             | CUSIP: 085209AH7<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    165000 | PA      | $115840.31    | 0.01%             | 2050-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                 | CCO HLDGS LLC/CAP CORP 4.5% 05/01/2032                                                                   | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    665000 | PA      | $529340.00    | 0.04%             | 2032-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT DEMOCRATIC SOCIALIST REP                                          | SRI LANKA GOVT DEMOC SOCIA REP 7.85% 03/14/2029 144A                                                     | CUSIP: 85227SAZ9<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |    505000 | PA      | $145440.00    | 0.01%             | 2029-03-14      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | GLOBAL PAYMENTS INC                                                                                      | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |      6400 | NS      | $635648.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                          | NEW FORTRESS ENERGY INC 6.75% 09/15/2025 144A                                                            | CUSIP: 644393AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1291017.00   | 0.09%             | 2025-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTERNATIONAL INC                                                   | SERVICE CORP INTERNATIONAL INC 4% 05/15/2031                                                             | CUSIP: 817565CG7<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    570000 | PA      | $480331.84    | 0.03%             | 2031-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                             | UMBS 30YR 4% 01/01/2053 #TBA                                                                             | CUSIP: 01F040610<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    250000 | PA      | $234687.38    | 0.02%             | 2053-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                             | CLEVELAND-CLIFFS INC 4.875% 03/01/2031 144A                                                              | CUSIP: 185899AL5<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    465000 | PA      | $410590.88    | 0.03%             | 2031-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSHIP LP / MPT FIN CORP                                           | MPT OPER PARTNERSHIP LP/CORP 3.5% 03/15/2031                                                             | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    665000 | PA      | $455846.59    | 0.03%             | 2031-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| QATAR ST                                                                         | QATAR ST 4.4% 04/16/2050 144A                                                                            | CUSIP: 74727PBE0<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    950000 | PA      | $864678.13    | 0.06%             | 2050-04-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                              | FX Forward: USD/JPY settle 2023-01-13                                                                    | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-98743.09    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TV AZTECA SAB DE CV                                                              | TV AZTECA SAB DE CV 8.25% 08/09/2024 REGS                                                                | CUSIP: N/A<br>LEI: 549300H2ZXE4KL0NUV88       | Long             | DBT              | CORP              | MX        |   1500000 | PA      | $688125.00    | 0.05%             | 2024-08-09      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| JAMAICA GOVT OF                                                                  | JAMAICA GOVT OF 6.75% 04/28/2028                                                                         | CUSIP: 470160CA8<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | JM        |    255000 | PA      | $269152.50    | 0.02%             | 2028-04-28      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MCLAREN FINANCE PLC                                                              | MCLAREN FINANCE PLC 7.5% 08/01/2026 144A                                                                 | CUSIP: 58175LAA8<br>LEI: 213800BKPDWMWX3GSG36 | Long             | DBT              | CORP              | GB        |    390000 | PA      | $286650.00    | 0.02%             | 2026-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                | POST HLDGS INC 5.5% 12/15/2029 144A                                                                      | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $981832.78    | 0.07%             | 2029-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OIL AND GAS HOLDING CO BSCC/THE                                                  | OIL AND GAS HOLDING CO BSCC/THE 7.5% 10/25/2027 144A                                                     | CUSIP: 67778M2A7<br>LEI: 549300OBH16L6TS6IW50 | Long             | DBT              | CORP              | BH        |    665000 | PA      | $678424.69    | 0.05%             | 2027-10-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                 | CSC HOLDINGS LLC 6.5% 02/01/2029 144A                                                                    | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1079100.00   | 0.08%             | 2029-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EXIDE TECHNOLOGIES                                                               | EXIDE TECHNOLOGIES PIK VAR 10/31/2024 144A                                                               | CUSIP: 302051BC0<br>LEI: 549300KITCGPNNNXQP63 | Long             | DBT              | CORP              | US        |    185848 | PA      | $83631.60     | 0.01%             | 2024-10-31      | Variable      | 0.11%                 | No            |                  3 | On Loan: No      |
| DP WORLD SALAAM                                                                  | DP WORLD SALAAM 6%/VAR PERP REGS                                                                         | CUSIP: N/A<br>LEI: 549300SUYBT9X88E9435       | Long             | EP               | CORP              | KY        |    600000 | PA      | $592500.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                                           | COMSTOCK RESOURCES INC 5.875% 01/15/2030 144A                                                            | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1311042.50   | 0.10%             | 2030-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INGEVITY CORP                                                                    | INGEVITY CORP 3.875% 11/01/2028 144A                                                                     | CUSIP: 45688CAB3<br>LEI: 5493009UTFC4B5IMGF87 | Long             | DBT              | CORP              | US        |    665000 | PA      | $571810.36    | 0.04%             | 2028-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 0.5% 11/30/2023                                                                                | CUSIP: 91282CDM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11500000 | PA      | $11064257.87  | 0.80%             | 2023-11-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| OEC FIN LTD                                                                      | OEC FIN LTD PIK 7.5% PERP 144A                                                                           | CUSIP: 67614CAG5<br>LEI: N/A                  | Long             | EP               | CORP              | KY        |      1925 | PA      | $83.98        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                | IRON MTN INC 5% 07/15/2028 144A                                                                          | CUSIP: 46284VAG6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    630000 | PA      | $565853.75    | 0.04%             | 2028-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                    | DISH DBS CORP 5.75% 12/01/2028 144A                                                                      | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    685000 | PA      | $546715.63    | 0.04%             | 2028-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                                                     | Fidelity Securities Lending Cash Central Fund                                                            | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |   7043046 | NS      | $7043750.01   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE OIL COMPANY OF THE AZERBAIJAN REPUBLIC                                     | STATE OIL CO OF THE AZER 4.75% 03/13/2023 REGS                                                           | CUSIP: N/A<br>LEI: 2549002HARR1VE257O76       | Long             | DBT              | CORP              | AZ        |    200000 | PA      | $198725.00    | 0.01%             | 2023-03-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COMPASS MINERALS INTL INC                                                        | COMPASS MINERALS INTL INC 6.75% 12/01/2027 144A                                                          | CUSIP: 20451NAG6<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |   1305000 | PA      | $1252800.00   | 0.09%             | 2027-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                        | GNII II 2% 01/01/2053 #TBA                                                                               | CUSIP: 21H020618<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6225000 | PA      | $5222588.25   | 0.38%             | 2053-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                                                        | EGYPT (ARAB) REPUBLIC OF 7.6003% 03/01/2029 144A                                                         | CUSIP: 03846JW71<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    370000 | PA      | $301550.00    | 0.02%             | 2029-03-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                               | DOMINICAN REPUBLIC 4.875% 09/23/2032 144A                                                                | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    860000 | PA      | $711005.00    | 0.05%             | 2032-09-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                    | FHLG 30YR 5% 12/01/2052#SD1924                                                                           | CUSIP: 3132DPD54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    847907 | PA      | $847411.47    | 0.06%             | 2052-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INVESTMENT ENERGY RESOURCES LTD                                                  | INVESTMENT ENERGY RESOURCES LTD 6.25% 04/26/2029 144A                                                    | CUSIP: 46143NAB6<br>LEI: 254900A71Y7WHN7L5K89 | Long             | DBT              | CORP              | BM        |    485000 | PA      | $453869.06    | 0.03%             | 2029-04-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                               | TURKEY REPUBLIC OF 6.125% 10/24/2028                                                                     | CUSIP: 900123CQ1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    365000 | PA      | $324918.44    | 0.02%             | 2028-10-24      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                      | NVIDIA CORP                                                                                              | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      2000 | NS      | $292280.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                      | UNITED STATES TREASURY BOND 3% 05/15/2045                                                                | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1800000 | PA      | $1482890.62   | 0.11%             | 2045-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ACURIS FIN US/ACURIS FIN                                                         | ACURIS FIN US/ACURIS FIN 5% 05/01/2028 144A                                                              | CUSIP: 00511BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $342925.00    | 0.02%             | 2028-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                             | UMBS 30YR 5% 01/01/2053 #TBA                                                                             | CUSIP: 01F050619<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -300000 | PA      | $-295828.26   | -0.02%            | 2053-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                             | ROMANIA REPUBLIC OF 3.625% 03/27/2032 144A                                                               | CUSIP: 77586RAL4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    470000 | PA      | $372710.00    | 0.03%             | 2032-03-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ANGOLA REPUBLIC                                                                  | ANGOLA REPUBLIC 9.5% 11/12/2025 144A                                                                     | CUSIP: 035198AA8<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    910000 | PA      | $937300.00    | 0.07%             | 2025-11-12      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 2.75% 07/31/2027                                                                               | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2800000 | PA      | $2649171.87   | 0.19%             | 2027-07-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                 | CENTENE CORP 4.625% 12/15/2029                                                                           | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $1964747.01   | 0.14%             | 2029-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRI POINTE HOMES INC                                                             | TRI POINTE HOMES INC 5.7% 06/15/2028                                                                     | CUSIP: 87265HAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    865000 | PA      | $783557.45    | 0.06%             | 2028-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SUMMIT MATLS LLC / SUMMIT MATLS FIN CORP                                         | SUMMIT MATLS LLC / FIN CORP 5.25% 01/15/2029 144A                                                        | CUSIP: 86614RAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    645000 | PA      | $600511.13    | 0.04%             | 2029-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEXSTAR BROADCASTING INC                                                         | NEXSTAR BROADCASTING INC 4.75% 11/01/2028 144A                                                           | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1154775.00   | 0.08%             | 2028-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PBF HLDG CO LLC / PBF FIN CORP                                                   | PBF HLDG CO LLC / PBF FIN CORP 7.25% 06/15/2025                                                          | CUSIP: 69318FAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1131397.40   | 0.08%             | 2025-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OPERATING LLC                                                    | CLEARWAY ENERGY OPER LLC 4.75% 03/15/2028 144A                                                           | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    365000 | PA      | $336875.17    | 0.02%             | 2028-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP 6.625% 01/15/2028                                                                   | CUSIP: 85172FAQ2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    385000 | PA      | $354519.55    | 0.03%             | 2028-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP                      | ALLIED UNVL HOLDCO LLC / ALLIED UNVL FIN CORP 6% 06/01/2029 144A                                         | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    365000 | PA      | $264902.26    | 0.02%             | 2029-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JONAH ENERGY LLC / JONAH ENERGY FINANCE CORP                                     | JONAH ENERGY LLC / JONAH ENERGY FINANCE CORP                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     15708 | NS      | $884831.64    | 0.06%             |  |  |  | No            |                  3 | On Loan: No      |
| SECURUS TECHNOLOGIES HOLDINGS INC                                                | SECURUS TECHNOLOGIES TERM B 1LN 11/01/2024                                                               | CUSIP: 78410QAB8<br>LEI: 549300EBCNNXVCJ2FW66 | Long             | LON              | CORP              | US        |    411362 | PA      | $306144.18    | 0.02%             | 2024-11-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                               | TURKEY REPUBLIC OF 4.875% 10/09/2026                                                                     | CUSIP: 900123CK4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    650000 | PA      | $580125.00    | 0.04%             | 2026-10-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP                                | ICAHN ENTERPRISES LP/FIN CORP 4.375% 02/01/2029                                                          | CUSIP: 451102CC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    630000 | PA      | $532759.50    | 0.04%             | 2029-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER                           | ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER 4.25% 10/15/2027 144A                             | CUSIP: 01883LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    665000 | PA      | $595592.39    | 0.04%             | 2027-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEXSTAR BROADCASTING INC                                                         | NEXSTAR BROADCASTING INC 5.625% 07/15/2027 144A                                                          | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1169630.81   | 0.09%             | 2027-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP 6.875% 03/15/2025                                                                   | CUSIP: 85172FAM1<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   2580000 | PA      | $2478541.58   | 0.18%             | 2025-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | MASTERCARD INC CL A                                                                                      | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      1200 | NS      | $417276.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                             | COLOMBIA REPUBLIC OF 5.2% 05/15/2049                                                                     | CUSIP: 195325DQ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    650000 | PA      | $443950.00    | 0.03%             | 2049-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                              | SIRIUS XM RADIO INC 5% 08/01/2027 144A                                                                   | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    800000 | PA      | $739488.88    | 0.05%             | 2027-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AXIAN TELECOM                                                                    | AXIAN TELECOM 7.375% 02/16/2027 144A                                                                     | CUSIP: 05466AAA1<br>LEI: 984500C6FIA50FZSE337 | Long             | DBT              | CORP              | MU        |    525000 | PA      | $455043.75    | 0.03%             | 2027-02-16      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS VAR 12/01/2023                                                                       | CUSIP: 706451BC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    250000 | PA      | $253593.75    | 0.02%             | 2023-12-01      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORPORATION                                                            | OPEN TEXT CORPORATION 6.9% 12/01/2027 144A                                                               | CUSIP: 683715AF3<br>LEI: 549300UQROQS42RKHM85 | Long             | DBT              | CORP              | CA        |    530000 | PA      | $530000.00    | 0.04%             | 2027-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ASGN INC                                                                         | ASGN INC 4.625% 05/15/2028 144A                                                                          | CUSIP: 00191UAA0<br>LEI: LZBNYYCBUKY537072438 | Long             | DBT              | CORP              | US        |    510000 | PA      | $461652.00    | 0.03%             | 2028-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                   | BOMBARDIER INC 7.125% 06/15/2026 144A                                                                    | CUSIP: 097751BV2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    570000 | PA      | $552996.75    | 0.04%             | 2026-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                 | ALTICE FRANCE SA 5.5% 01/15/2028 144A                                                                    | CUSIP: 02156LAC5<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   1190000 | PA      | $931912.80    | 0.07%             | 2028-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                    | FHLG 30YR 3.5% 03/01/2052#RA6986                                                                         | CUSIP: 3133KNXP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    377628 | PA      | $346500.36    | 0.03%             | 2052-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VIETNAM SOCIALIST REPUBLIC OF                                                    | VIETNAM SOCIALIST REPUBLIC OF STEP 03/12/2028                                                            | CUSIP: N/A<br>LEI: 5493008AE7RS4XK4BZ08       | Long             | DBT              | NUSS              | VN        |   1720000 | PA      | $1674634.99   | 0.12%             | 2028-03-12      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS 4.875% 01/18/2024                                                                    | CUSIP: 71654QBH4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1290000 | PA      | $1262910.00   | 0.09%             | 2024-01-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TREEHOUSE FOODS INC                                                              | TREEHOUSE FOODS INC 4% 09/01/2028                                                                        | CUSIP: 89469AAD6<br>LEI: 5493007M7EVHE470Q576 | Long             | DBT              | CORP              | US        |    220000 | PA      | $187000.00    | 0.01%             | 2028-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 20YR 1.5% 11/01/2040#MA4175                                                                         | CUSIP: 31418DT93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    305567 | PA      | $251022.44    | 0.02%             | 2040-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MESQUITE ENERGY INC                                                              | SANCHEZ TERM 1LN DIP 12/31/2049                                                                          | CUSIP: N/A<br>LEI: 549300SB0HTIM17TVR61       | Long             | LON              | CORP              | US        |    283417 | PA      | $0.03         | 0.00%             | 2049-12-31      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                             | COLOMBIA REPUBLIC OF 5% 06/15/2045                                                                       | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    855000 | PA      | $586636.88    | 0.04%             | 2045-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 30YR 5% 12/01/2052#CB5273                                                                           | CUSIP: 3140QQ2F1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    199881 | PA      | $199764.47    | 0.01%             | 2052-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                           | US LONG BOND(CBT) FUT MAR23 USH3                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |        28 | NC      | $-60.48       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                             | ROMANIA REPUBLIC OF 3% 02/14/2031 144A                                                                   | CUSIP: 77586RAH3<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    600000 | PA      | $470175.00    | 0.03%             | 2031-02-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| RP ESCROW ISSUER LLC                                                             | RP ESCROW ISSUER LLC 5.25% 12/15/2025 144A                                                               | CUSIP: 74969PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    615000 | PA      | $469645.08    | 0.03%             | 2025-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                                                        | ALIBABA GROUP HOLDING LTD 2.125% 02/09/2031                                                              | CUSIP: 01609WAX0<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    300000 | PA      | $236628.00    | 0.02%             | 2031-02-09      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                                          | PHILIPPINES REPUBLIC OF 5.95% 10/13/2047                                                                 | CUSIP: 718286CU9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    490000 | PA      | $526803.90    | 0.04%             | 2047-10-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| QATAR ST                                                                         | QATAR ST 9.75% 06/15/2030 144A                                                                           | CUSIP: 74727PAE1<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    295000 | PA      | $392681.88    | 0.03%             | 2030-06-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GROUP LLC / DIAMOND SPORTS FINANCE CO                             | DIAMOND SPORTS GROUP LLC / DIAMOND SPORTS FINANCE CO 5.375% 08/15/2026 144A                              | CUSIP: 25277LAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2455000 | PA      | $288462.50    | 0.02%             | 2026-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GEO GROUP INC/THE                                                                | GEO GROUP INC/THE 10.5% 06/30/2028                                                                       | CUSIP: 36162JAC0<br>LEI: 5493003VOR6NTY465495 | Long             | DBT              | CORP              | US        |   1563000 | PA      | $1578317.40   | 0.11%             | 2028-06-30      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                | IRON MTN INC 4.875% 09/15/2029 144A                                                                      | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1133860.00   | 0.08%             | 2029-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ION TRADING TECHNOLOGIES SARL                                                    | ION TRADING TECHNOLOGIES SARL 5.75% 05/15/2028 144A                                                      | CUSIP: 46205YAA9<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | DBT              | CORP              | LU        |    575000 | PA      | $479406.25    | 0.03%             | 2028-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                            | MINERAL RES LTD 8% 11/01/2027 144A                                                                       | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    280000 | PA      | $286305.60    | 0.02%             | 2027-11-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| OSCAR ACQUISITIONCO LLC / OSCAR FINANCE INC                                      | OSCAR ACQUISITIONCO LLC / OSCAR FINANCE INC 9.5% 04/15/2030 144A                                         | CUSIP: 687785AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    420000 | PA      | $376908.00    | 0.03%             | 2030-04-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| MC BRAZIL DOWNSTREAM TRADING SARL                                                | MC BRAZIL DOWNSTREAM TRADING SARL 7.25% 06/30/2031 144A                                                  | CUSIP: 55292WAA8<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | CORP              | LU        |    625000 | PA      | $512890.63    | 0.04%             | 2031-06-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                 | HILTON DOMESTIC OPERATING CO INC 4.875% 01/15/2030                                                       | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    975000 | PA      | $883554.75    | 0.06%             | 2030-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                               | DOMINICAN REPUBLIC 6.85% 01/27/2045 144A                                                                 | CUSIP: 25714PCW6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    300000 | PA      | $259275.00    | 0.02%             | 2045-01-27      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                                                           | SOUTHWESTERN ENERGY CO STEP 01/23/2025                                                                   | CUSIP: 845467AL3<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13754.98     | 0.00%             | 2025-01-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                                            | CANADA GOVERNMENT OF 0.75% 02/01/2024                                                                    | CUSIP: 135087M92<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   2980000 | PA      | $2117120.53   | 0.15%             | 2024-02-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                      | PACIFIC GAS and ELECTRIC CO 4.55% 07/01/2030                                                             | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   3929000 | PA      | $3561240.10   | 0.26%             | 2030-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                       | FNMA 30YR 3.5% 05/01/2052#MA4600                                                                         | CUSIP: 31418EDE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1400000 | PA      | $1274098.10   | 0.09%             | 2052-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLEGIANT TRAVEL CO                                                              | ALLEGIANT TRAVEL CO 7.25% 08/15/2027 144A                                                                | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |    445000 | PA      | $423266.98    | 0.03%             | 2027-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                                                              | ASSUREDPARTNERS INC 7% 08/15/2025 144A                                                                   | CUSIP: 04624VAA7<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |    245000 | PA      | $236935.32    | 0.02%             | 2025-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ADARO INDONESIA PT                                                               | ADARO INDONESIA PT 4.25% 10/31/2024 144A                                                                 | CUSIP: 69368KAB2<br>LEI: 2549009Z0YED3S2BID40 | Long             | DBT              | CORP              | ID        |    930000 | PA      | $890649.38    | 0.06%             | 2024-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                                                        | EGYPT (ARAB) REPUBLIC OF 7.5% 01/31/2027 144A                                                            | CUSIP: 038461AL3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   2240000 | PA      | $2004800.00   | 0.15%             | 2027-01-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSHIP LP / MPT FIN CORP                                           | MPT OPER PARTNERSHIP LP/CORP 4.625% 08/01/2029                                                           | CUSIP: 55342UAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    970000 | PA      | $739707.10    | 0.05%             | 2029-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MODIVCARE INC                                                                    | MODIVCARE INC 5.875% 11/15/2025 144A                                                                     | CUSIP: 743815AE2<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | DBT              | CORP              | US        |    485000 | PA      | $455573.33    | 0.03%             | 2025-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 1.5% 09/30/2024                                                                                | CUSIP: 912828YH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1995000 | PA      | $1894392.77   | 0.14%             | 2024-09-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KONDOR FINANCE PLC                                                               | KONDOR FIN PLC 7.375% 07/19/2024 REGS                                                                    | CUSIP: N/A<br>LEI: 213800PUC1T9GI6EIO63       | Long             | DBT              | CORP              | GB        |    655000 | PA      | $124450.00    | 0.01%             | 2024-07-19      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                             | NIELSEN HOLDINGS TERM B 1LN 04/11/2029                                                                   | CUSIP: 64069JAC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |    790000 | PA      | $703597.70    | 0.05%             | 2029-04-11      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                             | UMBS 30YR 3.5% 01/01/2053 #TBA                                                                           | CUSIP: 01F032617<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -200000 | PA      | $-181890.52   | -0.01%            | 2053-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JACOBS ENTERTAINMENT INC                                                         | JACOBS ENTERTAINMENT INC 6.75% 02/15/2029 144A                                                           | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |    395000 | PA      | $356539.25    | 0.03%             | 2029-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | FX Forward: EUR/USD settle 2023-01-13                                                                    | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $1820.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                            | MOLINA HEALTHCARE INC 4.375% 06/15/2028 144A                                                             | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    465000 | PA      | $424354.35    | 0.03%             | 2028-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA KINGDOM OF                                                          | SAUDI ARABIA KINGDOM OF 3.625% 03/04/2028 144A                                                           | CUSIP: 80413TAE9<br>LEI: 54930044PULMORCKB765 | Long             | DBT              | NUSS              | SA        |    315000 | PA      | $300415.50    | 0.02%             | 2028-03-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                    | GOLDMAN SACHS GROUP INC (THE) 5%/VAR PERP                                                                | CUSIP: 38148BAD0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |   2951000 | PA      | $2869758.97   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | FORD MTR CR CO LLC 5.113% 05/03/2029                                                                     | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    610000 | PA      | $552382.45    | 0.04%             | 2029-05-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| YPF SA                                                                           | YPF SA 8.5% 03/23/2025 144A                                                                              | CUSIP: 984245AT7<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |    391250 | PA      | $355255.00    | 0.03%             | 2025-03-23      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| SIBUR SECS DAC                                                                   | SIBUR SECS DAC 2.95% 07/08/2025 144A                                                                     | CUSIP: 825795AC1<br>LEI: 635400EHVYJXNYBPWI41 | Long             | DBT              | CORP              | IE        |    225000 | PA      | $151875.00    | 0.01%             | 2025-07-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BATH and BODY WORKS INC                                                          | BATH and BODY WORKS INC 6.625% 10/01/2030 144A                                                           | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    330000 | PA      | $309672.99    | 0.02%             | 2030-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP                     | ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FIN CORP 5.75% 01/15/2028 144A                           | CUSIP: 03690AAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    955000 | PA      | $885867.55    | 0.06%             | 2028-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                    | FHLG 20YR 1.5% 02/01/2041#RB5099                                                                         | CUSIP: 3133KYUY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    319475 | PA      | $261249.88    | 0.02%             | 2041-02-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LCPR SENIOR SECURED FINANCING DAC                                                | LCPR SENIOR SECURED FINANCING DAC 5.125% 07/15/2029 144A                                                 | CUSIP: 50201DAD5<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |   1370000 | PA      | $1134919.18   | 0.08%             | 2029-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                                          | ATI INC 4.875% 10/01/2029                                                                                | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    280000 | PA      | $247444.40    | 0.02%             | 2029-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                                                        | UST BILLS 0% 01/12/2023                                                                                  | CUSIP: 912796XR5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    650000 | PA      | $649435.72    | 0.05%             | 2023-01-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                            | JPMORGAN CHASE and CO 4.6%/VAR PERP                                                                      | CUSIP: 48128BAG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |   1225000 | PA      | $1079531.25   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| TENCENT HLDGS LTD                                                                | TENCENT HLDGS LTD 3.975% 04/11/2029 144A                                                                 | CUSIP: 88032WAN6<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |    180000 | PA      | $165296.25    | 0.01%             | 2029-04-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 2.875% 05/15/2032                                                                              | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4651000 | PA      | $4286187.19   | 0.31%             | 2032-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CARNIVAL HOLDINGS BERMUDA LTD                                                    | CARNIVAL HOLDINGS BERMUDA LTD 10.375% 05/01/2028 144A                                                    | CUSIP: 14366RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    885000 | PA      | $908549.85    | 0.07%             | 2028-05-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                               | CLEAR CHANNEL OUTDOOR HOLDINGS INC 7.5% 06/01/2029 144A                                                  | CUSIP: 18453HAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    570000 | PA      | $418533.90    | 0.03%             | 2029-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LANXESS AG                                                                       | LANXESS AG 1.75% 03/22/2028 REGS                                                                         | CUSIP: N/A<br>LEI: 529900PTLRE72EMYIJ77       | Long             | DBT              | CORP              | DE        |   1200000 | PA      | $1127723.35   | 0.08%             | 2028-03-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | HUMANA INC                                                                                               | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       600 | NS      | $307314.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 0.125% 10/15/2023                                                                              | CUSIP: 91282CAP6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    280000 | PA      | $270123.44    | 0.02%             | 2023-10-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PAKISTAN, ISLAMIC REP OF                                                         | PAKISTAN ISLAMIC REP OF 8.25% 04/15/2024 144A                                                            | CUSIP: 695847AK9<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |     95000 | PA      | $50360.45     | 0.00%             | 2024-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | FX Forward: USD/GBP settle 2023-01-13                                                                    | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $12764.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                               | DOMINICAN REPUBLIC 6.5% 02/15/2048 144A                                                                  | CUSIP: 25714PDW5<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     65000 | PA      | $53393.44     | 0.00%             | 2048-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ACPRODUCTS HOLDINGS INC                                                          | CABINETWORKS TERM B 1LN 05/17/2028                                                                       | CUSIP: 00488YAB2<br>LEI: 254900KTNXVUUHWHBF39 | Long             | LON              | CORP              | US        |   1122900 | PA      | $835920.45    | 0.06%             | 2028-05-17      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                                              | NUSTAR LOGISTICS LP 6% 06/01/2026                                                                        | CUSIP: 67059TAF2<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    640000 | PA      | $616260.62    | 0.04%             | 2026-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMMUNITIES INC                                                  | TAYLOR MORRISON COMMUNITIES INC 5.125% 08/01/2030 144A                                                   | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    635000 | PA      | $550058.79    | 0.04%             | 2030-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV                               | ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV 4.125% 04/30/2028 144A                                | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1015000 | PA      | $898681.00    | 0.07%             | 2028-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GEO GROUP INC/THE                                                                | GEO GROUP INC/THE 9.5% 12/31/2028 144A                                                                   | CUSIP: 36162JAD8<br>LEI: 5493003VOR6NTY465495 | Long             | DBT              | CORP              | US        |    521000 | PA      | $495960.42    | 0.04%             | 2028-12-31      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                            | INDONESIA REPUBLIC OF 8.5% 10/12/2035 REGS                                                               | CUSIP: N/A<br>LEI: 254900G208H6Q0L5B953       | Long             | DBT              | NUSS              | ID        |    875000 | PA      | $1104031.25   | 0.08%             | 2035-10-12      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UNITEDHEALTH GROUP INC                                                                                   | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      1100 | NS      | $583198.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PROSUS NV                                                                        | PROSUS NV 3.68% 01/21/2030 144A                                                                          | CUSIP: 74365PAA6<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    370000 | PA      | $306706.88    | 0.02%             | 2030-01-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                     | MEXICO UNITED MEXICAN STATES 3.75% 04/19/2071                                                            | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |   1000000 | PA      | $623000.00    | 0.05%             | 2071-04-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DP WORLD PLC                                                                     | DP WORLD PLC 5.625% 09/25/2048 144A                                                                      | CUSIP: 23330JAB7<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |    400000 | PA      | $373450.00    | 0.03%             | 2048-09-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI FIBER HOLDINGS INC / CSL CAPITAL LLC                      | UNITI GRP/UNITI HLD/CSL 6% 01/15/2030 144A                                                               | CUSIP: 91327AAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    695000 | PA      | $439781.54    | 0.03%             | 2030-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 2.25% 04/30/2024                                                                               | CUSIP: 9128286R6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9144000 | PA      | $8853963.75   | 0.64%             | 2024-04-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| KUEHG CORP                                                                       | KINDERCARE TERM 2LN 08/22/2025                                                                           | CUSIP: 50118YAB5<br>LEI: 549300YNT566T1NYJX62 | Long             | LON              | CORP              | US        |    305000 | PA      | $290817.50    | 0.02%             | 2025-08-22      | Variable      | 0.13%                 | No            |                  2 | On Loan: No      |
| HILTON WORLDWIDE FIN LLC / HILTON WORLDWIDE FIN CORP                             | HILTON WORLDWIDE FIN LLC / HILTON WORLDWIDE FIN CORP 4.875% 04/01/2027                                   | CUSIP: 432891AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    435000 | PA      | $414045.12    | 0.03%             | 2027-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GEMS MENASA KY LTD/GEMS                                                          | GEMS MENASA KY LTD/GEMS 7.125% 07/31/2026 144A                                                           | CUSIP: 36166LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | AE        |   1130000 | PA      | $1080068.13   | 0.08%             | 2026-07-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 2.625% 07/31/2029                                                                              | CUSIP: 91282CFC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1400000 | PA      | $1289148.43   | 0.09%             | 2029-07-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EQUATE PETROCHEMICAL BV                                                          | EQUATE PETROCHEMICAL BV 2.625% 04/28/2028 144A                                                           | CUSIP: 29441WAD7<br>LEI: 635400Y3Z5R4NJSMQ630 | Long             | DBT              | CORP              | NL        |    275000 | PA      | $238700.00    | 0.02%             | 2028-04-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                            | INDONESIA REPUBLIC OF 6.75% 01/15/2044 144A                                                              | CUSIP: 455780BR6<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    330000 | PA      | $370048.80    | 0.03%             | 2044-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MOROCCO KINGDOM OF                                                               | MOROCCO KINGDOM OF 4% 12/15/2050 144A                                                                    | CUSIP: 617726AM6<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    200000 | PA      | $135725.00    | 0.01%             | 2050-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MILEAGE PLUS HLDINGS LLC                                                         | MILEAGE PLUS HLDINGS LLC 6.5% 06/20/2027 144A                                                            | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1942750 | PA      | $1931485.64   | 0.14%             | 2027-06-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                      | ROYAL CARIBBEAN CRUISES LTD 5.375% 07/15/2027 144A                                                       | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    415000 | PA      | $336025.90    | 0.02%             | 2027-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                      | UNITED STATES TREASURY BOND 3.25% 05/15/2042                                                             | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2902000 | PA      | $2544237.81   | 0.18%             | 2042-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SOUTHEASTERN GROCERS INC                                                         | SOUTHEASTERN GROCERS INC                                                                                 | CUSIP: 84169Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40826 | NS      | $948387.98    | 0.07%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC           | ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 3.5% 03/15/2029 144A              | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    525000 | PA      | $440469.75    | 0.03%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ZIGGO BOND CO                                                                    | ZIGGO BOND CO 6% 01/15/2027 144A                                                                         | CUSIP: 98954UAB9<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |    635000 | PA      | $590816.70    | 0.04%             | 2027-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MURRAY ENERGY CORP                                                               | MURRAY ENERGY CORP 11.25% 12/31/2049 144A                                                                | CUSIP: 62704PAF0<br>LEI: 549300WM5IIFYHZYTT63 | Long             | DBT              | CORP              | US        |    490000 | PA      | $0.05         | 0.00%             | 2049-12-31      | Fixed         | 0.11%                 | No            |                  3 | On Loan: No      |
| UKRAINE GOVERNMENT                                                               | UKRAINE GOVERNMENT 7.75% 09/01/2025 144A                                                                 | CUSIP: 903724AQ5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |   1345000 | PA      | $301616.25    | 0.02%             | 2025-09-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                 | CSC HOLDINGS LLC 5.375% 02/01/2028 144A                                                                  | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $959437.50    | 0.07%             | 2028-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DIAMOND OFFSHORE DRILLING INC                                                    | DIAMOND OFFSHORE                                                                                         | CUSIP: 25271C201<br>LEI: F14FQJ2EEHW5VPYUHL14 | Long             | EC               | CORP              | US        |      5989 | NS      | $62285.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOZ ALLEN AND HAMILTON INC                                                      | BOOZ ALLEN AND HAMILTON INC 4% 07/01/2029 144A                                                           | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    280000 | PA      | $246440.30    | 0.02%             | 2029-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CROWNROCK L P / CROWNROCK FIN INC                                                | CROWNROCK LP / CROWNROCK FIN INC 5% 05/01/2029 144A                                                      | CUSIP: 228701AG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $220136.37    | 0.02%             | 2029-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALTICE FING SA                                                                   | ALTICE FING SA 5% 01/15/2028 144A                                                                        | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |   2415000 | PA      | $1944075.00   | 0.14%             | 2028-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CIA DE MINAS BUENAVENTURA SAA                                                    | CIA DE MINAS BUENAVENTURA SAA 5.5% 07/23/2026 144A                                                       | CUSIP: 204448AA2<br>LEI: 529900WQB1ZU9KB6EL71 | Long             | DBT              | CORP              | PE        |    245000 | PA      | $209597.50    | 0.02%             | 2026-07-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SUMMIT MIDSTREAM HOLDINGS LLC / SUMMIT MIDSTREAM FINANCE CORP                    | SUMMIT MIDSTREAM HOLDINGS LLC / SUMMIT MIDSTREAM FINANCE CORP 5.75% 04/15/2025                           | CUSIP: 86614WAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $241250.06    | 0.02%             | 2025-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MERLIN ENTERTAINMENTS PLC                                                        | MERLIN ENTERTAINMENTS PLC 5.75% 06/15/2026 144A                                                          | CUSIP: 59010QAB2<br>LEI: 549300ZTI0VEFO6WV007 | Long             | DBT              | CORP              | GB        |    395000 | PA      | $369813.81    | 0.03%             | 2026-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FINANCE NV                                                       | VOLKSWAGEN INTL FINANCE NV 4.375%/VAR PERP REGS                                                          | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | EP               | CORP              | NL        |   1800000 | PA      | $1567883.83   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| SABIC CAPITAL I BV                                                               | SABIC CAPITAL I BV 2.15% 09/14/2030 REGS                                                                 | CUSIP: N/A<br>LEI: 213800LBMMAIG1FQP389       | Long             | DBT              | CORP              | NL        |    400000 | PA      | $335450.00    | 0.02%             | 2030-09-14      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                                            | CIVITAS RESOURCES INC                                                                                    | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |      3070 | NS      | $177845.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SIRIUS XM RADIO INC                                                              | SIRIUS XM RADIO INC 3.125% 09/01/2026 144A                                                               | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    425000 | PA      | $377374.50    | 0.03%             | 2026-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EL SALVADOR REPUBLIC OF                                                          | EL SALVADOR REPUBLIC OF 7.625% 02/01/2041 144A                                                           | CUSIP: 283875AQ5<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     90000 | PA      | $34470.00     | 0.00%             | 2041-02-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER                           | ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER 6.75% 10/15/2027 144A                             | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    965000 | PA      | $867399.90    | 0.06%             | 2027-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                            | INDONESIA REPUBLIC OF 3.85% 10/15/2030                                                                   | CUSIP: 455780CS3<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    330000 | PA      | $309436.88    | 0.02%             | 2030-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENN ENERGY HLDGS LTD                                                             | ENN ENERGY HLDGS LTD 4.625% 05/17/2027 144A                                                              | CUSIP: 29336EAA1<br>LEI: 549300V7BXPWT6WIPR03 | Long             | DBT              | CORP              | KY        |    640000 | PA      | $617920.00    | 0.04%             | 2027-05-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENVIVA PARTNERS LP / ENVIVA PARTNERS FINANCE CORP                                | ENVIVA PARTNERS LP / ENVIVA PARTNERS FINANCE CORP 6.5% 01/15/2026 144A                                   | CUSIP: 29413XAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    595000 | PA      | $560394.80    | 0.04%             | 2026-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                      | ROYAL CARIBBEAN CRUISES LTD 11.5% 06/01/2025 144A                                                        | CUSIP: 780153AZ5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   1329000 | PA      | $1425352.50   | 0.10%             | 2025-06-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| IAA INC                                                                          | IAA INC 5.5% 06/15/2027 144A                                                                             | CUSIP: 449253AB9<br>LEI: 549300PZCOPC5178W747 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243903.47    | 0.02%             | 2027-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MISC CAPITAL TWO LABUAN LIMITED                                                  | MISC CAPITAL TWO LABUAN LIMITED 3.75% 04/06/2027 144A                                                    | CUSIP: 60475DAB7<br>LEI: 9845000ED8376T875113 | Long             | DBT              | CORP              | MY        |    570000 | PA      | $519341.25    | 0.04%             | 2027-04-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DELTA AIRLINES INC                                                               | DELTA AIRLINES INC 7% 05/01/2025 144A                                                                    | CUSIP: 247361ZX9<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    164000 | PA      | $167598.28    | 0.01%             | 2025-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LN MTG CORP MTN                                                         | FED HOME LN MTG CORP 4% 11/25/2024                                                                       | CUSIP: 3134GXR71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   2200000 | PA      | $2167428.16   | 0.16%             | 2024-11-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PECF USS INTERMEDIATE HOLDING III CORP                                           | PECF USS INTERMEDIATE HOLDING III CORP 8% 11/15/2029 144A                                                | CUSIP: 69291HAA3<br>LEI: 254900DIL842DEXPYJ91 | Long             | DBT              | CORP              | US        |    250000 | PA      | $162422.50    | 0.01%             | 2029-11-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MESQUITE ENERGY INC                                                              | MESQUITE ENERGY INC                                                                                      | CUSIP: N/A<br>LEI: 549300SB0HTIM17TVR61       | Long             | EC               | CORP              | US        |     15322 | NS      | $912858.62    | 0.07%             |  |  |  | No            |                  3 | On Loan: No      |
| NABORS INDUSTRIES LTD                                                            | NABORS INDUSTRIES LTD 7.25% 01/15/2026 144A                                                              | CUSIP: 629571AA8<br>LEI: 5493008TXYN3II3PU369 | Long             | DBT              | CORP              | BM        |    595000 | PA      | $560727.38    | 0.04%             | 2026-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LINDE PLC                                                                        | LINDE PLC 1.625% 03/31/2035 REGS                                                                         | CUSIP: N/A<br>LEI: 8945002PAZHZLBGKGF02       | Long             | DBT              | CORP              | IE        |   1100000 | PA      | $948443.23    | 0.07%             | 2035-03-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 0.375% 12/31/2025                                                                              | CUSIP: 91282CBC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8019000 | PA      | $7166668.03   | 0.52%             | 2025-12-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                      | PACIFIC GAS and ELECTRIC CO 3.95% 12/01/2047                                                             | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2880000 | PA      | $1952673.84   | 0.14%             | 2047-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSHIP LP / MPT FIN CORP                                           | MPT OPER PARTNERSHIP LP/CORP 5% 10/15/2027                                                               | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1860000 | PA      | $1563385.80   | 0.11%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VIER GAS TRANSPORT GMBH                                                          | VIER GAS TRANSPORT GMBH 4.625% 09/26/2032 REGS                                                           | CUSIP: N/A<br>LEI: 529900AGED6PJE9AVL37       | Long             | DBT              | CORP              | DE        |    400000 | PA      | $430196.73    | 0.03%             | 2032-09-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON CMNTYS INC / TAYLOR MORRISON HLDGS II INC                        | TAYLOR MORRISON CMNTYS INC / TAYLOR MORRISON HLDGS II INC 5.625% 03/01/2024 144A                         | CUSIP: 877249AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $64512.50     | 0.00%             | 2024-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INFORMATION MANAGEMENT SERVICES INC                                | IRON MOUNTAIN INFORMATION MANAGEMENT SERVICES INC 5% 07/15/2032 144A                                     | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    415000 | PA      | $344740.70    | 0.03%             | 2032-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ESKOM HLDGS LTD                                                                  | ESKOM HLDGS LTD 6.75% 08/06/2023 144A                                                                    | CUSIP: 29646AAA4<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    520000 | PA      | $498972.50    | 0.04%             | 2023-08-06      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| REALOGY GROUP LLC / REALOGY CO-ISSUER CORP                                       | REALOGY GROUP LLC / REALOGY CO-ISSUER CORP 5.75% 01/15/2029 144A                                         | CUSIP: 75606DAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    850000 | PA      | $641750.00    | 0.05%             | 2029-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TENCENT HLDGS LTD                                                                | TENCENT HLDGS LTD 1.81% 01/26/2026 144A                                                                  | CUSIP: 88032WAT3<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |    240000 | PA      | $215700.00    | 0.02%             | 2026-01-26      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BERMUDA GOVERNMENT OF                                                            | BERMUDA GOVERNMENT OF 3.717% 01/25/2027 144A                                                             | CUSIP: 085209AD6<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    645000 | PA      | $617708.44    | 0.04%             | 2027-01-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                                                  | FX Forward: EUR/USD settle 2023-01-13                                                                    | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |         1 | NC      | $652.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS INC                                                         | BROADSTREET PARTNERS INC 5.875% 04/15/2029 144A                                                          | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |    725000 | PA      | $617033.99    | 0.04%             | 2029-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GUATEMALA, REP OF                                                                | GUATEMALA REP OF 5.375% 04/24/2032 144A                                                                  | CUSIP: 401494AS8<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    380000 | PA      | $370333.75    | 0.03%             | 2032-04-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRICER HOLDCO S.C.A.                                                             | TRICER HOLDCO S.C.A CLASS A8 PP                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |     16755 | NS      | $0.17         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| PTT TREASURY CENTER CO LTD                                                       | PTT TREASURY CENTER CO LTD 3.7% 07/16/2070 144A                                                          | CUSIP: 74446T2C6<br>LEI: 254900FBQLIN5XACCX50 | Long             | DBT              | CORP              | TH        |    230000 | PA      | $142715.00    | 0.01%             | 2070-07-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VOC ESCROW LTD                                                                   | VOC ESCROW LTD 5% 02/15/2028 144A                                                                        | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    545000 | PA      | $468754.50    | 0.03%             | 2028-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CNTL AMR BOTTLING CORP                                                           | CNTL AMR BOTTLING CORP 5.25% 04/27/2029 144A                                                             | CUSIP: 15239XAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    465000 | PA      | $434426.25    | 0.03%             | 2029-04-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP 6.625% 09/01/2030                                                              | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1384729.20   | 0.10%             | 2030-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LABL INC                                                                         | LABL INC 5.875% 11/01/2028 144A                                                                          | CUSIP: 50168QAC9<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |    665000 | PA      | $579394.55    | 0.04%             | 2028-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                                          | PHILIPPINES REPUBLIC OF 2.95% 05/05/2045                                                                 | CUSIP: 718286CH8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    160000 | PA      | $114817.60    | 0.01%             | 2045-05-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORPORATION                                             | SOLENIS TERM B 1LN 11/09/2028                                                                            | CUSIP: 68163YAB1<br>LEI: 549300YU2GGVCBN3MY89 | Long             | LON              | CORP              | US        |    168725 | PA      | $161601.43    | 0.01%             | 2028-11-09      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| CLARIVATE SCIENCE HLDGS CORP                                                     | CLARIVATE SCIENCE HLDGS CORP 3.875% 07/01/2028 144A                                                      | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $433198.00    | 0.03%             | 2028-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SUBURBAN PROPANE LP/ENGY FIN C                                                   | SUBURBAN PROPANE LP/ENGY FIN C 5% 06/01/2031 144A                                                        | CUSIP: 864486AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    570000 | PA      | $484490.03    | 0.04%             | 2031-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FINANCE CO INTERNATIONAL LTD                                      | TENGIZCHEVROIL FIN CO IN 3.25% 08/15/2030 144A                                                           | CUSIP: 88034QAC1<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |    650000 | PA      | $461012.50    | 0.03%             | 2030-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OEC FIN LTD                                                                      | OEC FIN LTD PIK 5.25% 12/27/2033 144A                                                                    | CUSIP: 67614CAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    183628 | PA      | $4149.99      | 0.00%             | 2033-12-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                             | COLOMBIA REPUBLIC OF 3% 01/30/2030                                                                       | CUSIP: 195325DR3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1025000 | PA      | $783100.00    | 0.06%             | 2030-01-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                                             | BOOKING HOLDINGS INC 4.75% 11/15/2034                                                                    | CUSIP: 09857LAX6<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |   1009000 | PA      | $1097894.63   | 0.08%             | 2034-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC                                                      | ASBURY AUTOMOTIVE GROUP INC 5% 02/15/2032 144A                                                           | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    485000 | PA      | $399009.50    | 0.03%             | 2032-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                    | FHLG 20YR 1.5% 04/01/2041#RB5107                                                                         | CUSIP: 3133KYU80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    330686 | PA      | $270417.38    | 0.02%             | 2041-04-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ZAMBIA REPUBLIC                                                                  | ZAMBIA REPUBLIC 8.97% 07/30/2027 144A                                                                    | CUSIP: 988895AF5<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |    335000 | PA      | $147400.00    | 0.01%             | 2027-07-30      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CHILE REPUBLIC OF                                                                | CHILE REPUBLIC OF 2.75% 01/31/2027                                                                       | CUSIP: 168863DX3<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    310000 | PA      | $284386.25    | 0.02%             | 2027-01-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PARAGUAY REPUBLIC OF                                                             | PARAGUAY REPUBLIC OF 4.95% 04/28/2031 144A                                                               | CUSIP: 699149AJ9<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    480000 | PA      | $463290.00    | 0.03%             | 2031-04-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 SARL / ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP | ATLAS LUXCO 4 SARL / ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP 4.625% 06/01/2028 144A  | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1032000 | PA      | $852359.76    | 0.06%             | 2028-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                     | CHS/CMNTY HEALTH SYSTEMS INC 4.75% 02/15/2031 144A                                                       | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $834923.00    | 0.06%             | 2031-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC / SHIFT4 PAYMENTS FINANCE SUB INC                            | SHIFT4 PAYMENTS LLC / SHIFT4 PAYMENTS FINANCE SUB INC 4.625% 11/01/2026 144A                             | CUSIP: 82453AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $212577.75    | 0.02%             | 2026-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                               | TURKEY REPUBLIC OF 4.25% 04/14/2026                                                                      | CUSIP: 900123CJ7<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    830000 | PA      | $738700.00    | 0.05%             | 2026-04-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                                      | GARTNER INC 3.625% 06/15/2029 144A                                                                       | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    405000 | PA      | $355881.60    | 0.03%             | 2029-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                                              | CHENIERE ENERGY INC 4.625% 10/15/2028                                                                    | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    925000 | PA      | $836077.30    | 0.06%             | 2028-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC                               | JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC 2.5% 01/15/2027 144A                                  | CUSIP: 46590XAR7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $218680.00    | 0.02%             | 2027-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EXIDE TECHNOLOGIES                                                               | EXIDE TECHNOLOGIES                                                                                       | CUSIP: 302051305<br>LEI: 549300KITCGPNNNXQP63 | Long             | EC               | CORP              | US        |      2115 | NS      | $2115.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| PAKISTAN, ISLAMIC REP OF                                                         | PAKISTAN ISLAMIC REP OF 6.875% 12/05/2027 144A                                                           | CUSIP: 740840AC7<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    130000 | PA      | $50064.30     | 0.00%             | 2027-12-05      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                 | ALTICE FRANCE SA 5.5% 10/15/2029 144A                                                                    | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   2810000 | PA      | $2142709.30   | 0.16%             | 2029-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                            | HUB INTERNATIONAL LTD 5.625% 12/01/2029 144A                                                             | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    595000 | PA      | $519662.55    | 0.04%             | 2029-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA REPUBLIC OF                                                         | SOUTH AFRICA REPUBLIC OF 5.75% 09/30/2049                                                                | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    450000 | PA      | $329625.00    | 0.02%             | 2049-09-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                 | CENTENE CORP 4.25% 12/15/2027                                                                            | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    615000 | PA      | $576785.87    | 0.04%             | 2027-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SS and C TECHNOLOGIES HLDGS INC                                                  | SS and C TECHNOLOGIES HOLDINGS INC                                                                       | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |      5908 | NS      | $307570.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 3.125% 11/15/2028                                                                              | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1580000 | PA      | $1506986.71   | 0.11%             | 2028-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                                               | PANAMA REPUBLIC OF 6.4% 02/14/2035                                                                       | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    500000 | PA      | $507125.00    | 0.04%             | 2035-02-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF                                                   | BRAZIL FEDERATIVE REPUBLIC OF 3.875% 06/12/2030                                                          | CUSIP: 105756CC2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    830000 | PA      | $718365.00    | 0.05%             | 2030-06-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 3.75% 07/22/2052 REGS                                                  | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    800000 | PA      | $931530.79    | 0.07%             | 2052-07-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                            | FEDERAL HOME LN MTG MLT CTF GT 2.4% 03/25/2032                                                           | CUSIP: 3137H73P6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    800000 | PA      | $676280.40    | 0.05%             | 2032-03-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PHOENIX NEWCO INC                                                                | PAREXEL TERM B 1LN 11/15/2028                                                                            | CUSIP: 71911KAC8<br>LEI: 254900PHGVI5379Z9791 | Long             | LON              | CORP              | US        |    328350 | PA      | $315672.41    | 0.02%             | 2028-11-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG'06 PTY LTD                                                     | FMG RES AUGUST 2006 PTY LTD 4.375% 04/01/2031 144A                                                       | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    445000 | PA      | $370099.15    | 0.03%             | 2031-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ISRAEL, STATE OF                                                                 | ISRAEL STATE OF 5.5% 09/18/2023                                                                          | CUSIP: 46513EFF4<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   5395000 | PA      | $5418698.99   | 0.39%             | 2023-09-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                             | ROMANIA REPUBLIC OF 3.375% 01/28/2050 REGS                                                               | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    170000 | PA      | $104329.41    | 0.01%             | 2050-01-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EXIDE TECHNOLOGIES                                                               | EXIDE TECHNOLOGIES PIK VAR 10/31/2024 144A                                                               | CUSIP: 302051BA4<br>LEI: 549300KITCGPNNNXQP63 | Long             | DBT              | CORP              | US        |    384000 | PA      | $0.04         | 0.00%             | 2024-10-31      | Variable      | 0.11%                 | No            |                  3 | On Loan: No      |
| OMAN SULTANATE                                                                   | OMAN SULTANATE 4.75% 06/15/2026 144A                                                                     | CUSIP: 682051AC1<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    230000 | PA      | $221346.25    | 0.02%             | 2026-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                               | FX Forward: AUD/USD settle 2023-01-13                                                                    | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $38449.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TERRIER MEDIA BUYER INC                                                          | TERRIER MEDIA BUYER INC 8.875% 12/15/2027 144A                                                           | CUSIP: 88146LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2160000 | PA      | $1625832.00   | 0.12%             | 2027-12-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                     | CHS/CMNTY HEALTH SYSTEMS INC 5.625% 03/15/2027 144A                                                      | CUSIP: 12543DBG4<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    400000 | PA      | $342984.00    | 0.02%             | 2027-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP 7.2% 03/15/2029                                                                | CUSIP: 674599DT9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    240000 | PA      | $248400.00    | 0.02%             | 2029-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GOLD FIELDS OROGEN HLDG BVI LTD                                                  | GOLD FIELDS OROGEN HLDG BVI LTD 5.125% 05/15/2024 144A                                                   | CUSIP: 38060AAB0<br>LEI: 213800CLGJ2E9KGU2F20 | Long             | DBT              | CORP              | VG        |    160000 | PA      | $157880.00    | 0.01%             | 2024-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                                              | NOVOLEX TERM 1LN 04/13/2029                                                                              | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |    417900 | PA      | $397180.52    | 0.03%             | 2029-04-13      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                     | MEXICO UNITED MEXICAN STATES 3.25% 04/16/2030                                                            | CUSIP: 91087BAH3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    620000 | PA      | $538935.00    | 0.04%             | 2030-04-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                       | FIRST QUANTUM MINERALS LTD 6.875% 10/15/2027 144A                                                        | CUSIP: 335934AT2<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $2798062.50   | 0.20%             | 2027-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC                                                             | SRS DISTRIBUTION INC 4.625% 07/01/2028 144A                                                              | CUSIP: 78471RAB2<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |    550000 | PA      | $487558.58    | 0.04%             | 2028-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | ALPHABET INC CL A                                                                                        | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      6000 | NS      | $529380.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIVATE EXPORT FUNDING CORP                                                      | PRIVATE EXPORT FUNDING CORP 1.75% 11/15/2024                                                             | CUSIP: 742651DX7<br>LEI: CYQE6SAYPFKNQJ6FMH60 | Long             | DBT              | USGSE             | US        |   1030000 | PA      | $969353.60    | 0.07%             | 2024-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                                                    | AIB GROUP PLC 2.875%/VAR 05/30/2031 REGS                                                                 | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | DBT              | CORP              | IE        |    619000 | PA      | $594492.39    | 0.04%             | 2031-05-30      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| COLGATE ENERGY PARTNERS III LLC                                                  | COLGATE ENERGY PARTNERS III LLC 5.875% 07/01/2029 144A                                                   | CUSIP: 19416MAB5<br>LEI: 549300QRLZK0B17DH791 | Long             | DBT              | CORP              | US        |    405000 | PA      | $347287.50    | 0.03%             | 2029-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                        | BLOCK INC 3.5% 06/01/2031                                                                                | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    570000 | PA      | $454817.25    | 0.03%             | 2031-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STUDIO CITY FIN LTD                                                              | STUDIO CITY FIN LTD 5% 01/15/2029 144A                                                                   | CUSIP: 86389QAG7<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |    320000 | PA      | $236400.00    | 0.02%             | 2029-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                                              | CHENIERE ENERGY INC                                                                                      | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |      6100 | NS      | $914756.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | TENET HEALTHCARE CORP 4.625% 07/15/2024                                                                  | CUSIP: 88033GCS7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    126000 | PA      | $122882.39    | 0.01%             | 2024-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| REALPAGE INC                                                                     | REALPAGE TERM B 1LN 04/22/2028                                                                           | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |    306900 | PA      | $291248.10    | 0.02%             | 2028-04-22      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                    | FHLG 15YR 3% 09/01/2034#SB0072                                                                           | CUSIP: 3132CWCH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    396186 | PA      | $374741.02    | 0.03%             | 2034-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                                                        | EGYPT (ARAB) REPUBLIC OF 7.0529% 01/15/2032 144A                                                         | CUSIP: 03846JX21<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    280000 | PA      | $203665.00    | 0.01%             | 2032-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                            | MINERAL RES LTD 8.125% 05/01/2027 144A                                                                   | CUSIP: 603051AA1<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    960000 | PA      | $966656.38    | 0.07%             | 2027-05-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                                          | ATI INC 5.125% 10/01/2031                                                                                | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    245000 | PA      | $215746.89    | 0.02%             | 2031-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NCR CORPORATION NEW                                                              | NCR CORPORATION NEW 5.25% 10/01/2030 144A                                                                | CUSIP: 62886EAZ1<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    335000 | PA      | $276375.00    | 0.02%             | 2030-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPERATING CO LLC / GD FINANCE CO INC                                    | GO DADDY OPERATING CO LLC / GD FINANCE CO INC 5.25% 12/01/2027 144A                                      | CUSIP: 38016LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $473230.03    | 0.03%             | 2027-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                      | PACIFIC GAS and ELECTRIC CO 4% 12/01/2046                                                                | CUSIP: 694308HR1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1315000 | PA      | $880370.42    | 0.06%             | 2046-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                           | US 10YR NOTE FUT (CBT)MAR23 TYH3                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |       514 | NC      | $-179156.67   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| GTT COMMUNICATIONS INC                                                           | GTT COMMUNICATIONS RT                                                                                    | CUSIP: N/A<br>LEI: 549300ETSL7K1ZX05H30       | Long             | EC               | CORP              | US        |     27222 | NS      | $27222.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| COMSTOCK RESOURCES INC                                                           | COMSTOCK RESOURCES INC 6.75% 03/01/2029 144A                                                             | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $929575.00    | 0.07%             | 2029-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                             | UMBS 30YR 5% 01/01/2053 #TBA                                                                             | CUSIP: 01F050619<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    300000 | PA      | $295828.26    | 0.02%             | 2053-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                 | DEUTSCHE BANK AG 4%/VAR 06/24/2032 REGS                                                                  | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |   1700000 | PA      | $1610029.31   | 0.12%             | 2032-06-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| NEW SK HOLDCO SUB LLC                                                            | SERVICE KING / MIDAS TERM 1LN 06/30/2027                                                                 | CUSIP: 64859TAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     51106 | PA      | $44002.35     | 0.00%             | 2027-06-30      | Variable      | 0.13%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                             | UMBS 30YR 3.5% 01/01/2053 #TBA                                                                           | CUSIP: 01F032617<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    200000 | PA      | $181890.52    | 0.01%             | 2053-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                            | GFL ENVIRONMENTAL INC 4.75% 06/15/2029 144A                                                              | CUSIP: 36168QAN4<br>LEI: 5493008HF9XC5H29ZX61 | Long             | DBT              | CORP              | CA        |    575000 | PA      | $503268.75    | 0.04%             | 2029-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NAVIOS SOUTH AMERICAN LOGISTIC S INC/ NAVIOS LOGISTICS FIN US INC                | NAVIOS SOUTH AMERN LOG/FIN US 10.75% 07/01/2025 144A                                                     | CUSIP: 63938NAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | UY        |    215000 | PA      | $202771.88    | 0.01%             | 2025-07-01      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| PARKLAND CORP                                                                    | PARKLAND CORP 4.625% 05/01/2030 144A                                                                     | CUSIP: 70137WAL2<br>LEI: 549300XHQS1JYWBNK868 | Long             | DBT              | CORP              | CA        |    550000 | PA      | $455125.00    | 0.03%             | 2030-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RWANDA REPUBLIC OF                                                               | RWANDA REPUBLIC OF 5.5% 08/09/2031 144A                                                                  | CUSIP: 78347YAL7<br>LEI: 213800AKFASSQE52AZ88 | Long             | DBT              | NUSS              | RW        |    595000 | PA      | $450080.31    | 0.03%             | 2031-08-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                      | ROYAL CARIBBEAN CRUISES LTD 8.25% 01/15/2029 144A                                                        | CUSIP: 780153BS0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   1295000 | PA      | $1301313.13   | 0.09%             | 2029-01-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-30

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

**Signature:** Laura M. Del Prato

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

**Title:** President and Treasurer